Mathieu Moonshine and N=2 String Compactifications

There is a `Mathieu moonshine' relating the elliptic genus of K3 to the sporadic group M_{24}. Here, we give evidence that this moonshine extends to part of the web of dualities connecting heterotic strings compactified on K3 \times T^2 to type IIA strings compactified on Calabi-Yau threefolds. We demonstrate that dimensions of M_{24} representations govern the new supersymmetric index of the heterotic compactifications, and appear in the Gromov--Witten invariants of the dual Calabi-Yau threefolds, which are elliptic fibrations over the Hirzebruch surfaces F_n.