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