Our approach to short-dated bonds

Aviva Investors’ ReturnPlus strategy aims to provide access to high quality credit spreads with low volatility. The strategy invests in liquid, short-maturity, highly rated fixed-income securities while hedging interest rate and currency risks. Our approach aims to benefit from our extensive experience managing assets to meet clients’ liabilities and risk-based capital requirements to optimise return and capital efficiency.

Why invest?

The strategy is designed to target attractive risk-adjusted returns relative to cash, while seeking to reduce volatility compared with short-dated investment grade credit strategies. For insurance investors, the strategy is structured to support capital-efficient asset allocation. Potential benefits include:

Enhancing returns

Targeting above cash returns of:
Targeting Sonia1 +75bps, ESTR2 +50bps and SOFR3 +75bps p.a.*

Low volatility

Aiming to deliver stable performance and liquidity across a range of challenging market scenarios.

Capital efficiency

Aiming to deliver stable performance and liquidity across a full range of market conditions.

1 GBP Strategy Targeting Sterling Overnight Index Average, a widely used interest rate benchmark and reference rate for sterling overnight Indexed Swaps (OIS).

EUR Strategy Targeting Euro Short Term Rate, the alternative euro risk free rate and replacement for EONIA. ESTER will be published from October 2019.

3 USD Strategy Targeting Secured Overnight Financing Rate, the alternative USD risk-free rate and replacement for LIBOR.

* Over a three-year rolling period, regardless of market conditions. Return shown is net return.

Investment philosophy

Seeks to provide returns above those of traditional cash investments while maintaining a focus on capital preservation, liquidity, and risk management. The strategy invests in short-duration, high-quality fixed income securities and uses currency and interest rate hedging techniques, which may help support portfolio stability under varying market conditions.

Enhanced cash returns

Benefit from regional spread premium and structured FX hedging.

Invest in high-rated, short-maturity securities

Diversified across geographies, issuers, and currencies.

Limited exposure to risk

Hedge interest rate and currency exposures.

Investment insights

Investment thinking that brings together the collective insight of Aviva Investors’ teams from across the globe on the key themes influencing markets.

Views

House view

House View

No one can predict the future. But our quarterly House View sets out the collective wisdom of our investment teams on the current state of global markets – and where they might be heading.

Read more

Bond Voyage

Bond Voyage: A journey into fixed income

Each month, our freewheeling fixed-income newsletter gathers insights from our high-yield, investment-grade, emerging-market and global sovereign bond teams.

See the latest edition
Bond Voyage

Key risks of ReturnPlus strategy

Investment risk & Currency risk

The value of an investment and any income from it can go down as well as up and can fluctuate in response to changes in currency and exchange rates. Investors may not get back the original amount invested.

Credit and interest rate risk

Bond values are affected by changes in interest rates and the bond issuer's creditworthiness. Bonds that offer the potential for a higher income typically have a greater risk of default.

Illiquid securities risk

Some investments could be hard to value or to sell at a desired time, or at a price considered to be fair (especially in large quantities), and as a result their prices can be volatile.

ReturnPlus team

Meet our ReturnPlus team.

Contact us

Our distribution team is here to help with any questions you may have.

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Explore

Fixed income

Fixed income is an indispensable building block for meeting a variety of investment goals, including income, inflation protection, liability management and capital appreciation.

Important information

This site is intended for U.S. Institutional Investors only. If you are not a U.S. Institutional Investor, please visit the global Aviva Investors homepage.

The content on this site is provided for informational and educational purposes (“Online Content”) only, and nothing herein constitutes investment, legal, accounting or tax advice. The Online Content is general in nature, not directed to any category of investors and should not be regarded as individualized, a recommendation, investment advice or a suggestion to engage in or refrain from any investment-related course of action. Investment decisions and the appropriateness of this material should be made based on an investor's individual objectives and circumstances and in consultation with their advisors. Views expressed in “posts” (including podcasts, videos, blogs and social media) by Aviva Investors’ personnel are not necessarily the views of Aviva Investors or its respective affiliates.

Information, examples and any charts shown in the Online Content are for information purposes only current as of the date of this material and is subject to change without notice. Information is obtained from third party sources deemed reliable, but there is no representation or warranty as to its accuracy, completeness or reliability. In addition, posts may include third-party advertisements; Aviva Investors has not reviewed such advertisements and does not endorse any advertising content contained therein.

This material shown in the Online Content is of Aviva Investors' own opinion and may include estimates, outlooks, projections and other “forward-looking statements.” Past performance does not predict future returns. There can be no assurances that the investment objectives will be achieved or investment strategies will be successful. Investments in fixed income entails risk. Due to a variety of factors, actual events or market behavior may differ significantly from any views expressed. Indexes are unmanaged and are not available for direct investment. Past performance is no guarantee of future results.

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