Asset Backed Securities

A mature and attractive asset class.

Introduction to ABS

Egbert Bronsema, Senior Investment Manager in the Alternative Fixed Income team, provides an overview of the ABS asset class and the Aegon AM experience in managing ABS portfolios.

Egbert discusses the opportunity set European ABS offers investors and how it fits into portfolios, highlighting the asset class floating rate nature, low correlations with traditional asset classes and low interest rate sensitivity. He also explains why European ABS yields are higher compared to similarly rated instruments while liquidity for the asset class is comparable to corporate investment grade credit.