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Antares Asset Liability Management

The aim of the Fund is to actively manage a portfolio with the objective of matching a liability profiles key risks (cashflows, duration, convexity), using propriety modeling software.

Inception date October 1991
Benchmark Customised benchmark. Liability aware and determined by client.
Management fee Negotiable
Performance fee Nil
Buy/Sell spread Nil
Minimum investment Negotiable
Investment approach
  • Asset-Liability Management solutions can range from traditional benchmark aware fixed income portfolios to more customised matched portfolios constructed to back specific liability streams derived from various business lines;
  • Portfolio solutions are typically constructed with a special focus on meeting the requirements of insurance clients, or other clients with identifiable liability cashflow obligations;
  • Customised portfolios of fixed interest and/or inflation linked assets are managed to meet the specific risk and return needs of a broad range of insurance clients, including life, general, health, disability and mortgage insurance among others;
  • The customised matched portfolio can be constructed with a direct look through to the underlying liability profile;
  • A customised matched portfolio solution will typically involve the construction and management of an asset portfolio designed to align with the liability cashflow profile. The degree of the cashflow match undertaken along with the credit and interest rate risk tolerance is managed in line with the client’s appetite given their capital, return and risk objectives;
  • Capital aware and capital optimisation form a key part of Antares' Asset-Liability portfolio management solutions.
Risks Risks specific to investments in fixed income instruments may include credit and default risk (ie  the risk that the issuer of security owned by the relevant fund may not meet their obligations to make interest payments, the repayment of capital or both), interest rate risk (the value of the relevant Fund’s investments may be sensitive to changes to interest rates),inflation risk (the risk of inflation being higher than anticipated), and liquidity risk (the risk of not being able to find a buyer in a timely manner).
Portfolio Manager


Mark Kiely

Portfolio Manager


Steven Lee

Assistant Portfolio Manager

Contact us

Personal investors

Contact our client services team:
Equities: 1800 671 849
Fixed Income: 1300 738 355
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Advisers

Contact our retail distribution team
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Institutional investors

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© Copyright 2019 Antares

An investment in any of Antares Capital products does not represent a deposit with or a liability of National Australia Bank Limited (NAB) or any other member of the NAB group of companies and is subject to investment risk, including possible delays in repayment and loss of income and capital invested. Neither Antares Capital nor any other member of the NAB Group guarantees the repayment of your capital, payment of income or the performance of your investment. NAB does not provide a guarantee or assurance in respect of the obligations of Antares Capital, ACP or products.