Commodity-linked derivatives backed by a portfolio of short-term investment-grade fixed income securities
Credit Suisse offers investors an important diversification strategy through convenient, cost-effective access to commodity markets. The platform provides efficient commodities exposure through the creation and management of a commodity-linked derivatives portfolio tailored to the appropriate benchmark to meet specific needs. The capability represents both an experienced track record and a strong organizational commitment to developing, growing and distributing commodity strategies.
The team’s consistent, transparent investment process employs proprietary analytics to attempt to exploit commodity market inefficiencies and provide commodity index exposure without introducing undue spot risk or duration risk. The portfolio team seeks to add alpha by using a proven strategy designed to identify and exploit inefficiencies in the futures roll cycle, and by seeking to enhance returns from the underlying cash collateral through active duration and yield curve management.