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

$ 810,51 million as of September 30, 2024

Inception Date

1991

Vehicle Types

UCITS
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

Yulia Alekseeva, CFA
Head of Consumer ABS & CMBS
Stephen Ehrenberg
CFA, Managing Director
Natalia Krol
Managing Director, Portfolio Manager: IG & EM Corporate Credit
Omotunde Lawal, CFA
Head of EMEA Corporate Credit and Emerging Markets Corporate Debt
Charles Sanford
Head of Investment Grade Credit
Douglas Trevallion II, CFA
Head of Global Securitized & Liquid Products
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.

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