Asset Management

The Core Bond Index investment strategy seeks a favorable long-term total return from a portfolio of fixed-income securities designed to produce a return that corresponds with the total return of the U.S. investment-grade bond market based on the Barclays Capital U.S. Aggregate Bond Index.

The Core Bond Index strategy attempts to replicate the Barclays Capital U.S. Aggregate Bond Index using a proprietary quantitative process that closely matches the overall investment characteristics of the index. The investment process takes into access to cash flow, trading activity, and corporate actions in order to maintains the portfolio in line with benchmark.

In addition, the portfolio management team employs proprietary optimizing techniques to evaluate and control portfolio risk, with a goal of maintaining portfolio-tracking error within very close range of the index, while effectively managing trading costs and other portfolio expenses.

Related Professionals

Kevin Chen

Lijun (Kevin) Chen

CFA, Director,
Global Public Markets

James Tsang

James Tsang

CFA, Director,
Global Public Markets

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