01SAA
Strategic asset allocation
Long-horizon policy portfolios, built with constrained optimization across return, risk and the real-world limits that actually bind.
Portfolio Manager · Hartford, Connecticut
Garrett MacDonald
I run strategic and tactical asset allocation and passive and active equity portfolios for institutional clients.
- At HIMCO since 2013
- M.S., Financial Engineering
What I do
Four disciplines
02TAA
Tactical asset allocation
Sized, deliberate tilts around the policy portfolio, taken only when the evidence is strong enough to pay for the risk.
03Passive
Passive equity
Index portfolios run for precision: tight tracking, low cost, and clean, repeatable implementation.
04Active
Active equity
Equity portfolios where every active position is intentional, sized to a risk budget, and measured against its benchmark.
Quantitative by training. Practical by habit.
I've spent my career at Hartford Investment Management Company (HIMCO), turning research into portfolios.
A lot of that work is building the machinery behind the decisions: optimization models, data pipelines, performance and risk analytics, and, more and more, AI-assisted tools that help a small team move faster without cutting corners.
- Portfolio optimization
- Risk budgeting
- Performance attribution
- Index replication
- Python
- R
- AI-assisted workflows
Background
Full history on LinkedIn
- 2013 – presentPortfolio Manager, Public Equity & Asset AllocationHartford Investment Management Co. (HIMCO)
- 2022M.S., Financial EngineeringWorldQuant University
- 2013B.S., Economics-FinanceBentley University
Let's connect.
LinkedIn is the best way to reach me.