© 2018 Mill Hill Capital, LLC

MILL HILL CAPITAL


Tel: +1 929 458 3018
Email: nick.pepe@millhillcap.com
Address: 501 Madison Avenue, 14th Floor

New York, NY 10022

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


The firm focuses on market-neutral relative value investments in US Credit. The fund 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, Esoteric ABS, non-agency mortgage-backed securities, 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.