The Enhanced Liquidity strategy is designed for both taxable and tax-exempt investors who require some level of constant liquidity while desiring a portfolio that generates an enhanced yield over a cash portfolio. The average holding period is 6 to 18 months.
Our ultimate goal is to seek to protect principal and maximize after-tax returns with a relatively low degree of volatility. We do not sacrifice credit quality in search of yield.
The target duration for this strategy is 1 year. The benchmark index is generally 25% Lehman Brothers 1-3 Month Treasury Index and 75% Lehman Brothers 1-3 Year Treasury Index.
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