Designed to profit from market inefficiencies under risk constraints

The historically low yield environment challenges investors‘ expectations for positive returns in most fixed income asset classes. After several years of loose monetary policy, investors wanting to compensate for this lack of returns may choose to either reposition their portfolios, to broaden their investment universe, or both. Advanced Fixed Income, also known as AFI, is designed to profit from market inefficiencies under risk constraints.



 

Smart, active, disciplined

AFI offers smart solutions as it is engineered to optimise the risk-return profile of a portfolio. AFI is also active, in the sense of high active money, both with a high or low level of tracking error. Finally, AFI is disciplined in terms of risk management.
 

Truly global coverage

AFI offers truly global coverage across all asset classes and market segments through its research tool: Advanced Analytics. Noticeably, 80 countries are under risk analysis, as well as 103 SSA issuers, 400 IG non-financial corporate issuers, 30 non-IG issuers, 33 insurance companies, 190 banking institutions.
 

The AFI experts are portfolio managers and research analysts

They all have both a risk management and/or multi-asset background, and have many years of industry experience within AllianzGI.
 

A strategy with tradition

The roots of the AFI strategy can be traced back to 1999, with the inception of Enhanced Fixed Income portfolios. The philosophy and process supporting this strategy were enhanced to develop the Advanced Fixed Income strategy, which was launched in 2008 to capitalise on changes in the regulatory framework, and Allianz Global Investors‘ strengths in sovereign and credit analysis. As of December 2017, the AFI team consists of 18 portfolio managers. The team is headed by Maxence Mormède, Chief Investment Officer (CIO) Advanced Fixed Income. Continuous research and development efforts ensure that AFI stays at the forefront of value generation and risk management. The team has a depth of proven investment and quantitative modelling experience, and extensive complementary skills including fixed income, currency, risk management, quantitative research, fiduciary management and capital protection.

1) Data as at 31/12/2017
Source: Allianz Global Investors

Investing involves risk. The value of an investment and the income from it may fall as well as rise and investors might not get back the full amount invested.
Investing in fixed income instruments may expose investors to various risks, including but not limited to creditworthiness, interest rate, liquidity and restricted flexibility risks. Changes to the economic environment and market conditions may affect these risks, resulting in an adverse effect to the value of the investment. During periods of rising nominal interest rates, the values of fixed income instruments (including short positions with respect to fixed income instruments) are generally expected to decline. Conversely, during periods of declining interest rates, the values of these instruments are generally expected to rise. Liquidity risk may possibly delay or prevent account withdrawals or redemptions. Past performance is not a reliable indicator of future results. If the currency in which the past performance is displayed differs from the currency of the country in which the investor resides, then the investor should be aware that due to the exchange rate fluctuations the performance shown may be higher or lower if converted into the investor’s local currency.
The views and opinions expressed herein, which are subject to change without notice, are those of the issuer companies at the time of publication. The data used is derived from various sources, and assumed to be correct and reliable, but it has not been independently verified; its accuracy or completeness is not guaranteed and no liability is assumed for any direct or consequential losses arising from its use, unless caused by gross negligence or wilful misconduct. The conditions of any underlying offer or contract that may have been, or will be, made or concluded, shall prevail. This is a marketing communication issued by Allianz Global Investors (Schweiz) AG, a 100% subsidiary of Allianz Global Investors GmbH, licensed by FINMA (www.finma.ch) for distribution and by OAKBV (Oberaufsichtskommission berufliche Vorsorge) for asset management related to occupational pensions. The duplication, publication, or transmission of the contents, irrespective of the form, is not permitted.

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