INVESTMENT PHILOSOPHY
We believe that we can generate favorable risk-adjusted returns over the economic cycle by supplementing a high-quality portfolio of agency mortgage-backed securities with loan-level due diligence and an opportunistic allocation to other segments of the structured products market.
Our strategy is based on a collaborative process, where we build a portfolio that incorporates our team’s best ideas to provide alpha while optimizing for the risks inherent in securitized assets.
Quality:
A high-quality strategy centered around mortgage and asset-backed securities which are backed by collateral and in many cases are guaranteed by government agencies or government sponsored enterprises.
Research Driven:
Security selection driven by rigorous structure, prepayment, and credit analysis supported by data and quantitative analytics.
Flexibility:
An active approach that employs structured credit and derivatives to help manage risk and boost risk-adjusted return.
