NEW AND DIFFERENTIATED
FIRV APPROACH
Primary focus on Fixed Income Relative Value strategies that utilize
derivative expertise over balance sheet usage
Combine relative value opportunities with attractive long volatility positions
to help protect the portfolio during distressed market conditions
Global diversification pursued in areas of Asia-Pacific, Europe, and North America
+
0–25%
Opportunistic
Long Vol Strategies
in FX, Commodity
and Equity
0–25%
Bounded Relative
Value Strategy
and Dislocation Opportunities in
FX, Commodity
and Equity