Absolute Return - Global Corporate HY (inclusive of emerging markets). Event-Driven - Global Fixed Income Opportunities - Customized regional or sectoral
Type of Mandate
Discretionary, AIFMD ruling applies
Management of portolios in the form of: - Funds - Index-Linked certificates - Managed accounts under individual management agreements
Management and success-based
Schildershoven Global Bond Value Harvester is an actively managed index that aims to
achieving superior absolute returns by investing mainly in B to BBB+ rated fixed income
The Index is rebalanced to maximize total return based on two themes: Event-driven bottom up: Strategy will be looking for credits that are fundamentally solvent,
but those prices have been affected by some company-specific negative developments.
Strategy will look for a clear turnaround event that can trigger the rerating of the bond by the
market. It will rely on proprietary coverage to identify such companies and triggers.
Global macro top down: Strategy will choose B to BBB rated debt in sectors that demonstrate
positive or stable credit dynamics. It will utilize proprietary credit research to achieve a default
rate below the market average (aiming for nil defaults).
Schildershoven Global Bond Value Harvester Index is accessible via financial
products issued by Credit Suisse and offers daily liquidity. Credit Suisse is the
agent who calculates the Index, ensures transparency and independence of the
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