Numbers and magnifying glass

Altin discloses hedge fund portfolio holdings

Altin, the Swiss alternative investment company listed on the London and Swiss stock exchanges, has disclosed its entire hedge fund portfolio holdings.

The portfolio, featuring more than 30 underlying hedge funds and representing over 10 investment strategies, has a net asset value performance of +164.83 per cent since its inception in December 1996.

The portfolio as at 1 October 2012 is as follows:

Macro strategy – 17.13 per cent
AlphaMosaic SPC - SP 127 Episteme Capital Partners LLP Systematic Quest Fund 3X – 1.43 per cent
Comac Global Macro Fund Ltd – 3.79 per cent
Goldfinch Capital Management Offshore Ltd – 2.98 per cent
LD Commodities Alpha Fund Ltd – 1.70 per cent
The Clive Fund Ltd – 3.80 per cent
Two Sigma Compass Enhanced Cayman Fund Ltd – 3.43 per cent
 
Managed futures strategy – 1.29 per cent
AlphaMosaic SPC - SP 10 Welton Global Directional 2X – 0.72 per cent
AlphaMosaic SPC - SP 73 Blackwater Capital Management LLC Global Program 2X –0.57 per cent
 
Credit strategy – 13.84 per cent
Claren Road Credit Fund Ltd – 3.99 per cent
LAMP Funds (Ire) 1 plc - Marathon Opportunistic Credit Fund – 6.06 per cent
Marathon Special Opportunities Fund Ltd – 0.64 per cent
R3 (C), Ltd – 3.15 per cent
 
Convertible bond strategy – 9.38 per cent
Aristeia International Ltd - 3.34 per cent
LAMP Funds (Ire) 3 plc - Lazard Rathmore Multi-Strategy Fund - 6.04 per cent
 
Equity long/short strategy - 30.64 per cent
Arrow Offshore Ltd – 7.09 per cent
BlackRock UK Emerging Companies Hedge Fund Ltd – 4.78 per cent
Coatue Offshore Fund Ltd – 4.57 per cent
Scopus Fund Ltd – 4.51 per cent
Scopus Vista Fund Ltd – 2.51 per cent
Sprott Offshore Fund Ltd – 3.26 per cent
LAMP UCITS Funds (Ire) 2 plc - LAMP Visium Global Fund – 3.92 per cent
 
Interest rate strategy – 8.92 per cent
EMF Fixed Income Fund Ltd – 3.30 per cent
Providence MBS Offshore Fund Ltd – 5.62 per cent
 
Protection strategies – 4.47 per cent
LAMP Funds (Ire) 1 plc - Capstone Convexity Fund – 4.47 per cent
 
Equity market neutral strategy – 4.03 per cent
ZLP Offshore Utility Fund Ltd – 4.03 per cent
 
Event-driven strategy – 11.50 per cent
LAMP Funds (Ire) 1 plc - LAMP JANA Partners Fund – 7.97 per cent
Omni Global Fund Ltd – 3.53 per cent

Multi-strategy funds – 13.24 per cent
Brevan Howard Fund Ltd – 1.36 per cent
Millennium International Ltd – 4.45 per cent
QVT Overseas Liquidating Ltd – 1.45 per cent
LAMP Funds (Ire) 1 plc - LAMP Hayman Capital Fund – 5.98 per cent
 
Private equity – 0.66 per cent
MPM Bio Ventures II – 0.66 per cent
ALTIN AG – 3.60 per cent
Others – 1.69 per cent
 
Total – 120.4 per cent

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