SA strategy

Equities

Bonds

Commodities

Volatility

FX

Mix

Total

Pairs trading

103

6

1

2

112

Capital structure arbitrage

30

30

Volatility

arbitrage

9

9

Term structure arbitrage

1

4

3

8

Swap spread arbitrage

3

3

Mortgage

arbitrage

3

3

Total

104

40

9

9

1

2

165