Our Background & Philosophy

Pearl Diver Capital, LLP came together in 2008 to provide institutional investors specialised investment expertise in the European Securitised Products market. Within Fixed Income, Securitised Products can allow investors to diversify their portfolio and provide superior risk-adjusted return opportunities by employing either highly liquid or illiquid strategies.

Bringing a unique European perspective and expertise, we provide investors customised and scalable fund solutions with targeted portfolio strategies across diverse assets within the sector, ranging from CLOs/CDOs, Consumer ABS, and European RMBS and CMBS to Covered Bonds.

We invest in Securitised Products. Our investment goal is to both Preserve Capital & Achieve Superior Risk-Adjusted Returns. Our track-record in this regard has been, and will continue to be, achieved by our strict adherence to an investment philosophy built on the following:
 

Fundamental Analysis

• Fundamental analysis of the structures and a rigorous ‘look-through’ analysis of the portfolio of underlying assets.

Sophisticated Quantitative Methods

• Powerful quantitative analysis and modelling is behind all investment consideration.

Highly Experienced Team

• Team of proven investment professionals with over 10-years average experience.
• Significant Fixed Income experience in Corporate Credit and Securitised Products.
• Strong trading experience which enables relative value maximisation.

Leading Investment & Risk Management Platform

• Highly sophisticated proprietary valuation and risk management analytical tools.
• Broad and deep industry contacts in the secondary and distressed markets.
• Unique and well-developed experience analysing and interpreting legal risks embedded in the documentation of Corporate Credit and Securitised Products.