Traditional Structured Finance

The Structured Finance team has navigated numerous investment cycles since the inception of the asset class in the late 1980s.

The portfolio managers and research analysts have a repeatable process to evaluate creditworthiness and the relative value of investments in the structured finance universe.

The research team covers all structured finance sub-sectors across the quality spectrum and collaborates with the firm’s global credit research analysts on the fundamental strength of issuers and leverages real estate professionals from the real assets platform.

The portfolio management and structured research teams have the ability and experience to understand collateral and complex deal structures, helping the team identify opportunities to oscillate risk at market inflection points.

Distinguishing characteristics

The Structured Finance team structure, long-term focused approach, and risk-informed process differentiate the strategies, specifically in the following areas.

Tenured experience, consistent team

The firm began investing in structured finance securities at the inception of the asset class in the late 1980s. 

Dedicated coverage, differentiated framework

The dedicated structured finance research team covers all sub-sectors across the quality spectrum with experience across structures, markets and underwriting cycles.

Credit cycle-informed approach, risk-focused mindset

Disciplined underwriting, ongoing surveillance and regular stress testing helps identify emerging risks and opportunities, influencing sector, sub-sector and security positioning.