Browse the world's most comprehensive database of hedge fund investor letters, sorted by recent quarter. Access primary source research from leading institutional managers.
Browse the world's most comprehensive archive of hedge fund manager letters. Access primary source research from leading institutional managers, sorted by reporting period.
John Hancock Bond Fund outperformed in Q2 2026 with a 1.05% net return for Class I, capitalizing on corporate credit spreads and an underweight in Treasuries. Management is reallocating capital into securitized credit and investment-grade corporate debt while managing duration neutrally amid expectations of hawkish Federal Reserve policy shifts.
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John Hancock Bond Fund outperformed in Q2 2026 with a 1.05% net return for Class I, capitalizing on corporate credit spreads and an underweight in Treasuries. Management is reallocating capital into securitized credit and investment-grade corporate debt while managing duration neutrally amid expectations of hawkish Federal Reserve policy shifts.
SaltLight Capital posts a strong +17.86% return for 3Q 2025, driving performance by backing scaled AI application beneficiaries like Google, Tencent, and AppLovin while steering clear of fragile infrastructure plays.
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SaltLight Capital posts a strong +17.86% return for 3Q 2025, driving performance by backing scaled AI application beneficiaries like Google, Tencent, and AppLovin while steering clear of fragile infrastructure plays.
The Fund outperformed peers with a 2.19% return in Q3 2025 by favoring corporate credit and bank loans. Managers trimmed duration and added to credit exposure via derivative indices, remaining constructive on yielding assets with resilient models.
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The Fund outperformed peers with a 2.19% return in Q3 2025 by favoring corporate credit and bank loans. Managers trimmed duration and added to credit exposure via derivative indices, remaining constructive on yielding assets with resilient models.
CrossingBridge outlines how it avoided the First Brands collapse and capitalized on CODI's senior notes, warning that broader credit markets are exhibiting dangerous, bubble-like complacency.
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CrossingBridge outlines how it avoided the First Brands collapse and capitalized on CODI's senior notes, warning that broader credit markets are exhibiting dangerous, bubble-like complacency.
The fund returned 2.87% in Q2 2025, outperforming its peer group through strong credit selection. The managers are prioritizing credit carry over duration risk, but stand ready to increase duration if labor markets show material deterioration.
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The fund returned 2.87% in Q2 2025, outperforming its peer group through strong credit selection. The managers are prioritizing credit carry over duration risk, but stand ready to increase duration if labor markets show material deterioration.
The Kennedy Mid Cap Value composite returned 1.98% net in Q2 2025, underperforming its benchmark during a highly volatile quarter driven by tariff policy announcements. KCM remains constructive on the macroeconomic backdrop and retains strong conviction in its Industrials overweight.
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The Kennedy Mid Cap Value composite returned 1.98% net in Q2 2025, underperforming its benchmark during a highly volatile quarter driven by tariff policy announcements. KCM remains constructive on the macroeconomic backdrop and retains strong conviction in its Industrials overweight.
