• Sterling’s Head of Quantitative Research, Kevin J. Stoll, CFA®, recently authored an article that was published in the Journal of Fixed Income.
    Sterling’s Head of Quantitative Research, Kevin J. Stoll, CFA®, recently authored an article that was published in the Journal of Fixed Income. The article, titled “A Conditional Variance Model of Corporate Bond Excess Return Distributions,” presents a method for predicting the volatility of corporate bonds.
    Read More »
  • Weekly Market Update
    • U.S. economic reports scheduled to be released this week include Personal Consumption Expenditure, 1Q GDP (Final) and the S&P CoreLogic/Case-Shiller Home Price Indices.
    • Non-U.S. economic reports for the week include the Consumer Price Index in Germany and the China Federation of Logistics and Purchasing Manufacturing Purchasing Managers Index.
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  • The Lead
    “Uncertainty Reigns”
    • Will soft data translate into hard data in 2017?
    • Tools for uncertainty – unique companies at unique prices.
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Our investment teams apply proprietary research, prudent risk management and expert market analysis to proven investment strategies that seek to generate consistent performance to institutions, financial advisers and individuals.


  • Equity Funds
  • Fixed Income Funds
  • Asset Allocation Funds

Asset Allocation Funds

Sterling Capital's asset allocation funds or "funds of funds" offer unique investment strategies that aim to meet objectives of capital appreciation and income.

Meet our Team

Sterling Capital is a group of 131 seasoned investment and client service professionals who manage $50 Billion (as of 03/31/2017).
 

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Performance Summary

Click below for the most recent total returns for the Sterling Capital Funds.
 

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Latest News

Sterling’s Head of Quantitative Research, Kevin J. Stoll, CFA®, recently authored an article that was published in the Journal of Fixed Income.
Sterling’s Head of Quantitative Research, Kevin J. Stoll, CFA®, recently authored an article that was published in the Journal of Fixed Income. The article, titled “A Conditional Variance Model of Corporate Bond Excess Return Distributions,” presents a method for predicting the volatility of corporate bonds.

Read More »