Numeric Active US High Yield Bond
Man Numeric’s Active US High Yield Bond strategy seeks to outperform the US high yield corporate bond asset class as measured by the ICE BofAML US High Yield Index (H0A0).
It does so via a fundamentally-driven, quantitative, bottom-up bond selection process that is applied across the ICE BofAML US High Yield Index universe of approximately 1,800 publicly traded US high yield bonds.
Long-only investing in US high yield corporate bonds
- Fully quantitative issue and issuer modelling
- Systematic portfolio construction and risk management seeks to control key benchmark exposures
- Rigorous transaction cost analysis to help ensure efficient implementation
- Broad data access, including multiple credit data sources and full suite of equity data
Emerging asset class for quant
- Systematic implementation in credit potentially eliminates behavioural biases, providing a complement to discretionary approaches
- Leveraging Man Group's decades of experience with discretionary credit strategies and centralized credit execution desk
Fully systematic approach to traditional fixed income
- Alpha modelling deploys bond-level insights that seek to systematically exploit idiosyncratic dislocations
- Portfolio construction combines fundamentally driven alpha signals with risk and transaction cost modelling in a framework Man Numeric has successfully deployed in equities for decades
BofA Merrill Lynch US High yield Index
Performance by calendar years
Man offers a comprehensive suite of investment solutions and formats that can be tailored and optimised to meet specific client needs.
Our investment solutions offer optionality including; liquidity, control, investment restrictions, investor customisation and transparency.
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Access to investment products and mandate solutions are subject to applicable laws and regulations including selling restrictions and licensing requirements. Investment solutions listed above may not be compatible for all investment strategies and may be subject to minimum subscription requirements. Regional Funds: In addition to UCITS and AIFs registered across the EEA, a number of investment strategies are available in vehicles registered in Chile, Netherlands, Hong Kong, Japan, Singapore, South Korea and Switzerland.