BlueBay U.S. Short Duration Fixed Income



The Short Duration strategy aims to provide a consistent level of income, with an emphasis on liquidity and principal preservation, through a diversified portfolio of short duration bonds denominated in U.S. dollars.

Strategy overview

We believe:

  • Security and sector selection has the potential to pay over time through income
  • Liquidity premiums can be exploited
  • Interest rate anticipation increases risk (volatility) and must be controlled at all times.

Our approach

Investment philosophy and style

Our bottom-up, fundamental process is combined with robust, top-down risk management tools designed to meet our objectives of principal preservation, liquidity and consistent excess returns over the long term.

We employ a fundamental investment process to construct a diversified portfolio of high quality fixed income securities that aims to deliver consistent excess returns (income) with low volatility.

Risk management

  • Mandate and policy controls
  • Full, multidisciplinary vetting of client policies and objectives
  • Multiple levels of review
  • Clear accountabilities and cross checks
  • High quality focus reduces credit risk

Additional information

Inception
July 1989
Primary benchmark
ICE BofA 1-3 Year AAA-A US Corporate & Government
Vehicle
Separate Account, US Mutual Fund

Related documents

Portfolio managers

John Northup BlueBay Portfolio Manager, U.S. Fixed Income, RBC Global Asset Management (U.S.) Inc.
Kelsey Bosshardt Portfolio Manager, U.S. Fixed Income, RBC Global Asset Management (U.S.) Inc.
Eric Hathaway Senior Portfolio Manager, U.S. Fixed Income, RBC Global Asset Management (U.S.) Inc.

Investment team

BlueBay Fixed Income team

Fixed income specialist providing progressive investment solutions

Feature Insights

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