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Cumulus Weather Fund

Tuesday, February 20, 2007
Has the capability to trade - equities, commodities and weather derivatives – from a weather perspective.

A SQUARE :: 20Feb07 Cumulus Weather Fund
Category Weather derivatives
Faculty Peter Brewer
Expertise Weather Related Investing
Author Sona Blessing
Faculty Name

Portfolio focuses on weather events - seeking to assess the effects of short-term weather on underlying asset prices -and trading only when fundamentals and weather signals are aligned Default allocations of 40% each to the commodity and equity portfolios and 20% to weather derivatives Equities universe: 500 international large and mid caps Commodity universe: energy and environmental commodities Weather derivatives: a diversified portfolio - excluding catastrophe bonds and similar “fat tail” structures

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