Blue Quay Investment Management

Preserving investors’ capital is Blue Quays Investment Managements (BQIM’s) highest goal. Portfolio Management performs rigorous, bottom-up analysis on each target asset to model the probability of returning its capital in whole, and also interest income, in a timely manner and in different scenarios. The team seeks value opportunities across every part of the domestic credit markets, and focuses on income-generating assets to provide our investors with stable cash flow. They also assess each asset on its secondary market liquidity in certain scenarios. Modelling mark to market volatility of the assets, and spread duration of the portfolio is key to building and managing a portfolio against the individual strategy’s liquidity profile.