• Liquid Alternatives Portfolio Review

    This client, a German insurance company, sought bfinance’s assistance to conduct a review of its conservatively invested liquid alternatives portfolio, which deployed assets in low net exposure and market neutral strategies.

  • Tactical Asset Allocation and Currency Overlay

    This investor previously had a TAA overlay on regional equities and bonds but not on international investments. Here, they sought to extend this approach to the international portfolio—and also consider an FX overlay—in order to drive

  • Market-Independent Absolute Return

    This investor sought market-independent strategies which exhibit very limited equity / credit beta (structurally and empirically)—ideally less than 0.1 in normal and stressed equity markets. This investor sought market-independent

  • Asia Multi-Strategy Hedge Funds

    This investor was making a first-time allocation to Asian Multi-Strategy hedge funds. With the exception of purely quantitative approaches, the investor was willing to consider all styles of multi-strategy as long as they had at least

  • Multi-Asset Absolute Return and Risk Parity

    An Asian institutional investor was seeking to invest US$200 million in a segregated mandate which provided diversified exposure across a range of private markets strategies and assets, including: private equity (>30%), infrastructure

  • Multi Asset Total Return

    An Asian institutional investor was seeking to invest US$200-300 million in segregated fund-of-funds mandate that included exposure to both private equity (>80%) and value-add infrastructure (20%), with a target net return of 16-20% in

  • Multi Asset Credit

    A UK LGPS was seeking to invest up to £80 million (US$105 million) in a multi asset credit solution using one manager. Pooled funds were preferred with new launches considered, so long as they met a return target of cash plus 4%-5%

  • Absolute Return, Liquid Alternatives

    This Wealth Manager sought to identify multiple liquid alternative managers to broaden their existing roster of alternative strategies. These new allocations were expected to provide diversification against their existing managers

  • Alternative Risk Premia

    The investor sought a comprehensive review of the alternative risk premia manager landscape with a view to investing approximately AUD300m with a single manager via a separately managed account targeting a return of cash plus 4% per

  • Commodities

    This Dutch institutional investor sought to allocate approximately EUR 110m to an enhanced passive commodities strategy targeting a c. 1.5% p.a. outperformance of the BCOM commodities index with a tracking error of not more than 5%

  • Currency Overlay

    A Belgian pension plan was seeking an active currency overlay, aiming to passively hedge a diversified portfolio whilst adding c.1% p.a. in excess return. There was also a secondary objective of minimising cash flow rolls.

  • Diversified Alternative Risk Premia

    A UK corporate pension plan sought a comprehensive review of the alternative risk premia manager landscape with a view to investing over £250m with 2 – 3 diversified Alternative Risk Premia (ARP) managers, in aggregate targeting a

  • Multi-Strategy Fund of Hedge Funds

    A UK foundation aimed to identify a core multi-manager hedge fund product, targeting cash plus 4-6% and diversification against traditional exposures in their portfolio.

  • Hedge Funds Plus Alternative Risk Premia

    This Canadian corporate pension fund aimed to invest C$200m in a customised portfolio of hedge funds and alternative risk premia (ARP) exposures. The key aim was to reduce equity risk and provide liquid diversification to the rest of