US Core Bond Strategy

Trillium offers a well-diversified, actively-managed, US-core bond strategy — managed for all market environments.

During portfolio construction, we develop a model portfolio, with a laddered approach, where we invest in issues across the duration spectrum in order to achieve our overall duration target. This may lead to differences in concentration at certain duration ranges depending on our target.

Portfolio Characteristics

  1. High Credit Quality

  2. Intermediate Duration

  3. Agency and municipal bonds selected in part based on positive aspects of funding provided: education, sanitation, clean energy, etc.

  4. Proactively includes "Green Bond" exposure, including World Bank and IFC Green Bonds

Types of Fixed-Income Investments

  1. Agency and municipal bonds are selected with positive aspects of funding provided: education, sanitation, clean energy*

  2. Corporate bonds are selected based on the ESG profile of the issuing company. The portfolio typically holds bond until maturity or call, with less than 25% turnover per year

  3. Structured notes at attractive Option Adjusted Spreads can be used to enhance yield and protect against rising rates

Portfolio Construction

  1. Duration targets

  2. Market sector targets

  3. Credit quality goals

  4. Maturity structure

  5. Typical position range is between 5-10%

  6. Max position size of 15%

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