We employ a three-step process to find attractively valued securities that offer a compelling risk/reward profile. Risk management is integrated throughout the process.
Long-yield focused opportunities
The income component is focussed on a segment of the global convertible bond market that offers a positive yield to the put or maturity of the convertible bond
Long-Short Convertible Arbitrage Opportunities
In its simplest form, convertible arbitrage is a true market neutral strategy. It achieves this by going long the convertible bond of a company, while concurrently selling short the same company’s equity
Macro Hedging
This component is made up of strategies aimed to enhance portfolio construction and reduce volatility. The primary hedging technique employed is delta hedging.
