Strategies
Total Assets Under Management: USD 4.9B*
| DCI Fund | Duration | Benchmark | Return and Risk Targets | Vehicle | Fund Overview | Inception Date | Net Assets* | |
 |
DCI Market Neutral Credit Fund (QIF) | 1-month duration hedged | 1-month LIBOR | LIBOR + 8–10% pa. with zero beta | DCI Market Neutral Credit Fund (sub-fund of DCI Alternative Fund) | Irish Qualified Investment Fund (QIF). Monthly subscription, five day notice. | 1 February 2012 | 354MM |
| DCI Market Neutral Credit Fund (UCITS) | 1-month duration hedged | 1-month LIBOR | LIBOR + 4–5% pa. with zero beta | DCI Fund Four (sub-fund of DCI Umbrella Fund PLC) | Irish UCITS IV compliant fund. Daily dealing, six day redemption notice. | 2 July 2012 | 69MM | |
| Managed Account | 1 November 2007 | 552MM | ||||||
| Total Strategy Assets | 974MM | |||||||
 |
DCI Global Investment Grade Corporate Bond Fund (UCITS) | 3-month duration hedged | Barclays Global Aggregate Corporate BondExcess Return Index** | Benchmark +0.5–1% pa. with smart beta: long and index of beta with less risk than the benchmark. | DCI Fund Two (sub-fund of DCI Umbrella Fund PLC). | Irish UCITS IV compliant fund. Daily dealing. | 13 December 2011 | 693MM |
| Medium duration hedged to benchmark (~5-6 years) | Barclays Global Aggregate Corporate Bond Index | |||||||
| Single Distributor Fund | 1 September 2005 | 2.6B | ||||||
| Total Strategy Assets | 3.3B | |||||||
 |
DCI Global Enhanced Investment Grade Corporate Credit Fund (UCITS) | 3-month duration hedged | Barclays Global Aggregate Corporate BondExcess Return Index** | Benchmark +1–2% pa. with smart beta: long and index of beta with less risk than the benchmark. | DCI Fund Five (sub-fund of DCI Umbrella Fund PLC). | Irish UCITS IV compliant fund. Daily dealing. | 14 February 2013 | 143MM |
| Medium duration hedged to benchmark (~5-6 years) | Barclays Global Aggregate Corporate Bond Index | |||||||
| DCI Global Enhanced Investment Grade Corporate Credit - LDI | Hedged to investor preference | Merrill Lynch C91C Index | Match or exceed benchmark return. | DCI Managed Account | 11 July 2012 | 153MM | ||
| Single Distributor Fund | 1 July 2008 | 373MM | ||||||
| Total Strategy Assets | 670MM | |||||||
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DCI Short Credit | 1-month duration hedged | none | LIBOR +5–7% pa. Targets: Beta of -4xCDXIG | Managed Account | 11 July 2012 | 34MM | |
| Total Strategy Assets | 34MM | |||||||
Fund Administrator: Northern Trust International Fund Administration Services (Ireland) Limited · Fund Custodian: Northern Trust Fiduciary Services (Ireland) Limited · Fund Legal: Dillon Eustace, Dublin · Fund Auditor: Deloitte, Dublin
All strategies available as a managed account. * as of April 30, 2013 ** Barclays Global Aggregate Corporate Bond Index, less Mirror Swap, plus Barclays 3-month Bellwether Swap Index.