Portfolio Management

Oakleaf Group has independently modeled over 300 legacy RMBS securitizations for litigation projects and over 40 post-crisis deals for our clients.

Successful fixed income and structured finance portfolio managers achieve desired returns while managing risks by developing and maintaining a thorough understanding of the portfolio composition and drivers of the portfolio’s performance.

Oakleaf Group’s portfolio management services provide our clients with industry-leading standard, repeatable and scalable evaluation, analysis and reporting of their changing portfolio, informing your trade decisions and your risk vs. return appetite.

Our rigorous processes include bottom-up collateral analysis and structure modeling, counterparty exposure evaluation and diversification analysis.  This is combined with top-down credit cycle and market expertise.

We advise and assist our clients on:

  • Idea Generation
  • Fundamental Research and Due Diligence
  • Valuation
  • Portfolio Construction
  • Performance Monitoring and Surveillance 

Key Service Offerings

Valuation, Pricing and Sensitivity Analysis

Whole Loan Portfolios (New and Seasoned Originations)

  • Agency Loans
  • Government Loans
  • Non-QM Loans
  • Reverse Mortgages
  • 2nd Liens
  • HELOCs
  • NPL/RPL Loans
  • Scratch and Dent Loans

Securities Portfolios

  • Agency MBS
  • Government MBS
  • Private-Label RMBS
  • Credit Risk Transfer MBS
  • HECM/Private-Label Reverse MBS
  • CLOs
  • 2nd Lien Securities
  • HELOC Securities
  • NPL/RPL Securities
  • Other Consumer ABS

Portfolio Analytics, Optimization and Reporting

  • Credit Risk Analysis
  • Prepayment Risk Analysis
  • Market Risk Analysis
  • Customized Portfolio Reporting

Surveillance

  • Collateral Performance: Monitoring and Reporting

Stress Testing, Loss Forecasting and Reserving

Forensic Cash Flow Review

Servicing/Counterparty Oversight and Risk Assessment