13 julio 2013 by

Barron’s Best 100 Hedge Funds 2012 By Strategy & Rank

Barron’s Best 100 Hedge Funds 2012 By Strategy & Rank

2012 2011 Name  Assets (M)  Strategy  3-Yr CAR   R 2012   TFA (MILL) 
65 N.R. Blue Harbour Strategic Value Offshore Ltd             1,100 Activist          13.61       16.20              1,300
86 N.R. Dymon Asia Macro             2,535 Asian Global Macro          11.80         1.00              2,800
3 N.R. Chenavari – Toro Capital IA (Euro)                362 Asset-Backed Securities          46.54       32.42              3,214
7 N.R. STS Partners LP                652 Asset-Backed Securities          28.38       27.43                 818
29 N.R. 400 Capital Credit Opportunities LP                354 Asset-Backed Securities          18.79       34.20                 577
30 N.R. Waterfall Eden Fund, Ltd                489 Asset-Backed Securities          18.48       23.23              2,000
50 N.R. Good Hill Overseas Ltd                342 Asset-Backed Securities          15.00       11.96                 381
82 N.R. CQS ABS Ltd Class B (USD)             2,433 Asset-Backed Securities          11.92       16.86            12,000
100 N.R. Whitebox Concentrated Convertible Ltd                303 Convertible Arbitrage          11.28         9.50              2,311
26 54 Silver Point Capital LP             2,600 Credit          19.00       25.14              7,200
96 N.R. Fir Tree Capital Opportunity LP             1,550 Credit          11.41       12.70              8,848
24 N.R. Ares Enhanced Credit Opportunities             2,504 Credit Long/Short          19.14       19.07            58,471
40 N.R. GoldenTree Credit Opportunities Ltd             1,310 Credit Long/Short          16.94       17.70            16,700
63 69 Rimrock High Income PLUS Ltd             1,322 Credit Long/Short          13.68       14.34              2,320
79 25 GoldenTree Master             2,939 Credit Long/Short          12.17       14.49            16,700
91 N.R. MidOcean Credit Opportunity LP                441 Credit Long/Short          11.55       10.77                 638
42 10 Palomino Fund–Class B             5,100 Credit/Global Macro          16.82       29.27            14,400
53 N.R. Oculus             9,000 Discretionary Macro          14.82       20.00            20,000
51 85 Halcyon Off-Shore Asset-Backed Value Ltd             2,600 Distressed Asset-Backed Securities          14.86       16.13            12,000
37 N.R. Angelo Gordon Mortgage Value Partners LP             3,180 Distressed Credit          17.10       20.60            25,000
44 N.R. GLG European Distressed–Class A                548 Distressed Credit          16.34       17.92            26,600
6 N.R. Hildene Opportunities Fund Ltd                655 Distressed Securities          30.62       45.46              1,070
33 63 Drawbridge Special Opportunities              4,910 Distressed Securities          17.95       17.90            53,430
83 N.R. Perella Weinberg Partners Asset-Based Value LP                871 Distressed Securities          11.87       10.49              8,500
98 94 Contrarian Capital Fund I             2,100 Distressed          11.36       24.54              3,200
52 N.R. Redwood Offshore Ltd             4,300 DistressedCredit          14.86       23.40              5,000
41 14 GLG Market Neutral Fund (USD)                836 Diversified Credit          16.82       18.40            26,600
48 N.R. BlackRock Fixed-Income Global Alpha             3,786 Diversified Fixed-Income          15.17       14.37       3,792,000
94 N.R. Eagle Global Ltd                387 Diversified Systematic          11.46         8.10              2,578
25 86 All Weather @ 12% Ltd           65,034 Diversified Systematic          19.03       16.49          144,000
35 N.R. AHL Evolution Ltd             2,000 Diversified, Systematic          17.87       23.62            14,400
93 N.R. Marathon EM Opportunity                320 Emerging Market Credit          11.48         4.90            10,800
20 N.R. Greylock Global Opportunity Ltd             3,902 Emerging Market Fixed-Income          19.72       33.49                 600
18 N.R. Black River EMEA, LP                355 Emerging Market Multi-Strategy          20.22       20.84              5,500
92 N.R. Value Partners High-Dividend Stocks Fund                880 Emerging Markets –Asia          11.49       24.97              7,900
10 9 VR Global Partners LP             1,816 Emerging Markets/Distressed          25.53       20.62              1,816
87 N.R. GMO Emerging Country Debt LP                978 Emerging Sovereign          11.78       20.50          106,200
11 26 ValueAct Capital Master             8,952 Equity Long/Short          25.20       20.40              8,952
34 N.R. BlackRock 32 Capital                716 Equity Long/Short          17.91         8.77       3,792,000
46 56 Omega Overseas Partners Ltd             7,007 Equity Long/Short          15.56       29.70              7,007
54 N.R. Children’s Investment Fund             4,944 Equity Long/Short          14.74       29.52              8,200
59 N.R. Lone Kauri             3,897 Equity Long/Short          14.24       27.70            17,000
61 N.R. Citadel Global Equities Ltd             2,132 Equity Long/Short          14.00       16.90            13,000
64 N.R. MW Global Opportunities             1,552 Equity Long/Short          13.64         6.83              8,345
74 N.R. Echo Street Capital Partners LP             4,844 Equity Long/Short          12.47       16.60                 484
75 40 Glenview Offshore Opportunity Ltd                937 Equity Long/Short          12.30       53.80              4,530
88 N.R. SAC Capital International             9,000 Equity Long/Short          11.75       14.00            15,000
89 N.R. Newbrook Capital Partners  540 6  Equity Long/Short          11.70       10.40                 685
90 N.R. Dorsal Capital Partners, LP                735 Equity Long/Short          11.59       11.25                 735
62 N.R. Adage Capital Partners           18,200 Equity Long/Short ex Small Cap          13.70       20.80            27,245
80 61 Teton Capital Partners, LP                546 Equity Long/Short          12.16       22.25                 546
19 N.R. Renaissance Institutional Equities Fund LLC Series BB             5,738 Equity Long-Bias          19.73         9.42            21,637
77 24 Cambrian Fund Ltd                776 Equity–Long Only          12.22         8.31              1,777
32 27 Titan Partners, LP                625 Equity–Long Only          18.14       18.42              1,871
22 6 ECF Value Fund, LP             1,450 Event Driven          19.34       27.35              1,450
60 93 Litespeed Offshore Ltd             1,366 Event Driven          14.08       21.84              1,366
72 N.R. JANA Nirvana Offshore Fund, Ltd                547 Event Driven          12.70       33.31              3,951
78 18 Serengeti Opportunities                643 Event Driven          12.20       13.40              1,124
69 N.R. Solus Sola Ltd             1,112 Event Driven/Distressed          13.38       11.56              3,021
12 8 Barnegat Ltd                655 Fixed-Income Arbitrage          23.85       47.57                 655
16 20 Danske Invest Hedge Fixed Income Strategies             1,145 Fixed-Income Arbitrage          22.10       33.71          121,830
8 N.R. Asgard Fixed Income I Ltd (Euro)                348 Fixed-Income Relative Value          26.57       34.12                 348
13 12 Pine River Fixed Income Ltd             3,538 Fixed-Income Relative Value          23.05       34.84            11,590
57 62 Obsidian                810 Fixed-Income Relative Value          14.34       34.28       3,792,000
70 N.R. III Fund Ltd Series 1             5,963 G7 Sovereign and Agency Debt          13.06       11.83              2,296
99 N.R. PIMCO PARS V Master Ltd                367 Global Fixed-Income          11.30       15.90       2,000,000
2 N.R. Quantedge Global                488 Global Macro          50.07       39.46                 488
4 52 AQR Global Risk Premium–Full Risk                400 Global Macro          39.20       40.80            70,700
14 43 Pure Alpha 18% Strategy           60,730 Global Macro          22.30         0.80          144,000
21 15 Autonomy Global Macro Ltd             2,200 Global Macro          19.68       20.60              3,300
55 N.R. PanAgora Diversified Risk Multi Asset              2,126 Global Macro          14.49       14.29            28,700
71 60 Friedberg Global Macro, Ltd                878 Global Macro          12.71       (8.72)              2,788
95 16 Element Capital Ltd             3,939 Global Macro          11.42         2.74              3,939
84 29 Discovery Global Opportunity Ltd             6,232 Global Macro/Equity Long-Short          11.85       15.05              8,560
66 17 Pine River Ltd             1,628 Global Multi-Strategy Relative Value          13.59       21.75            11,590
97 N.R. First Quadrant Essential Beta–10% Volatility                565 Long-only futures and options          11.38         7.88            17,105
49 84 Quaesta Capital Bond Global Select                604 Macro          15.11       19.13                 793
5 2 Metacapital Mortgage Opportunities Fund Ltd             1,440 Mortgage-Backed Securities          38.64       41.25              1,600
15 7 Providence MBS Fund Ltd             1,801 Mortgage-Backed Securities          22.16       10.94              1,801
47 N.R. Napier Park Mortgage Credit Opportunity                452 Mortgage-Backed Securities          15.40       26.83              6,400
58 N.R. Premium Point Mortgage Credit                811 Mortgage-Backed Securities          14.33       25.72              1,577
67 N.R. Ellington Credit Opportunities Ltd                463 Mortgage-Backed Securities          13.53       27.73              4,900
9 N.R. SPM Core Ltd             1,831 Mortgage-Backed Securities–Agency and Non-Agency          25.88       19.65              3,708
85 N.R. Waterfall Victoria Ltd                466 Mortgage-Backed Securities–Non-performing          11.84       14.51              2,000
28 21 Citadel Kensington Ltd             4,609 Multi-Strategy          18.89       24.83            13,000
36 42 Third Point Offshore           10,100 Multi-Strategy          17.49       21.50            10,100
39 45 CQS Directional Opportunities (USD)             1,567 Multi-Strategy          16.98       35.94            12,000
68 N.R. Visium Global Offshore Ltd                500 Multi-Strategy          13.40       19.53              4,000
73 36 PH&N Absolute Return Fund                769 Multi-Strategy          12.63       10.81
45 N.R. Cevian Capital II Ltd (USD hedged)             7,432 Operational Activist          16.20       22.40              8,580
31 19 NZC Guggenheim             1,262 Opportunistic Credit          18.41       21.01          160,000
81 N.R. Fir Tree Value LP             6,121 Opportunistic Value          11.97       17.38              8,848
17 N.R. OxAM Quant             3,800 Quantitative Multi-Strategy          20.92       13.70              3,800
76 N.R. III Relative Value Credit Strategies Ltd Series 2             5,535 Relative Value Credit          12.27       10.22              2,296
38 N.R. Seer Capital Partners LP             1,388 Securitized Credit          17.08       25.86              1,537
1 1 Zais Opportunity Fund Class B                462 Structured Credit          52.39       24.69              5,400
27 N.R. Axonic Credit Opportunities Ltd             1,089 Structured Credit          18.93       25.69              1,343
43 46 Guggenheim Partners Opportunistic Investment-Grade Securities             1,961 Structured Credit          16.67       15.05          160,000
23 N.R. FORT Global Contrarian LP                308 Systematic CTA          19.16         2.83                 437
56 N.R. Cassiopeia Fund – Class B                689 Volatility Arbitrage          14.47       25.38                 747
Barron’s Top 100 Hedge Fund Average              17.42       20.28
BarclayHedge Fund Index Average                4.30         8.25
S&P 500 Average              10.87       16.00
Barclays U.S. Aggregate Bond Index Average              6.19         4.21
Filed Under: 7.82 Barron's Best