Sophisticated analytical tools.

Trevally’s internally built proprietary database and data visualization tools enable us to evaluate the vast mortgage securities universe across multiple dimensions to determine areas of focus that we believe will generate alpha.

Qualitative Insight

Quantitative Models

Our quantitative research team works collaboratively with our investment team to screen the investment universe using our proprietary tools.

Trevally takes a holistic approach to risk management, leveraging our team’s qualitative insight as well as our quantitative models.

Philosophical
Approach to
Risk Management

Engage in both historical scenario and VaR modeling

Avoid concentration
in illiquid securities

Rely on our team’s experience and judgment, supported by models

Consider a broad range of macro and portfolio risks

Interpret results of quantitative risk modeling

Limit concentration risk by security and servicer