US TIPS Full Discretion

Investment Objective

Exceed the benchmark return by an average of 100 basis points annually over the course of a market cycle while approximating benchmark risk.

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 CSE or call 1-626-844-9400
Commingled Vehicle Available

Performance as of March 31, 2017

Returns for periods greater than one year are annualized. Please see the Performance Disclosure for more information.

Historical Performance: By Calendar Year

Log in to view this information.

Snapshot

Strategy AUM: Total US TIPS Full Discretion Assets:
US$3.0 billion (as of March 31, 2017)
Benchmark: Bloomberg Barclays U.S. TIPS Index (Series L)
Inception Date: 01 Aug 03
Fees: Log in to view this information.

Sector Allocation

Log in to view this information.

Portfolio Characteristics

Log in to view this information.
Past performance is not indicative of future investment results, the value of any investment can fall as well as rise.