The Ramirez Strategic Core Strategy generates “plus-like” alpha, without the use of derivatives or emerging market debt, through dynamic, concentrated sector allocation and rotation within the investment grade universe; RAM also allows a greater relative duration bandwidth (+/- 25%) versus the benchmark, our objective is to maximize total rate of return and achieve better risk adjusted results than the benchmark over a complete market cycle.
Barclays U.S. Aggregate Bond Index
Duration: +/- 25% relative to benchmark
Yield Curve : +/- 50% key rate duration relative to benchmark
U.S. Treasury Securities
Asset Backed Securities (ABS)
Agency Mortgage Backed securities (MBS)
Commercial Mortgage Backed Securities (CMBS)