We utilize various proprietary and publicly available tools to evaluate the key drivers of return, as well as conduct deep analysis on the underlying collateral and security structure in order to uncover positive relative value opportunities.
Strives for consistent strong performance
We focus on active management across balanced, diversified strategies as we seek to deliver strong, consistent performance for our clients.
Research intensive process
We believe our research-intensive process helps uncover relative value investment opportunities in securitized markets. For example, while prepayment behavior is a key driver of returns in the mortgage-backed market, we believe it is a factor that is not well measured by market participants. Our research efforts in this space are focused on understanding various factors that impact prepayment behavior and whether these factors are appropriately valued by the market. In addition, we leverage our experienced team, internal research and publicly available data to develop views on fundamentals and dynamics driving security valuations.
For more information, please contact your GSAM relationship manager