DCI
DCI is an independent asset management firm specializing in long/short and long-only corporate credit strategies.
DCI’s investors include some of the largest pension and sovereign wealth funds, private banks, and independent wealth managers globally. The firm was started in 2004 by individuals with a long history of innovation in finance. Their achievements include the creation of the first equity index fund (Wells Fargo) as well as the first default probability and credit portfolio model (KMV).
focused on the most liquid, mispriced, high quality corporate bonds and CDS globally…
| Strategy | Alpha | Beta | Interest Rate Duration | Currencies | |
|---|---|---|---|---|---|
| Investment Grade Corporate Bond Funds |
DCI Investment Grade Corporate Bond Strategy DCI Enhanced Investment Grade Corporate Credit Strategy DCI Long Duration Corporate Bond LDI Strategy DCI Core Fixed Income Strategy DCI Unconstrained Bond Strategy |
systematic capture of mispricing of individual credit exposures |
long-only or net beta one |
zero duration or index neutral duration |
USD EUR GBP CHF NOK SEK SGD JPY |
| High Yield Corporate Bond Funds |
DCI High Yield Corporate Bond Strategy | long-only | |||
| Market Neutral Credit Funds |
DCI Market Neutral Credit Strategies | market neutral | zero duration | ||
| Short Credit Funds | DCI Short Credit Strategy | short |
THE GOAL BEHIND THE DCI STRATEGIES IS TO PRODUCE WELL DIVERISIFIED PORTFOLIOS WITH LOW RISK AND CONSISTENT ALPHA
Established in 2004
Headquartered in San Francisco
Active Diversification
Fundamental Risk Model Systematic Implementation