I've been reading an old paper by Bill Gross "Consistent Alpha Generation through Structure", pretty good stuff wish I had read long ago!

One piece of the text however I'm not sure I fully understand

In addition, volatility can be sold via over-
weighting the front end of the yield curve relative
to an index. Historicalinformationratios are max-
imized in durationspace by purchasing 12-month
to 18-month securities and rolling them back up
the curve every quarter.
Can anyone please explain the dynamics of to me a little better? Where's mazza when you need? How does this constitute a 'structurally short volatility' position? I understand that the creditor is already taking the short volatility position, but how does overweighting the front end of yield increase the degree of shortness?