Investment Grade
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.
AUM
$ 774.80 million as of June 30, 2025
Inception Date
1991
Vehicle Types
UCITS
Separate Account
Separate Account
Investment Philosophy
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
Portfolio Managers
Stephen Ehrenberg, CFA
Head of North America Investment Grade Credit
Rishi Kapur
Head of Securitized Trading
Charles Sanford
Managing Director, Head of Global Investment Grade Credit
Investing Together
In our experience, it’s about yours.
Our teams are empowered to share ideas, challenge perspectives, and take decisive action as we collectively pursue the greatest outcome for our clients.
