Summary

The Ion Nivium fund is a quantitative global macro fund which invests primarily in foreign exchange, interest rate and sovereign credit markets, and secondarily in corporate credit index, equity index and commodity markets. The geographical focus is the G10 and liquid emerging markets. The fund invests based on proprietary quantitative models that identify deviations from fair value across a variety of time horizons and the holding period of the fund’s positions varies from a few days to several months.