We identify directional and relative-value trading opportunities in global securitized product markets, with a focus on residential mortgage-backed securities (RMBS).
Securitized investments offer favorable nominal and loss-adjusted yields compared to the broader credit markets.
Our experienced investment professionals employ an opportunistic investment philosophy, focused on adjusting views based on realized performance and on increasing exposure with positive performance. This approach considers risk/return skew, probability of winner/loser, timing of probability, and liquidity.
The strategy also uses top-down research to identify attractive sectors and collateral, as well as fundamental bottom-up models to identify attractive assets. Additionally, we follow macro- and sector-specific technicals.
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