Ryan Labs Asset Management has specialized in managing fixed income portfolios tailored to the unique duration needs of institutional clients since 1988. Our strategies include Targeted Duration, TIPS Targeted Duration, Immunization+ (Ryanization), Dollar Duration, Dynamic Duration, and Generic Fixed Income. In 1991, Ryan Labs became the first asset manager to create and manage a bond portfolio versus a daily Custom Liability Index ® consistent with FAS 87 and 106 accounting standards. Our index and portfolio analytics provide the Ryan Labs Portfolio Management Team daily liability index characteristics (based on each client’s projected cash outflows), daily risk management control of assets versus liabilities, and performance attribution of assets versus a customized index.

The skills of our portfolio managers complement each other extremely well. Each of us has experience managing, trading, and analyzing a broad spectrum of investment grade bonds, but we each have a unique area of expertise. Mike Donelan, CFA, specializes in corporate bonds and technical analysis/trading, James Harrington, analyzes and trades mortgages and other structured products, and Geraldine Michalik, Ph.D., leads the credit research effort. A team of analysts/traders supports the portfolio management team.

Our most sophisticated and valued analytic tools are proprietary. We have refined them over the years to create a disciplined investment process while allowing flexibility and efficiency to apply our unique talents to add alpha.