- Advertisement -

Related

IPM wins Italian mandate

- Advertisement -

Stockholm (HedgeNordic) – An Italian institution has allocated 40 million euro to Swedish macro firm IPM and managed futures giant Winton, according to HFM Week.

The unnamed Italian investor was seeking two to three “best of breed managers” to share a 50 million euro mandate for its portfolio across a subset of liquid alternative strategies, according to search documents seen by the hedge fund publication HFM Week Investor Relations, a sister title to HFM Week.

It launched the search at the start of this year through investment consultancy Bfinance for managers across managed futures (including CTAs and systematic macro), relative value (including non-equity long/short strategies) and event-driven strategies, HFM Week reports.

The search was dubbed “Fibonacci” by London-based Bfinance.

A spokeswoman confirmed that following research and analysis on a wide range of offers received, the allocator invested 20 million euro each with Winton and IPM through its managed futures bucket, and made a 10 million allocation to relative value manager Muzinich & Co.

London-based Bfinance has been advising investors in the Nordic region since 2004 on matters such as manager selection and portfolio strategy in both traditional and alternative asset classes, Bfinance’s Head of Nordic Region Richard Tyszkiewicz told HedgeNordic:

“We love creating free and fair competition in the investment industry, and it works both ways.  We have numerous examples of Nordic institutions appointing specialist managers they had neither heard of nor met, as well as really great Nordic-based managers breaking into brand new markets right across the world via bfinance tenders.”

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Jonathan Furelid
Jonathan Furelid
Jonathan Furelid is editor and hedge fund analyst at HedgeNordic. Having a background allocating institutional portfolios of systematic strategies at CTA-specialist RPM Risk & Portfolio Management, Mr. Furelid’s focus areas include sytematic macro and CTAs. Jonathan can be reached at: jonathan@hedgenordic.com

Latest Articles

OP’s R2 Crystal Sees Stronger Case for Hedge Funds

For much of the past decade, hedge funds struggled to compete against strong beta-driven markets fueled by ultra-low interest rates and abundant liquidity. But...

Three Years In, Impega’s Formula Remains Agility

Equity hedge fund Impega marked its three-year anniversary this May, concluding the period with annualized returns of approximately 35 percent. According to founder and...

Protean Select Hits SEK 1 Billion Capacity Ceiling

Just months after reducing the capacity of Protean Select to SEK 1 billion, Protean Funds Scandinavia has reached the threshold and decided to suspend...

Qblue and Mandatum Recognized at CTA and Discretionary Awards

Two Nordic hedge funds have been recognized at the CTA and Discretionary Trader Awards 2026, organized by The Hedge Fund Journal. Qblue Balanced’s Qblue...

CTAs and Alpha Generation: Is Efficient Implementation the Answer?

By Andrew Beer, Co-Founder of DBi: After a decade of studying CTAs, we have drawn three conclusions about the nature of their alpha generation. At the...

“There Are Weeks When Decades Happen”: Asilo’s Best Month Since Launch

As the saying often attributed to Vladimir Lenin goes, “There are decades where nothing happens; and there are weeks when decades happen.” That is...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -