Welcome to PNC Capital Advisors, LLC

Strategies/Fixed Income Strategies
MORTGAGE-BACKED SECURITIES - Process
Benchmark: Barclays Fixed Rate MBS Index

Our fixed income strategies follow a team-oriented, disciplined, top-down investment process.



  1. Formulate economic outlook to derive: 
 
  • Yield curve positioning
  • Duration targets
  • Housing market outlook
  2. Determine sector weightings based on:
 
  • Relative value
  • Mean reversion opportunities
  3. Conduct extensive analysis on each candidate:
 
  • Cash flow analysis
  • Structural analysis, including credit enhancements
  • Loan pool analysis
4. Construct portfolio within strategic framework:
  • Verify strategic intent
  • Key rate duration analysis
  • Convexity profile

PNC Capital Advisors, LLC is an SEC-registered investment adviser, offering an array of investment strategies. PNC Capital Advisors, LLC is a subsidiary of The PNC Financial Services Group, Inc.

PNC Capital Advisors, LLC serves as investment adviser and co-administrator to PNC Funds, a mutual fund family offering domestic and international equity, taxable and tax-exempt fixed income and money market portfolios. PNC Funds are distributed by Professional Funds Distributor, LLC (PFD), 760 Moore Road, King of Prussia, PA 19406. PFD is not affiliated with PNC and is not a bank.

INVESTMENTS: NOT FDIC INSURED - NO BANK OR FEDERAL GOVERNMENT GUARANTEE - MAY LOSE VALUE



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