Asset Manager

Address

Portfolio Management delegated to:

Benchmark

Quaestio Capital SGR SpA

Corso Como 15, 20154 Milan

composite index 

• 13% MSCI World Net EUR (MSCI code 990100)

• 12% MSCI Emerging Markets Daily Net TR EUR (MSCI code 891800)

• 10% ICE BofAML Euro Government Index (Bloomberg ticker: EG00)

• 12% ICE BofAML US Treasury & Agency Index (Bloomberg ticker: G0A0)

• 10% ICE BofAML Emerging Markets External Debt Sovereign Index (Bloomberg ticker: EMGB)

• 14% ICE BofAML Euro Corporate Index (Bloomberg ticker: ER00)

• 1% ICE BofAML Sterling Corporate Index (Bloomberg ticker: UR00)

• 11% ICE BofAML US Corporate Index (Bloomberg ticker: C0A0)

• 8% ICE BofAML Global High Yield Index (Bloomberg ticker: HW00)

• 9% JPM cash EUR deposit 3 M TR (Bloomberg ticker: JPCAEU3M)

Amundi SGR S.p.A.

Via Cernaia 8/10 - 20121 Milano

• JP Morgan 12M Cash EUR (JPCAEU12M Index) + 2%

Ceresio SIM S.p.A.

Via Pietro Tamburini 13 - 20123 Milano

• FTSE MTS Ex-Bank of Italy BOT (MTSIBOT5)

CQS (UK) LLP

4th Floor, One Strand, London WC2N 5HR, United Kingdom

CQS (US), LLC

CQS (Hong Kong) Limited

• JP Morgan Cash Eur deposit 3M TR + 1.5%

Credit Suisse Italy SpA

Via Santa Margherita 3, 20121 Milan 

composite index 

• 13% MSCI World Net EUR (MSCI code 990100)

• 12% MSCI Emerging Markets Daily Net TR EUR (MSCI code 891800)

• 10% ICE BofAML Euro Government Index (Bloomberg ticker: EG00)

• 12% ICE BofAML US Treasury & Agency Index (Bloomberg ticker: G0A0)

• 10% ICE BofAML Emerging Markets External Debt Sovereign Index (Bloomberg ticker: EMGB)

• 14% ICE BofAML Euro Corporate Index (Bloomberg ticker: ER00)

• 1% ICE BofAML Sterling Corporate Index (Bloomberg ticker: UR00)

• 11% ICE BofAML US Corporate Index (Bloomberg ticker: C0A0)

• 8% ICE BofAML Global High Yield Index (Bloomberg ticker: HW00)

• 9% JPM cash EUR deposit 3 M TR (Bloomberg ticker: JPCAEU3M)

Degroof Petercam Asset Management S.A.

1040 Brussels, Guimardstraat 18

• JP Morgan 12M Cash EUR (JPCAEU12M Index) + 2%

Eurizon Capital SGR S.p.A.

Piazzetta Giordano Dell’Amore 3, 20121 Milan, Italy

composite index

• 13% MSCI World Net EUR (MSCI code 990100)

• 12% MSCI Emerging Markets Daily Net TR EUR (MSCI code 891800)

• 10% ICE BofAML Euro Government Index (Bloomberg ticker: EG00)

• 12% ICE BofAML US Treasury & Agency Index (Bloomberg ticker: G0A0)

• 10% ICE BofAML Emerging Markets External Debt Sovereign Index (Bloomberg ticker: EMGB)

• 14% ICE BofAML Euro Corporate Index (Bloomberg ticker: ER00)

• 1% ICE BofAML Sterling Corporate Index (Bloomberg ticker: UR00)

• 11% ICE BofAML US Corporate Index (Bloomberg ticker: C0A0)

• 8% ICE BofAML Global High Yield Index (Bloomberg ticker: HW00)

• 9% JPM cash EUR deposit 3 M TR (Bloomberg ticker: JPCAEU3M)

index

• Italy CPI + 2.5%

Investitori SGR S.p.A.

Largo Domodossola 3, 20145 Milan, Italy

composite index

• 25.0% MSCI All Country World gross Return denominated in EUR

• 40.0% Bloomberg Barclays Euro Agg Treasury 3-5 Year gross Return denominated in EUR

• 35.0% Bloomberg Barclays Euro Aggregate Corporate Bond gross Return denominated in EUR

Marathon Asset Management LP.

One Bryant Park, 38th Floor, New York, NY 10036

• JP Morgan Cash Eur deposit 3M TR + 3%

NEUBERGER BERMAN ASSET MANAGEMENT IRELAND LIMITED

32 Molesworth Street, Dublin 2, Ireland

Neuberger Berman Investment Advisers LLC

Neuberger Berman Europe Limited

• JP Morgan Cash Eur deposit 3M TR + 2%

Pictet & Cie (Europe) S.A.

15A, avenue J.F. Kennedy, L-1855 Luxembourg

composite index:

• 8% JPM Cash Index EUR (3M) (JPCAEU3M INDEX)

• 35 % Bloomberg Barclays Global Treasury Intermediate 100% hedged in EUR (H20866EU INDEX)

• 15 % Bloomberg Barclays Global Agg Corp 100% hedged in EUR (LGCPTREH INDEX)

• 27 % MSCI All Countries World NR (990100)

• 15% Hedge Fund Research Global Hedge Fund EUR Hedged (HFRXGLE)

Investment Advisors

Address

DeA Capital Alternative Funds SGR S.p.A.

Via Brera 21, 20121 Milan