Long Durationas of December 31, 2016 Print

Logan Circle’s Long Duration Fixed Income strategy seeks to produce predictable and consistent excess return while providing clients with a flexible vehicle to hedge long-dated liabilities and reduce surplus volatility. In seeking to exploit inefficiencies in fixed income securities exposed to credit, default and liquidity risks, we utilize our in-house credit research team to focus on optimal security selection; target duration-neutral portfolios; and construct portfolios with attractive risk/reward characteristics.

Assets Under Management:
$1,748 million
Portfolio Leadership Team:

Stephen A. Mullin, CFA
Andrew J. Kronschnabel, CFA
Brian D. Funk, CFA VIEW FULL TEAM
Benchmark:
Barclays U.S. Long Government/Credit Index
Inception Date:
October 1, 2000
Download Fact Sheet

  SECTOR WEIGHTS (Range)
Target
Alpha1
Target
Tracking Error
Duration
Target
100–150
basis points
150–200
basis points
neutral to
benchmark2

Corporates

Structured Products
Governments
Plus Sectors

30%–90%

0%–10%

10%–70%

0%–15%

1 Target Alpha is an investment objective and not a promise of future results or performance. It is calculated gross of fees over a 3 to 5 year time horizon. There can be no assurance that a portfolio will achieve its target alpha.

2 Barclays U.S. Long Government/Credit Index or custom benchmark.

Investors should carefully consider their investment objectives, risks, fees, charges and expenses before investing any money. To obtain this and other information, please email asklogan@lcpim.com to request more information. Please review the Terms of Use of this site for additional details.