Active Short Duration
Our short duration strategy invests in a broad range of fixed income asset classes including treasuries, Agency MBS, credit and securitized products. The target portfolio duration is quantitatively determined using the shape of the Treasury Yield Curve.
A firm-wide commitment to robust fundamental credit across asset classes is paramount. A disciplined, repeatable process focused on specific aspects of risk management has the ability to limit the potential for downside losses.
Our Value Add
- Seeks alpha through two levers: rules based approach to managing duration and fundamental bottom-up credit selection
- Idea generation is fueled by our firm-wide commitment to robust fundamental credit analysis, which is delivered by our well-resourced global investment teams with a track record of generating alpha
- Execution strength lies in our flat organizational structure, which facilitates efficient communication of investment ideas, and our cohesive investment process, led by an experienced senior portfolio management team
IG Credit: Well-positioned in a Challenging Environment
In a potential recessionary environment, robust company balance sheets and normalizing yield levels are creating a compelling case for IG corporate credit.
2023 Outlook: Public & Private Credit
In this roundtable discussion, our credit market experts across public and private markets describe how they’re navigating today’s more challenging backdrop and where they’re turning to find strong, risk-adjusted returns.