A diversified portfolio of actively managed exposures across ABS and structured credit securities.
A diversified portfolio of ABS and structured credit exposures, with ongoing cross-sector evaluation to identify what we view as the most attractive cross-cycle relative value opportunities.
Pursuit of attractive cross-cycle, portfolio risk-adjusted returns
Proprietary fundamental credit models
Relative value emphasis
Risk-adjusted return framework
Illustrative market spreads across market conditions — and how OWS positions the portfolio in each environment.
Wider spread dispersion
Fundamental credit + asset quality
Selective long bias
Catalyst-driven security selection
Active trading + hedges
Market-neutral exposure
Illustrative market spreads over different market conditions, provided for informational and illustrative purposes only; not representative of actual market spreads.