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    Systematic Fixed-Income

    Systematic Fixed-Income

    Warum Systematic Fixed-Income-Strategien

    Unser systematic Fixed-Income-Ansatz zielt darauf ab, konsistente Renditeergebnisse zu erzielen, indem wir einen innovativen, modellgetriebenen Ansatz zur Wertschöüfung in ineffizienten Anleihesegmenten nutzen. Unser Ziel ist es, in strukturell ineffiziente Sektoren des Rentenmarktes zu investieren und durch verbesserte Liquidität und breite Diversifizierung eine größere Konsistenz der langfristigen Renditen zu erzielen.

    Was macht systematic Fixed-Income-Strategien so besonders?

    Unser systematic Fixed-Income-Ansatz hebt sich in mehrfacher Hinsicht ab:

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    Wiederholbarer und konsistenter Prozess

    Wiederholbarer und konsistenter Prozess

    Unsere Strategien zielen darauf ab, innerhalb eines streng kontrollierten Risikobudgets konsistente Alpha-Quellen zu schaffen und eine Outperformance zu erzielen, die weniger mit traditionellen Renditequellen korreliert.

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    Zugang zur vollen Kreditrisikoprämie; differenzierte Alpha-Treiber

    Zugang zur vollen Kreditrisikoprämie; differenzierte Alpha-Treiber

    Die systematische Ausnutzung der gesamten Kreditrisikoprämie sowohl bei liquiden als auch bei illiquiden Anleihen zur Generierung von Alpha-Positionen macht unsere Strategien zu einer attraktiven Alternative zu fundamentalen Stilen in den Unteranlageklassen des Rentenmarktes.

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    Zeitnahe und kosteneffiziente Ausführung

    Zeitnahe und kosteneffiziente Ausführung

    Unser hoch entwickelter Handelsansatz zielt darauf ab, ein beständigeres Ergebnis, eine robuste Liquidität und eine kosteneffizientere Handelsausführung als bei traditionellen High-Yield-Anlagen zu erzielen.

    Wie passen systematic Fixed-Income-Strategien in Ihr Portfolio?

    Wir sind überzeugt, dass unser differenzierter Ansatz zur Generierung von Alpha sowohl eine Ergänzung zu einem passiven Investmentansatz sein kann, indem er ein besseres Nettokostenergebnis liefert, als auch zu einem aktiven fundamentalen Ansatz, indem er differenzierte Alpha-Quellen nutzt, um eine Outperformance gegenüber einer Benchmark zu erzielen. Der Ansatz ist so konzipiert, dass er flexibel und in hohem Maße individuell anpassbar ist.

    Ergebnisse

    Insights Systematische Fixed-Income-Strategien

    Wir bieten Efficient-Beta-Strategien an, die darauf abzielen eine Benchmark nachzubilden, und Systematic Alpha-Strategien, die eine
    Outperformance gegenüber der Benchmark anstreben. Verfügbar sind diese Strategien als separat verwaltete Mandate oder als Fonds.

    Warum Insight für systematic Fixed-Income-Anlagen?
    Warum „High-Yield Efficient Beta“
    Warum sich Anleger Fallen Angels ansehen sollten

    Anlageziel, Wertentwicklung und Portfolioinformationen

    Lernen Sie einige Teammitglieder kennen

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    Paul Benson, CFA, CAIA

    Head of Systematic Fixed Income

    Paul Benson, CFA, CAIA

    Head of Systematic Fixed Income

    Paul joined Insight in September 2021 following the transition of Mellon Investments’ fixed income strategies to Insight. He has been in the investment industry since 1994. Paul is the head of systematic fixed income, responsible for managing Insight’s quantitative, factor-based fixed income strategies, including the high yield beta strategy. Previously at Mellon Investments, Paul was a senior portfolio manager responsible for the yield curve arbitrage strategy within global asset allocation portfolios. Additionally, he engineered and built the process to automate fixed income portfolio rebalancing and improve operational risk control.

    Prior to joining Mellon Investments, Paul was a senior fixed income portfolio associate at PIMCO, where he analyzed portfolios, and implemented and managed active US and global fixed income portfolios. Previously, he was a trader at Westdeutsche Landesbank Tokyo, where he built the interest rate swaps trading desk, and a trader at Bankers Trust Tokyo, where he ran the Japanese government bond book. Both positions included market making and proprietary trading. Paul received a BA from University of Michigan at Ann Arbor. He is a CFA charterholder and is a member of CFA Institute.

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    Deepak Agrawal, PhD

    Head of Quantitative Research, Systematic Fixed Income

    Deepak Agrawal, PhD

    Head of Quantitative Research, Systematic Fixed Income

    Deepak joined Insight in September 2021 following the transition of Mellon Investments’ fixed income strategies to Insight. He has worked in the investment industry since 2002. Deepak is the Head of Quantitative Research responsible for the strategic direction and development of all fixed income quant strategies.

    Prior to joining Mellon Investments in 2019, Deepak led global macro and fixed income quant research at State Street Global Advisors (SSGA), specializing in global credit, emerging markets and ESG. Prior to that, he was the Principal and Head of Research at DCI Investment Management in San Francisco, having started his career as a Director of Research at Moody’s KMV.

    In parallel with his industry career, Deepak also taught at the Haas School of Business at the University of California, Berkeley for nearly ten years. He earned his Bachelor’s degree in Electronics & Communication Engineering from University of Jodhpur, India and his PhD in finance from New York University, Leonard N. Stern School of Business.

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    Stephanie Shu, CFA

    Senior Portfolio Manager, Systematic Fixed Income

    Stephanie Shu, CFA

    Senior Portfolio Manager, Systematic Fixed Income

    Stephanie joined Insight in September 2021 following the transition of Mellon Investments’ fixed income strategies to Insight. She has been in the investment industry since 1997 and joined Mellon Investments in 2000. Initially, she managed fixed income hedge funds and systematic active strategies within the group. Since then, Stephanie has become a senior portfolio manager. She is responsible for designing and managing fixed income efficient beta/beta plus strategies, which include the emerging markets local debt, global investment grade credit, fallen angels and global high yield efficient beta/beta plus strategies. Stephanie also manages fixed income ETFs and quantitative model-driven non-index strategies; she works closely with the fixed income research team for all quantitative model design and implementation.

    Prior to joining Mellon Investments, Stephanie worked at Gifford Fong Associates where she managed a staff of 15 responsible for the development of financial risk analytics. She earned an MS in finance and mathematics from Texas A&M University. Stephanie is a CFA charterholder and is a member of the CFA Institute.

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    Manuel Hayes

    Senior Portfolio Manager, Systematic Fixed Income

    Manuel Hayes

    Senior Portfolio Manager, Systematic Fixed Income

    Manuel joined Insight in September 2021 following the transition of Mellon Investments’ fixed income strategies to Insight. He has been in the investment industry since 2004 and joined Mellon Investments in 2009 as a portfolio manager and was the primary credit trader on all global investment corporate, high yield, emerging market hard currency, sovereign and municipal bonds.

    Today, Manuel is a senior portfolio manager responsible for managing investment grade and high yield cash strategies. He has pioneered innovation in bond trading with ‘bond basket’ trading to enable lower transaction costs, scalability and enhanced liquidity in the credit space. Additionally, Manuel actively works with credit researchers to develop new credit strategies as well as the implementation of quantitative model signals.

    Before joining Mellon Investments, he was a credit portfolio associate with Pacific Investment Management Company (PIMCO), where he analyzed, managed and traded all credit portfolios. Prior to that, he was a fixed income trading associate with Metropolitan West Securities (Wachovia, now Wells Fargo). Manuel earned a BS in economics from the University of California at Berkeley.

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    Syed Zamil

    Senior Product Specialist

    Syed Zamil

    Senior Product Specialist

    Syed joined Insight in September 2021 following the transition of Mellon Investments’ fixed income strategies to Insight. Syed is a senior product specialist responsible for articulating Insight’s efficient beta strategies to clients and prospects, as well as participating in the refinement of current strategies and the development of new strategies. Syed’s background spans across asset classes including equities, multi-asset strategies and fixed income. He works closely with sales and client service staff worldwide with an eye toward bringing innovative product solutions to client portfolios.

    Prior to joining Mellon Investments in 2015, he was a client portfolio manager at American Century Investments, focused on active equity and multi-asset strategies. Previously, he worked as an investment strategist at BlackRock, primarily focused on active equity. Past roles include director of client service and portfolio management at AXA Rosenberg, portfolio manager at Innovest Capital Management, consultant at Barra and programmer/analyst at Vestek Systems. Syed has been in the investment industry since 1987.

    Syed is a CFA charterholder and a member of the CFA Institute. He earned an MBA in finance from San Francisco State University and a BA in applied math from the University of California at Berkeley.

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