The fixed income market is comprised of a
variety of investors with different goals and risk constraints. Pugh Capital
believes that these competing interests can create inefficiencies within the
market that can be exploited through rigorous research and active management
relative to a client-specified benchmark.
Pugh Capital's fixed income investment
approach is designed to provide incremental returns relative to the benchmark
while minimizing downside risk. Client portfolios are invested in the full
spectrum of U.S. dollar denominated, investment-grade securities, with an
emphasis on higher credit quality and mortgage-backed securities. Portfolio
durations are managed within a range of +/- 10% of the client's Index and
securities held must have investment-grade ratings.
Pugh Capital's process begins with top-down analysis to determine investment
themes across fixed income sectors. We identify significant trends within
the economy and the fixed income and equity markets. The firm then develops
an interest rate outlook. These trends and rate forecasts are incorporated
into the process of determining sector and industry weightings. At the security
level, Pugh Capital's investment team conducts thorough bottom-up research
on individual issues to identify the most attractive securities on a relative-value
basis. Risk management techniques emphasize stress testing under different
market scenarios.


