Professional Documents
Culture Documents
NOT INSURED BY
ANY FEDERAL
GOVERNMENT
AGENCY OF THE
UNITED STATES
NOT GUARANTEED
SUBJECT TO
BY THE BANK OR ANY INVESTMENT RISK,
OF ITS AFFILIATES
INCLUDING POSSIBLE
LOSS OF PRINCIPAL
INVESTED
Index by Strategies
Index by Funds
Top/Bottom 20
Newsletter
12
60
Convertible Arbitrage
Convertible
12
Credit Long/Short
Credit
Fixed Income
13
18
20
Equity Long/Short
Equity-Commodity
Equity-Diversified
Equity-Energy
Equity-Financial
Equity-Healthcare
Equity-Mid-Small Cap
Equity-Pharma-Biotech
Equity-Technology
Equity-Utility
21
21
30
30
31
31
32
32
32
Event Driven
Equity-Diversified
Merger-Arbitrage
Multi-Strategy
Currency
Systematic
46
49
Market Neutral
Discretionary
Diversified
Equity Diversified
Multi-Strategy
Statistical Arbitrage
Systematic
50
51
51
52
52
53
Merger Arbitrage
Merger-Arbitrage
54
Multi-Strategy
33
33
33
40
40
40
41
45
45
Managed Futures
Distressed
Distressed Security
Commodity
Commodity-Systematic
Currency
Diversified
Fixed Income
Systematic
36
Credit
Diversified
55
55
Volatility Arbitrage
Arbitrage
59
Fund of Funds
Arbitrage
Event Driven
Macro
Multi-Strategy
Trading
37
37
37
38
38
Long Only
Equity-Diversified
39
Macro
Past performance is not a reliable indicator of future performance.
Source - HSBC
4
400 CAPITAL CREDIT OPPORTUNITI
18
33
51
55
40
36
19
22
36
23
22
51
23
23
28
14
ARCTIC BLUE
40
15
14
52
40
36
25
15
13
59
30
55
19
42
54
28
53
30
13
15
15
30
13
46
59
19
50
55
25
56
22
25
46
15
ADRIGO HEDGE
22
56
22
55
12
42
47
14
15
42
56
14
33
41
15
AHL EVOLUTION
46
42
15
AHL ALPHA
46
56
15
18
18
56
28
42
16
AHL DIMENSION
55
AHL DIVERSIFIED
46
28
AKAMATSU FUND
27
ALLIANCEBERNSTEIN SELECT US EQ
28
41
41
28
31
46
50
25
B
BAF LATAM TRADE FINANCE FUND
13
12
28
18
34
46
14
50
14
56
47
53
47
56
19
53
56
47
47
19
13
31
23
16
56
56
12
14
23
57
47
32
25
45
33
16
54
45
32
16
28
HINOKI FUND LP
29
28
14
26
42
51
37
50
23
38
50
56
38
32
21
37
25
43
37
48
38
43
38
48
52
48
57
48
43
23
41
42
29
34
52
48
D
DACHARAN EQUITY FUND
53
46
19
34
47
DB PLATINUM IV MW HELIUM
47
37
F
FARRINGDON ALPHA ONE
25
47
13
30
41
56
27
34
22
22
28
25
47
47
47
47
16
16
40
E
EAGLE GLOBAL
EAGLE QUANTITATIVE MACRO
47
45
G
GABELLI ASSOCIATES LIMITED
54
38
43
51
38
GAMUT INVESTMENTS
43
34
41
42
37
25
43
I
III FUND LTD
36
16
16
13
48
29
29
HABROK LTD
25
20
31
43
41
31
22
57
12
57
30
43
K
KEYNES LEVERAGED QUANTITATIVE
48
34
48
52
19
48
16
18
43
21
43
24
16
29
30
29
50
34
33
16
24
44
43
46
34
46
24
34
19
19
13
50
44
44
26
19
16
26
26
51
34
52
18
23
41
46
57
L
L1 CAPITAL LONG SHORT FUND
22
23
26
12
23
23
21
52
58
57
54
36
57
14
43
16
26
13
23
57
27
33
18
45
MARLIN FUND LP
29
23
57
24
26
30
26
26
50
26
37
21
28
26
24
36
43
24
40
31
40
24
18
32
18
34
40
55
48
42
57
44
N
14
55
O
OBSERVATORY CREDIT MARKETS FUN
14
22
21
14
26
26
42
20
32
24
44
51
49
17
17
29
49
35
59
17
34
TRISTAN PARTNERS LP
31
17
49
20
TT INTERNATIONAL FUND
44
12
17
17
25
17
17
42
25
57
44
55
44
36
39
22
44
21
41
27
44
44
27
27
49
27
21
27
52
57
24
27
49
24
29
44
35
31
27
20
58
24
33
44
36
19
34
44
S
SABA CAPITAL OFFSHORE FUND LTD
17
22
12
36
29
21
51
49
13
40
U
UMJ KOTOSHIRO FUND
27
17
58
32
58
31
20
48
17
41
21
55
28
48
32
33
57
29
17
31
18
15
TONGA PARTNERS LP
31
58
30
R
RBR EUROPEAN LONG SHORT LTD (E
24
21
27
30
24
49
49
SINFONIETTA FUND
41
34
21
50
35
49
49
18
Z
ZADIG FUND CLASS A1
25
21
29
Top
Investment Funds
Bottom
Return
Date
Investment Funds
10 Jun 16
27.65
09 Jun 16
-25.36
30 Apr 16
25.39
31 May 16
-24.72
30 Apr 16
25.19
14 Jun 16
31 May 16
21.42
10 Jun 16
-20.05
18.22
31 May 16
-19.71
10 Jun 16
16.96
10 Jun 16
-18.21
31 May 16
-17.67
07 Jun 16
-17.04
14 Jun 16
-16.45
10 Jun 16
-15.66
31 Mar 16
-15.39
10 Jun 16
49.00
15.96
10 Jun 16
15.21
30 Apr 16
14.86
31 May 16
14.25
31 May 16
13.80
31 May 16
13.60
10 Jun 16
Return
-27.57
Date
10 Jun 16
-15.37
10 Jun 16
-15.36
10 Jun 16
13.60
31 May 16
-14.95
10 Jun 16
13.58
10 Jun 16
-14.68
31 May 16
13.45
10 Jun 16
-13.93
10 Jun 16
-13.45
31 May 16
12.82
31 May 16
11.68
10 Jun 16
11.39
10 Jun 16
11.29
10 Jun 16
-13.40
31 May 16
-13.24
31 May 16
-12.77
31 May 16
This ranking is for information only and should not be considered as exhaustive.
Past performance is not a reliable indicator of future performance.
Source - HSBC
Top
Investment Funds
Bottom
Date
Investment Funds
Return
60.52
31 Dec 15
Return
-44.05
31 Dec 15
Date
58.52
31 Dec 15
-29.96
31 Dec 15
49.60
31 Dec 15
-25.71
31 Dec 15
43.43
31 Dec 15
-22.85
31 Dec 15
42.71
31 Dec 15
-20.57
31 Dec 15
31.61
31 Dec 15
-20.38
31 Dec 15
29.51
31 Dec 15
-19.85
31 Dec 15
28.24
31 Dec 15
-18.26
31 Dec 15
27.54
31 Dec 15
-18.12
31 Dec 15
26.81
31 Dec 15
-17.34
31 Dec 15
26.27
31 Dec 15
-16.66
31 Dec 15
25.50
31 Dec 15
-14.25
31 Dec 15
24.50
31 Dec 15
-14.14
31 Dec 15
23.71
31 Dec 15
-13.76
31 Dec 15
-13.46
31 Dec 15
23.68
31 Dec 15
22.73
31 Dec 15
22.56
31 Dec 15
21.94
31 Dec 15
21.64
31 Dec 15
20.45
31 Dec 15
-12.82
31 Dec 15
TONGA PARTNERS LP
-12.61
31 Dec 15
-12.20
31 Dec 15
-11.65
31 Dec 15
-11.34
31 Dec 15
This ranking is for information only and should not be considered as exhaustive.
Past performance is not a reliable indicator of future performance.
Source - HSBC
10
Top
Investment Funds
Bottom
Date
Investment Funds
Return
61.95
31 Dec 14
Return
59.33
31 Dec 14
-34.59
31 Dec 14
58.05
31 Dec 14
-27.20
31 Dec 14
-43.99
Date
31 Dec 14
57.24
31 Dec 14
-22.64
31 Dec 14
42.18
31 Dec 14
-15.72
31 Dec 14
39.31
31 Dec 14
-12.87
31 Dec 14
38.31
31 Dec 14
-12.55
31 Dec 14
37.24
31 Dec 14
-11.47
31 Dec 14
36.15
31 Dec 14
-10.80
31 Dec 14
35.08
31 Dec 14
-10.36
31 Dec 14
34.88
31 Dec 14
-9.85
31 Dec 14
34.01
31 Dec 14
TT INTERNATIONAL FUND
-8.57
31 Dec 14
AHL DIVERSIFIED
33.79
31 Dec 14
-8.29
31 Dec 14
32.91
31 Dec 14
-8.20
31 Dec 14
32.59
31 Dec 14
-8.00
31 Dec 14
32.05
31 Dec 14
-7.94
31 Dec 14
30.02
31 Dec 14
-7.43
31 Dec 14
30.00
31 Dec 14
-6.92
31 Dec 14
29.71
31 Dec 14
-6.79
31 Dec 14
29.36
31 Dec 14
-6.70
31 Dec 14
This ranking is for information only and should not be considered as exhaustive.
Past performance is not a reliable indicator of future performance.
Source - HSBC
11
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-1.54%
10.51%
8.45%
-6.27%
7.37%
6.75%
Max
Drawdown1
Convertible
Ytd Avg. 2016
0.33%
Convertible/Global
ADVENT GLOBAL PARTNERS
ADVENT CAPITAL MANAGEMENT
30 Sep 96
30 Sep 95
Q
Q
30 Apr 07
31 May 07
31 Aug 10
Q/M
$311M
Mar 16
406.14
$453M
May 16
7,511.84
$499M
May 16
109.20
$216M
May 16
183.27
$826M
Feb 16
201.06
$202M
May 16
117.99
10 Jun 16
10 Jun 16 (0.34%)
$224M
Jun 16
1.99%
2.11%
1.95%
11.45%
9.5%
2.61%
10.23%
5.74%
(25.00%)
Dec 07 - Oct 08
31 May 16
0.67%
2.45%
7.54%
-0.88%
4.69%
2.96%
(1.53%)
Jul 14 - Sep 14
07 Jun 16 (0.22%)
(9.11%)
0.25%
4.13%
27.14%
5.37%
-14.15%
6.87%
12.10%
(28.61%)
May 08 - Nov 08
10 Jun 16 (0.16%)
(0.29%)
-3.74%
-1.69%
10.55%
4.73%
-1.64%
8.04%
8.03%
(16.25%)
Aug 08 - Nov 08
10 Jun 16 (0.19%)
(1.80%)
1.9%
0.71%
10.34%
6.42%
-2.86%
2.90%
3.50%
(7.17%)
May 15 - Mar 16
Convertible/USA
PINE RIVER CONVERTIBLES FUND 31 Jul 09
Franklin Parlamis
(27.58%)
Oct 07 - Nov 08
202.71
31 May 16
0.41%
19.34%
7.6%
4.98%
10.88%
7.12%
(11.01%)
Jun 15 - Jan 16
12
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
2.42%
-0.65%
11.73%
0.08%
4.56%
6.82%
Max
Drawdown1
Credit
Ytd Avg. 2016
0.69%
Credit/Emerging
ABSOLUTE INSIGHT EMERGING
MARKET DEBT FUND CLASS B1P
Colm McDonagh
30 Apr 08
31 May 07
CONTRARIAN EMERGING
MARKETS OFF FUND LTD
Xiao Song
31 Dec 05
31 Jan 06
31 Jan 02
M
W
30 Sep 07
31 Jan 02
790M
Apr 16
1.44
$870M
Apr 16
1,999.89
$36M
Apr 16
114.28
$34M
Mar 16
175.07
$444M
Apr 16
338.08
$461M
May 16
206.32
$146M
May 16
24.67
$50M
May 16
113.11
$203M
Apr 16
1,869.04
$3'374M
Mar 16
35.04
30 Apr 16
567M
Apr 16
0.57%
2.27%
7.2%
7.76%
8.09%
8.71%
8.99%
8.85%
0.52%
0.00%
Jan 00 - Jan 00
10 Jun 16
3.30%
2.08%
2.44%
11.29%
-7.22%
12.29%
2.19%
4.75%
6.53%
(12.26%)
Feb 13 - Sep 13
31 Mar 16
0.54%
(1.46%)
-4.87%
-2.05%
-1.96%
11.33%
2.85%
6.54%
8.61%
(19.88%)
Feb 08 - Nov 08
31 May 16 (0.74%)
(4.78%)
14.48%
-1.98%
14.61%
23.2%
-7.16%
12.40%
13.32%
(28.43%)
Feb 08 - Oct 08
31 May 16
0.95%
0.32%
-2.41%
2.62%
4.78%
18%
-4.14%
7.26%
11.01%
(33.64%)
Jun 08 - Dec 08
31 May 16
0.95%
6.63%
-0.39%
4.94%
2.2%
18.68%
-1.37%
6.50%
9.08%
(38.05%)
Feb 08 - Mar 09
31 May 16
1.36%
3.50%
3%
3.47%
2.55%
11.27%
5.34%
3.44%
(2.46%)
Oct 14 - Jan 15
15 Jun 16
1.94%
6.12%
-6.12%
3.36%
8.67%
11.48%
2.44%
7.44%
13.42%
(32.05%)
Aug 08 - Dec 08
15 Jun 16
0.31%
7.42%
-4.87%
0.62%
0.8%
5.36%
0.69%
7.03%
5.42%
(9.31%)
Mar 08 - Oct 08
Credit/Europe
ABSOLUTE INSIGHT CREDIT FUND 30 Sep 11
B1P2 EURO
Alex Veroude
(15.32%)
May 08 - Oct 08
1.20
15 Jun 16
2.21%
7.38%
12.65%
2.59%
3.97%
4.40%
(8.44%)
Jul 14 - Mar 16
13
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Credit/Europe
CAIRN SPECIAL OPPORTUNITIES
CREDIT FUND
Cairn Capital Limited
31 Dec 07
30 Jun 03
31 Dec 09
CHENAVARI REGULATORY
CAPITAL STRATEGY - DR
Chenavari Investment Managers
31 Mar 11
31 May 09
30 Nov 11
30 Nov 12
31 Mar 11
M
M
NORTHLIGHT EUROPEAN
FUNDAMENTAL CREDIT FUND
NORTHLIGHT GROUP LLP
30 Nov 09
PAMPLONA CREDIT
OPPORTUNITIES FUND
Yves Leysen
31 Aug 08
122M
Apr 16
175.57
30 Apr 16
59M
Apr 16
97.67
$350M
May 16
342.13
115M
May 16
155.08
$171M
Mar 16
190.87
$396M
Mar 16
1,070.58
55M
May 16
1,296.68 31 May 16
$232M
May 16
1,205.27
$119M
Apr 16
1,206.37
362M
Apr 16
264.16
$225M
Jun 16
1,530.34
$1'016M
May 16
329.89
380M
May 16
192.11
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
2.3%
8.54%
19.95%
-12.51%
6.98%
7.50%
Max
Drawdown1
(13.94%)
Jun 11 - Nov 11
30 Apr 16
1.35%
(3.03%)
0.72%
(1.76%)
4.62%
(7.21%)
May 15 - Feb 16
10 Jun 16 (0.24%)
(1.60%)
4.06%
3.14%
18.23%
8.41%
1.48%
9.96%
8.37%
(30.45%)
Oct 07 - Dec 08
31 May 16
1.48%
1.52%
3.84%
11.37%
16.31%
17.68%
10.64%
13.98%
6.99%
(6.46%)
May 11 - Nov 11
30 Apr 16
0.30%
3.65%
10.44%
8.84%
15.19%
36.91%
-2.87%
13.55%
4.67%
(4.65%)
Jul 11 - Sep 11
30 Apr 16
0.92%
(1.20%)
15.22%
24.82%
32.93%
32.42%
24.71%
40.86%
11.47%
(5.11%)
Jul 11 - Oct 11
0.80%
(1.71%)
-5.61%
4.53%
8.11%
20.07%
3.01%
5.94%
6.36%
(12.69%)
May 15 - Feb 16
10 Jun 16
0.60%
(2.22%)
4.87%
4.68%
11.5%
0.71%
5.43%
4.89%
(7.87%)
Dec 15 - Feb 16
30 Apr 16 (0.68%)
3.54%
2.22%
-10.36%
16.1%
19.58%
-7.79%
3.89%
8.35%
(12.90%)
Jun 14 - Dec 14
31 May 16
1.31%
2.66%
8.12%
8.89%
31.11%
55.73%
-2.23%
18.39%
8.84%
(14.95%)
May 11 - Dec 11
10 Jun 16
0.41%
1.50%
5.12%
5.91%
12.51%
6.31%
3.68%
6.73%
2.48%
(2.13%)
Sep 15 - Feb 16
31 May 16
0.63%
2.01%
3.13%
3.31%
7.25%
13.46%
-5.02%
10.53%
6.08%
(12.74%)
Jul 07 - Jul 08
10 Jun 16 (0.30%)
(4.76%)
0.22%
6.55%
12.68%
19.87%
-9.26%
8.75%
7.54%
(17.90%)
Apr 11 - Dec 11
14
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Credit/Europe
SERONE KEY OPPORTUNITIES
FUND
Serone Capital Management, Serj
Walia
29 Feb 12
$147M
Mar 16
252.05
55M
Apr 16
106.77
30 Apr 16
01 Aug 97
31 Oct 11
BLUEMOUNTAIN CREDIT
ALTERNATIVES FUND
BlueMountain Capital Management
31 Oct 03
CANDLEWOOD STRUCTURED
CREDIT HARVEST FD LTD
Greg Richter and Brian Herr
31 Jul 12
31 Oct 07
YTD
2015
2014
2013
2012
9.14%
25.94%
61.8%
2011
Ann.
Return
Ann.
Volatility
24.82%
8.56%
Max
Drawdown1
(4.47%)
Nov 15 - Feb 16
31 May 16
0.80%
(6.30%)
-5.25%
16.86%
2.91%
2.41%
6.25%
(14.52%)
Mar 15 - Feb 16
Credit/Global
AG MORTGAGE VALUE PARTNERS 30 Apr 09
LTD
Jonathan Lieberman
MTD
$1'419M
Apr 16
259.21
$957M
May 16
855.20
284M
Apr 16
547.34
191M
Apr 16
131.39
$6'761M
Apr 16
258.94
$394M
Apr 16
133.68
$237M
Mar 16
140.18
115M
Apr 16
171.90
142M
Apr 16
538.76
220M
Apr 16
312.24
31 May 16
10.07%
12.91%
20.59%
7.47%
14.38%
4.24%
(3.76%)
Oct 15 - Feb 16
31 May 16
3.10%
3.24%
-7.22%
-3.13%
15.67%
11.2%
2.36%
12.06%
8.78%
(30.20%)
May 08 - Dec 08
10 Jun 16
1.37%
8.29%
8.8%
10.6%
16.02%
34.12%
25.32%
14.02%
6.69%
(10.40%)
Aug 08 - Oct 08
10 Jun 16 (0.18%)
(1.60%)
1.57%
0.92%
12.13%
26.17%
0.3%
8.08%
4.89%
(4.75%)
Feb 15 - Apr 16
10 Jun 16
0.46%
(1.11%)
0.07%
2.67%
7.87%
14.51%
3.56%
7.83%
5.84%
(11.83%)
Aug 08 - Dec 08
31 May 16 (0.60%)
(5.88%)
-1.04%
13.78%
14.05%
10.71%
7.86%
4.52%
(10.23%)
Jun 15 - May 16
30 Apr 16 (0.18%)
(8.09%)
1.4%
3.94%
13.84%
17.22%
1.29%
9.16%
5.69%
(9.40%)
Apr 15 - Apr 16
30 Apr 16
0.63%
0.92%
23.71%
-1.88%
12%
16.64%
-8.59%
6.58%
14.77%
(48.74%)
Oct 07 - Dec 08
30 Apr 16
1.02%
(3.05%)
3.68%
7.28%
29.09%
44.15%
8.7%
28.73%
16.98%
(15.92%)
May 11 - Nov 11
30 Apr 16
2.76%
1.41%
8.89%
5.51%
48.08%
50.97%
19.88%
24.22%
12.17%
(8.17%)
May 11 - Sep 11
15
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Credit/Global
COHERENCE CAPITAL SPECTRUM 31 Jul 12
FUND OFFSHORE FUND
Coherence Capital Partners LLC
30 Sep 06
31 Jul 09
29 Feb 12
ELLINGTON CREDIT
OPPORTUNITIES FUND LTD
Ellington Management Group, LLC
30 Apr 08
ELLINGTON MORTGAGE
OPPORTUNITIES MASTER FUND
LTD
Ellington Management Group, LLC
31 Jan 09
31 Oct 05
31 Dec 07
30 Sep 09
31 Aug 07
28 Feb 99
31 Mar 08
HY
Q
Q
Q
Q
W
Q/Y
$94M
May 16
$1'077M
Apr 16
15.13
10 Jun 16
YTD
2015
2014
2013
2012
5.2%
2.83%
18.98%
14.17%
2011
Ann.
Return
Ann.
Volatility
11.32%
4.30%
Max
Drawdown1
(2.98%)
Jun 14 - Oct 14
5,152.75 31 May 16
1.37%
(3.21%)
-2.36%
8.02%
9.7%
16.85%
0.67%
18.47%
10.82%
(11.97%)
May 15 - Feb 16
$4'400M
Apr 16
166.10
$900M
Mar 16
157.50
$840M
Apr 16
270.68
$301M
Apr 16
269.82
$126M
Mar 16
1,791.15
$142M
Mar 16
1,875.49
$345M
May 16
1,633.03 31 May 16
31 May 16
0.45%
(2.11%)
-8.9%
5.8%
13.91%
15.34%
1.22%
7.70%
4.86%
(14.77%)
Apr 15 - Mar 16
31 May 16
0.52%
0.44%
-1.46%
8.1%
23.7%
19.01%
11.27%
5.54%
(6.74%)
Apr 15 - Feb 16
31 May 16
0.62%
(3.50%)
3.22%
7.89%
15.28%
27.73%
1.86%
13.10%
5.67%
(5.51%)
Aug 15 - Mar 16
31 May 16
0.85%
1.83%
1.79%
7.25%
9.64%
13.29%
16.19%
14.49%
3.90%
(0.85%)
May 15 - Oct 15
10 Jun 16
0.21%
3.08%
-7.26%
5.23%
8.5%
10.22%
10.36%
5.64%
7.55%
(31.27%)
Nov 07 - Dec 08
10 Jun 16
0.35%
3.15%
-8.35%
6.02%
8.56%
11.95%
7.41%
7.85%
6.29%
(10.51%)
May 15 - Feb 16
2.59%
2.41%
-2.68%
3.42%
15.67%
8.3%
1.64%
7.74%
5.34%
(10.60%)
May 15 - Feb 16
$684M
May 16
169.20
$2'012M
Nov 15
472.03
$207M
Oct 15
107.98
$974M
Jun 16
MTD
10 Jun 16 (0.53%)
1.61%
-2.52%
-2.44%
4.35%
12.48%
-0.76%
6.17%
6.28%
(9.90%)
Jun 08 - Sep 08
31 May 16 (0.45%)
(7.79%)
-6.74%
5.33%
11.18%
19.63%
-5.12%
9.40%
5.63%
(16.84%)
May 15 - May 16
14 Jun 16 (0.18%)
3.43%
-1.98%
-2.52%
9.26%
2.42%
5.20%
(9.25%)
Jun 14 - Feb 16
1,998.21 31 May 16
0.40%
0.32%
2.33%
10.05%
5.75%
18.98%
-4.19%
8.84%
5.49%
(8.43%)
Feb 11 - Nov 11
16
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Credit/Global
PIMCO GLOBAL CREDIT
OPPORTUNITY FUND SERIES 1
Dan Ivascyn / Jon Horne
30 Jun 06
31 Aug 08
30 Nov 08
30 Sep 09
RP SELECT OPPORTUNITIES
FUND
RP Investment Advisors
31 Mar 14
31 Jul 09
HY
M
M
30 Sep 12
31 Mar 05
31 Mar 11
$3'380M
Apr 16
192.13
$972M
Apr 16
131.50
$1'643M
Jun 16
482.62
$96M
Mar 16
208.09
$970M
May 16
193.10
$244M
May 16
111.98
$1'191M
May 16
121.97
$1'520M
Apr 16
198.55
$1'931M
May 16
161.45
$684M
Apr 16
148.53
$1'588M
May 16
342.46
$427M
Apr 16
148.35
30 Apr 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
4.34%
7.45%
15.18%
6.24%
6.86%
4.81%
Max
Drawdown1
(12.86%)
Jun 07 - Nov 08
30 Apr 16
1.24%
0.80%
5.68%
7.56%
14.76%
8.80%
4.11%
(1.88%)
May 13 - Jun 13
31 May 16
1.04%
(2.46%)
-2.52%
6.13%
10.18%
34.85%
4.77%
22.51%
9.32%
(8.99%)
May 15 - Mar 16
31 May 16
0.70%
(2.98%)
-0.42%
12.66%
17.56%
24.07%
-10.5%
10.26%
6.39%
(14.92%)
Feb 11 - Dec 11
31 May 16
1.24%
4.25%
5.13%
5.07%
10.35%
14.9%
2.78%
10.37%
3.50%
(1.80%)
Jul 11 - Sep 11
31 May 16
1.35%
2.44%
6.62%
2.52%
5.35%
4.22%
(3.50%)
Dec 15 - Feb 16
31 May 16
0.25%
12.82%
3.36%
-10.8%
-6.76%
-3.87%
9.33%
2.95%
8.61%
(28.08%)
Jun 12 - Mar 15
31 May 16 (0.88%)
(8.45%)
-0.57%
5.41%
12.13%
25.85%
2.09%
10.16%
6.67%
(17.05%)
Jul 15 - Feb 16
31 May 16
0.94%
0.30%
6.14%
10.31%
18.04%
16.46%
11.45%
3.08%
(2.24%)
Dec 15 - Feb 16
30 Apr 16
0.57%
(3.83%)
6.06%
15.17%
20.05%
5.33%
11.67%
3.75%
(4.65%)
Sep 15 - Mar 16
31 May 16
0.35%
(2.78%)
-1.82%
3.94%
10.57%
12.73%
-0.81%
11.64%
6.97%
(10.77%)
Jun 08 - Nov 08
30 Apr 16
2.88%
15.21%
-6.17%
9.15%
15.14%
28.54%
-15.05%
8.06%
13.40%
(18.02%)
Mar 11 - Sep 11
17
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Credit/USA
400 CAPITAL CREDIT
OPPORTUNITIES
Chris Hentemann
31 Jan 09
30 Jun 96
31 Dec 06
31 Mar 12
31 Jan 10
31 Jan 11
31 Dec 10
30 Nov 12
$1'073M
Apr 16
262.37
$2'100M
May 16
640.51
$2'300M
Apr 16
160.39
$80M
Apr 16
112.59
$345M
Apr 16
124.63
$318M
Jan 16
150.70
$742M
Jan 16
224.49
$114M
Mar 16
136.89
$3'636M
Jun 16
217.83
$69M
Apr 16
114.13
30 Apr 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
12.35%
15.24%
34.21%
3.07%
14.23%
6.32%
Max
Drawdown1
(11.54%)
Jun 15 - Mar 16
31 May 16
1.03%
4.72%
-2.08%
-0.67%
12.61%
13.86%
-0.98%
9.77%
7.90%
(24.04%)
Oct 07 - Dec 08
10 Jun 16
1.35%
13.45%
-11.11%
0.22%
5.96%
6.7%
2.44%
5.13%
6.80%
(19.42%)
Jun 08 - Dec 08
31 Mar 16
0.33%
0.82%
10.2%
1.34%
7.78%
1.17%
(0.12%)
Aug 14 - Sep 14
30 Apr 16
1.12%
0.73%
1.37%
3.08%
6.11%
11.59%
5.54%
2.52%
(2.27%)
May 15 - Feb 16
31 May 16
0.82%
1.80%
4.34%
0.33%
7.66%
10.87%
9.99%
6.69%
3.75%
(5.37%)
Jun 14 - Jan 15
30 Apr 16
1.67%
0.41%
2.26%
0.98%
10.07%
10.78%
7.46%
12.09%
6.17%
(4.96%)
Aug 14 - Feb 16
31 May 16
0.68%
6.00%
-0.92%
0.94%
9.04%
19.9%
-1.24%
6.06%
6.97%
(10.79%)
Jul 11 - Aug 11
31 May 16
3.76%
0.54%
1.31%
14.06%
20.51%
41.34%
10.07%
15.45%
5.69%
(5.77%)
May 15 - Mar 16
31 May 16
0.30%
1.03%
-0.42%
7.78%
5.46%
-0.2%
3.84%
3.68%
(6.24%)
May 15 - Feb 16
Fixed Income
Ytd Avg. 2016
1.11%
Fixed Income/Global
KLS DIVERSIFIED FUND LTD
31 Jul 08
Jeff Kronthal ; Harry Lengsfield ; John
Steinhardt
$897M
May 16
162.22
31 May 16
6.76%
1.58%
7.35%
4.85%
6.37%
3.91%
(10.06%)
May 15 - Feb 16
18
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
14.22%
9.75%
13.06%
-0.49%
6.59%
4.82%
Max
Drawdown1
Distressed Security
Ytd Avg. 2016
2.30%
Distressed Security/Global
BLUEBAY EVENT DRIVEN CREDIT
FUND
BlueBay Asset Management LLP Anthony Robertson
30 Nov 09
CANDLEWOOD SPECIAL
SITUATIONS FUND LTD
Michael Lau and David Koenig
30 Apr 03
30 Sep 86
31 Mar 02
MUDRICK DISTRESSED
OPPORTUNITY FUND LTD
Jason Mudrick
30 Jun 09
30 Jun 01
Q/Y
138M
Jan 16
151.68
$840M
Jan 16
670.33
$6'020M
Apr 16
$507M
Apr 16
$1'918M
Apr 16
$1'085M
Apr 16
$1'585M
Apr 16
29 Feb 16 (3.60%)
(5.91%)
-14.25%
5.68%
12.53%
14.78%
3.88%
15.97%
11.02%
(28.11%)
May 08 - Nov 08
7,822.61 31 May 16
1.20%
2.78%
-2.72%
4.32%
15.65%
18.05%
-4.66%
10.07%
8.13%
(28.82%)
Oct 07 - Nov 08
(5.02%)
-4.96%
23.09%
14.1%
12.05%
9.6%
10.41%
6.46%
(22.26%)
May 08 - Feb 09
2,500.47 31 May 16
2.54%
4.26%
-7.89%
0.46%
17.01%
24.31%
-1.32%
11.45%
9.45%
(33.22%)
Jun 07 - Feb 09
262.31
30 Apr 16
3.72%
4.69%
-6.17%
3.5%
21.95%
13.51%
-2.45%
9.08%
9.46%
(26.27%)
Oct 07 - Nov 08
3,765.92 31 May 16
1.37%
(0.84%)
-2.73%
1.37%
18.36%
11.57%
-0.46%
9.80%
7.50%
(32.31%)
Oct 07 - Dec 08
162.85
$250M
Mar 16
250.92
$2'000M
Jun 16
(7.96%)
Jul 15 - Feb 16
$1'200M
May 16
$611M
Jun 16
10 Jun 16
10 Jun 16
3.30%
16.96%
-25.71%
15.7%
7.73%
21.85%
-3.72%
7.27%
9.35%
(31.42%)
Aug 14 - Jan 16
31 Mar 16
3.51%
0.79%
-10.48%
0.47%
9.93%
9.21%
-1.39%
6.43%
6.40%
(24.14%)
Jun 07 - Dec 08
(0.60%)
1.8%
12.3%
12.47%
23.41%
-2.46%
8.27%
4.72%
(7.86%)
Apr 11 - Oct 11
238.65
31 May 16
3.16%
0.93%
-9.49%
-1.16%
12.61%
14.01%
1.55%
6.78%
8.14%
(32.91%)
Jul 07 - Mar 09
19
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Distressed Security/Global
SOUND POINT BEACON
OFFSHORE FUND, LTD
Stephen Ketchum
30 Nov 13
STRATEGIC VALUE
RESTRUCTURING FUND
Victor Khosla
31 Aug 02
HY
Q/Y
$353M
Apr 16
126.63
$1'100M
Mar 16
346.25
$2'118M
Apr 16
30 Apr 16
30 Nov 05
31 Jul 00
$917M
Apr 16
$2'332M
Apr 16
YTD
2015
2014
2013
18.36%
6.54%
2012
2011
Ann.
Return
Ann.
Volatility
10.26%
7.51%
Max
Drawdown1
(8.26%)
May 15 - Jan 16
10 Jun 16
0.54%
6.86%
-5.2%
1.7%
16.17%
13.18%
-11.03%
9.43%
7.49%
(24.47%)
May 07 - Jan 09
43,445.85 30 Apr 16
5.02%
5.89%
14.49%
-0.4%
32.33%
20.69%
3.58%
24.82%
14.59%
(48.38%)
May 08 - Mar 09
Distressed Security/USA
HALCYON OFF. ASSET-BACKED
VALUE FUND LTD
Joseph Wolnick ,Joseph Godley and
Jim Coppola
MTD
3,042.99 31 May 16
6.74%
6.66%
16.14%
4.12%
11.17%
5.05%
(13.32%)
Aug 08 - Mar 09
733.46
31 May 16
1.80%
4.47%
-2.66%
1.59%
17.62%
21.94%
-1.98%
13.40%
10.38%
(36.28%)
May 07 - Dec 08
20
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
3.87%
23.3%
-7.73%
5.24%
9.19%
8.31%
Max
Drawdown1
Equity-Commodity
Ytd Avg. 2016
(9.66%)
Equity-Commodity/Global
OCEANIC HEDGE FUND - CLASS A
Cato Brahde, Andreas Vergottis,
Bjorn Rise
31 Jul 02
$335M
Feb 16
3,387.33
(13.37%)
Jul 15 - Mar 16
Equity-Diversified
Ytd Avg. 2016
(3.28%)
Equity-Diversified/Asia
GOLDEN CHINA FUND NR CLASS
George Jiang,
30 Jun 04
31 Dec 05
31 Jul 05
30 Sep 04
31 May 05
30 Jun 05
30 Sep 04
30 Apr 15
31 Jul 04
31 Jan 01
31 Dec 09
M
M
Q
M
M
M
M
M
M
$1'731M
Feb 16
181.62
$110M
Aug 15
387.83
$196M
Feb 16
238.18
$21M
Feb 16
211.63
$631M
May 16
964.53
$121M
May 16
397.12
$234M
Mar 16
279.34
$85M
May 16
116.85
$256M
Apr 16
329.23
$575M
May 16
476.41
$217M
Apr 16
163.67
30.02%
17.48%
26.91%
-3.9%
24.76%
24.29%
(64.64%)
Oct 07 - Nov 08
31 May 16
1.11%
(3.09%)
8.66%
-0.51%
15.85%
-14.51%
-12.64%
13.89%
19.34%
(41.06%)
Feb 08 - Dec 08
10 Jun 16 (0.07%)
(14.95%)
3.83%
16%
27.39%
-6.58%
-5.09%
8.31%
12.13%
(25.06%)
Oct 07 - Feb 09
30 Apr 16
1.20%
0.12%
1.33%
-4.44%
4.6%
11.8%
-6.07%
6.68%
8.25%
(10.69%)
Oct 07 - Jan 09
31 May 16
1.98%
(0.96%)
11.75%
17.46%
9.26%
8.06%
0.6%
22.86%
19.11%
(42.16%)
Oct 07 - Nov 08
10 Jun 16 (0.31%)
(10.84%)
4.45%
-8.2%
61.8%
16.99%
-22.17%
13.56%
25.04%
(45.67%)
May 15 - Jan 16
10 Jun 16 (0.81%)
(6.62%)
1.25%
4.33%
13.35%
9.02%
-9.19%
9.18%
10.27%
(23.36%)
May 15 - Apr 16
10 Jun 16
1.45%
11.28%
5%
14.98%
12.67%
(5.73%)
Aug 15 - Jan 16
30 Apr 16 (0.86%)
(8.86%)
0.63%
-6.27%
28.57%
10.76%
-17.35%
10.67%
18.32%
(46.90%)
Oct 07 - Oct 08
10 Jun 16 (0.60%)
(2.61%)
15.28%
5.71%
11.72%
27.68%
-7.21%
10.69%
12.52%
(37.65%)
Oct 07 - Nov 08
10 Jun 16 (0.45%)
1.95%
7.28%
0.92%
5.55%
12.89%
6.19%
7.94%
14.72%
(20.74%)
May 15 - Aug 15
21
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/Australian
L1 CAPITAL LONG SHORT FUND
L1 Capital PTY Ltd
31 Aug 14
AU$150M
May 16
199.38
31 May 16
31 Jan 07
$24M
May 16
1,727.64
31 Dec 11
31 Dec 12
30 Apr 97
30 Sep 08
30 Jun 09
31 Dec 12
M
Q
M
Q/Y
$84M
May 16
92.50
30 Sep 97
ADRIGO HEDGE
Gran Torne
30 Nov 06
Q
M
M
2014
2013
2012
2011
5.07%
Ann.
Return
Ann.
Volatility
48.31%
10.26%
Max
Drawdown1
(2.42%)
10 Jun 16
5.1%
5.22%
11.04%
3.56%
6.01%
8.69%
(23.95%)
$200M
Feb 16
131.79
$139M
May 16
879.96
$213M
May 16
238.45
$442M
Apr 16
425.72
$90M
Apr 16
160.67
$70M
Feb 16
118.93
12.24%
11.49%
9.92%
3.22%
10.14%
(20.82%)
May 15 - May 16
19 May 16 (0.56%)
(0.38%)
2.15%
12.92%
14.7%
8.50%
12.73%
(14.92%)
Jul 15 - Feb 16
10 Jun 16
1.24%
11.68%
-11.65%
-22.64%
24.2%
13.26%
-19.42%
12.04%
28.96%
(73.20%)
Sep 97 - Jan 99
31 May 16 (1.62%)
(0.82%)
-0.08%
7.15%
9.23%
6.94%
-3.2%
11.99%
9.44%
(10.02%)
Apr 11 - May 12
10 Jun 16
1.26%
5.07%
5.04%
-2.56%
11.63%
7.73%
5.42%
11.44%
7.29%
(20.86%)
Jun 08 - Oct 08
31 May 16
4.40%
13.59%
-2.37%
6.71%
7.91%
14.48%
-9.05%
7.09%
9.03%
(15.40%)
Jun 14 - Aug 15
10 Jun 16
2.30%
0.24%
3.32%
3.68%
10.76%
5.16%
10.37%
(14.61%)
May 15 - Feb 16
Equity-Diversified/Europe
ADELPHI EUR. FUND $ (A)
Roderick Jack, Marcel Jongen
2015
Jun 08 - Oct 08
Equity-Diversified/Emerging
APERIOS EMERGING
CONNECTIVITY MASTER FUND
LTD
Aperios Partners Investment
Management LLP
YTD
Aug 14 - Sep 14
Equity-Diversified/Brazil
BNY MELLON ARX BRAZIL FUND
SPC LONG SHORT
Bruno Garcia, Frederico Saraiva &
Rogerio Poppe
MTD
$1'940M
Aug 15
492.15
$279M
Apr 16
176.31
$252M
Apr 16
617.28
9.35%
17.28%
14.08%
-4.91%
8.89%
11.57%
(26.28%)
May 07 - Feb 09
31 May 16
1.28%
1.09%
4.58%
4.32%
12.83%
5.91%
-0.17%
6.15%
4.89%
(9.13%)
May 07 - Oct 08
10 Jun 16 (3.04%)
(9.44%)
17.71%
5.5%
28.79%
1.7%
-10.75%
10.95%
14.63%
(32.68%)
Jun 07 - Dec 08
22
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Equity-Diversified/Europe
AQUILUS INFLECTION FUND LTD
EUR SHS
Richard Vogel
31 Jul 07
30 Sep 10
31 Oct 07
31 Dec 12
30 Sep 03
M
M
M
M
31 Aug 04
30 Sep 05
31 Dec 01
481M
May 16
134.23
$300M
May 16
176.53
$1'440M
Apr 16
180.82
$291M
Mar 16
135.98
270M
May 16
434.53
$314M
May 16
333.04
CHF62M
May 16
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
7.37%
14.59%
18.73%
-14.14%
3.38%
8.72%
Max
Drawdown1
(22.46%)
Oct 07 - Oct 08
10 Jun 16 (0.69%)
(15.39%)
21.64%
9.86%
24.8%
12.65%
4.31%
10.49%
8.03%
(16.85%)
Nov 15 - Apr 16
10 Jun 16 (0.35%)
(7.77%)
9.84%
4.6%
11.51%
5.82%
1.29%
7.12%
4.08%
(8.58%)
Nov 15 - Apr 16
31 May 16 (0.45%)
6.30%
8.67%
3.69%
14.99%
-1.27%
9.82%
4.28%
(2.45%)
Feb 14 - Jun 14
10 Jun 16
0.69%
(5.86%)
7.63%
1.1%
15.93%
-4.72%
10.2%
12.26%
8.46%
(16.39%)
Jun 08 - Nov 09
10 Jun 16 (0.04%)
(1.92%)
7.62%
-5.24%
7.09%
5.75%
7%
7.96%
7.74%
(17.94%)
Oct 07 - Oct 08
1,589.26 31 May 16
0.80%
2.27%
0.61%
2.12%
-3.57%
-8.93%
4.9%
4.02%
4.66%
(13.54%)
Sep 11 - Dec 13
$486M
Apr 16
228.32
CHF73M
May 16
292.37
257M
Mar 16
13.03
$318M
May 16
458.11
106M
Apr 16
136.84
$121M
Jun 16
151.68
31 May 16
1.44%
(13.40%)
28.24%
-4.32%
21.51%
4.56%
-12.68%
8.79%
11.77%
(21.60%)
May 08 - Feb 09
31 May 16
0.91%
2.03%
2.09%
2.7%
5.27%
2.04%
0.83%
10.57%
5.72%
(5.29%)
Jun 11 - Aug 11
16 Jun 16 (2.47%)
(6.80%)
6.31%
1.54%
20.02%
14.91%
-8.75%
4.67%
6.64%
(9.23%)
Dec 10 - Sep 11
31 May 16
3.90%
(12.77%)
17.14%
10.8%
29.19%
26.9%
-19.85%
12.48%
20.10%
(60.03%)
May 07 - Feb 09
30 Apr 16
2.22%
1.51%
6.52%
-5.68%
30.08%
3.16%
7.66%
8.93%
(9.12%)
Jan 12 - Jun 12
14 Jun 16 (1.17%)
(6.19%)
9.61%
3.96%
7.44%
8.72%
5.65%
4.42%
8.14%
(26.47%)
Jun 07 - Sep 08
23
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Equity-Diversified/Europe
MARSHALL WACE - MW TOPS
FUND
Anthony Clake
31 Dec 04
30 Nov 07
31 Dec 12
31 May 92
31 Oct 07
31 May 08
31 Mar 06
30 Apr 05
17 Sep 07
W
M
30 Apr 12
$605M
Jun 16
238.82
66M
Oct 15
109.49
$86M
May 16
168.16
NOK479M
Apr 16
150.38
730M
Mar 16
606.32
3'613M
Apr 16
214.43
105M
May 16
154.22
17M
Apr 16
144.72
CHF105M
Mar 16
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
6.72%
16.17%
11.31%
4.29%
7.89%
7.19%
Max
Drawdown1
(21.75%)
Oct 07 - Feb 09
14 Jun 16 (1.53%)
(6.07%)
6.21%
-5.61%
7.94%
4.37%
-0.27%
1.51%
7.11%
(12.02%)
Sep 11 - Jul 12
10 Jun 16 (0.07%)
(2.39%)
7.31%
-5.72%
14.82%
-4.33%
5.58%
6.28%
6.29%
(11.33%)
Dec 13 - Aug 14
14 Jun 16 (3.97%)
(5.02%)
8.84%
15.85%
24.67%
12.30%
7.13%
(5.18%)
Dec 15 - Jan 16
10 Jun 16
5.21%
(27.57%)
-12.82%
5.48%
25.76%
30.69%
-20.56%
10.83%
17.84%
(50.64%)
Jan 94 - Jul 95
30 Apr 16 (0.87%)
(2.48%)
14.57%
2.58%
32.52%
16.89%
-10.68%
9.38%
11.11%
(12.25%)
May 08 - Dec 08
31 May 16
4.27%
(1.20%)
23.68%
-4.99%
1.99%
11.22%
-0.28%
5.56%
6.42%
(8.88%)
May 13 - Apr 14
10 Jun 16 (0.56%)
0.05%
-12.2%
2.97%
1.9%
8.07%
6.45%
3.69%
8.23%
(15.17%)
Dec 14 - Oct 15
2,958.00 31 May 16
3.31%
(7.58%)
4.25%
13.94%
20.33%
29.45%
-11.71%
10.27%
18.40%
(55.01%)
Jun 07 - Nov 08
53M
Apr 16
133.89
$91M
May 16
529.29
$449M
May 16
180.70
95M
May 16
179.20
10 Jun 16 (2.03%)
(7.01%)
-1.22%
3.63%
17.47%
2.95%
-0.84%
3.40%
7.33%
(12.50%)
Apr 15 - Jun 16
10 Jun 16 (0.15%)
(3.73%)
7.61%
-1.76%
4.48%
11.82%
4.88%
9.02%
8.65%
(16.98%)
Mar 00 - Jan 03
10 Jun 16 (1.56%)
(2.22%)
10.67%
-4.8%
17.78%
15.22%
-10.33%
8.46%
11.05%
(16.04%)
May 11 - Sep 11
14 Jun 16 (5.21%)
(8.45%)
22.56%
11.08%
33.7%
7.53%
15.19%
12.81%
(10.72%)
May 14 - Oct 14
24
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/Europe
TT LONG/SHORT FOCUS FUND
Vikram Kumar
30 Jun 13
TT MID-CAP EUROPE
LONG/SHORT FUND LTD - CL B
David Grimbley
30 Apr 05
30 Nov 05
M
M
$496M
Jun 16
134.13
$548M
Apr 16
330.09
163M
Sep 15
237.35
31 May 16
30 Nov 05
31 Dec 10
M
M
30 Jun 11
31 Jul 10
28 Feb 06
30 Sep 11
HABROK LTD
Rahul Khanna
31 Mar 04
$67M
May 16
136.05
$247M
Apr 16
1,491.11
$849M
Apr 16
149.52
$1'500M
Mar 16
125.76
$94M
May 16
108.77
$284M
May 16
$73M
Apr 16
2014
2013
-2.65%
11.87%
2012
2011
Ann.
Return
Ann.
Volatility
10.57%
9.70%
Max
Drawdown1
(5.74%)
31 May 16
1.85%
1.27%
14.66%
2.64%
14.43%
6.9%
-1.72%
11.37%
8.28%
(7.41%)
10 Jun 16 (0.13%)
(6.86%)
19.06%
-6.33%
8.9%
11.02%
3.56%
8.55%
10.74%
(19.14%)
Aug 08 - Oct 08
312.87
$480M
May 16
2015
Apr 06 - Sep 06
$212M
Apr 16
144M
Apr 15
YTD
Feb 14 - Jul 14
Equity-Diversified/Global
AAM ABSOLUTE RETURN FUND
Harald James Otterhaug
MTD
10 Jun 16
-9.85%
4.75%
0.95%
16.27%
11.44%
11.00%
(16.84%)
Oct 13 - Oct 14
31 May 16
3.80%
(1.35%)
-2.07%
6.66%
11.45%
12.62%
5.19%
5.85%
8.22%
(11.31%)
May 15 - Jan 16
10 Jun 16
0.15%
1.74%
4.86%
12.64%
8.54%
-3.47%
7.52%
5.15%
8.19%
(13.57%)
Sep 11 - Jun 13
10 Jun 16
0.75%
(2.09%)
2.83%
19.48%
19.48%
3.66%
0.34%
8.46%
6.76%
(12.86%)
Jul 15 - Apr 16
31 May 16
0.24%
0.05%
0.84%
-0.38%
3.95%
11.05%
8.05%
5.01%
2.95%
(2.56%)
Feb 14 - May 14
31 May 16
1.87%
(5.24%)
7.61%
-0.21%
7.14%
-0.24%
2.43%
8.30%
(14.23%)
May 15 - Mar 16
(0.96%)
0.23%
-1.64%
1.85%
0.77%
0.49%
3.91%
3.04%
(3.81%)
Dec 13 - Jan 16
193.00
15 Jun 16 (4.05%)
(9.12%)
11.35%
6.78%
10.56%
19.44%
-12.63%
7.20%
11.00%
(16.50%)
May 08 - Oct 08
1,305.59 31 May 16
3.50%
(7.35%)
13.12%
-1.36%
19.76%
13.1%
-6.77%
5.87%
9.55%
(10.75%)
Dec 15 - Feb 16
283.51
31 May 16
0.09%
(7.69%)
0.84%
7%
13.13%
6.27%
-14.36%
8.94%
14.66%
(37.31%)
May 08 - Jan 09
25
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/Global
HORSEMAN GLOBAL FUND USD
Russell Clark & Bobby Turnbull
31 Jan 01
31 Oct 11
M
M
LANSDOWNE DEVELOPED
31 Jul 01
MARKET FUND, LTD (GBP) NNI
Peter Davies, Stuart Roden, Jonathon
Regis
31 Jul 13
28 Feb 86
07 Jan 98
28 Feb 09
Q
M
30 Apr 11
31 Dec 02 Bi-weekly
31 Jul 00
30 Jun 10
PASSPORT SPECIAL
30 Apr 08
OPPORTUNITIES FUND LTD CLASS
AA
John Burbank
HY
$1'062M
May 16
736.50
$250M
Apr 16
161.67
$10'592M
Apr 16
704.86
$326M
Feb 16
119.77
$89M
Apr 16
90.51
$983M
May 16
164.64
$8'175M
Jun 16
460.02
$1'111M
Jun 16
257.37
$2'000M
Jan 16
1,709.99
$230M
Dec 15
1,039.86
$784M
May 16
516.10
$2'000M
May 16
15 Jun 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
12.63%
19.15%
16.28%
-2.98%
13.86%
16.36%
Max
Drawdown1
(33.75%)
Feb 09 - Jun 10
30 Apr 16
1.86%
1.16%
9.04%
6.56%
15.74%
16.75%
1.79%
11.26%
5.52%
(4.87%)
May 15 - Jan 16
10 Jun 16 (0.76%)
(10.55%)
16.84%
11.49%
33.26%
17.87%
-20.07%
14.03%
10.77%
(20.07%)
Dec 10 - Dec 11
10 Jun 16 (0.90%)
(4.07%)
1.28%
-2.22%
8.97%
13.27%
-1.94%
2.86%
4.96%
(8.43%)
Apr 15 - Feb 16
30 Apr 16 (4.80%)
(24.72%)
-1.47%
12.27%
8.69%
(3.56%)
16.96%
(34.83%)
May 15 - Apr 16
10 Jun 16 (0.38%)
(3.44%)
3.34%
8.23%
23.82%
11.78%
-18.03%
14.13%
12.60%
(30.15%)
Sep 87 - Oct 87
14 Jun 16 (0.89%)
(3.55%)
12.05%
8.44%
21.61%
7.45%
9.74%
12.65%
8.79%
(23.24%)
Oct 07 - Oct 08
14 Jun 16
1.86%
1.92%
6.38%
6.3%
13.37%
6.83%
27.16%
13.83%
9.27%
(7.61%)
Jan 15 - Apr 15
10 Jun 16
0.66%
1.13%
16.01%
8.51%
16.46%
15.46%
-14.85%
12.08%
11.19%
(30.04%)
May 08 - Nov 08
14 Jun 16 (0.24%)
(6.48%)
1.62%
5.11%
12.16%
-0.14%
-7.06%
0.76%
4.09%
(7.49%)
Jul 15 - Mar 16
10 Jun 16 (0.94%)
(9.44%)
12.48%
3.75%
26.37%
23.69%
-6%
15.47%
14.03%
(15.49%)
Apr 11 - Sep 11
1,049.57 31 May 16
1.60%
(6.22%)
10.19%
0.9%
23.02%
11.08%
-18.74%
16.00%
25.06%
(52.74%)
Jun 08 - Dec 08
$1'100M
May 16
143.78
$412M
May 16
222.15
31 May 16
1.70%
(1.48%)
10.12%
-6.24%
19.89%
12.13%
-7.19%
6.32%
8.06%
(10.06%)
Apr 11 - Dec 11
31 May 16 (2.90%)
(10.87%)
17.81%
9.94%
45.5%
-5.67%
-19.91%
10.37%
26.70%
(43.24%)
Jun 08 - Nov 08
26
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Equity-Diversified/Global
PLATINUM FUND LTD
Kerr Neilson
31 May 94
31 Jan 10
31 Dec 93
29 Feb 96
31 Jul 01
30 Nov 10
M
D
$390M
Apr 16
82.51
$19M
May 16
141.55
$530M
Feb 16
645.73
$390M
Feb 16
1,306.23
$100M
Feb 16
496.31
$98M
Apr 16
130.19
Date
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-2.67%
21.76%
17.44%
-13.51%
10.05%
12.21%
31 Dec 04
31 May 03
31 Oct 03
M
Q
31 Oct 08
$56M
Apr 16
$465M
Feb 15
15 Jun 16
(30.48%)
2.00%
0.28%
11.02%
0.29%
12.92%
6.59%
0.45%
5.60%
6.62%
(6.47%)
10 Jun 16
5.00%
(7.35%)
4.95%
8.36%
36.28%
1.03%
-24.27%
11.57%
20.70%
(50.10%)
Apr 08 - Aug 12
10 Jun 16 (0.01%)
(5.98%)
0.92%
2.7%
18.09%
-0.88%
-17.2%
16.58%
17.30%
(37.25%)
Oct 07 - Feb 09
10 Jun 16 (1.19%)
(6.11%)
4.18%
4.63%
20.89%
8.13%
-20.97%
11.37%
17.29%
(56.02%)
Oct 07 - Feb 09
30 Apr 16 (0.93%)
(3.47%)
-1.98%
5.27%
16.09%
9.35%
-1.64%
4.99%
8.59%
(11.78%)
Feb 15 - Feb 16
200.11
31 May 16
5.88%
21.71%
-3.45%
-0.85%
6.26%
7.35%
(12.18%)
Mar 12 - Oct 12
2,660.96 31 May 16
1.35%
(9.80%)
15.58%
2.91%
23.38%
4.89%
0.59%
7.81%
8.61%
(12.09%)
Nov 15 - Feb 16
$309M
Apr 16
388.27
$110M
Feb 16
147.71
$293M
May 16
213.03
$70M
Mar 16
Max
Drawdown1
Feb 14 - Apr 14
10 Jun 16 (0.67%)
(16.45%)
18.6%
10.82%
82.11%
44.54%
7.42%
11.35%
19.96%
(55.47%)
Jan 06 - Oct 10
10 Jun 16
3.20%
(19.71%)
0.97%
0.41%
62.51%
31.05%
-8.33%
3.37%
20.15%
(35.57%)
Mar 08 - Jul 10
31 May 16
1.71%
(0.48%)
5.72%
15.2%
32.05%
17.83%
12.2%
10.48%
8.07%
(9.48%)
Jul 09 - Sep 10
Equity-Diversified/Russia
FIREBIRD NEW RUSSIA FUND, LTD 30 Jun 96
- CLASS A
Harvey Sawikin & Ian Hague
YTD
Oct 07 - Feb 09
Equity-Diversified/Japan
AKAMATSU FUND
Philip Kay
MTD
1,623.62
10 Jun 16
-34.59%
4.08%
11.42%
-14.62%
14.99%
37.77%
(81.79%)
Mar 98 - Sep 98
27
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/UK
ALPHAGEN OCTANIS CLASS A
Ben Wallace & Luke Newman
28 Feb 05
30 Apr 05
M
M
THREADNEEDLE UK ABSOLUTE
ALPHA FUND
Chris Kinder & Mark Westwood
30 Sep 10
$6'925M
Mar 16
264.11
$640M
Apr 16
230.69
$140M
Jan 15
61.12
$970M
Oct 15
136.79
31 Jan 93
Q/Y
31 Jul 98
31 Jan 08
31 Dec 96
31 Dec 99
FJ CAPITAL FINANCIAL
OPPORTUNITY FUND LTD
Martin Friedman
31 Dec 07
31 Dec 00
Q
Q
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
4.01%
16.77%
3.87%
-0.47%
9.07%
5.78%
Max
Drawdown1
(10.72%)
10 Jun 16 (0.52%)
0.84%
8.35%
6.93%
6.42%
4.27%
2.48%
7.81%
5.48%
(11.70%)
Jun 08 - Oct 08
13 May 16
0.21%
11.15%
-4.13%
-15.72%
63.74%
1.06%
-1.11%
10.30%
14.88%
(35.27%)
May 98 - Oct 98
15 Jun 16 (2.36%)
(2.95%)
7.19%
5.4%
10.7%
2.91%
4.22%
5.64%
3.88%
(3.17%)
Jun 11 - Sep 11
$1'300M
Dec 15
1,069.20
$132M
May 16
4,540.39
$440M
Mar 16
201.89
$2'230M
May 16
YTD
May 07 - Mar 08
Equity-Diversified/USA
AJR INTERNATIONAL (BVI), INC. A/1
Alexander J. Roepers
06 May 16
MTD
-6.92%
20.33%
3.85%
-6%
10.67%
18.68%
(44.44%)
May 08 - Dec 08
14 Jun 16 (0.55%)
0.11%
-0.78%
2.76%
16.27%
6.17%
0.81%
9.57%
7.12%
(9.98%)
May 08 - Feb 09
10 Jun 16 (0.08%)
(4.52%)
2.63%
4.75%
11.59%
3.48%
-2.86%
5.85%
4.20%
(5.23%)
Apr 11 - Dec 11
10,690.87 31 May 16
2.00%
0.64%
-1.62%
5.04%
22.23%
9.24%
-6.89%
14.20%
15.48%
(39.02%)
May 08 - Feb 09
$78M
Apr 16
260.46
$279M
Apr 16
760.25
$349M
Apr 16
409.13
$163M
Apr 16
271.69
$3'001M
Apr 16
551.90
30 Apr 16
4.26%
4.07%
4.37%
3.42%
50.32%
15.2%
-8.95%
12.30%
13.28%
(20.35%)
Jun 15 - Jan 16
31 May 16
1.17%
(4.47%)
-1.12%
4.92%
8.88%
4.49%
-0.66%
11.01%
7.87%
(19.53%)
Apr 98 - Sep 98
31 May 16 (2.60%)
11.19%
-29.96%
-1.31%
22.28%
-14.08%
0.7%
8.95%
13.90%
(37.41%)
Aug 14 - Feb 16
30 Apr 16
3.68%
(0.72%)
19.64%
9.76%
25.15%
25.9%
14.77%
12.74%
13.50%
(27.44%)
May 08 - Feb 09
31 May 16
3.05%
(7.13%)
-18.12%
14.44%
42.9%
24.24%
-10.95%
11.71%
16.53%
(49.17%)
May 07 - Dec 08
28
Inception Liquidity
Date
Equity-Diversified/USA
GREENLIGHT CAPITAL
OFFSHORE, LTD - A/1
David Einhorn
30 Sep 96
HINOKI FUND LP
Ellen Adams & Dan Sheridan
30 Jun 12
30 Nov 98
31 Dec 08
MARLIN FUND LP
Michael Masters
30 Jun 95
28 Feb 14
M
Q
Q
M
D
HY
31 Dec 91
RENAISSANCE INSTITUTIONAL
EQUITIES LP (B)
Renaissance Technologies LLC
31 Jul 05
31 May 98
31 May 87
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
140.62
$778M
May 16
4,103.35
$1'686M
May 16
188.91
$402M
May 16
6.16%
(2.38%)
18.12%
2013
2012
2011
Ann.
Return
Ann.
Volatility
7.51%
18.76%
7.66%
1.86%
14.22%
10.94%
Max
Drawdown1
(27.17%)
May 08 - Oct 08
-4.9%
26.05%
1.73%
9.08%
10.21%
(12.58%)
Feb 14 - Apr 14
10 Jun 16 (0.01%)
(3.26%)
-4.91%
6.8%
17.07%
10.5%
-3.54%
8.38%
5.97%
(12.61%)
May 08 - Nov 08
10 Jun 16 (0.25%)
(5.32%)
-6.53%
11.31%
28.31%
16.41%
-4.37%
8.92%
8.41%
(15.01%)
May 15 - Feb 16
(2.80%)
-8.43%
21.72%
77.47%
31.53%
-17.77%
25.65%
24.96%
(60.15%)
Oct 07 - Feb 09
$161M
May 16
10.23
$376M
Apr 16
148.76
$1'400M
Feb 16
793.62
$2'530M
Apr 16
280.91
$489M
May 16
137.58
$123M
May 16
306.89
$695M
May 16
738.86
$1'141M
Mar 16
31 May 16
2014
15 Jun 16 (0.68%)
2.10%
-4.21%
4.61%
1.00%
6.80%
(8.39%)
Mar 15 - Jan 16
30 Apr 16
7.48%
(25.36%)
14.25%
29.71%
34.49%
12.66%
19.85%
(36.06%)
Jun 15 - Mar 16
31 Mar 16
4.81%
(5.62%)
-10.43%
-2.13%
30.02%
25.66%
-2.97%
8.91%
14.71%
(42.55%)
May 07 - Feb 09
10 Jun 16
2.65%
11.28%
16.53%
13.84%
16.78%
8.29%
34.12%
9.97%
10.47%
(35.73%)
May 07 - Apr 09
14 Jun 16
1.07%
(2.11%)
5.37%
5.45%
14.28%
16.32%
-2.24%
4.87%
6.08%
(9.19%)
Apr 10 - Dec 11
10 Jun 16
0.60%
0.06%
12.97%
5.68%
10.38%
5.62%
8.91%
11.05%
10.29%
(14.88%)
Dec 07 - Mar 09
10 Jun 16 (1.20%)
(1.78%)
-7.29%
11.04%
23.18%
5.08%
-0.7%
11.72%
12.02%
(15.62%)
May 02 - Mar 03
(15.66%)
1.79%
4.64%
21.25%
-1.18%
-2.37%
13.23%
14.94%
(50.23%)
Feb 00 - Dec 02
29
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-27.2%
29.76%
-6.43%
-1.27%
8.10%
25.68%
Max
Drawdown1
Equity-Energy
Ytd Avg. 2016
49.00%
Equity-Energy/USA
DORSET ENERGY FUND, LTD CLASS A
David M. Knott, Donald Textor
31 Oct 00
$120M
Jan 16
33.76
(70.37%)
Jun 14 - Feb 16
Equity-Financial
Ytd Avg. 2016
(8.05%)
Equity-Financial/Global
ABACO FINANCIALS FUND
Abaco Asset Management LLP
31 May 03
31 Oct 08
30 Sep 00
31 Dec 95
M
M
M
HY
402M
May 16
240.79
$99M
Jun 16
141.22
$741M
May 16
283.33
$4'097M
May 16
188.43
31 May 16
-11.47%
15.74%
4.84%
12.67%
6.99%
6.12%
(11.68%)
Nov 13 - Dec 14
14 Jun 16 (2.40%)
(7.16%)
10.31%
6.52%
5.76%
-0.75%
3.21%
4.63%
5.80%
(8.01%)
Nov 11 - Aug 12
31 May 16
5.54%
(7.12%)
14.57%
-6.79%
30.5%
24.94%
1.14%
6.87%
16.60%
(67.54%)
Dec 07 - Nov 08
31 May 16
0.80%
(20.05%)
8.16%
-1.68%
20.27%
20.41%
-12.53%
15.46%
16.85%
(63.22%)
Apr 98 - Mar 99
Equity-Healthcare
Ytd Avg. 2016
(11.46%)
Equity-Healthcare/Global
CCI HEALTHCARE PARTNERS LTD 31 Dec 00
Oliver Marti, CCI Healthcare Partners
31 Oct 12
$521M
May 16
304.31
$45M
May 16
180.41
$174M
May 16
12.93
$506M
Oct 15
126.41
31 May 16
7.67%
26.54%
6.56%
3.99%
7.48%
8.87%
(20.58%)
Mar 15 - Mar 16
31 May 16
2.96%
(11.07%)
5.39%
20.54%
59.69%
18.85%
23.21%
(28.85%)
Jul 15 - Feb 16
10 Jun 16 (0.34%)
(13.94%)
-2.68%
21.95%
27.17%
-0.45%
7.38%
15.68%
(29.59%)
Jul 15 - Mar 16
14 Jun 16
0.30%
(8.44%)
-7.93%
7.41%
26.97%
5.51%
2.72%
3.75%
9.71%
(21.03%)
Mar 15 - Mar 16
30
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Equity-Healthcare/Global
VISIUM INSTITUTIONAL PARTNERS 31 May 10
FUND LTD
Jacob Gottlieb, Visium Asset
Management
$78M
Apr 16
115.25
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
2.11%
20.91%
5.73%
1.28%
2.38%
7.76%
Max
Drawdown1
(20.32%)
Jun 15 - Jun 16
Equity-Mid-Small Cap
Ytd Avg. 2016
0.39%
Equity-Mid-Small Cap/Europe
PELHAM LONG/SHORT SMALL CAP 31 Oct 14
FUND LTD
Ross Turner
31 Jul 03
425M
Apr 16
143.27
466M
Apr 16
305.95
31 Mar 16
$332M
Mar 16
10 Jun 16 (0.16%)
31 Oct 08
31 Dec 85
31 Jan 06
31 Mar 97
Q
M
Q
Q
TONGA PARTNERS LP
30 Jun 92
J. Carlo Cannell, Cannell Capital LLC
HY
TRISTAN PARTNERS LP
31 May 05
J. Carlo Cannell, Cannell Capital LLC
HY
468.21
10.71%
(6.70%)
(3.87%)
-1.67%
4.76%
11.79%
11.93%
2.39%
9.08%
7.12%
(21.47%)
06 May 16
-2.54%
13.46%
12.7%
1.02%
11.63%
8.45%
(14.36%)
Jun 14 - Feb 16
$163M
Mar 16
193.04
$129M
Mar 16
160.38
31 May 16
2%
27.15%
9.93%
-13.51%
9.06%
10.21%
(22.12%)
Feb 11 - Sep 11
31 Mar 16
7.30%
(1.22%)
-13.46%
8.83%
26.65%
14.64%
-1.07%
16.87%
22.80%
(49.05%)
May 07 - Feb 09
$107M
May 16
2,197.10 31 May 16
$670M
Apr 16
2,323.11 31 May 16
$65M
May 16
$63M
May 16
28.90%
Oct 07 - Feb 09
Equity-Mid-Small Cap/USA
COOPER CREEK PARTNERS LLC
Robert Schwartz
3.41%
Dec 15 - Jan 16
Equity-Mid-Small Cap/UK
ALPHAGEN VOLANTIS FUND, LTD - 30 Apr 02
A (USD)
Rob Giles & Adam McConkey
0.03%
3.73%
-9.77%
3.63%
15.93%
9.43%
-4.99%
7.91%
7.50%
(13.18%)
Jun 15 - Jan 16
6.03%
(0.65%)
-17.34%
22.21%
79.39%
34.84%
-34%
17.82%
36.06%
(70.54%)
Feb 00 - Sep 02
1.80%
-12.61%
12.36%
34.84%
24.02%
-9.02%
14.46%
15.25%
(50.33%)
Jun 07 - Apr 09
318.67
31 May 16 (2.10%)
0.63%
-6.76%
-3.87%
38.52%
17.18%
20.24%
11.10%
16.44%
(49.97%)
Jun 07 - Feb 09
Equity-Pharma-Biotech
Ytd Avg. 2016
(6.70%)
31
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Equity-Pharma-Biotech/USA
PERCEPTIVE LIFE SCIENCES
OFFSHORE FUND LTD
Joseph Edelman
31 Jul 00
30 Jun 01
31 Oct 05
Q/Y
$1'161M
Feb 16
$42M
Feb 16
$3'408M
Feb 16
1,630.14
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
20.3%
43.88%
27.75%
5.82%
19.23%
17.00%
Max
Drawdown1
(24.43%)
Dec 07 - Nov 08
2,379.50 31 May 16
1.25%
(2.30%)
-5.08%
25.55%
20.95%
13.88%
-8.27%
5.98%
11.68%
(32.70%)
Oct 07 - Feb 09
255.09
10 Jun 16 (0.12%)
(9.41%)
5.56%
7.78%
18.57%
10.31%
1.89%
9.22%
8.77%
(15.79%)
Aug 08 - Dec 08
Equity-Technology
Ytd Avg. 2016
1.12%
Equity-Technology/Global
EXANE ARCHIMEDES FUND CLASS 30 Sep 06
A CAP
Gilles Lenoir and Csar Zeitouni
1'136M
Mar 16
$538M
May 16
3.84%
-0.19%
3.99%
6.06%
4.31%
(5.10%)
Nov 11 - May 12
Equity-Technology/USA
SELIGMAN TECH SPECTRUM
31 Dec 06
FUND CLASS -A1-S/2-2002
J. & W. Seligman & Co. Incorporated
8.21%
483.12
31 May 16
30%
11.22%
0.65%
-0.21%
9.81%
11.69%
(19.91%)
May 08 - Nov 08
Equity-Utility
Ytd Avg. 2016
1.19%
Equity-Utility/Europe
CYGNUS UTILITIES,
INFRASTRUCTURE &
RENEWABLES
Cygnus Asset Management
30 Apr 06
$250M
Apr 16
1,905.05
30 Apr 16
28 Feb 13
$575M
May 16
4.09%
2.98%
10.88%
-2.7%
6.65%
7.24%
(10.69%)
Nov 09 - Aug 11
Equity-Utility/Global
ELECTRON GLOBAL FUND, L.P.
Electron Capital Partners, LLC
130.23
10 Jun 16
-2.84%
14.71%
8.38%
7.57%
(7.85%)
May 15 - Aug 15
32
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
5.33%
26.16%
28.67%
-4.16%
6.76%
14.60%
Max
Drawdown1
Equity-Diversified
Ytd Avg. 2016
(8.62%)
Equity-Diversified/USA
MARCATO INTERNATIONAL LTD
Richard McGuire, Marcato Capital
Management LLC
30 Sep 10
$1'784M
Aug 15
144.91
31 May 16
(26.08%)
May 15 - Feb 16
Merger-Arbitrage
Ytd Avg. 2016
1.39%
Merger-Arbitrage/Global
TIG ARBITRAGE ENHANCED FUND 31 Dec 06
Drew Figdor
$137M
May 16
223.41
31 May 16
1.72%
13.34%
7.34%
6.85%
8.91%
7.77%
(10.97%)
Oct 07 - Oct 08
Multi-Strategy
Ytd Avg. 2016
0.53%
Multi-Strategy/Europe
CYGNUS EUROPA EVENT DRIVEN 30 Jun 10
FUND
Jose Luis Perez Esteve
31 Mar 11
$139M
Mar 16
ANDALUSIAN CORPORATE
OPPORTUNITIES FUND LP
Michael Reeber, Harrison M.
Wreschner
31 Jul 09
32.14%
9.47%
-0.26%
14.36%
9.98%
(15.90%)
Oct 11 - Jul 12
$379M
Oct 15
108.49
$119M
Apr 16
145.62
14 Jun 16 (0.68%)
(4.10%)
4.96%
-6.7%
14.37%
10.74%
-8.79%
1.58%
6.52%
(10.96%)
Apr 11 - Nov 11
30 Apr 16 (1.30%)
(1.94%)
17.54%
0.25%
17.1%
7.62%
10.07%
8.37%
(6.30%)
Dec 15 - Jan 16
Multi-Strategy/Global
AG SUPER FUND INTERNATIONAL, 30 Apr 93
LTD
Michael Gordon & Dave Kamin
22.57%
$484M
May 16
1,679.37
$127M
Apr 16
192.35
10 Jun 16
2.63%
16.86%
13.67%
-2.62%
8.98%
5.39%
(24.78%)
Jun 07 - Dec 08
31 Mar 16
4.25%
(8.75%)
-22.85%
5.37%
41.15%
30.08%
1.49%
10.30%
11.86%
(36.95%)
Aug 14 - Feb 16
33
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Multi-Strategy/Global
BG UMBRELLA FUND PLC
Boussard & Gavaudan Investment
Management
28 Feb 03
31 Oct 95
DROMEUS GLOBAL
OPPORTUNITIES FUND
Dromeus Capital Management Ltd
30 Jun 08
31 Jul 03
31 Dec 08
31 Jan 11
31 Mar 06
31 Aug 13
31 Jan 02
31 Dec 04
Q
Q
M
Y
Q/Y
31 Dec 01
1'540M
Jun 16
143.19
$7'738M
Apr 16
514.31
$91M
Apr 16
198.97
$1'656M
Apr 16
588.47
$946M
Apr 16
262.74
$140M
May 16
312.27
$256M
May 16
147.47
$171M
May 16
229.35
$113M
May 16
125.96
$2'123M
Apr 16
4,645.72
$3'967M
Apr 16
3,530.58
$900M
Jun 16
352.68
$4'046M
Jun 16
1,252.89
$2'678M
Jan 16
233.35
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
4.23%
11.56%
8.49%
-5.04%
7.10%
5.81%
Max
Drawdown1
(22.71%)
May 07 - Nov 08
10 Jun 16
0.30%
3.03%
1.68%
5.15%
10.24%
8.49%
1.59%
8.26%
3.67%
(11.22%)
Oct 07 - Nov 08
31 May 16
0.13%
(1.92%)
-8.8%
1.92%
11.65%
20.78%
-1.62%
9.07%
9.20%
(17.93%)
Jun 14 - Feb 16
31 May 16
3.30%
14.25%
-20.57%
-2.28%
18.9%
26.22%
2.09%
13.57%
16.87%
(43.83%)
May 07 - Dec 08
30 Apr 16
3.18%
1.20%
-14.14%
5.67%
15.74%
3.8%
-1.09%
7.86%
9.54%
(27.67%)
Jul 07 - Dec 08
31 May 16
0.16%
(1.51%)
12.44%
8.97%
26.85%
21.93%
12.4%
16.59%
13.44%
(20.31%)
Dec 08 - Feb 09
31 May 16
0.57%
4.03%
8.99%
1.31%
9.44%
11.94%
4.8%
7.55%
5.29%
(8.21%)
Mar 12 - Jun 12
10 Jun 16
0.70%
3.32%
4.31%
9.77%
18.26%
4.76%
-0.82%
8.48%
7.28%
(16.75%)
Aug 08 - Feb 09
31 May 16
2.89%
6.66%
16.55%
-3.49%
6.34%
9.26%
7.20%
(8.29%)
Sep 14 - Oct 14
10 Jun 16
0.50%
3.27%
-2.95%
-8%
48.63%
11.07%
-15.44%
11.28%
12.66%
(20.92%)
Mar 10 - Sep 11
14 Jun 16 (2.00%)
(17.04%)
-16.66%
37.24%
9.3%
12.39%
-2.03%
11.64%
14.85%
(39.81%)
Jul 15 - Mar 16
31 May 16
2.74%
4.70%
-7.2%
3.51%
18.08%
10.66%
1.94%
7.35%
6.61%
(29.14%)
May 07 - Nov 08
10 Jun 16
0.24%
1.21%
0.35%
10.04%
31.78%
9.11%
-1.73%
19.12%
13.48%
(21.93%)
Feb 08 - Apr 09
10 Jun 16
0.15%
3.27%
4.38%
10.52%
40.06%
0.9%
3.98%
8.45%
13.19%
(30.56%)
May 07 - Feb 09
34
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Multi-Strategy/Global
TRISHIELD SPECIAL SITUATIONS
FUND LLC
Jeff Buick and Robert Harteveldt.
31 May 08
WHITEBOX MULTI-STRATEGY
FUND
Andrew Redleaf, Paul Twitchell, Rob
Vogel
31 Dec 01
$138M
Apr 16
3,820.41
$2'200M
Apr 16
163.23
$575M
Dec 15
559.51
31 Mar 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
15.65%
22.84%
52.21%
-8.38%
18.65%
29.64%
Max
Drawdown1
(34.32%)
Aug 14 - Feb 16
10 Jun 16
2.13%
6.71%
-1.31%
7.65%
15.74%
6.77%
-0.07%
7.59%
7.35%
(13.79%)
Jun 14 - Sep 15
10 Jun 16
0.38%
2.19%
-2.78%
6.16%
18.09%
11.38%
1.2%
12.65%
9.33%
(34.40%)
Jun 08 - Dec 08
35
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
3.78%
6.04%
14.73%
19.93%
8.60%
5.03%
Max
Drawdown1
Fixed Income
Ytd Avg. 2016
2.80%
Fixed Income/Global
BLACKROCK FIXED INCOME
GLOBAL ALPHA FUND
Tim Webb
30 Sep 06
30 Jun 96
30 Jun 93
31 May 14
31 Dec 07
30 Nov 11
31 Jan 06
31 Aug 03
M
M
Q
$2'100m
Apr 16
220.56
$2'000M
May 16
6,886.77
$8'926M
May 16
266.75
$180M
May 16
4,199.12
$787M
May 16
128.72
$84M
May 16
196.28
$1'275M
Jun 16
154.64
$1'000M
May 16
$287M
Jun 16
(10.54%)
Jun 08 - Dec 08
10 Jun 16 (0.25%)
(0.87%)
-0.14%
5.23%
10.83%
34.27%
-13.5%
10.15%
9.23%
(20.93%)
Jan 08 - Feb 09
10 Jun 16
0.25%
2.87%
7.53%
8.15%
7.56%
0.43%
6.21%
9.60%
4.24%
(7.41%)
Feb 08 - Mar 08
10 Jun 16
0.31%
2.69%
1.65%
2.87%
13.44%
11.83%
9.03%
6.45%
10.54%
(54.77%)
Jan 08 - Nov 08
10 Jun 16
0.45%
6.62%
15.05%
4.93%
13.24%
2.44%
(0.15%)
Mar 15 - Apr 15
31 May 16 (0.34%)
2.84%
-2.61%
-4.09%
3.38%
4.47%
2.27%
8.34%
5.44%
(8.75%)
Oct 13 - Jun 15
31 May 16
0.39%
5.26%
13.55%
2.27%
7.96%
11.71%
4.89%
10.16%
5.79%
(7.68%)
Mar 12 - May 12
1,939.08 31 May 16
0.92%
2.11%
1.88%
-3.34%
2.51%
6.02%
8.37%
6.62%
3.84%
(6.61%)
May 13 - Aug 14
199.29
10 Jun 16
0.05%
3.37%
5.67%
-0.27%
3.36%
1.91%
6.58%
5.54%
8.33%
(23.61%)
Jul 08 - Oct 08
36
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
4.48%
4.95%
4.21%
-3.61%
3.85%
4.52%
Max
Drawdown1
Arbitrage
Ytd Avg. 2016
(1.67%)
Arbitrage/Global
HSBC MAA FUND USD
15 Jun 95
HSBC Alternative Investments Limited
Q/M
$79M
Mar 16
220.77
31 May 16
(25.30%)
Jul 07 - Dec 08
Event Driven
Ytd Avg. 2016
(1.02%)
Event Driven/Global
GEMS PROGR. FUND SICAV
31 Dec 01
RECOVERY PORTFOLIO REGULAR
USD
David Goldfarb, Miguel Abadi, Cedric
Carrol
31 May 09
$73M
Jun 15
2,166.87
$32M
Mar 16
117.42
$59M
Mar 16
135.48
10 Jun 16
-0.44%
8.61%
5.91%
-12.46%
5.50%
6.45%
(23.23%)
Jun 08 - Dec 08
31 May 16
0.76%
(1.88%)
-0.53%
2.75%
9.19%
8.74%
-7.47%
3.81%
5.22%
(9.16%)
Feb 11 - Dec 11
31 May 16
0.56%
3.61%
-3.33%
4.75%
13.97%
20.63%
-3.5%
3.33%
9.43%
(35.45%)
Jun 08 - Mar 09
Macro
Ytd Avg. 2016
0.29%
Macro/Global
MASTERS FUND LTD MAGNOLIA
SERIES
Sean M. Doyle
31 Dec 96
$290M
May 16
5,331.44 31 May 16
1.97%
11.1%
1.49%
-0.36%
9.00%
8.32%
(9.96%)
Jul 98 - Oct 98
Multi-Strategy
Ytd Avg. 2016
(2.60%)
Multi-Strategy/Global
DIAMOND NEUTRAL FUND CLASS
A1
Elchanan Jaglom, Daniel Jaglom
31 Oct 02
$118M
Apr 16
180.99
29 Apr 16
1.42%
10.45%
2.61%
-1.97%
4.49%
4.13%
(14.18%)
Jun 08 - Dec 08
37
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Multi-Strategy/Global
GAM DIVERSITY I INC - US$ CLASS 31 Dec 89
David Smith
30 Apr 97
30 Nov 04
$284M
Mar 16
719.93
$541M
Mar 16
344.55
$2'042M
Mar 16
339.10
$2'042M
Mar 16
160.62
204M
Mar 16
91.01
13 Jun 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
0.19%
10.49%
6.67%
-3.44%
7.74%
7.74%
Max
Drawdown1
(19.64%)
Jan 94 - Jan 95
13 Jun 16
0.02%
0.27%
0.46%
4.08%
-0.45%
2.83%
-4.11%
6.68%
5.72%
(7.34%)
Apr 13 - Oct 13
31 May 16
0.82%
(1.26%)
3.51%
4.77%
8.51%
5.4%
-3.37%
6.29%
6.09%
(18.30%)
Jun 08 - Dec 08
31 May 16
1.44%
(3.55%)
5.03%
7.61%
15.12%
8.72%
-8.76%
4.20%
10.85%
(37.09%)
Jun 08 - Dec 08
08 Jun 16
0.02%
(5.88%)
-1.97%
-1.57%
7.25%
1.38%
-7.51%
(1.41%)
3.90%
(10.68%)
May 15 - May 16
Trading
Ytd Avg. 2016
5.98%
Trading/Global
HSBC TRADING ADVANTEDGE
31 Oct 05
FUND
HSBC Alternative Investments Limited
$62M
Mar 16
165.46
16.59%
-8.75%
-5.39%
-1.62%
4.87%
9.73%
(20.93%)
Apr 11 - Sep 13
38
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-43.99%
3.11%
20.19%
-18.03%
15.37%
43.39%
Max
Drawdown1
Equity-Diversified
Ytd Avg. 2016
27.65%
Equity-Diversified/Emerging
RUSSIAN PROSPERITY FUND - A
Alexander Branis
31 Aug 96
$777M
May 16
164.28
09 Jun 16
(90.26%)
Jul 97 - Jan 99
39
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
38.31%
25.02%
2012
2011
Ann.
Return
Ann.
Volatility
24.00%
18.64%
Max
Drawdown1
Commodity
Ytd Avg. 2016
7.18%
Commodity/Global
ANDURAND COMMODITIES FUND
Pierre Andurand
31 Jan 13
31 May 04
31 Jan 08
M
M
$1'130M
Apr 16
1,627.48 31 May 16
(14.92%)
Jul 13 - Sep 14
$237M
May 16
612.67
$135M
May 16
170.02
10 Jun 16
2.50%
11.38%
-3.23%
59.33%
15.77%
-7.6%
-30.07%
16.25%
21.60%
(36.93%)
Dec 10 - Oct 11
31 May 16
1.45%
(3.63%)
-3.43%
4.06%
8.79%
4.98%
1.85%
6.57%
7.08%
(13.39%)
May 15 - Mar 16
Commodity-Systematic
Ytd Avg. 2016
6.46%
Commodity-Systematic/Global
ARCTIC BLUE
Jean-Jacques Duhot
31 Dec 07
31 May 14
MILLBURN COMMODITY
PROGRAM
Millburn Ridgefield Corporation
28 Feb 05
M
M
M
$70M
Apr 16
209.32
$65M
Apr 16
167.91
$208M
Apr 16
235.67
4.54%
13.28%
7.6%
2.87%
9.17%
8.75%
(12.55%)
Jun 13 - Jul 14
31 May 16 (6.97%)
11.05%
13.76%
32.91%
29.53%
21.85%
(13.02%)
Mar 15 - Jun 15
14 Jun 16
0.02%
5.03%
25.5%
28.09%
-7.65%
-15.24%
-5.62%
7.88%
12.45%
(30.96%)
Apr 11 - Nov 13
Currency
Ytd Avg. 2016
0.24%
Currency/Asia
DYMON ASIA MACRO FUND
(SERIES A)
Danny Yong
31 Jul 08
31 Jan 06
$3'320M
May 16
170.30
$109M
Mar 16
169.81
18.75%
5.19%
0.96%
20.11%
7.00%
11.11%
(13.69%)
Jul 08 - Sep 08
10 Jun 16 (0.57%)
(6.33%)
4.16%
8.72%
1.06%
0.86%
6.36%
5.24%
7.97%
(7.71%)
Aug 15 - Jun 16
40
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Currency/Global
HARNESS MACRO CURRENCY
FUND
Harness Investment Group Ltd
31 Mar 09
KO-ZHOU FUNDAMENTAL FX
FUND
Joe Zhou,
28 Feb 15
$620M
Apr 16
990.27
$81M
May 16
110.61
$148M
Mar 16
199.14
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
8.27%
3.49%
17.64%
-4.62%
5.20%
10.38%
Max
Drawdown1
(13.52%)
Apr 10 - Aug 10
15 Jun 16 (0.09%)
4.51%
5.83%
8.09%
5.75%
(1.35%)
Aug 15 - Sep 15
10 Jun 16 (2.26%)
3.75%
7.91%
16.61%
-0.3%
7.42%
10.46%
8.58%
8.18%
(10.76%)
May 13 - Sep 13
Diversified
Ytd Avg. 2016
(1.90%)
Diversified/Asia
ALPHADYNE INVESTMENT
31 Jan 07
STRATEGIES FUND LTD
Bart Broadman, Philippe Khuong-Huu
30 Sep 04
28 Feb 11
31 Dec 11
SINFONIETTA FUND
Symphony Financial Partners
30 Jun 08
Q
M
$543M
May 16
2,013.75
$2'552M
May 16
249.40
$3'540M
Apr 16
147.67
$203M
Feb 16
152.27
$61M
May 16
159.24
FINISTERRE GLOBAL
OPPORTUNITY FUND
Darren Walker
31 Mar 06
31 Jul 03
5.69%
12.15%
7.06%
3.11%
7.76%
4.96%
(5.92%)
Jan 14 - Jun 14
30 Apr 16 (0.11%)
(1.57%)
5.19%
3.55%
11.55%
4.41%
8.86%
8.21%
3.74%
(2.56%)
Jan 16 - Apr 16
10 Jun 16
0.61%
0.18%
1.76%
-1.21%
17.08%
21.23%
3.3%
7.65%
5.96%
(6.81%)
May 15 - Feb 16
31 May 16
0.30%
2.27%
-0.94%
9.95%
13.06%
20.91%
9.98%
4.66%
(4.45%)
May 15 - Feb 16
31 May 16
1.62%
(7.94%)
-5.14%
-3.1%
34.5%
7.26%
22.95%
5.94%
14.22%
(18.23%)
Jun 13 - Mar 16
Diversified/Emerging
ALPHA4X CAPITAL GROWTH FUND 30 Apr 06
Manuel E. Meja-Aoun, Urvish Bidkar
10 Jun 16
$49M
Apr 16
162.49
$1'285M
May 16
233.57
$507M
May 16
238.90
6.85%
-7.33%
2.54%
11.5%
4.97%
7.94%
(14.63%)
Jun 13 - Jun 14
31 May 16
0.21%
2.82%
6.37%
11.35%
5.36%
7.75%
-5.97%
8.69%
7.02%
(18.02%)
Jun 08 - Oct 08
10 Jun 16 (0.52%)
(3.76%)
11.51%
-5.31%
2.71%
8.19%
-0.35%
7.00%
6.99%
(12.50%)
Jul 08 - Oct 08
41
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Diversified/Emerging
GREEN FUND LLC - CLASS I
Luis Stuhlberger
31 Jan 01
30 Nov 08
30 Nov 00
M
Q
M
M
$556M
Feb 16
768.70
$1'127M
Apr 16
2,413.71
$409M
Apr 16
5,077.15
$856M
Mar 16
490.70
09 Jun 16
30 Apr 12
AVIVA INVESTOR
MULTI-STRATEGY TARGET
RETURN FUND EUR
Peter Fitzgerarld, Ian Pizer, Dan
James,
31 Jul 14
31 Mar 03
31 Jan 09
31 Jan 97
M
D
31 Jul 05
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-3.49%
9.9%
13.55%
-5.7%
13.34%
13.29%
Max
Drawdown1
(33.00%)
30 Apr 16
2.70%
4.19%
7.94%
17.5%
6.73%
1.1%
8.26%
13.23%
12.59%
(14.76%)
May 13 - Jun 13
30 Apr 16
3.65%
4.84%
-9.25%
12.47%
19.65%
0.69%
-2.68%
11.11%
10.84%
(17.68%)
Aug 14 - Dec 15
31 May 16 (3.65%)
(4.97%)
-2.3%
6.64%
1%
14.01%
-11.83%
10.93%
11.03%
(31.78%)
May 08 - Feb 09
$1'310M
Apr 16
120.68
2'648M
May 16
107.05
$16'419M
May 16
297.38
$436M
May 16
YTD
Jun 08 - Nov 08
Diversified/Global
ATREAUS OVERSEAS FUND LTD
Atreaus Capital LP
MTD
10 Jun 16
9.07%
1%
0.27%
4.67%
7.64%
(4.38%)
Nov 15 - May 16
31 May 16 (0.07%)
(1.58%)
4.07%
4.08%
3.54%
4.11%
(2.88%)
Nov 15 - Mar 16
30 Apr 16 (0.87%)
(1.78%)
-1.96%
-0.79%
2.68%
3.93%
12.15%
8.68%
6.76%
(8.53%)
Apr 13 - Apr 16
2,808.25 31 May 16
1.81%
(0.31%)
5.3%
-4.66%
9.65%
28.12%
3.44%
15.12%
7.69%
(12.56%)
Jun 14 - Jan 15
$6'053M
Apr 16
917.58
$503M
Apr 16
224.12
$66M
Mar 16
256.12
$1'096M
May 16
150.33
14 Jun 16
1.11%
(0.41%)
3.53%
-1.38%
18.16%
1.96%
0.7%
12.12%
7.54%
(7.37%)
Jun 07 - Aug 07
10 Jun 16
0.84%
1.54%
1.04%
6.19%
5.39%
15.64%
10.75%
11.31%
8.81%
(10.38%)
Jan 09 - Feb 09
10 Jun 16 (1.40%)
(7.14%)
6.45%
9.48%
-0.01%
-1.72%
12.11%
7.10%
19.84%
(31.94%)
Feb 08 - Sep 08
10 Jun 16 (2.10%)
(0.96%)
2.51%
7.77%
6.14%
-4.69%
0.98%
3.82%
10.55%
(32.77%)
Oct 07 - Feb 09
42
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Diversified/Global
GAM GLOBAL RATES HEDGE
FUND
Adrian Owens
31 Jan 04
GAMUT INVESTMENTS
Adrian Owens
30 Jun 86
30 Nov 10
31 Dec 04
31 May 04
31 May 04
30 Apr 03
M
M
Q
31 Mar 04
30 Nov 05
31 Jul 13
31 Jul 01
31 Mar 02
$402M
Apr 16
224.70
$62M
Mar 16
7,932.16
$500M
May 16
203.87
$1'328M
Apr 16
457.51
$2'048M
Apr 16
241.16
$2'048M
Apr 16
273.36
$96M
May 16
139.14
2'934M
Feb 16
153.99
$486M
Apr 16
166.91
$137M
Aug 15
1,246.52
$591M
May 16
98.55
$2'313M
May 16
298.95
$690M
May 16
2,639.44
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
4.72%
-0.11%
14.71%
-6.73%
6.77%
7.20%
Max
Drawdown1
(12.25%)
Mar 11 - Sep 11
14 Jun 16 (3.12%)
(4.33%)
0.54%
5.1%
-2.83%
0.29%
-0.95%
15.71%
12.90%
(13.45%)
Dec 87 - Apr 88
31 May 16
1.15%
1.54%
12.42%
6.19%
23.95%
48.41%
-13.11%
13.82%
15.83%
(20.66%)
Apr 11 - Sep 11
14 Jun 16
1.36%
1.28%
1.32%
10.41%
10.5%
9.29%
4.54%
11.76%
9.63%
(13.31%)
May 07 - May 08
14 Jun 16
1.09%
0.76%
-0.27%
6.53%
7.57%
7.8%
6.66%
10.04%
10.16%
(30.81%)
May 07 - Jun 08
14 Jun 16
0.53%
0.23%
-0.35%
3.18%
3.63%
3.83%
3.56%
5.58%
5.09%
(14.81%)
May 07 - Jun 08
10 Jun 16
1.42%
(2.92%)
3.43%
8.27%
-8.34%
23.45%
-8.95%
5.34%
11.74%
(18.17%)
Aug 12 - Feb 14
15 Jun 16
0.94%
1.15%
10.43%
13.75%
16.29%
2.71%
-5.09%
5.77%
7.36%
(21.35%)
Oct 07 - Feb 09
31 May 16 (0.48%)
(4.54%)
-1.32%
2.53%
9.34%
5.37%
0.08%
4.30%
9.21%
(34.17%)
Jan 08 - Dec 08
29 Apr 16
1.82%
(2.40%)
11.89%
-1.12%
1.21%
-2.53%
4.79%
2.14%
8.74%
(31.90%)
Jan 07 - Oct 08
31 May 16 (0.03%)
(2.82%)
0.82%
-3.62%
4.36%
(0.51%)
7.12%
(11.28%)
Mar 15 - Mar 16
31 May 16 (0.01%)
(1.88%)
0.66%
-2.17%
7.11%
6.89%
11.43%
7.66%
5.33%
(7.57%)
Mar 15 - Mar 16
10 Jun 16
1.49%
(3.82%)
1.44%
13.66%
23.84%
-0.76%
-35.04%
7.07%
17.42%
(36.99%)
Dec 10 - May 12
43
Inception Liquidity
Date
Asset
Size
Diversified/Global
MOORE GLOBAL INV FD, LTD - A $ 31 Dec 89
Louis Bacon
31 Jul 93
31 Dec 07
30 Apr 05
M
Q
28 Feb 11
30 Sep 13
31 Oct 99
31 Dec 13
TT INTERNATIONAL FUND
Tacchi Tim
31 Aug 89
31 Dec 11
31 Oct 86
30 Jun 12
M
M
D
M
Q
$4'000M
Feb 16
$7'500M
Feb 16
Last NAV
or Index
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
1.74%
17.02%
8.82%
-2.21%
16.61%
11.38%
MTD
YTD
Max
Drawdown1
(18.45%)
Jan 94 - Feb 95
14,212.56 02 Jun 16
0.20%
(4.93%)
3.12%
5.54%
13.49%
9.01%
-2.57%
12.31%
8.10%
(14.47%)
Jan 94 - Feb 94
$114M
Jun 16
152.96
$4'229M
Apr 16
3,254.30
$1'672M
Apr 16
2,524.22
$308M
May 16
193.92
$11M
Apr 16
118.12
$393M
May 16
113.88
$777M
Apr 16
499.13
650M
Apr 16
10.11
$190M
Apr 16
Date
31 May 16
0.66%
3.14%
8.15%
-7.94%
7.16%
-6.72%
3.17%
5.14%
13.17%
(25.48%)
Sep 08 - Oct 08
30 Apr 16
2.51%
1.84%
3.57%
8.23%
18.51%
12.53%
-7.83%
11.31%
8.43%
(9.64%)
Jun 08 - Nov 08
30 Apr 16
1.30%
(1.56%)
4.54%
5.86%
-0.44%
12.01%
1.82%
6.79%
8.04%
(25.88%)
May 08 - Nov 08
31 May 16
0.59%
(1.97%)
17.03%
8.37%
4.65%
6.19%
-10.43%
8.35%
11.19%
(17.36%)
Jun 08 - Nov 08
10 Jun 16 (2.03%)
(8.40%)
-9.67%
5.19%
9.3%
5.55%
17.65%
3.20%
10.05%
(19.48%)
Feb 15 - Jun 16
31 May 16
0.45%
1.75%
-5.47%
17.22%
1%
4.99%
5.95%
(7.18%)
Jan 15 - Dec 15
10 Jun 16 (1.69%)
(10.73%)
5.41%
1.72%
18.27%
-3.89%
5.34%
10.16%
14.96%
(36.03%)
Dec 04 - May 07
10 Jun 16 (2.07%)
(7.01%)
8.32%
-1.12%
(0.17%)
5.54%
(7.01%)
Dec 15 - Jun 16
6,551.41 31 May 16
0.93%
(5.86%)
-0.58%
-8.57%
7.65%
4.27%
-14.09%
7.21%
13.91%
(27.05%)
Jan 94 - Jan 95
0.24%
0.21%
$1'764M
Sep 15
0.18%
1,120.46
10 Jun 16
(2.94%)
1.42%
3.47%
14.29%
6.27%
4.90%
6.61%
(5.63%)
Mar 15 - May 16
(3.48%)
0.45%
2.65%
13.99%
5.41%
2.17%
17.73%
18.10%
(17.07%)
Apr 92 - Jul 92
(4.42%)
0.56%
0.15%
13.2%
2.82%
2.92%
6.69%
(9.27%)
Jun 13 - Jun 14
44
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
6.89%
-6.81%
5.77%
4.71%
2.87%
9.08%
Max
Drawdown1
Fixed Income
Ytd Avg. 2016
(2.27%)
Fixed Income/Global
MARKHAM RAE I SUB FUND
Christopher Brandt
30 Sep 11
$189M
May 16
11.41
31 May 16
(19.31%)
May 13 - Jul 14
Systematic
Ytd Avg. 2016
2.10%
Systematic/Global
EAGLE QUANTITATIVE MACRO
Eagle Trading Systems Inc.
(Menachem Sternberg)
30 Sep 06
31 Mar 08
30 Nov 09
$303M
Mar 16
176.09
$78M
Apr 16
160.09
$79M
Apr 16
459.59
10 Jun 16
11.34%
-10.32%
8.57%
4.2%
6.01%
13.63%
(22.33%)
May 12 - Apr 14
30 Apr 16 (1.27%)
0.30%
-4.99%
11.69%
5.5%
9.42%
6.81%
5.99%
6.08%
(9.63%)
Jun 09 - Aug 09
30 Apr 16 (0.08%)
4.20%
31.61%
12.47%
-9.29%
38.83%
52.2%
26.82%
22.96%
(17.34%)
Jan 11 - Mar 11
45
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-0.62%
-6.23%
-2.31%
14.41%
17.21%
23.97%
Max
Drawdown1
Currency
Ytd Avg. 2016
1.55%
Currency/Global
DACHARAN HIGH EXPOSURE
Dacharan
30 Apr 08
29 Feb 04
30 Sep 03
$85M
Apr 16
3,614.00 31 May 16
(26.75%)
Jul 11 - Aug 14
$37M
May 16
134.52
$156M
May 16
316.87
$92M
May 16
210.96
10 Jun 16 (5.15%)
(11.14%)
13.03%
58.05%
-11.24%
1.13%
-20.46%
12.03%
23.77%
(31.58%)
Apr 11 - Jun 12
15 Jun 16 (0.32%)
5.23%
0.87%
18.72%
-30.11%
-30.43%
12.54%
9.83%
28.69%
(62.89%)
Jul 08 - Oct 08
15 Jun 16 (0.24%)
1.80%
-1.06%
7.42%
-17.32%
-17.33%
5.7%
6.05%
11.39%
(33.53%)
Jan 12 - Sep 14
Systematic
Ytd Avg. 2016
1.65%
Systematic/Global
AHL EVOLUTION
Tim Wong , Matthew Sargaison
31 Aug 05
AHL ALPHA
Tim Wong, Matthew Sargaison
30 Sep 95
AHL DIVERSIFIED
Tim Wong, Matthew Sargaison
29 Feb 96
M
M
W
30 Nov 98
30 Apr 06
31 Mar 04
$1'551M
Apr 16
1.55
$4'500M
Mar 16
1.30
$4'600M
Mar 16
1.43
$44M
Apr 16
102.06
$797M
May 16
409.58
$370M
Apr 16
188.16
$4'700M
May 16
318.56
10 Jun 16
20.31%
16.91%
23.53%
10.53%
14.54%
12.19%
(13.16%)
Jun 08 - Oct 08
10 Jun 16
1.87%
0.28%
1.51%
22.83%
-1.51%
-0.06%
-2.76%
12.18%
12.23%
(12.29%)
Oct 01 - Feb 02
10 Jun 16
2.51%
(1.21%)
-2.68%
33.79%
-3.05%
-2.23%
-5.91%
12.73%
16.53%
(19.53%)
Oct 01 - Apr 02
31 May 16 (7.99%)
(18.22%)
7.87%
15.69%
1.07%
23.46%
(25.08%)
Feb 16 - May 16
14 Jun 16
1.20%
(5.35%)
7.88%
32.04%
-4.44%
-10.66%
4.51%
8.37%
15.97%
(22.19%)
Feb 12 - Mar 14
10 Jun 16
3.59%
2.94%
-1.43%
10.81%
2.09%
-3.33%
1.83%
6.45%
11.25%
(15.21%)
Apr 11 - Apr 14
10 Jun 16
2.95%
0.32%
3.44%
12.68%
-11.5%
0.02%
0.32%
9.96%
14.20%
(22.05%)
Apr 11 - Jan 14
46
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Systematic/Global
BORONIA DIVERSIFIED FUND
31 Aug 93
MASTER
Richard Grinham and Angus Grinham
28 Feb 07
30 Apr 99
28 Feb 98
DB PLATINUM IV MW HELIUM
31 Jan 12
Marshall Wace LLP / Philippe Azoulay
31 Dec 90
31 Dec 10
EAGLE GLOBAL
Menachem Sternberg
30 Sep 95
30 Sep 02
30 Sep 93
D
W
$47M
May 16
2,225.16
$37M
Jan 16
4,347.00
$37M
Jan 16
3,776.58
$2'500M
May 16
1,926.35
$175M
Apr 16
2,617.37
$565M
Mar 16
6,525.92
$2'374M
May 16
128.39
$126M
Apr 16
93.77
$280M
Apr 16
1,252.68
$233M
Apr 16
168.12
$76M
Oct 15
142.05
$342M
May 16
15 Jun 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
14.33%
13.23%
-3.99%
-8.75%
9.29%
11.62%
Max
Drawdown1
(14.56%)
Feb 08 - Apr 12
14 Jun 16
2.66%
(4.26%)
-2.97%
19.84%
12.57%
4.52%
-2.92%
8.33%
13.25%
(21.17%)
Jun 07 - Jan 10
14 Jun 16 (0.04%)
0.08%
1.34%
14.38%
11.34%
1.84%
1.83%
6.64%
11.43%
(22.92%)
Jun 07 - Aug 07
10 Jun 16
2.61%
2.95%
-8.24%
39.32%
-27.65%
15.32%
12.84%
7.49%
17.98%
(34.86%)
Apr 13 - Apr 14
14 Jun 16
9.06%
25.19%
2.28%
4.21%
-6.62%
-33.44%
-6.08%
5.78%
20.28%
(56.11%)
Jul 09 - Mar 13
10 Jun 16
2.62%
13.60%
-1.74%
8.67%
2.2%
15.53%
-1.93%
10.80%
15.42%
(16.71%)
Oct 98 - Jun 99
08 Jun 16
1.16%
(2.97%)
-0.06%
14.41%
6.63%
-3.96%
4.85%
4.29%
8.20%
(8.26%)
Mar 15 - May 16
13 Jun 16
3.69%
(4.65%)
-3.27%
21.93%
6.14%
4.09%
5.09%
10.34%
(17.98%)
Mar 15 - Apr 16
10 Jun 16
2.08%
(0.59%)
8.36%
15.4%
-10.32%
-13.88%
21.95%
10.67%
15.52%
(34.56%)
Jun 94 - Oct 95
31 May 16
0.21%
(0.73%)
9.66%
35.08%
33.42%
-18.27%
4.85%
10.06%
25.03%
(27.38%)
Aug 11 - Oct 12
14 Jun 16
4.00%
3.10%
9.14%
24.18%
33.48%
-20.2%
-4.56%
7.60%
18.85%
(27.86%)
Aug 11 - Oct 12
752,813.94 10 Jun 16
8.02%
(4.66%)
-9.55%
-1.04%
-15.88%
8.1%
8.82%
10.24%
22.83%
(38.48%)
Apr 13 - May 16
$1'373M
May 16
4,256.54
$366M
May 16
2,688.48
03 Jun 16
1.32%
0.92%
-1.34%
12.36%
1.62%
2.83%
28.7%
11.16%
11.34%
(17.42%)
Mar 08 - Oct 08
03 Jun 16
2.12%
7.53%
-3.2%
19.02%
-4.67%
7.12%
39.95%
15.61%
18.65%
(26.55%)
May 99 - Sep 00
47
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Systematic/Global
GRAHAM GIF II PROPRIETARY
MATRIX SP SIES A
Kenneth G. Tropin
30 Jun 99
31 Jan 95
31 Dec 00
30 Sep 06
31 Aug 13
31 May 01
KEYNES LEVERAGED
31 Dec 04
QUANTITATIVE STRATEGIES FUND
CLASS B SERIE 2
Sushil Wadhwani,
MILLBURN DIVERSIFIED
PROGRAM
Millburn Ridgefield Corporation
31 Jan 77
31 May 10
30 Sep 06
$845M
Apr 16
382.08
$2'744M
Apr 16
425.75
$2'744M
Apr 16
279.05
$5'799M
Apr 16
242.62
$1'540M
Jun 16
158.35
$863M
Jun 16
625.69
$300M
May 16
111.41
$2'648M
Apr 16
5,844.91
$382M
Apr 16
203.28
$849M
Feb 16
14 Jun 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
15.91%
13.72%
-0.07%
-9.85%
8.22%
11.89%
Max
Drawdown1
(17.90%)
Apr 11 - Nov 12
14 Jun 16
3.84%
(2.36%)
0.34%
17.71%
10.04%
-4.91%
-13.12%
7.01%
12.08%
(20.70%)
Apr 11 - Nov 12
14 Jun 16
5.82%
(2.94%)
1%
27.43%
15.25%
-7.15%
-18.64%
10.27%
18.80%
(29.84%)
Feb 04 - Apr 05
14 Jun 16
5.21%
(1.31%)
5.13%
22.4%
8.44%
4.21%
-0.1%
9.56%
10.54%
(10.35%)
May 15 - May 16
10 Jun 16
5.66%
1.34%
14.91%
32.59%
2.55%
17.99%
15.21%
(11.34%)
Feb 16 - May 16
10 Jun 16
1.67%
(5.36%)
15.06%
61.95%
-10.66%
-17.47%
-2.74%
12.97%
18.64%
(34.79%)
Feb 11 - Sep 13
10 Jun 16 (0.19%)
(3.12%)
2.28%
15.91%
-3.01%
7.19%
-4.95%
7.38%
12.02%
(12.45%)
Apr 06 - Sep 06
14 Jun 16
5.68%
5.93%
-8.73%
27.03%
11.1%
-6.71%
-2.25%
11.56%
14.33%
(16.88%)
Mar 15 - Dec 15
14 Jun 16
8.61%
8.72%
-13.76%
42.18%
16.7%
-10.82%
-4.08%
9.12%
22.46%
(24.98%)
Mar 15 - Dec 15
24,637.74 14 Jun 16
1.91%
8.57%
5.57%
17.65%
-6.02%
-5.5%
-6.39%
15.00%
17.88%
(25.65%)
May 89 - Oct 89
$2'540M
May 16
166.94
$1'156M
May 16
895.74
31 May 16 (4.61%)
(5.12%)
2.65%
17.14%
22.88%
11.04%
1.5%
8.91%
12.18%
(14.12%)
Mar 15 - May 16
31 May 16
0.02%
25.39%
-18.26%
29.36%
9.16%
39.46%
32.9%
25.44%
30.25%
(44.65%)
Feb 08 - Oct 08
48
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Systematic/Global
ROY G. NIEDERHOFFER
DIVERSIFIED OFFSHORE FUND
R. G. Niederhoffer Capital
Management, Inc.
31 Aug 95
TRADELINK INTEGRATED
PROGRAM LTD
Alex Brockmann
31 Dec 93
31 Mar 03
31 Jul 09
31 May 04
31 Aug 05
30 Sep 97
M
M
M
M
$803M
Apr 16
314.78
$68M
Feb 16
308.99
$346M
Jun 16
101.78
$2'224M
Apr 16
15 Jun 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
14.86%
9.31%
-22.39%
-16.7%
5.67%
18.74%
Max
Drawdown1
(52.73%)
Nov 08 - Oct 12
10 Jun 16
2.07%
(4.88%)
0.9%
57.24%
-5.95%
-20.11%
-7.77%
7.66%
19.09%
(37.70%)
Dec 08 - Sep 13
10 Jun 16
1.22%
(9.06%)
3.18%
12.26%
1.84%
-0.15%
-4.97%
0.35%
11.95%
(13.97%)
Mar 15 - May 16
20,064.29 10 Jun 16
1.50%
8.76%
3.21%
7%
7.57%
3.53%
4.55%
12.50%
4.93%
(7.75%)
Jun 07 - Aug 07
$132M
Apr 16
2,687.86
10 Jun 16
$315M
Mar 16
4,789.88
$888M
Apr 16
2,812.86 31 May 16
2.90%
(0.75%)
-6.78%
22.7%
7.76%
-6.33%
-21.27%
15.78%
21.78%
(36.53%)
May 03 - Jan 05
10 Jun 16
4.61%
4.84%
-8.81%
36.15%
-0.01%
4.89%
-20.93%
12.59%
27.37%
(34.25%)
Feb 09 - Jan 10
0.94%
8.52%
15.02%
25.56%
14.07%
4.23%
2.33%
16.32%
8.72%
(9.85%)
Apr 11 - Sep 11
$133M
Apr 16
227.46
$339M
May 16
1,674.57
$12'776M
May 16
1,008.96
31 May 16 (3.09%)
2.75%
-1.91%
34.01%
-5.73%
-8.12%
-14.44%
7.08%
14.09%
(33.18%)
Feb 11 - Sep 13
01 Jun 16
0.08%
(5.93%)
0.74%
17.26%
14.56%
-8.31%
3.83%
4.91%
11.02%
(14.61%)
Jun 08 - Jul 09
15 Jun 16
1.73%
(2.23%)
0.93%
13.87%
9.4%
-3.56%
6.29%
13.14%
16.31%
(25.08%)
Oct 01 - Feb 02
49
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
11.2%
7.34%
1.85%
11.56%
15.31%
12.08%
Max
Drawdown1
Discretionary
Ytd Avg. 2016
(1.59%)
Discretionary/Asia
AMAZON MARKET NEUTRAL FUND 31 Aug 05
CLASS A USD
Philip King
$283M
May 16
462.95
31 Jul 09
261M
Mar 15
165.95
31 Oct 07
31 Aug 14
$814M
Jun 16
319.90
30 Apr 02
30 Apr 09
$1'181M
Jun 16
194.79
$3'309M
Apr 16
139.56
$113M
Jun 16
153.59
14 Jun 16
31 Mar 08
6.4%
-6.15%
1.48%
4.50%
(9.16%)
1.57%
8.26%
9.2%
-4.11%
7.13%
5.47%
(10.73%)
0.57%
4.15%
19%
13.34%
18.78%
15.02%
3.18%
8.03%
6.34%
(15.98%)
14 Jun 16 (0.18%)
0.49%
7.97%
6.39%
7.58%
6.07%
3.46%
4.02%
4.27%
(11.63%)
Jun 08 - Oct 08
10 Jun 16
3.80%
15.96%
24.5%
6.39%
27.29%
8.75%
(3.30%)
Mar 15 - Apr 15
$189M
May 16
244.30
$346M
May 16
155.81
843M
Apr 16
10.72%
Jun 08 - Nov 08
4.6%
9.16%
-3.55%
-0.13%
6.53%
4.56%
(7.20%)
Jul 11 - Dec 12
10 Jun 16 (0.30%)
(6.77%)
3.19%
9.46%
19.7%
-6.6%
-0.5%
6.43%
8.57%
(13.42%)
Jul 11 - Dec 12
Discretionary/UK
ABSOLUTE INSIGHT UK EQUITY
MKT NEUTRAL FUND-CLASS B2P
GBP
Andrew Cawker, Iain Brown, Richard
Howarth
-0.18%
Jul 14 - Mar 16
Discretionary/Japan
EQUILIBRIA JAPAN FUND LTD 1X
USD
James Pulsford, Sara Gardiner-Hill
Dec 15 - Jun 16
Discretionary/Global
BLACK DIAMOND RELATIVE VALUE 31 Jul 99
LTD -C-Shs
Clint Carlson
(20.20%)
Jun 08 - Dec 08
Discretionary/Europe
OYSTER MARKET NEUTRAL EUR
Syz Asset Management S.A.
31 May 16
1.23
15 Jun 16
0.6%
2.8%
3.49%
2.3%
2.48%
1.40%
(1.82%)
Feb 14 - May 14
50
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Discretionary/UK
SCHRODER CAZENOVE UK
ABSOLUTE TARGET FUND - P2
GBP
Steven Cordell
30 Jun 08
262M
Aug 15
124.40
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-3.98%
10.09%
4.08%
11.24%
2.78%
4.86%
Max
Drawdown1
(9.96%)
Sep 09 - Dec 10
Diversified
Ytd Avg. 2016
7.98%
Diversified/Global
RENAISSANCE INSTITUTIONAL
DIVERSIFIED ALPHA FUND INTL.
L.P.,A
Renaissance Technologies LLC
28 Feb 12
$2'498M
Apr 16
148.67
10 Jun 16
11.39%
7.07%
-0.67%
9.69%
11.14%
(8.40%)
Mar 13 - Sep 13
Equity Diversified
Ytd Avg. 2016
(4.40%)
Equity Diversified/Asia
BLACKROCK PAN ASIA
31 Jul 10
OPPORTUNITIES FUND LTD CLASS
B
Jeff Shen, Ryan Kim, Ryan LaFond,
Jan Bratteberg
30 Sep 05
$723M
Apr 16
117.24
$1'300M
May 16
1,742.42
30 Sep 10
30 Nov 04
7.13%
2.92%
9.6%
2.80%
5.91%
(13.64%)
Jul 15 - Apr 16
10 Jun 16 (0.20%)
(6.94%)
-8.11%
10.4%
9.04%
4.41%
9.11%
6.94%
6.41%
(15.43%)
May 15 - Jun 16
Equity Diversified/Europe
BLACKROCK EUROPEAN
DIVERSIFIED EQUITY A.R.F SHARE CLASS D
Robert Fisher/Simon Weinberger
3.78%
612M
Sep 15
129.50
337M
Apr 16
286.48
$868M
May 16
113.62
15 Jun 16
5.2%
4.9%
16.13%
-0.35%
-4.05%
4.07%
5.39%
(13.12%)
Mar 11 - May 12
10 Jun 16 (1.15%)
(8.02%)
18.3%
3.54%
15.83%
16.66%
2.91%
9.55%
8.79%
(25.03%)
Jun 08 - Apr 09
10 Jun 16 (0.02%)
(2.27%)
6.91%
-6.26%
7.23%
6.19%
1.87%
2.61%
4.82%
(10.37%)
Feb 14 - Oct 14
51
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Equity Diversified/Europe
MACQUARIE EUROPEAN ALPHA
FUND - CLASS A
Nick Bird, Andrew Alexander
31 Jul 12
$734M
Apr 16
130.15
Date
2015
2014
2013
2012
9.62%
12.78%
5.11%
31 Oct 11
$69M
Apr 16
$1'066M
Apr 16
YTD
2011
Ann.
Return
Ann.
Volatility
7.44%
4.58%
Max
Drawdown1
(4.57%)
Jan 16 - Apr 16
Equity Diversified/Global
MITRA CAPITAL MASTER FUND LP 30 Sep 12
David Lander
MTD
144.67
30 Apr 16
-12.55%
17.04%
3.55%
10.85%
20.88%
(20.68%)
Feb 14 - Dec 14
1,541.30 31 May 16
1.56%
3.93%
14.99%
10.09%
11.25%
4.03%
1.23%
9.89%
4.91%
(3.30%)
Jun 13 - Aug 13
Multi-Strategy
Ytd Avg. 2016
0.76%
Multi-Strategy/Asia
LIM ASIA MULTI-STRATEGY FUND
CLASS A
George W. Long
31 Dec 95
$975M
May 16
39.85
$2'204M
Mar 16
5.63%
3.57%
-0.23%
6.99%
5.59%
(15.79%)
Feb 08 - Nov 08
Multi-Strategy/Global
HUDSON BAY INTERNATIONAL
31 May 06
FUND LTD
Hudson Bay Capital Management LP
4.12%
228.97
30 Apr 16
-2.08%
7.9%
11.37%
4.31%
8.71%
4.94%
(6.11%)
Feb 14 - Nov 15
Statistical Arbitrage
Ytd Avg. 2016
(1.23%)
Statistical Arbitrage/Global
A.R.T. INTERNATIONAL INVESTOR 28 Feb 07
(BVI) Ltd
Aaron Sosnick
28 Feb 05
$849M
May 16
248.14
$803M
May 16
284.18
08 Jun 16
9.83%
4.91%
5.67%
7.88%
10.29%
7.12%
(10.48%)
Jul 07 - Aug 07
03 Jun 16 (0.28%)
(3.56%)
11.41%
12.14%
13.28%
3.64%
15.2%
9.71%
4.39%
(11.91%)
Jun 08 - Sep 08
Systematic
Ytd Avg. 2016
(4.15%)
52
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Systematic/Europe
BLACKROCK EOS CLASS B USD
COMPOSITE
Robert Fisher, Simon Weinberger
28 Feb 02
$431M
Apr 16
1,561.07
31 Jul 02
31 Oct 07
31 Dec 13
M/Q
$1'047M
Mar 16
2,039.19
$774M
Feb 16
168.50
$53M
Apr 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
6.55%
20.08%
3.49%
-3.11%
8.76%
8.17%
Max
Drawdown1
(14.33%)
Jul 07 - Jan 08
Systematic/Global
BLACKROCK 32 CAPITAL MASTER
FUND SPC, LTD (THE) - B/1
Raffaele Savi and Ken Kroner
Date
-0.67%
8.02%
9.41%
24.92%
5.31%
7.51%
(25.15%)
Jun 08 - Sep 09
03 Jun 16 (0.65%)
(4.48%)
7.9%
10.4%
12.57%
-2.49%
-1.42%
6.26%
7.00%
(9.96%)
Apr 11 - Sep 11
1,299.18 31 May 16
1.90%
0.77%
9.66%
19.88%
12.34%
10.29%
(6.62%)
Jan 15 - Jun 15
53
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
2.63%
12.2%
12.04%
14.32%
14.54%
10.17%
Max
Drawdown1
Merger-Arbitrage
Ytd Avg. 2016
4.65%
Merger-Arbitrage/Global
ABRAX MERGER ARBITRAGE S.G.
FUND
Puzzle Capital, Xavier Robinson
30 Apr 11
31 Dec 98
31 Jan 96
$88M
May 16
197.27
$473M
May 16
1,257.05
$32M
Apr 16
38.69
30 Apr 16
31 Aug 89
$138M
Apr 15
(11.84%)
May 12 - Oct 12
10 Jun 16
0.17%
3.34%
11.78%
5.91%
5.56%
5.34%
8.94%
15.61%
5.92%
(5.77%)
Oct 07 - Dec 07
31 May 16
2.13%
3.34%
8.52%
-8.29%
-5.17%
2.36%
4.6%
6.80%
9.41%
(34.07%)
Oct 07 - Feb 09
Merger-Arbitrage/USA
GABELLI ASSOCIATES LIMITED
Mario Gabelli
651.10
10 Jun 16
2.09%
3.12%
2.55%
3.03%
7.24%
3.20%
(6.65%)
Oct 07 - Oct 08
54
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
7.89%
20.57%
6.72%
2011
Ann.
Return
Ann.
Volatility
7.37%
4.28%
Max
Drawdown1
Credit
Ytd Avg. 2016
(0.70%)
Credit/Europe
CHENAVARI MULTI STRATEGY
CREDIT FUND - MS2
Chenavari Investment Managers
31 Jan 12
31 Oct 08
$513M
Mar 16
135.30
195M
Apr 16
448.16
30 Apr 16
30 Apr 16 (0.83%)
31 May 04
$1'413M
Apr 16
2.04%
1.79%
1.59%
12.47%
25.15%
-9.8%
22.14%
16.49%
(16.68%)
Oct 10 - Jan 12
Credit/Global
CANYON BALANCED FUND LTD
M.R. Julis & J.S. Friedman
(6.71%)
May 15 - Feb 16
3,303.17 31 May 16
6.16%
19.99%
20.52%
-4.57%
10.46%
9.87%
(30.14%)
Oct 07 - Nov 08
Diversified
Ytd Avg. 2016
0.42%
Diversified/Asia
PHALANX JAPAN AUSTRALASIA
MULTI-STRATEGY FUND LTD
Christopher S. McGuire
31 Mar 05
30 Nov 07
$43M
Mar 16
1,440.80
$1'723M
Apr 16
385.48
31 Mar 16
30 Jun 99
$950M
Mar 16
10 Jun 16
30 Jun 06
31 Jan 08
28 Feb 11
M
Q
M
12.82%
11.48%
4.79%
27.42%
25.19%
(30.13%)
0.50%
2.05%
29.51%
34.88%
-1.68%
4.81%
40.75%
17.13%
9.83%
(10.16%)
May 13 - Mar 14
2,157.69 31 May 16
-3.57%
3.4%
20.68%
-9.29%
19.89%
11.56%
(33.18%)
May 08 - Feb 09
Diversified/Global
AHL DIMENSION
Tim Wong, Nick Granger
-12.87%
Apr 06 - Mar 07
Diversified/Emerging
SPINNAKER GLOBAL EMERGING
MARKETS FUND, LTD
Alexis Habib
$4'600M
Mar 16
1.05
4'405M
Apr 16
176.18
$7'600M
Apr 16
150.44
10 Jun 16
16.49%
2.64%
2.6%
-5.83%
6.01%
8.99%
(10.63%)
Dec 08 - Jan 10
10 Jun 16
1.10%
0.11%
6.13%
2.89%
8.58%
5.6%
0.12%
7.00%
4.10%
(3.99%)
Apr 11 - Sep 11
10 Jun 16
0.62%
(3.13%)
5.93%
13.73%
20.85%
12.61%
-5.28%
8.03%
7.84%
(13.44%)
Jul 11 - Apr 12
55
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Diversified/Global
ATLAS GLOBAL INVESTMENTS
LTD UNRESTRICTED
Dmitry Balyasny
31 Dec 03
31 Dec 95
BLACKROCK MULTI-STRATEGY
FUND LTD - CLASS A
Matt McBrady
30 Apr 05
BLACKROCK CAPITAL
31 Dec 08
STRUCTURE INVESTMENTS FUND
LTD
Chad Meuse, Benoy Thomas
31 Oct 06
30 Apr 09
31 Dec 14
31 Jul 05
W
Q
31 Mar 98
31 Dec 97
$3'600M
Mar 16
3,910.58
$75M
Jun 16
339.02
$1'027M
May 16
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
7.2%
12.94%
4.84%
4.76%
11.57%
7.98%
Max
Drawdown1
(12.51%)
10 Jun 16 (0.56%)
0.65%
-0.89%
4.91%
6.18%
10.23%
-2.13%
6.15%
4.06%
(18.64%)
Aug 08 - Dec 08
1,550.04 31 May 16
1.30%
(2.44%)
1.67%
2.07%
7.04%
7.86%
2.43%
4.03%
5.25%
(13.96%)
Jun 08 - Dec 08
131.66
515M
Apr 16
21.93
$2'154M
May 16
126.86
$856M
Apr 16
YTD
Jun 04 - Aug 04
$424M
Apr 16
$1'415M
Apr 16
10 Jun 16
MTD
31 May 16
0.00%
(6.09%)
12.3%
-5.21%
7.19%
3.74%
22.94%
3.78%
9.05%
(13.18%)
Feb 14 - Jun 15
14 Jun 16 (0.00%)
6.16%
15.65%
6.85%
13.6%
9.45%
-2.58%
8.50%
6.68%
(20.69%)
May 07 - Sep 08
30 Apr 16 (0.81%)
(0.29%)
-2.39%
1.13%
0.91%
4.61%
5.2%
2.95%
4.62%
(6.29%)
Feb 08 - Sep 08
(7.99%)
2.5%
1.86%
15.02%
3.57%
1.02%
4.49%
7.51%
(13.36%)
Mar 15 - May 16
104.15
31 May 16
0.72%
(1.76%)
6.02%
2.91%
6.45%
(3.84%)
Jan 16 - Apr 16
$3'009M
Apr 16
5,071.05 31 May 16
$1'366M
Apr 16
1,720.39 31 May 16
2.97%
14.86%
-7.97%
3.12%
15.97%
35.87%
-10.42%
16.15%
14.03%
(24.58%)
Apr 11 - Sep 11
1.27%
3.96%
-2.63%
1.18%
5.99%
11.4%
-3.45%
6.03%
6.46%
(14.78%)
Jun 08 - Dec 08
$2'943M
Jun 16
434.63
$576M
May 16
888.36
$260M
Oct 15
204.27
10 Jun 16 (0.49%)
1.29%
0.64%
4.45%
7.74%
10.94%
-2.67%
8.40%
5.25%
(19.30%)
Aug 08 - Dec 08
10 Jun 16
0.90%
3.05%
-0.23%
-7.43%
10.3%
18.4%
0.78%
12.56%
14.03%
(54.03%)
Nov 07 - Dec 08
10 Jun 16
1.25%
21.42%
-5.73%
-2.88%
7.4%
11.24%
-5.91%
6.11%
6.89%
(15.01%)
Oct 07 - Dec 08
56
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Diversified/Global
HIGHBRIDGE CAPITAL
31 Aug 92
CORPORATION CLASS -A-Series N
(Composite)
Mark Vanacore
HUTCHIN HILL DIVERSIFIED
ALPHA MASTER FUND LTD 15%
Incentive Allocation
Neil Chriss
30 Jun 08
Q/Y
31 Jan 07
31 May 03
31 Jan 10
31 May 12
Q
M
31 Dec 89
31 Dec 02
31 May 02
31 Dec 02
31 Oct 03
Q/Y
Q/Y
$1'097M
Jan 16
97,596.06 16 May 16
$3'752M
Jun 16
1,871.48
$341M
May 16
184.03
$350M
May 16
133.14
$1'050M
Apr 16
357.00
$1'236M
May 16
259.55
$234M
May 16
103.65
$82M
May 16
108.04
$33'180M
Apr 16
$2'532M
Apr 16
$3'675M
Jun 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
6.16%
6.5%
9.79%
-5.11%
10.08%
6.79%
Max
Drawdown1
(30.04%)
Jun 08 - Nov 08
10 Jun 16
0.04%
1.06%
-5.2%
9.69%
19.38%
11.06%
-4.92%
8.20%
5.90%
(8.52%)
Mar 15 - Feb 16
07 Jun 16 (0.60%)
(17.67%)
-3.93%
2.01%
47.8%
15.5%
-27.33%
6.92%
15.51%
(35.04%)
Apr 10 - Jun 12
31 May 16 (3.36%)
(14.68%)
-0.74%
-3.04%
43.03%
11.8%
-25.65%
3.11%
17.31%
(40.20%)
Feb 08 - Jan 09
30 Apr 16
1.73%
0.46%
2.82%
12.43%
16%
4.11%
-7.86%
10.35%
9.01%
(24.60%)
Feb 08 - Dec 08
10 Jun 16
0.90%
2.89%
14.72%
2.22%
10.04%
8.09%
38.69%
16.17%
9.03%
(9.53%)
Apr 10 - May 10
10 Jun 16 (0.22%)
(3.54%)
1.98%
-0.97%
4.73%
1%
0.74%
3.39%
(6.60%)
Apr 15 - Apr 16
10 Jun 16
0.28%
(2.02%)
5.91%
-0.92%
5.08%
4.98%
-3.59%
4.25%
6.92%
(30.54%)
Oct 07 - Dec 08
3,239.19 31 May 16
1.62%
(1.05%)
12.54%
12.09%
13.27%
6.32%
8.39%
14.05%
4.39%
(7.24%)
May 98 - Aug 98
308.61
30 Apr 16 (0.09%)
1.14%
10.78%
5.06%
16.02%
8.43%
-2.83%
8.81%
4.76%
(6.83%)
Jul 11 - Dec 11
3,577.14 31 May 16
1.95%
(1.07%)
-2.75%
4.57%
9.58%
21.75%
5.7%
9.52%
9.93%
(29.16%)
Jun 08 - Dec 08
$708M
Apr 16
8,318.61
$1'603M
Mar 16
2,684.14
30 Apr 16
4.98%
7.79%
8.76%
10.76%
7.12%
11.58%
21.03%
17.21%
5.51%
(4.44%)
Aug 08 - Oct 08
31 Mar 16
0.31%
(0.45%)
17.74%
-2.3%
1.39%
14.69%
6.55%
8.27%
9.36%
(40.35%)
Feb 08 - Dec 08
57
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Diversified/Global
STRATUS FUND LIMITED CLASS B 30 Nov 03
Jean-Philippe Bouchaud, Philippe
Jordan, Marc Potters, Jacques
Sauliere
WEISS MULTI-STRATEGY
PARTNERS LLC
Weiss Multi-Strategy Advisers,LLC
30 Sep 06
$262M
Apr 16
2,696.66
$361M
Apr 16
310.77
$1'542M
Feb 16
336.74
$533M
Jun 16
189.48
31 Oct 04
$216M
May 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
14.58%
1.82%
-2.89%
15.63%
8.23%
6.01%
Max
Drawdown1
(10.52%)
Feb 12 - Sep 13
31 May 16
0.75%
2.18%
14.25%
10.56%
24.79%
13.62%
1.18%
14.72%
6.92%
(7.89%)
May 11 - Sep 11
10 Jun 16
0.35%
(2.51%)
10.28%
0.79%
16.99%
19.52%
1.75%
18.37%
9.39%
(7.80%)
Apr 10 - Jun 10
10 Jun 16
0.25%
5.44%
-0.86%
-0.01%
14.64%
1.75%
-0.15%
6.81%
6.21%
(17.75%)
Jun 08 - Dec 08
Diversified/Japan
LIM JAPAN FUND
George Long
Date
208.45
5.85%
11.39%
5.62%
2.73%
6.53%
5.44%
(10.09%)
Jun 08 - Feb 09
58
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
5.5%
0.36%
7.56%
12.24%
7.67%
8.94%
6.17%
Max
Drawdown1
Arbitrage
Ytd Avg. 2016
1.53%
Arbitrage/Global
BLUEMOUNTAIN EQUITY
ALTERNATIVES FUND
BlueMountain Capital Management
28 Feb 06
31 Jul 04
31 Jul 11
M
M
$583M
Apr 16
2,413.68
265M
May 16
237.43
$972M
Apr 16
138.81
(9.57%)
Sep 08 - Feb 09
10 Jun 16 (1.81%)
2.78%
4.75%
-4.16%
0.53%
24.85%
6.52%
9.84%
9.08%
(15.42%)
Mar 10 - Jun 10
30 Apr 16
1.04%
(0.78%)
7.73%
1.39%
-6.17%
13.41%
20.36%
7.14%
7.05%
(8.64%)
Oct 12 - Aug 13
59
This document is provided to you by HSBC Private Bank, a division of HSBC Bank USA, N.A. (the Bank), for informational purposes and is not a
recommendation, offer or solicitation to purchase or sell any product, security, commodity, currency or other instrument. This document does not consider
your specific objectives, circumstances or needs, does not provide legal or tax advice, and does not identify or define all the risks that may be associated
with investing in hedge funds or any investment. Prior to making an investment decision, you should consult with your own legal, financial, tax, accounting
and other professionals regarding the appropriateness of investing in any product, security, commodity, currency or other instrument. No person is
authorized to use this document for any purpose other than the purpose stated above.
The information contained in this document is derived from a variety of sources we believe to be reliable; however, we cannot guarantee its accuracy or
completeness, nor shall we be liable for any incidental or consequential losses or damages including, but not limited to, errors (including errors of
transmission), inaccuracies, omissions, changes in market factors or conditions, or any other circumstances beyond our control. The information, analysis
and opinions contained herein constitute our present judgment, which is subject to change at any time without notice. The information contained herein is
confidential and intended solely for the use of the client or prospective client to whom it has been delivered. It is not to be produced or distributed to any
other person except to the clients professional advisors. Third party information obtained in this document may have been obtained from various
published and unpublished sources. Past performance is not a reliable indicator of future results.
In the United States, HSBC Private Bank offers banking services through HSBC Bank USA, N.A., member FDIC, and HSBC Private Bank International,
and provides securities and brokerage services through HSBC Securities (USA) Inc.
Where this document is distributed by HSBC Securities USA Inc. please note that alternative investments are generally intended
for experienced and financially sophisticated investors who are willing to bear the risks associated with such investments, which can include:
loss of all or a substantial portion of the investment;
Increase risk of loss due to leveraging;
short-selling, or other speculative investment practices;
lack of liquidity in that there may be no secondary market for the fund and none expected to develop;
volatility of returns;
prohibitions and/or material restrictions on transferring interests in the fund;
absence of information regarding valuations and pricing;
delays in tax reporting;
less regulation and higher fees than mutual funds;
key man and advisor risk;
limited or no transparency to underlying investments;
and limited or no regulatory oversight.
HSBC Securities USA Inc. has not undertaken the verification of this document, and make no express or implied representation about the accuracy, completeness, sufficiency, value or
quality if the materials of the securities and shall have no direct or indirect liability therefore.
Securities and funds are provided by Registered Representatives of HSBC Securities (USA) Inc., member NYSE/FINRA/SIPC, a registered Futures
Commission Merchant, a wholly owned subsidiary of HSBC Markets (USA) Inc. and an indirectly wholly owned subsidiary of HSBC Holdings plc.
Funds and other securities are not FDIC insured nor insured by any other government agency, are not deposits or other obligations of HSBC
Bank USA, N.A. and are not guaranteed by HSBC Bank USA, N.A.; they are subject to investment risk including, but not limited to, the possible
loss of principal amount invested.
HSBC Private Bank is the principal private banking business of the HSBC Group. Private Banking may be carried out internationally by different HSBC
legal entities according to local regulatory requirements. Different companies may provide the services listed in this document within HSBC Private Bank
or by other members of the HSBC Group. Some services are not available from certain locations. Some HSBC Offices listed may act only as
representatives of HSBC Private Bank, and are therefore not permitted to sell products and services, or offer advice to customers. They serve as points of contact only.
Further details are available on request. A complete list of private banking entities is available on our website, www.hsbcprivatebank.com.
Copyright. HSBC Bank USA, N.A 2013 ALL RIGHTS RESERVED
No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying,
recording or otherwise, without the prior written permission of HSBC Bank USA.