US TIPS Full Discretion

Investment Style

Construct a well-diversified, higher-yielding inflation-protected portfolio with a bias towards Treasury Inflation-Protected Securities (TIPS). Exposure to the diversifying sectors (which include credit, global inflation-linked securities and mortgage-backed securities) may be derived through derivative and forward transactions. This strategy allows for opportunistic investments in high-yield, emerging markets, non-dollar securities, commodities and bank loans.

Investment Vehicles

Separate Account: Contact your Client Service Executive or call 1-626-844-9400
Commingled Vehicle Available

Performance as of June 30, 2018

Returns for periods greater than one year are annualized. Please see the Performance and Risk Disclosures for more detail.

Portfolio Characteristics as of June 30, 2018

US TIPS Full Discretion | Portfolio Characteristics as of June 30, 2018


Strategy AUM: Total US TIPS Full Discretion Assets:
US$2.6 billion (as of June 30, 2018)
Benchmark: Bloomberg Barclays U.S. TIPS Index (Series L)
Inception Date: 01 Aug 03

Sector Allocation as of June 30, 2018

US TIPS Full Discretion | Sector Allocation as of June 30, 2018
Note: Sector allocation includes look-through to any underlying commingled vehicles if held. All weightings are a percentage of total market value. A negative cash position may be reported, which is primarily due to the portfolio's unsettled trade activity. Data may not sum to 100% due to rounding.
IMPORTANT INFORMATION: All investments involve risk including loss of principal. Past performance is not indicative of future investment results. This information is only for use by professional clients, eligible counterparties or qualified investors. It is not aimed at, or for use by, retail clients.