Benchmark framework • Rules-based • Capital-stack lens
Australian securitisation, measured through structure.
ASCOT® (Australian Securitised Capital Output Tracker) is a proprietary benchmark framework that measures securitised credit by capital-stack role — separating Senior and Mezzanine exposure using fixed, auditable weights. It is designed for comparability and clarity — not performance chasing.
Structural, not performance-driven
Fixed weights
Rules-based posture
Benchmark (not a product)
What ASCOT is
- A benchmark family for analysing securitised credit via capital-stack role.
- A reference framework for product design and comparative analysis.
- A shared taxonomy for discussing senior vs mezzanine exposure in public markets.
What ASCOT is not
- Not investment advice.
- Not a portfolio construction engine.
- Not a performance-optimised strategy.
Request access
A high-level methodology overview is public. The full methodology and any commercial usage are available under licence.
Institutions seeking access for benchmarking, product reference, or evaluation purposes may contact
[email protected].
Include (where applicable): institution name, intended use, jurisdiction, and a point of contact. Requests are assessed case-by-case.
Include (where applicable): institution name, intended use, jurisdiction, and a point of contact. Requests are assessed case-by-case.