19 Jan 2012
ALTIN AG, Swiss alternative investment company, has disclosed its hedge fund portfolio holdings as part of its policy of full transparency to investors.
The portfolio, featuring over 35 underlying hedge funds, and representing 11 investment strategies, has a NAV performance of +157.56% since its inception in December 1996.
The portfolio is made up of: macro strategy – 25.92%, managed futures – 2.97%, equity long/short – 22.54%, equity long bias – 1.59%, equity market neutral – 4.02%, event-driven - 11.76%, credit strategy – 8.73%, convertible bonds – 4.88%, interest rate – 4.64%, volatility – 5.57%, multi-strategy, 16.71%, private equity – 0.61% and 2.06% other strategies.
Notable changes in portfolio composition compared to 1st October 2011 were macro strategy, increasing from 22.78% to 25.92% of the portfolio, equity long/short strategy reduced from 26.61% to 22.54%, event-driven reduced from 14.04% to 11.76% and credit strategy reduced from 10.62% to 8.73%.
The new additions to the portfolio under macro strategy were AlphaMosaic SPC 127 Episteme Capital Partners 3X with an allocation of 1.24% and RQSI Global Asset Allocation Fund Ltd with an allocation of 1.25%. Also added were LAMP Conquest Customised Macro Master Fund (Managed Futures Strategy) with an allocation of 0.74% and LAMP Funds Ire 1 plc Capstone Convexity Fund (Volatility Strategy) with an allocation of 5.57%.
ALTIN’s portfolio continues to have a majority of investments with a redemption frequency term of 3 months or less.
The portfolio, featuring over 35 underlying hedge funds, and representing 11 investment strategies, has a NAV performance of +157.56% since its inception in December 1996.
The portfolio is made up of: macro strategy – 25.92%, managed futures – 2.97%, equity long/short – 22.54%, equity long bias – 1.59%, equity market neutral – 4.02%, event-driven - 11.76%, credit strategy – 8.73%, convertible bonds – 4.88%, interest rate – 4.64%, volatility – 5.57%, multi-strategy, 16.71%, private equity – 0.61% and 2.06% other strategies.
Notable changes in portfolio composition compared to 1st October 2011 were macro strategy, increasing from 22.78% to 25.92% of the portfolio, equity long/short strategy reduced from 26.61% to 22.54%, event-driven reduced from 14.04% to 11.76% and credit strategy reduced from 10.62% to 8.73%.
The new additions to the portfolio under macro strategy were AlphaMosaic SPC 127 Episteme Capital Partners 3X with an allocation of 1.24% and RQSI Global Asset Allocation Fund Ltd with an allocation of 1.25%. Also added were LAMP Conquest Customised Macro Master Fund (Managed Futures Strategy) with an allocation of 0.74% and LAMP Funds Ire 1 plc Capstone Convexity Fund (Volatility Strategy) with an allocation of 5.57%.
ALTIN’s portfolio continues to have a majority of investments with a redemption frequency term of 3 months or less.
