Thu, Oct 2, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Credit Suisse/Tremont completes semi-annual rebalancing of the AllHedge Index, the Blue Chip Index and the LEA Index

Thursday, April 08, 2010
Opalesque Industry Updates - Credit Suisse Index Co., Inc announced that as of April 1, 2010, the Credit Suisse/Tremont AllHedge Index ("SECTAH"), the Credit Suisse/Tremont Blue Chip Index ("INVX") and the Credit Suisse/Tremont Specialty Indices ("LEA") completed their routine semi-annual rebalancing of funds.

The Credit Suisse/Tremont family of hedge fund indices includes four separate indices. The indices are constructed on an objective, rules-based methodology, which includes the following criteria:

-- Funds for SECTAH and INVX are selected from the Broad Index.

-- Funds for SECTAH generally represent the largest eligible funds in each of the ten sectors weighted according to the sector weights of the Broad Index.

-- Funds for INVX generally represent the six largest eligible open funds in each of the ten sectors.

-- Funds for LEA generally represent the largest eligible funds in each of the three regions in the LEA investable index universe.

-- Funds are determined by application of construction rules.

The 11 funds added in SECTAH were: Advantage Advisers Technology International, Ltd., AllBlue Limited, AM Investment V Fund, Ltd., Forest Global Convertible Fund Ltd., GLC Diversified Fund Ltd., GLG Emerging Markets Fund, Highbridge Statistical Arbitrage, Krom River Commodity Fund Inc., O'Connor Currency and Rates Portfolio II Ltd., Value Partners Classic Fund, Waterstone Market Neutral Offshore Fund Ltd. As of April 1, SECTAH comprises of 83 constituent hedge funds.

The seven funds added in INVX were: AllBlue Limited, GLG Emerging Markets Fund, Highbridge Statistical Arbitrage, MBS Fund Caspian, QFS Currency Fund Ltd, Value Partners Classic Fund, Waterstone Market Neutral Offshore Fund Ltd. As of April 1, INVX comprises 60 constituent hedge funds.

No funds were added to the LEA Index. As of April 1, LEA comprises 32 constituent hedge funds.

Source

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   

Banner

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Legal - Court throws out lawsuits related to Fannie Mae, Freddie Mac profits, Insider case by SEC is a step removed from Herbalife itself, SEC grants Citigroup waivers, easing hedge-fund curbs[more]

    Court throws out lawsuits related to Fannie Mae, Freddie Mac profits From WSJ.com: A group of Wall Street investors on Tuesday suffered a blow in their attempts to sue the federal government over their treatment of the shareholders of mortgage finance giants Fannie Mae and Freddie Mac af

  2. Launches - Goldman Sachs Asset Management launches GS Long Short Fund, Western & Southern launching international hedge fund, Lansdowne Partners plans energy hedge fund, RBC Global Asset Management launches new RBC Funds (Lux) - Asia Ex-Japan Fund, PVE Capital latest credit strategy to launch on the Sciens managed account platform[more]

    Goldman Sachs Asset Management launches GS Long Short Fund From Marketwatch.com: Goldman Sachs Asset Management has announced the launch of the Goldman Sachs Long Short Fund, which pursues high conviction investment ideas in global equity markets through a fundamental, bottom-up approach

  3. CalPERS’ move might alter hedge fund fees for good[more]

    Benedicte Gravrand, Opalesque Geneva: When CalPERS, the California Public Employees’ Retirement System, announced on September 15th that it was unwinding its hedge-fund portfolio, it was seen by many as is a significant blow to the sector’s appeal. The Fund is

  4. Opalesque Exclusive: Institutions eye private credit over traditional fixed income[more]

    Bailey McCann, Opalesque New York: Investing in private insurance, realty tax receivables, or investment-grade short-term accounts receivable may not spring to mind as a means of mitigating risk in a portfolio, but one firm, New York-based BroadRiver Asset Management is out to change all that. Th

  5. Short-term trading quant fund beats S&P since '09[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: A relatively new multi-strategy, market-neutral quantitative hedge fund has managed to outperform the S&P500 and the HFRX Global since 2009. New Jersey-ba