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APPROACH

Multi-strategy approach covers the entire spectrum of emerging markets

MACRO

  • Foreign Exchange: Long and short positions in EM currencies via deliverable and non-deliverable forwards and option strategies
     

  • Local Rates: Receiving and paying positions in interest rate swaps, cross currency swaps and interest rate futures, long and short positions in local currency government bonds and futures, both currency-hedged and un-hedged
     

  • Equity: Indices

CREDIT

  • Credit: Long and short positions in hard currency bonds issued by sovereigns/quasi-sovereigns and corporates
     

  • CDS: Sovereign and corporate, CDS indices, options on CDS indices

SPECIAL
SITUATIONS

  • Public and private market positions
     

  • Typically, distressed sovereign, quasi-sovereign and corporate assets, with a focus on debt