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Sample Post 6

jennifer.quisenberry@neamgroup.com (Jenn Quisenberry) — Thu, 09 Jul 2026 07:42:35 GMT

In today’s market environment, alternatives and private credit dominate the conversation. These products are marketed as innovative, differentiated, and attractive, while core fixed income is often dismissed as boring, commoditized, or merely a portfolio requirement. For some market participants, core bonds have become an afterthought, something to hold because investment policy requires it. That framing is misguided. Core fixed income does not have to be plain vanilla. When managed actively, thoughtfully, and with discipline, core fixed income can be a durable source of compounded alpha and true value creation over time.

Sample Post 5

jennifer.quisenberry@neamgroup.com (Jenn Quisenberry) — Wed, 08 Jul 2026 13:11:56 GMT

Sample Post 4

sample hubspot user — Wed, 08 Jul 2026 13:11:09 GMT

Sample Post 3

sample hubspot user — Wed, 08 Jul 2026 13:10:23 GMT

Sample Post 2

sample hubspot user — Wed, 08 Jul 2026 13:09:49 GMT

Sample Post 1

sample hubspot user — Wed, 08 Jul 2026 13:09:14 GMT

Pitfalls of Benchmark Hugging

Many core strategies are constrained by an excessive focus on benchmarks and tracking error, resulting in portfolios that hug the index so closely that outperformance becomes mathematically unachievable. When the primary objective is to closely match the benchmark, the result is predictability but without added value. Alpha is not created by fear of deviation. It is created by judgment, selectivity, and the willingness to act when warranted by the opportunity set.

Size and scale can also hinder outperformance. Asset managers with disproportionately high AUM (assets under management) may be forced into behavior that undermines alpha generation. Large, constant inflows require participation in virtually every new issue, often regardless of relative value, simply to stay invested. The result is cash-drag avoidance at the expense of selectivity, and portfolios that increasingly resemble the index by default. Consequently, individual portfolios end up with a sizable number of small-lot positions, which can limit secondary-market liquidity.