PORTFOLIO MANAGEMENT
INVESTMENT TARGET
â—† Income / Yield Generating
â—† Uncorrelated / Absolute Return Allocations
â—† Duration Neutral / Relative Value
◆ Consumer Focused Credit – Mortgages, Student Loans, Consumer Unsecured
INVESTMENT METHODOLOGY
â—† Top-down macro-economic analysis
â—† Bottom-up security selection
â—† Disciplined risk management
â—† Target absolute return
INVESTMENT TEAM
â—† 45+ years of combined MBS/ABS trading experience
â—† 30+ years of combined portfolio management experience
â—† 10+ years of firm management experience
INVESTMENT EDGE
â—† Pedigree: Sophisticated portfolio management experience through multiple economic cycles
â—† Process: Rigorous risk management
â—† Relationship: Extensive relationships through MBS/ABS universe including originators, servicers, GSEs, and broker/dealer community promotes information flow and liquidity in trading
â—† Analytics: Prepayment and credit modeling coupled with big-data utilization and real0time analysis key to success
â—† Management: PMs managed hedge fund business for WSA for 10+ years adding top talented to multi-faceted business
â—† Dedication: Dedicated to growing best in class structured products hedge fund