Tue, Apr 24, 2018
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   |   
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. Investing - Sequoia takes Facebook stake as shares slide in data controversy, $1.4b hedge fund sees intact fundamentals for Facebook, Jim Cramer reveals some 'suggested hedge fund trades' amid the Trump tariffs[more]

    Sequoia takes Facebook stake as shares slide in data controversy From Bloomberg.com: The $4.2 billion Sequoia Fund bought a small position in Facebook Inc. as the stock slid late in the first quarter, investment manager Ruane, Cunniff & Goldfarb told clients. "The recent controversy enab

  2. Activist Investors - Blue Sky-owned Wild Breads faces uncertain future[more]

    From AFR.com: A Blue Sky private equity investment in artisan-style baker Wild Breads enjoyed multiple valuation upgrades despite losing millions and breaching its lending covenants, accounts lodged with the regulator last week show. Wild Breads lost $2.4 million in 2017, but Blue Sky ascribed a hig

  3. Opalesque Exclusive: Barnegat to close hedge fund to outside investors on weak opportunities[more]

    Komfie Manalo, Opalesque Asia: Bob Treue's Barnegat Fund Management said it is closing its $666m fixed income relative value hedge fund to outside investors. "The negative side to gains in Fixed Income Arbitrage is that unless we find new opportunit

  4. Investing - Hedge fund makes a big bet on malls, British hedge fund manager Odey short UK government bonds on QE bet[more]

    Hedge fund makes a big bet on malls From Barrons.com: The dominant narrative on American shopping malls is that they're dead. Crushed by Amazon.com, many brick-and-mortar retail stores are destined for bankruptcy. And where is the most retail, clustered all together? Malls. From a

  5. Performance - Hedge funds suffer first back-to-back loss in two years, Netflix performance burns hedge fund short sellers, Macro hedge fund up 14.5% in first quarter sees dollar falling, Renaissance Technologies rebounds across hedge funds in March[more]

    Hedge funds suffer first back-to-back loss in two years From Bloomberg.com: Hedge Fund returns sank for a second straight month in March, the first back-to-back loss since the first two months of 2016, as trade wars, tech-sector woes and a Fed rate hike dragged down the S&P 500 from its