Long Durationas of June 30, 2018 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:
$2,307 million
Portfolio Leadership Team:

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

Separately Managed Accounts

  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.