Context Asset Management, a US-based alternative investment mutual fund manager, has unveiled its second fund, called the Context Macro Opportunities fund.
The fund will invest on multiple macro strategies including break-even inflation trading, capital structure arbitrage, hedged mortgage-backed securities trading, and volatility spread trading, according to Opalesque.
First Principles Capital Management with approximately $10 billion in AuM will serve as the sub-advisor for the new fund.
The new Macro Opportunities fund is also a hedged mutual fund.
Context Asset Management has recently launched a new alternative mutual fund, Context Alternative Strategies Fund (CALTX) for retail and institutional investors.