Dario Brandolini
“In this high volatility period, the equity weight has been decreased in favour of bond funds and strategies long on volatility. Among equity funds, the tilt is towards growth style, preferably mid-large cap in US market, and technology sector. We have decreased our exposure to energy and materials, as well as to commodity funds. On the interest rate risk, the portfolio remains cautious.”
Amount (E) Fund
8,000 HSBC Pan-Europ Govt Bond
8,000 JPM Europe Bond
8,000 MLIIF Euro Bond - EUR
8,000 Parvest Euro Govt Bond C
5,000 CAAM VOLATILITY EQUITIES -C
5,000 MELLON Glob Currency Option C EUR
3,500 CAAM Dynarbitrage Volatility EUR
3,500 Deka-Euro RentenPlus TF
3,000 CS BF (Lux) Target Return (Euro) B EUR
3,000 FT Mutual Beacon US Eq A
3,000 GLG North America L
3,000 M&G American Fund
3,000 Parvest Japan Quant YEN
3,000 Saint Honoré Obblig Opportunites EUR
3,000 Vitruvius Japanese Equities
2,500 HENDERSON HORIZ-ABS RT FX-A2
2,500 PARVEST Short Term Sterling
2,000 Franklin Mutual European EUR
2,000 IXIS Oakmark Global Value
2,000 JPMF Europe Dynamic
2,000 JPM Highbridge Statistical Mkt Neutral EUR
2,000 Mellon Evolution Alpha Global Fund
2,000 Parvest US Value
2,000 UBAM NB US Value Eq. A
2,000 Vitruvius Capital Opportunities
2,000 Vitruvius European Equity
2,000 Vitruvius Growth Opportunities
2,000 Vitruvius US Equities
2,000 Vontobel European Value
1,000 M&G Global Leaders
