Strategic Model Portfolio Development and PE Insights
Pacific Private Asset Management’s Investment Committee met on May 9 to refine portfolio models and review implementation strategies that will shape client outcomes across our core investment strategies. The session reflected our ongoing commitment to delivering clarity, performance, and innovation through our investment process.
Key Highlights:
🔹 Model Portfolio Enhancements
Chief Investment Officer John Eliopoulos presented refreshed model portfolios, each tailored to distinct risk-return profiles—from high-growth strategies to income-focused solutions. Each model includes preferred fund managers across asset classes, with an emphasis on diversification, performance, and practical implementation.
🔹 5V Capital Horizons Fund Review
The Committee heard from 5V Capital on its Horizons Fund—an open-ended private equity vehicle targeting 15–20% returns. The fund invests in mid-market companies in Australia and New Zealand, offering quarterly liquidity and low leverage. The presentation sparked discussion around its fit for high-net-worth and wholesale investor portfolios.
🔹 Implementation Planning in Progress
The team is finalizing fund selection details, including APIR codes and platform availability, to ensure seamless execution across Dash, Macquarie, and other platforms. Clarity on fund structure (direct vs. pooled) is being integrated into the recommendation process.
🔹 Due Diligence and Monitoring Frameworks
Establishing a formal due diligence and ongoing manager monitoring process, potentially leveraging Lonsec, was emphasized as a key next step in ensuring transparency and governance.
🔹 Next Steps and Accountability
Clear action items were delegated—including APIR code consolidation, reporting enhancements via FIN365, and establishing collaborative communication via WhatsApp for manager insights.
These ongoing refinements reinforce our mission to deliver tailored, best-in-class portfolio strategies that remain agile in a rapidly evolving investment landscape.