An opportunistic strategy representing our most compelling ideas in the securitized credit market.
- We see opportunities in the securitized credit market across the capital structure, in both senior and mezzanine/equity tranches, across different collateral types and in both the U.S. and Europe.
- We adopt a catalyst-based, value-driven investment approach across our strategies that leverages BlueBay Fixed Income Team's long established fixed income infrastructure and resources. This active approach has been established by our Securitized Credit specialists who have expertise in the structural complexities of asset-backed securities across a range of collateral types; including residential/commercial mortgages, credit cards and leveraged loans.
- Our strategy offering is designed to meet the needs of investors in both the investment grade and higher-yielding space.
- Opportunistic investment approach across the full capital structure.
- Flexibility to invest across underlying asset classes, with a focus on senior secured loans, residential and commercial mortgages, credit card and auto loans
- Ability to rotate between regions according to relative value and achievable risk-adjusted return
- Significant focus on reviewing quality of underlying collateral
- Diligent review of each investment's structural complexities and legal documentation
- Conduct detailed due diligence on managers to assess capabilities
- Focus on total return while balancing ethos of downside protection
- The BlueBay Fixed Income Team believes that taking into account environmental, social and governance (ESG) factors is an important aspect of the investment process. As such, ESG integration – the systematic review of material ESG investment risks – is applied across all our strategies.