Levered Bonds
topic on 1 show · 1 statements across 1 episodes
1 statements about Levered Bonds, every show
Thome: WARF's levered bonds and alpha overlay delivered 200 bps excess return
“The levered bonds were the best performing asset class we had, which I think surprises some people. And we built a really good alpha engine, and it delivered. It was targeting 200 basis points of added return over the market exposure. That's what we targeted. …”