FRR 2016 ANNUAL REPORT22
Performance Seeking Portfolio 51.1%
Liability Hedging Portfolio 48.9%
Developed market equities
56.94%
Liability Cash Flow Matching and cash
46.49%
Portefeuille FRR EUR 36 billion
US Investment Grade corporate bonds 18.66%
Euro Investment Grade corporate bonds 34.66%
Developed market equities hedged with options 8.23%
Emerging market equities 11.18%
High Yield euro corporate bonds 1.60%
High Yield US corporate bondss 4.63 %
Other Non-listed assets 2.69%
Private debt 3.36%
Emerging market government bondss 11.36 %
Performance Seeking Portfolio EUR 18.4 billion
Liability Hedging Portfolio EUR 17.6 billion
The FRR s portfolio at 31 December 2016
Source: Internal data.
The implementation of the strategic allocation for 2016 brought no significant changes.