Model Portfolios (weights) – December 2022

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In the tables below we present the allocation of model portfolios as voted by our investment committee in December 2022.

Asset ClassLowMediumHigh
Cash53.328.311.7
Fixed-Income26.725.020.0
Sovereign20.016.711.7
Investment Grade5.08.38.3
High Yield1.70.00.0
Equities10.028.340.0
North America10.021.726.7
Europe0.06.711.7
Other0.00.01.7
Commodities5.08.311.7
Alternatives5.010.016.7
Total100100100
Core (6m horizon)
Asset ClassLowMediumHigh
Cash31.713.36.7
Fixed-Income45.040.026.7
Sovereign28.321.78.3
Investment Grade15.016.716.7
High Yield1.71.71.7
Equities13.325.031.7
North America13.318.321.7
Europe0.06.78.3
Other0.00.01.7
Commodities5.06.78.3
Alternatives5.015.026.7
Total100100100
Tactical (1m horizon)

Asset ClassLow Medium High
Cash
Fixed-Income
Sovereign
Investment Grade
High Yield
Equities
North America
Europe
Other
Commodities
Alternative Investments
Investment Grid