Learn more about integrating rules-based risk management into client portfolios.
Strategies brought to life by a unique synergy between human experience, machine learning, thoughtful design and precise security selection
Offering a strong balance between discretionary input and systematic execution, our platform addresses a wide range of needs and objectives in portfolio management. While our strategies are unique in form and function, each offers multi-layered risk management, factor-driven security selection and rules-based execution. Choose below to review our strategies by asset class or solution.
Adaptive Balanced Risk-Managed
Provides growth and income through allocations to long/short equities, fixed income and alternatives
Adaptive Balanced Risk-Managed (ABRM) is a rules-based approach to allocating tactically within a strategic asset allocation framework. ABRM allocates to some combination of underlying strategies seeking to maximize growth opportunities over a full market cycle. In periods of heightened market volatility, the strategy has the flexibility to de-risk while managing portfolio duration and aiming to protect capital.
Objective: Capture long-term growth and income by tactically allocating among various risk-managed equity strategies spanning geographic, style and size segments
Primary asset class: Risk-managed equity, listed alternatives and fixed income
Tactical ranges:
Target allocation: 70% equity, 30% fixed income and alternatives
Portfolio construction ideas:
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International Select
Provides concentrated exposure to tactical “best ideas” in international equity, retaining global flexibility.
International Select (IS) provides concentrated exposure to tactical “best ideas” in international equity, retaining global flexibility in effort to minimize volatility and protect capital in changing market conditions.
Objective: The strategy seeks to outperform over a full market cycle by pursuing international sources of momentum on the basis of style, sector, region and volatility.
Primary asset class: International equity
Tactical ranges:
Target allocation: 100% international equity
Portfolio construction ideas:
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Sector Select
Tactical, rules-based strategy that identifies and allocates to momentum leaders among primary sectors of the S&P 500
Sector Select (SS) is a tactical, rules-based strategy that identifies and allocates to momentum leaders among primary sectors of the S&P 500. By eliminating exposure to the bottom ranked sectors, the multifactor model aims for minimized risk while remaining fully invested.
Objective: The strategy aims to provide concentrated exposure to the most compelling, momentum-driven sector stories in US large cap equity.
Primary asset class: US large cap equity
Tactical ranges:
Target allocation: 100% US equity sectors
Portfolio construction ideas:
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Credit Select Risk-Managed
Manage credit and duration risk to harvest income
Credit Select Risk-Managed (CSRM) is a dynamic approach to multi-sector fixed income, built to enhance total return and manage duration over a full market cycle.
Objective: Increase total return over a full market cycle through opportunistic yield enhancement in constructive credit markets; dynamic duration management across markets; rapid de-risking in negative credit conditions; tail-risk hedge in extreme environments
Primary asset class: High yield debt
Tactical ranges:
Target allocation: 95% high yield, 5% investment-grade fixed income & cash
Portfolio construction ideas:
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Diversified Income Risk-Managed
Navigate income asset universe to enhance total return while managing drawdown
Diversified Income Risk-Managed (DIRM) is a “go-anywhere” income strategy that aims to enhance total return through non-traditional income sources while maintaining a balanced risk profile and managing drawdown relative to long-only aggressive income strategies.
Objective: Provide robust total return through non-traditional income sources including junk bonds, infrastructure, MLPs, listed private equity, convertibles & preferreds
Primary asset class: Non-traditional income
Tactical ranges:
Target allocation: 100% in non-traditional income assets
Portfolio construction ideas:
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Listed Alternatives
Allocate to alternatives in a liquid, flexible format
Listed Alternatives (LALTS) is a rules-based solution designed to offer tactical, flexible exposure to a broad universe of liquid alternatives strategies. The strategy attempts to replicate the capital protection and risk-adjusted return characteristics of hedge funds and other strategies comprising “alternatives” space, but aims for improved liquidity, transparency and cost-efficiency by leveraging publicly traded instruments.
Objective: Deliver flexible and liquid exposure to a range of alternative assets
Primary asset class: Listed alternative funds
Tactical ranges:
Target allocation: 100% alternatives
Portfolio Construction Ideas:
Return to Strategy Filter