Fixed Income and Macro Strategies

Mondrian Delta hones a deep understanding of the key drivers of performance across the entire fixed income and macro investment landscape within both G10 and EM.

Our research provides a detailed breakdown of the alpha generated across both Multi-Manager and Single-Manager strategy-focused funds within:

  • Rates (swaps, bonds and options strategies expressed as both RV and Macro outright)
  • Currencies (spot and options-focused strategies)
  • Mortgage and Asset Backed Securities (Agency and Non-Agency strategies across the breadth of the liquidity spectrum)
  • Fixed Income Arbitrage (basis, yield curve, and carry strategies)

Further reading relating to our Investment experience below.

European Fundamental Long/Short Equities 2021 Year in Review

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2020: Volatility and Unpredictability in L/S Equities

Asset Raising & Retention

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Women in Finance

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Why Businesses Aren't Reaching Their Gender Equality Targets - Views of a Female Headhunter

Public Equity

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Challenging Misconceptions About the Treasury Function

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What is “Active Treasury Management”?

Treasury

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