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 |