Services
Portfolio Management
RhumbLine offers index-based equity and fixed income strategies in both separately managed accounts and pooled funds to institutional investors. Our investment management team uses advanced portfolio construction techniques and proprietary quantitative analytics to manage passive portfolios that closely track a standard index. We can also manage a customized portfolio using mean-variance optimization that excludes a list of companies or themes while still seeking to track the unrestricted index.
In addition to managing tax-exempt pension, defined contribution and endowment portfolios, our quantitative tools allow us to effectively manage tax-efficient portfolios by minimizing realized gains and harvesting gains or losses as needed.
Please note that RhumbLine does not utilize securities lending in any of its commingled index products.
Index Strategies
S&P 400® Index Strategy
S&P 400® Growth Index Strategy
Russell Mid Cap® Index Strategy
Russell Mid Cap Growth® Index Strategy
Russell Mid Cap Value® Index Strategy
S&P 1000® Index Strategy
S&P 1000® Value Index Strategy
Russell 2500® Index Strategy
Russell 2500 Value® Index Strategy
Russell Small Cap Completeness® Index Strategy
S&P 600® Index Strategy
Russell 2000® Index Strategy
Russell 2000 Growth® Index Strategy
Russell 2000 Value® Index Strategy
Core Bond – US Aggregate Index Strategy
Intermediate Government/Credit Index Strategy
Bloomberg US 1-5 Year Government Index Strategy
Bloomberg US Government Intermediate Index Strategy
Bloomberg US Government Long Index Strategy
ICE Exchange Listed Preferred & Hybrid Index Strategy
ICE BofA US 3-Month Treasury Bill Index Strategy
Bloomberg US TIPS Index Strategy
Bloomberg US Treasury Index Strategy
Bloomberg US 1-3 Year Treasury Index Strategy
Bloomberg US 5-7 Year Treasury Index Strategy
Bloomberg US Intermediate Treasury Index Strategy
Bloomberg US Long Term Treasury Index Strategy
S&P ADR Index Strategy
MSCI EAFE Index Strategy
MSCI ACWI Index Strategy
MSCI ACWI ex-US Index Strategy
MSCI ACWI ex-Fossil Fuels Index Strategy
MSCI ACWI Minimum Volatility Index Strategy
MSCI ACWI Selection Index Strategy
MSCI Emerging Markets Index Strategy
MSCI Japan Broad Index Strategy
MSCI World Index Strategy
MSCI World ex-Fossil Fuels Index Strategy
MSCI World ex-US Index Strategy
DJ Brookfield Global Infrastructure Index Strategy
S&P Global Natural Resources Index Strategy
S&P Global Low Volatility Index Strategy
S&P North America & Europe Clean Energy Index Strategy
S&P Global Water Index Strategy
S&P 1500® Index Strategy
Russell 3000® Index Strategy
Wilshire® 5000 Index Strategy
MSCI Global Investible US Index Strategy
Russell RAFI US Index Strategy
Russell RAFI Global ex-US Index Strategy
Russell 1000 HEDI Moderate TTE Index Strategy
Energy Select Sector Index Strategy
FTSE Nareit All Equity REIT Index Strategy
S&P Global Low Volatility Index Strategy
Multi-Strategy Index Strategy
TOBAM MaxDiv USA Index Strategy
Custom EIA IFED US Large-Cap Index Strategy
Tailored by client request for any domestic equity, international equity or fixed-income universe. Examples include:
- SRI
- ESG
- Fossil Fuel-Free
- Tax-Efficient
- Catholic Values
- Minimum Volatility
- Sudan-Free
- Tobacco-Free
- Equal Weighted
- Completeness
- High Quality
- Customized Screens
Investment Process
RhumbLine offers index-based equity and fixed income strategies, custom managed to match the risk and return characteristics of published benchmarks. Approximately half of our client portfolios overlay custom restrictions and constraints. Our investment team employs advanced portfolio construction techniques, including mean-variance optimization, stratified sampling and/or replication to achieve client objectives, depending on restrictions, size and tracking error expectations. Our rebalancing and trading process is designed to control overall trading costs and achieve best execution.