STRATEGIES

How We Invest

CLO Management

  • Seeks to achieve better absolute performance with less risk, while providing investors with maximum transparency
  • Invests in larger, liquid, broadly-syndicated bank loans
  • Utilizes a rigorous credit research process with a low ratio of credits per analyst
  • Supplements bottom-up analysis with a disciplined approach to risk management and portfolio monitoring

CLO Investing

  • Seeks to achieve attractive absolute returns while minimizing volatility
  • Evaluates CLO tranches using a combination of rigorous qualitative (portfolio, manager and legal considerations) and quantitative (structural, cash-flow, collateral valuation and pricing/relative value) analysis
  • Utilizes a proprietary quantitative analytical tool, CLO ViewPoint™, to view and track Acis credit research team’s credit opinion on each individual loan, including ratings downgrade probability and timing, default probability and estimated recovery values
Vehicles Available
  • Managed CLOs
  • Separately Managed Accounts
  • Funds