ABOUT THIS STRATEGY
Each asset-backed securities (ABS) is distinct. In order to determine how an individual ABS will behave in different market environments, we must build a detailed understanding of the underlying collateral and structural mechanics of the security.
The necessity to build a transparent picture of risk and return for each ABS creates a high barrier for portfolio inclusion which aligns with our conservative framework.
Our team-based approach deconstructs ABS transactions to create a straight-forward understanding of its performance drivers. By doing this well, we can simplify a complex asset class with the aim to deliver strong risk-adjusted returns.
Investment approach
Specialised and experienced team
A long-standing track record in ABS and CLO investing. Portfolio managers have worked together since 2010 and draw upon the expertise of securitised and loans specialists.
In-depth analysis and insights
Market leading tools and systems integrated into the research process to gain deep insights on underlying collateral and identify relative value.
Global opportunity set
Expertise in European regulations and in-depth local market knowledge to access the vast global securitised market.
Fixed Income
Capabilities
Flexible.
Thoughtful.
Connected.
