Using disciplined and rigorous processes, Macquarie Allegiance Capital seeks to add value by employing multiple, risk-adjusted strategies incorporating yield curve and duration positioning, sector allocation and security selection. Our relative return capability is a core style approach managed on a top-down, trend-following basis with a rigorous bottom-up approach to security selection.
Sector Allocation: We actively rotate among investment grade taxable fixed income sectors to capture value in spread changes.
Yield Curve Management: We actively manage maturity structures to capture shifts in the shape of the yield curve.
Duration Adjustments: We constrain the duration of client portfolios to a tight band around the duration of the relevant index.
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These materials are provided for general informational purposes only and do not constitute a recommendation to follow, or an offer to sell or a solicitation of an offer to buy, any strategy, security or investment product.
