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