Mill Hill Capital

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, Esoteric ABS, EETCs and Aircraft ABS, non-agency mortgage-backed securities, credit indices, corporate financials. 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, extensive 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.

Company details



New York

Year founded


Company size

2-10 employees