Robeco has introduced a Luxembourg-domiciled fund that will invest in a fixed income portfolio of credits and government bonds.
Dubbed Robeco QI Global Multi-Factor Bonds, the new offering integrates environmental, social and governance (ESG) criteria into its investment approach.
The asset manager said that the new strategy offers investors “balanced exposure to the low risk, quality, value, momentum and size factors”.
Olaf Penninga and Patrick Houweling, who leads the company’s Quant Credit capability, will run the new vehicle.
Robeco’s Active Ownership team will be responsible for the engagement and exclusions of the ESG criteria.
Robeco QI Global Multi-Factor Bonds portfolio manager Olaf Penninga: “Academic and empirical evidence has shown that bond portfolios with significant exposure to the low risk, quality, value, momentum and size factors can generate consistently higher returns than the index.
“This strategy builds on decades of research into factors in fixed income and draws on our pioneering work in the field of factor investing in credits and government bonds.”
Robeco QI Global Multi-Factor Bonds will be available to institutional and retail investors, and to wholesale distributors in certain markets.
Headquartered in Rotterdam of Netherlands, Robeco offers a diversified portfolio of active investment strategies.
The company oversaw over €199bn in assets at the end of September 2019, with €72bn managed in quant strategies.
Earlier this year, Robeco appointed Mark den Hollander as its new chief financial and risk officer (CFRO).