Securitized Index IG

Investment Objective

The Strategy seeks to outperform the Bloomberg Barclays US Securitized Index by 80-120 basis points (gross of fees) or US 3-Month LIBOR + 100 – 175 basis points (gross of fees) over a market cycle.

There is no guarantee that any investment objective can be achieved.


Schroder Enhanced Securitized Strategy uses a research-driven approach seeking to generate return by investing in mortgage-backed and asset-backed securities, with a focus on sectors where the team believes it possesses a competitive advantage. The strategy seeks to capitalize on cyclical opportunities among the wide range of sectors and assets. The team seeks to identify sectors and securities that offer the most attractive return profile relative to their annualized volatility, liquidity and key risk factors. We believe that our process for identifying undervalued sectors, and cash flows with performance upside, is the ideal process to capture value. The strategy can be managed to a broad securitized index (such as the Bloomberg Barclays US Securitized Index) or without duration, generally hedged to a cash (LIBOR) benchmark.