Dario Brandolini
Dario Brandolini, head of quantitative management, RAS Asset Management Based in: Milan, Italy “Short-term perspectives seem good although in the long term we expect a turnaround or at least a global slowdown of the equity markets. For this reason we are quite neutral on the equity side with some tactical positioning in more speculative themes as energy (BlackRock MLIIF Energy) and commodities (JB Commodity Fund). On the other hand we maintain some hedging positions in alternative or market-neutral asset classes (JPM Highbridge and CAAM Volatility equities). We maintain a portfolio with less risk remaining fairly cautious.”
Amount (E) Fund
10,000 JPM Highbridge Statistical Mkt Neutral EUR
5,000 MELLON Glob Currency Option C EUR
5,000 MLIIF Euro Bond - EUR
5,000 JPM Europe Bond
4,500 Parvest Euro Govt Bond C
4,500 HSBC Pan-Europ Govt Bond
4,000 JB Commodity Fund B EUR
4,000 BlackRock MLIIF World Energy
3,500 CAAM Dynarbitrage Volatility EUR
3,000 Saint Honoré Obblig Opportunites EUR
3,000 CS BF (Lux) Target Return (Euro) B EUR
3,000 CAAM VOLATILITY EQUITIES -C
3,000 GLG North America L
3,000 M&G American Fund
3,000 FT Mutual Beacon US Eq A
3,000 Parvest Japan Quant YEN
3,000 Vitruvius Japanese Equities
2,500 PARVEST Short Term Sterling
2,500 HENDERSON HORIZ-ABS RT FX-A2
2,500 Deka-Euro RentenPlus TF
2,000 Mellon Evolution Alpha Global Fund
2,000 Vitruvius Capital Opportunities
2,000 Vitruvius Growth Opportunities
2,000 IXIS Oakmark Global Value
2,000 Parvest US Value
2,000 Vitruvius US Equities
2,000 UBAM NB US Value Eq. A
2,000 Vitruvius European Equity
2,000 JPMF Europe Dynamic
2,000 Franklin Mutual European EUR
2,000 Vontobel European Value
1,000 M&G Global Leaders
