Enhanced Core Fixed Income

A synthetic approach utilizing a blend of fixed income futures contracts engineered to match the duration of the Lehman Brothers Aggregate Index with active management of a high grade, short-duration fixed income portfolio (average AA/Aa2 credit rating).


Clifton's ECFI Strategy seeks to:

• Outperform Lehman Brothers Aggregate Index by 50-100 basis points annually
• Rank in the top quartile of core fixed income manager universe
• Produce relative return patterns which have low or negative correlation to other fixed income managers