Mill Hill Capital is an investment adviser based in New York.

The firm focuses on market-neutral relative value investments in US Credit. The firm seeks to identify asymmetrical strategies across securitized and corporate bond markets. We concentrate primarily on the following asset classes: CLOs, corporate financials, corporate transportation, Aircraft ABS, Consumer ABS, non-agency mortgage-backed securities, credit default swaps, and credit indices. The firm is led by David Meneret, formerly Head of Securitized Debt Trading at Macquarie and Senior Portfolio Manager for Macquarie Credit Nexus Fund.

The Mill Hill Strategy relies on the combination of asset-level fundamental analysis, market-implied data-driven proprietary cash flow models identifying long/short opportunities across asset classes, as well as a systematic approach to risk and portfolio management.