AREAS OF EXPERTISE
Asset management solutions for insurance portfolios
Jaffa employs a model-driven approach to identify profitable sectors in highly rated fixed income markets.
Our portfolio management team draws on two decades of experience navigating through highly volatile market cycles, viewing volatility as an opportunity to generate attractive risk-adjusted returns for investors.
The firm focuses on minimizing risk and targeting higher returns through dynamic asset allocation and proactive approach to macroeconomic risk management.
Trading strategy focused on relative value and arbitrage in highly rated fixed income
• Deep focus on modeling a large and diverse universe of borrowers and servicers in the mortgage market.
• Understanding structure arbitrage resulting from non-economic behavior of large market players.
• Broad and diversified product mix to take maximum advantage of macro and micro market dislocations.
Jaffa Alternative Asset Management Fund
Fund focused on generating positive, consistent returns by investing opportunistically into a fixed income strategy focused on U.S. government and mortgage-related opportunities, targeting zero-cost long term financing provided by insurance float.
Jaffa differentiates itself from mortgage REITS, credit and private equity funds by its low cost of funding, which creates an opportunity to outperform traditional and alternative fixed income strategies without taking on the same degree of investment leverage or credit exposure.
Research-focused, model-intensive investment and risk management process.
We emphasize relative value and arbitrage in government and mortgage-related instruments.
We pay close attention to macro risks and proactively manage them.
Uncorrelated to most market sectors and alternative investment strategies.
Risk-sharing solutions for insurance carriers and MGAs in Property and Casualty lines
Jaffa’s team has decades of experience in modeling and risk mitigation strategies, having authored numerous publications in loss mitigation and modeling with the results widely used in risk management across the industry.
Properly align incentives and motivate underwriters, rewarding multi-year long-term accuracy and profitability.