The Opportunistic Structured Credit strategy invests across the breadth of undervalued opportunities generated by Guggenheim’s asset backed securities (“ABS”), residential mortgage backed securities (“RMBS”), and commercial mortgage backed securities (“CMBS”) platform.
Extensive Research Capabilities
Our analysts are organized by sector and perform deep due diligence on underfollowed deals with complex structures. Through our rigorous research process, we seek to unlock value without taking undue credit and interest rate risk.
We employ opportunistic positioning at the sector and security level with a strong emphasis on relative value. The strategy’s allocations across ABS, CMBS, and RMBS are driven by Guggenheim’s extensive macroeconomic and bottom-up research. The strategy has generated significant monthly cash flow, which mitigates the impact from market volatility and enables sector allocation without selling current holdings.
The strategy has delivered attractive returns with low correlation to other asset classes and can provide excellent diversification benefits in an overall portfolio. With its track record of outperformance and high risk-adjusted returns, we believe the Opportunistic Structured Credit strategy can be a compelling solution in many economic or market environments.