Aetos Capital in New York runs three separate registered
investment company funds of funds, having merged the $138
million Aetos Capital Opportunities Fund into the Aetos Capital
Long/Short Strategies Fund on 1 January 2011. More than 28% of
the allocations to the 39 managers across all three funds are
of more than 10% per manager. Nearly 18% of the assets of the
combined three portfolios, which has more than $2 billion in
assets are either in liquidation or in side pockets.
The Aetos Capital Multi-Strategy Arbitrage Fund was down
0.49% for the year ending 31 January 2012, but since inception
on 1 September 2002 the fund has had an average return of
4.14%. Peak annual performance of 21.29% was recorded for the
period 1 February 2009 to 31 January 2010. More than 53% of
this fund is invested with event-driven names such as Farallon
Capital Offshore Investor, Oceanwood Global...