Marjolijn Breeuwer
“No major changes have taken place in the selection of the underlying long-only managers. We also maintain our strategic allocation to equities, fixed income and hedge funds. The hedge portion of the portfolio consists of directional strategies, European long/short strategies and market neutral Strategies. Our market neutral portfolio benefited strongly from the recent M&A activity in Europe. Within the directional portion we further diversified our exposure to CTA managers by adding Winton Futures to the portfolio.”
AMOUNT (E) FUND
30,000 Insinger de Beaufort Multi-Manager Zeus (fund of hedge funds)
12,800 ABN Amro European bond (European bonds)
10,000 Wellington US Equity Research (US large cap core)
8300 AXA-Rosenberg US Equity Alpha (US large cap core)
6900 Thames River Global Bond (Global fixed Income)
6600 Pimco Total Return (US Fixed Income)
5200 GAM North American Growth (US all cap absolute return long only )
2600 JO Hambro Continental-European (Large & mid cap )
2100 Thames River European (Continental European large cap)
1700 Ashmore EMLIP (sovereign high yield)
1600 Thames River Global Emerging Markets (global emerging markets)
1500 Rodinia (global ex-US small/mid cap)
1400 Cambrian (US small/mid caps)
1400 Odey Pan European (top-down pan-European)
1100 Liontrust First Income (UK core )
1200 Polar Capital Japan (Japan equity)
1200 Aberdeen Asia Pacific (Asia ex-Japan)
1200 Henderson Japanese Equity (Japan equity all cap)
1000 Cazenove UK Growth & Income (UK top-down )
900 Invesco Perpetual High Income (UK core income)
700 Henderson Pan European Smaller Companies (Japan large caps)
600 Legg Mason Japan Equity (Japan large caps)
