The strategy, managed by a team with deep experience investing together, utilizes the full breadth of the firm’s fundamental research capabilities to identify companies across the market cap spectrum in order to exploit inefficiencies resulting in a differentiated portfolio.
Investment Process
Investment Objective:
Seeks to outperform the S&P UBS Leveraged Loan Index over a full market cycle.
Investment Overview:
We believe markets are inefficient, and that these inefficiencies can best be exploited through adherence to a valuation centric investment process dedicated to the selection of securities on a bottom-up basis. Additional market forces of rate volatility, market liquidity, new issue underwriting activity and fund flows, among other influences, create inefficiencies that provide trading opportunities. Barrow Hanley’s fundamental credit research allows our team to accurately price the risk of loss and generate above market returns.
Strategy Summary
Additional Information
Characteristics
Performance
* Most recent quarter returns are not annualized. Past performance is not indicative of future results. The value of an investment can go down as well as up as a result of market and currency fluctuations.
** Inception Date: 6/1/18
date format is m/dd/yyyy
Portfolio Characteristics
Performance
* Most recent quarter returns are not annualized. Past performance does not guarantee future results and there is no assurance that the Strategy will achieve its investment objective.
** Inception Date: 6/1/18
Disclosure
Standard and Poor’s and S&P are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC, and these trademarks have been licensed for use by S&P and Dow Jones Indices LLC and S&P Dow Jones Indices LLC. The presentation may contain confidential information and unauthorized use, disclosure, copying, dissemination or redistribution is strictly prohibited. This is a presentation of Barrow Hanley. S&P Dow Jones Indices LLC is not responsible for the formatting or configuration of this material or for any inaccuracy in Barrow Hanley’s presentation thereof.