EUGENE ASSET MANAGEMENT

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Fixed Income

An Introduction to Eugene Asset Management’s Professional and Differentiated Investment Management Process

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Management Process
Fixed Income

Fixed Income Investment Philosophy

  • Process Establishment
    Build an optimized process for efficient management
    Improve the process through team approach and feedback
    Implement scientific investment process using
    DB analysis
    Systematic investment decision-making
  • Performance Realization
    Promoting stable success through enhanced expertise
    Find rational value within market imbalance
    Establish an action plan for market situations
  • Customer Value Maximization
    Adaptability to respond flexibly to market changes
    Generate long-term profits through thorough risk management
    Stable and reliable management for customer revenue

Fixed Income Management Style

EUGENE ASSET MANAGEMENT

  • PURE
    INDEX
  • ENHANCED
    INDEX
  • ACTIVE
  • FULL-BLOWN
    ACTIVE
Creating stable/sustainable excess profits
Consider the customer's investment purpose and risk tolerance
Active management to outperform benchmarks within a controlled risk range
Achieve stable profits through diversification of profit sources in the mid- to long-term perspective
Add-up value of funds through relative value trading

Fixed Income Management Process

  • Customer Investment Purpose
    Risk Tolerance
  • RESEARCH
    • Simultaneous Top-Down,
      Bottom-Up
      • Fundamental / Policy
      • Market Trend Analysis
      • Quantitative
        (e.g., interest rate matrix,
        curve, spot/futures basis)
      • Credit analysis
    • Domestic and
      Foreign Seminars
  • Asset Management
    Committee
    • MARKET THEME
    • TARGET DURATION
    • ASSET ALLOCATION
    • INVESTMENT UNIVERSE
  • Investment Strategy
    Meetings AP Configuration &
    Rebalancing
    • BM Analysis/AP Structure
    • Relative value trading strategy for
      value add-up
      • MATURITY / SECTOR
      • SECURITY SELECTION
      • Derivatives
    • Duration Strategy
      • Mid- to long-term forecast
      • Proactive management of fluctuations
  • Fixed Income Management Center Affiliates/
    External Research     MONTHLY/WEEKLY/DAILY
  • Representative/
    Management Headquarters/
    Compliance     MONTHLY
  • Fixed Income Management Center MONTHLY/WEEKLY/DAILY
  • DAILY
  • Fixed Income Management Center
    Compliance Center     MONTHLY/WEEKLY/DAILY
FEED
BACK
  • PERFORMANCE
    • Fund Performance Analysis
    • Performance Factorization
  • RISK MANAGEMENT
    • Analyzing risk indicators such
      as market and credit relative to BM
    • Pre- and post-violation checks
      and measures
REPORT

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