Structured Product Levered

Investment Style

Construct a diversified portfolio that can opportunistically invest across all sectors of the structured product market including residential and commercial mortgage-backed securities, asset-backed securities, residual, defaulted and unrated securities, collateralized debt and whole loans. These portfolios can also use leverage.

Investment Vehicles

Separate Account: Contact your Client Service Executive or call 1-626-844-9400
Commingled Vehicle Available

Performance as of June 30, 2018

Returns for periods greater than one year are annualized. Please see the Performance and Risk Disclosures for more detail.

Portfolio Characteristics as of June 30, 2018

Structured Product Levered | Portfolio Characteristics as of June 30, 2018


Strategy AUM: Total Structured Product Levered Assets:
US$374.6 million (as of June 30, 2018)
Benchmark: No Benchmark*
Inception Date: 01 Mar 10

Sector Allocation as of June 30, 2018

Structured Product Levered | Sector Allocation as of June 30, 2018
Note: Sector allocation includes look-through to any underlying commingled vehicles if held. All weightings are a percentage of total market value. A negative cash position may be reported, which is primarily due to the portfolio's unsettled trade activity. Data may not sum to 100% due to rounding.
IMPORTANT INFORMATION: All investments involve risk including loss of principal. Past performance is not indicative of future investment results. This information is only for use by professional clients, eligible counterparties or qualified investors. It is not aimed at, or for use by, retail clients.
* The Structured Product Levered Composite is not measured against a benchmark.There is no benchmark available which appropriately reflects the strategy.