Buy & Maintain
AN UNWAVERING FOCUS ON CREDIT QUALITY
- Hold debt securities to maturity in order to accumulate carry return without incurring valuation risk (excepting default risk)
- Build a bond portfolio that fits with the specific constraints of insurance companies
- Actively manage credit default risk of securities in view to holding them to maturity
- Conduct arbitrage and reinvestment with the goal of improving portfolio return
We focus on securities offering the highest possible yield for a given credit risk objective.
Low Transaction Costs
We take great care to avoid forced sales and to limit portfolio rotation keep transaction costs low.
Seeking Optimal Diversification
Our experts attempt to minimise downside risks through broad diversification.
Head of Quantitative Research
More than 30 years’ experience of the financial markets