Browse the world's most comprehensive database of hedge fund investor letters, sorted by recent quarter. Access primary source research from leading institutional managers.
Browse the world's most comprehensive archive of hedge fund manager letters. Access primary source research from leading institutional managers, sorted by reporting period.
Ameliora Wealth Management held equity exposure neutral and maintained an underweight duration posture in bonds in Q3 2026, while rotating capital from consumer staples into gold miners to capture record cash flow margins amid rising sovereign yields and geopolitical disruption.
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Ameliora Wealth Management held equity exposure neutral and maintained an underweight duration posture in bonds in Q3 2026, while rotating capital from consumer staples into gold miners to capture record cash flow margins amid rising sovereign yields and geopolitical disruption.
Driven by a simultaneous sell-off in equities and bonds as yields hit multi-decade highs, while deploying liquidity into deeply discounted long-dated US and Japanese debt.
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Driven by a simultaneous sell-off in equities and bonds as yields hit multi-decade highs, while deploying liquidity into deeply discounted long-dated US and Japanese debt.
Driven by a rebound in out-of-favor software holdings and surging Japanese IT consultancies, while liquidating US consumer and housing exposures to lift cash reserves to 14.7%.
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Driven by a rebound in out-of-favor software holdings and surging Japanese IT consultancies, while liquidating US consumer and housing exposures to lift cash reserves to 14.7%.
INN8 Invest reported resilient global equities led by mega-cap technology alongside a severe sovereign bond sell-off in Q3 2026, as 10-year Treasury yields surged above 5.29% and central banks pivoted toward renewed monetary tightening.
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INN8 Invest reported resilient global equities led by mega-cap technology alongside a severe sovereign bond sell-off in Q3 2026, as 10-year Treasury yields surged above 5.29% and central banks pivoted toward renewed monetary tightening.
Convexity trend-following strategies drove monthly gains by shorting fixed income and being long the US dollar amid surging sovereign yields and Middle Eastern geopolitical tensions, while the equity long/short sleeve remained flat.
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Convexity trend-following strategies drove monthly gains by shorting fixed income and being long the US dollar amid surging sovereign yields and Middle Eastern geopolitical tensions, while the equity long/short sleeve remained flat.
Persistent Middle East conflict and $100 oil have rekindled inflation, driving central banks to raise interest rate forecasts and sovereign bond yields higher. While third-quarter multi-asset performance traded flat, portfolios maintain solid year-to-date standings.
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Persistent Middle East conflict and $100 oil have rekindled inflation, driving central banks to raise interest rate forecasts and sovereign bond yields higher. While third-quarter multi-asset performance traded flat, portfolios maintain solid year-to-date standings.