Sun, May 28, 2017
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 - Tudor Jones backs AI hedge funds, Massive hedge fund trades highlight insider buying: GE, Pentair, Tempur Sealy, Apollo Global and more, Hedge funds big wigs are buying consumer and selling tech, here's the stocks[more]

    Tudor Jones backs AI hedge funds From FT.com: Hedge fund magnate Paul Tudor Jones has invested in a brace of artificial-intelligence powered "quantitative" hedge funds, underscoring the increasing acceptance that the industry will need to turn more to technology and away from traditional

  2. Soon hedge fund investors won't bet on a man, they will bet on a machine[more]

    From Forexlive.com: The Wall Street Journal is in the midst of a 17-part series that looks at the rise of quant funds. The AUM and money invested in quant funds still trails traditional asset managers but the gap is closing. What's truly amazing is volume. Quant funds make up 27% of trading vo

  3. Investing - China's HNA wants to invest in Value Partners, Risk parity investors reap rewards from rebalancing act, SoftBank's $100 billion tech fund rankles VCs as valuations soar[more]

    China's HNA wants to invest in Value Partners From Reuters.com: HNA Group has alighted on a logical, if pricey, target in Hong Kong. The deal-hungry Chinese travel conglomerate known for overpaying wants to invest in Value Partners, one of Asia's few sizeable independent asset managers,

  4. Opalesque Exclusive: Investors warm to ESG, but seek standardization[more]

    Bailey McCann, Opalesque New York: Asset managers and asset owners plan to double their investment in Environmental, Social and Governance (ESG) driven strategies over the next two years, according to a survey from BNP Paribas Securities Services. The report, "Great Expectations: ESG - what's nex

  5. Opalesque Roundtable: France's hidden strengths in AI and machine learning[more]

    Komfie Manalo, Opalesque Asia: All nations offer their strengths and weaknesses, but one that is undisputed is the quality of the French scientists, claimed Guillaume Vidal, co-founder of French technology startup Walnut Algorithms at the