Man Asia Credit Opportunities Strategy
- Aims to capture opportunities in an expanding but under-represented credit market.
- Focused on attractive risk-adjusted opportunities by employing rigorous bottom-up credit analysis.
- Fundamental views complimented by a top-down macro/policy framework which supports active selection of regions and sectors.
- Managed by an experienced team with deep knowledge of Asian credit from top-tier investment houses and rating agencies since the 1990s.
Approach
The strategy takes a bottom-up approach in order to identify securities that demonstrate the best opportunities for generating risk-adjusted income and capital growth. This evaluation is based on quantitative and qualitative analysis using internally generated financial models and projections. The team’s bottom-up approach will be complemented by top-down macro and policy analysis, using a proprietary framework to support allocation decisions. This helps to limit downside volatility across the credit cycle and capture idiosyncratic alpha opportunities.
The team emphasises a rigorous credit review process, focusing on portfolio diversification, strict risk discipline and portfolio liquidity. A typical portfolio will comprise of 100-130 positions, predominantly investing in Asian corporate credit instruments but may also include sovereign and quasi-sovereign fixed or floating rate debt securities.
Whilst the strategy is benchmarked to the J.P. Morgan Asia Credit Index (‘JACI’) for performance comparison purposes, the team focusses on providing absolute returns to investors. An unconstrained approach enables the strategy to avoid beta-based risk profiles and target tactical, idiosyncratic opportunities, whilst avoiding unwanted country and sector risk concentrations that investors in the asset class might be wary of.
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