ABOUT THIS STRATEGY
This strategy provides exposure to the high-quality floating rate CLO market. We believe our rigorous CLO due diligence and portfolio construction process can provide consistent risk-adjusted returns and low correlation to traditional fixed income asset classes.
- High-quality asset class: Around 80% of all CLOs carry a credit rating from A to AAA. CLOs have historically delivered competitive performance during uncertain times.
- Risk management and diversification potential: CLOs may help diversify a traditional fixed income portfolio, while exhibiting low volatility and low downgrade risk.
- Floating rate exposure: Floating-rate coupons can help limit the impact during periods of rising rates. As rates move up, the yields on CLOs also increase.
- We believe our expertise in managing CLO portfolios can deliver investors risk-managed access to an asset class that provides significant credit enhancement to floating rate loans, and low correlation to traditional fixed income asset classes while exhibiting low volatility with low downgrade risk.
- We offer a repeatable process blending qualitative research and quantitative modelling techniques. Our rigorous CLO due diligence and portfolio construction process can provide consistent risk adjusted returns and low correlation to traditional fixed income asset classes.
- Through our intensive manager and market monitoring, we seek to construct a portfolio that will be diversified and highly liquid in order to generate consistent risk-adjusted returns.