Structured Portfolio Management

 

Structured Portfolio Management, LLC (SPM) is a fixed income hedge fund manager with AUM approximating $3.5B as of 8/1/12. Founded by Don Brownstein in 1997 and based in Stamford, CT, the firm has 41 professionals including 7 PhD's. The foundation of our investment approach is to fully understand the fundamental reasons why an investment strategy could make excess, risk adjusted returns. SPM seeks to extract these excess returns from the US residential mortgage backed securities and related markets using deep, fundamental quantitative analysis coupled with long-term investment experience and specialized prepayment modeling. Our investment strategies are designed to provide low return volatility and low correlation to other investment strategies and major market indices, while providing long term capital appreciation. The firm has extensive experience in both MBS and credit and in-depth knowledge of interest rates and volatility. SPM has an established track record of producing favorable risk adjusted returns since inception and has successfully launched additional stand-alone funds, among other strategies, focused on shorting sub-prime mortgages, US interest rate volatility strategies and mortgage credit. SPM is an SEC registered investment adviser.