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
17
40
56
47
22
51
55
22
36
19
23
36
23
ARCTIC BLUE
40
51
23
40
28
14
52
15
15
14
25
55
36
30
28
13
59
54
15
19
42
13
46
53
30
13
55
15
30
50
25
59
19
22
56
25
56
ADRIGO HEDGE
22
42
46
15
12
42
22
55
15
15
47
14
33
36
56
14
AHL EVOLUTION
46
41
15
AHL ALPHA
46
42
15
AHL DIMENSION
55
56
15
AHL DIVERSIFIED
46
18
18
28
56
28
AKAMATSU FUND
27
42
16
ALLIANCEBERNSTEIN SELECT US EQ
28
41
28
31
46
50
25
33
B
BAF LATAM TRADE FINANCE FUND
13
12
28
17
34
46
14
50
55
56
47
53
47
56
19
53
47
19
13
31
23
16
56
56
42
GAMUT INVESTMENTS
43
31
12
25
41
43
47
14
37
41
33
32
43
31
32
42
23
57
16
26
45
16
54
45
28
29
HINOKI FUND LP
29
42
14
26
50
51
37
50
23
38
32
56
38
25
21
37
43
37
48
38
43
38
48
52
48
57
48
43
23
41
41
29
34
52
48
D
DACHARAN EQUITY FUND
53
46
19
34
47
DB PLATINUM IV MW HELIUM
47
37
47
30
F
FARRINGDON ALPHA ONE
25
56
13
34
41
22
28
25
22
47
29
47
47
16
16
56
40
48
G
GABELLI ASSOCIATES LIMITED
47
54
38
EAGLE GLOBAL
47
43
45
51
34
38
H
HABROK LTD
26
20
I
III FUND LTD
36
16
16
13
45
45
48
29
29
J
JABCAP EMEA FUND CLASS X1
22
57
12
57
31
43
K
KEYNES LEVERAGED QUANTITATIVE
48
48
34
16
26
34
18
41
54
26
36
43
57
40
14
40
43
18
16
18
26
40
13
48
23
57
48
52
48
43
43
16
31
50
33
24
43
34
24
19
13
44
44
26
19
M
M. KINGDON OFFSHORE NV - A/1
26
51
52
23
46
57
57
27
33
18
45
22
23
26
MARLIN FUND LP
29
12
23
23
24
23
26
21
30
18
52
26
14
58
50
57
37
24
55
O
OBSERVATORY CREDIT MARKETS FUN
14
22
21
19
18
21
24
29
29
34
16
44
46
46
34
19
50
P
PALOMA INTERNATIONAL LTD CLASS
57
14
26
26
27
27
28
21
36
21
55
28
24
45
32
33
31
58
30
17
24
31
18
32
14
TONGA PARTNERS LP
31
34
27
30
24
49
SINFONIETTA FUND
41
34
32
24
49
17
49
35
34
TRISTAN PARTNERS LP
31
20
25
17
TT INTERNATIONAL FUND
44
42
25
55
25
22
44
27
44
27
44
27
49
27
52
55
42
44
42
44
16
59
17
12
57
36
21
R
RBR EUROPEAN LONG SHORT LTD (E
24
21
20
51
29
17
49
17
17
44
39
41
27
21
44
27
58
24
44
49
31
27
35
33
24
29
20
17
58
24
44
36
22
19
12
34
36
44
29
51
13
17
Q
QMS DIVERSIFIED GLOBAL MACRO
49
U
UMJ KOTOSHIRO FUND
27
21
49
40
41
17
58
32
58
20
W
WEISS MULTI-STRATEGY PARTNERS
58
30
49
21
50
35
49
49
18
Z
ZADIG FUND CLASS A1
25
21
30
Top
Investment Funds
Bottom
Return
Date
Investment Funds
Return
Date
48.21
31 Jul 16
-29.21
29 Jul 16
44.04
31 Jul 16
30 Jun 16
32.33
28 Jul 16
-27.88
26.99
02 Aug 16
-25.36
30 Apr 16
26.90
31 Jul 16
-23.32
31 Jul 16
-23.28
30 Jun 16
-20.77
30 Jun 16
-20.63
15 Jul 16
-19.58
30 Jun 16
-18.06
22 Jul 16
25.91
29 Jul 16
25.56
31 Jul 16
23.60
30 Jun 16
21.72
29 Jul 16
20.48
31 Jul 16
17.52
02 Aug 16
17.50
29 Jul 16
17.28
30 Jun 16
17.17
30 Jun 16
16.99
29 Jul 16
16.80
31 Jul 16
16.77
31 Jul 16
16.14
22 Jul 16
15.89
31 Jul 16
15.40
31 Jul 16
-17.71
30 Jun 16
-17.27
31 May 16
-16.58
31 Jul 16
-16.29
31 Jul 16
-16.15
30 Jun 16
-15.94
29 Jul 16
-15.50
28 Jul 16
-15.48
31 Jul 16
-15.21
30 Jun 16
-14.86
30 Jun 16
-14.73
31 Jul 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
22.74
31 Dec 15
22.72
31 Dec 15
22.56
31 Dec 15
21.94
31 Dec 15
21.64
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
-15.75
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%
7.35%
6.74%
Max
Drawdown1
Convertible
Ytd Avg. 2016
0.69%
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
$307M
Jun 16
408.56
$460M
Jul 16
7,577.26
$487M
Jul 16
1,108.95
$194M
Jul 16
181.91
$826M
Feb 16
198.95
$188M
Jun 16
118.34
31 Jul 16
31 Jul 16
$172M
Aug 16
1.40%
2.88%
2.11%
1.95%
11.45%
9.5%
2.61%
10.20%
5.73%
(25.00%)
Dec 07 - Oct 08
31 Jul 16
2.00%
4.04%
7.54%
-0.88%
5.08%
3.06%
(1.53%)
Jul 14 - Sep 14
31 Jul 16
4.81%
(9.78%)
0.25%
4.13%
27.14%
5.37%
-14.15%
6.67%
12.29%
(28.61%)
May 08 - Nov 08
22 Jul 16
(0.42%)
(1.33%)
-3.74%
-1.69%
10.55%
4.73%
-1.64%
7.81%
8.01%
(16.25%)
Aug 08 - Nov 08
31 Jul 16
1.25%
(1.51%)
1.9%
0.71%
10.34%
6.42%
-2.86%
2.89%
3.54%
(7.33%)
May 15 - Jun 16
Convertible/USA
PINE RIVER CONVERTIBLES FUND 31 Jul 09
Franklin Parlamis
(27.58%)
Oct 07 - Nov 08
204.33
31 Jul 16
0.41%
19.34%
7.6%
4.98%
10.74%
7.04%
(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%
-0.64%
11.73%
0.08%
4.77%
6.76%
Max
Drawdown1
Credit
Ytd Avg. 2016
1.52%
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
771M
Jul 16
1.47
$940M
Jun 16
2,023.24
$36M
Jun 16
117.12
$2M
Jul 16
187.02
$444M
Apr 16
362.88
$544M
Jun 16
206.21
$145M
Jun 16
26.03
$50M
May 16
112.63
$203M
Apr 16
1,958.10
$3'374M
Mar 16
36.26
463M
Jul 16
(15.32%)
May 08 - Oct 08
30 Jun 16
0.60%
3.46%
7.2%
7.76%
8.09%
8.71%
8.99%
8.82%
0.51%
0.00%
Jan 00 - Jan 00
31 Jul 16
1.66%
4.62%
2.44%
11.29%
-7.22%
12.29%
2.19%
5.15%
6.58%
(12.26%)
Feb 13 - Sep 13
30 Jun 16
3.83%
5.26%
-4.87%
-2.05%
-1.96%
11.33%
2.85%
7.13%
8.61%
(19.88%)
Feb 08 - Nov 08
31 Jul 16
7.07%
2.21%
14.48%
-1.98%
14.61%
23.2%
-7.16%
12.94%
13.35%
(28.43%)
Feb 08 - Oct 08
30 Jun 16 (0.00%)
0.27%
-2.41%
2.62%
4.78%
18%
-4.14%
7.19%
10.96%
(33.64%)
Jun 08 - Dec 08
20 Jul 16
3.40%
12.50%
-0.39%
4.94%
2.2%
18.68%
-1.37%
6.83%
9.06%
(38.05%)
Feb 08 - Mar 09
30 Jun 16 (0.42%)
3.06%
3%
3.47%
2.55%
11.27%
5.14%
3.43%
(2.46%)
Oct 14 - Jan 15
02 Aug 16 (0.40%)
11.17%
-6.12%
3.36%
8.67%
11.48%
2.44%
7.89%
13.37%
(32.05%)
Aug 08 - Dec 08
03 Aug 16 (0.00%)
11.16%
-4.87%
0.62%
0.8%
5.36%
0.69%
7.22%
5.42%
(9.31%)
Mar 08 - Oct 08
Credit/Europe
ABSOLUTE INSIGHT CREDIT FUND 30 Sep 11
B1P2 EURO
Alex Veroude
03 Aug 16
1.19
2.21%
7.4%
12.64%
2.59%
3.58%
4.36%
(8.60%)
Jul 14 - Aug 16
13
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
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
Q
M
M
M
NORTHLIGHT EUROPEAN
FUNDAMENTAL CREDIT FUND
NORTHLIGHT GROUP LLP
30 Nov 09
PAMPLONA CREDIT
OPPORTUNITIES FUND
Yves Leysen
31 Aug 08
29 Feb 12
126M
Jun 16
175.39
$350M
May 16
339.40
120M
Jun 16
153.65
$171M
Mar 16
190.87
$396M
Mar 16
1,080.32
55M
May 16
1,292.59
$227M
Jun 16
1,168.46
$85M
Jun 16
1,141.89
402M
Jun 16
261.51
$225M
Jun 16
1,540.90
$1'063M
Jun 16
329.96
377M
Jun 16
194.00
$140M
Jun 16
254.18
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
2.3%
8.54%
19.95%
-12.51%
6.83%
7.56%
Max
Drawdown1
(13.94%)
Jun 11 - Nov 11
31 Jul 16
(0.38%)
(2.39%)
4.06%
3.14%
18.23%
8.41%
1.48%
9.78%
8.36%
(30.45%)
Oct 07 - Dec 08
30 Jun 16 (0.92%)
0.59%
3.84%
11.37%
16.31%
17.68%
10.64%
13.63%
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 Jun 16 (0.04%)
(0.30%)
15.22%
24.82%
32.93%
32.42%
24.71%
39.90%
11.41%
(5.11%)
Jul 11 - Oct 11
22 Jul 16
1.10%
(2.02%)
-5.61%
4.53%
8.11%
20.07%
3.01%
5.68%
6.31%
(12.70%)
May 15 - Jun 16
29 Jul 16
(0.23%)
(5.22%)
4.88%
4.68%
11.5%
0.71%
4.34%
5.02%
(7.88%)
Dec 15 - Feb 16
30 Jun 16 (5.03%)
(2.00%)
2.22%
-10.36%
16.1%
19.58%
-7.79%
2.69%
8.55%
(12.90%)
Jun 14 - Dec 14
30 Jun 16 (1.12%)
1.63%
8.12%
8.89%
31.11%
55.73%
-2.23%
17.91%
8.84%
(14.95%)
May 11 - Dec 11
29 Jul 16
0.67%
2.20%
5.12%
5.91%
12.51%
6.31%
3.68%
6.70%
2.47%
(2.13%)
Sep 15 - Feb 16
30 Jun 16
0.02%
2.03%
3.13%
3.31%
7.25%
13.46%
-5.02%
10.45%
6.06%
(12.74%)
Jul 07 - Jul 08
15 Jul 16
(0.04%)
(3.83%)
0.22%
6.55%
12.68%
19.87%
-9.26%
8.78%
7.52%
(17.90%)
Apr 11 - Dec 11
30 Jun 16 (0.19%)
2.92%
11.05%
9.14%
25.94%
61.8%
24.00%
8.46%
(4.47%)
Nov 15 - Feb 16
14
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Credit/Europe
WYETREE EUROPEAN RECOVERY 31 Aug 13
FUND (WERF)
WyeTree Asset Management
50M
Jun 16
99.62
Date
01 Aug 97
31 Mar 09
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
16.86%
2.91%
2012
2011
Ann.
Return
Ann.
Volatility
(0.14%)
7.37%
Max
Drawdown1
(18.56%)
Mar 15 - Jun 16
Credit/Global
AG MORTGAGE VALUE PARTNERS 30 Apr 09
LTD
Jonathan Lieberman
MTD
$1'431M
May 16
261.28
$921M
Jul 16
876.10
293M
Jun 16
559.75
$1'129M
May 16
320.96
191M
Jun 16
131.19
$6'798M
Jun 16
260.21
$395M
Jun 16
132.35
$237M
Mar 16
134.20
119M
Jun 16
171.93
74M
Jun 16
548.93
234M
Jun 16
316.55
30 Jun 16
10.07%
12.91%
20.59%
7.47%
14.33%
4.21%
(3.76%)
Oct 15 - Feb 16
31 Jul 16
0.81%
5.76%
-7.22%
-3.13%
15.67%
11.2%
2.36%
12.09%
8.74%
(30.20%)
May 08 - Dec 08
29 Jul 16
1.93%
10.75%
8.8%
10.6%
16.02%
34.12%
25.32%
14.06%
6.67%
(10.40%)
Aug 08 - Oct 08
31 Jul 16
0.75%
(1.17%)
0.52%
10.87%
12.1%
25.69%
6.01%
17.22%
6.98%
(6.84%)
May 15 - Mar 16
31 Jul 16
0.11%
(1.75%)
1.57%
0.92%
12.13%
26.17%
0.3%
7.80%
4.86%
(4.75%)
Feb 15 - Apr 16
22 Jul 16
1.53%
(0.63%)
0.07%
2.67%
7.87%
14.51%
3.56%
7.80%
5.84%
(11.83%)
Aug 08 - Dec 08
30 Jun 16 (0.90%)
(6.82%)
-1.04%
13.78%
14.05%
10.71%
7.41%
4.54%
(11.12%)
Jun 15 - Jun 16
30 Jun 16 (5.42%)
(12.01%)
1.4%
3.94%
13.84%
17.22%
1.29%
8.35%
6.05%
(13.26%)
Apr 15 - Jun 16
30 Jun 16 (1.12%)
0.94%
23.71%
-1.88%
12%
16.64%
-8.59%
6.45%
14.64%
(48.74%)
Oct 07 - Dec 08
30 Jun 16 (1.88%)
(1.22%)
3.68%
7.28%
29.09%
44.15%
8.7%
28.29%
16.85%
(15.92%)
May 11 - Nov 11
30 Jun 16 (2.23%)
2.81%
8.89%
5.51%
48.08%
50.97%
19.88%
23.71%
12.13%
(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
31 Mar 08
30 Jun 06
HY
Q
Q
Q
Q/Y
$95M
Jun 16
15.34
$1'125M
Jun 16
5,309.84
$4'400M
Apr 16
166.01
$1'000M
Jun 16
156.71
$909M
Jun 16
271.43
$370M
May 16
270.42
$149M
Jun 16
1,804.99
$167M
Jun 16
1,904.93
$326M
Jul 16
1,652.80
$669M
Jun 16
169.14
$207M
Oct 15
110.43
$952M
Jul 16
2,009.00
$3'363M
Jun 16
192.13
22 Jul 16
MTD
YTD
2015
2014
2013
2012
5.2%
2.83%
18.98%
14.17%
2011
Ann.
Return
Ann.
Volatility
11.35%
4.27%
Max
Drawdown1
(2.98%)
Jun 14 - Oct 14
31 Jul 16
2.31%
(0.26%)
-2.36%
8.02%
9.7%
16.85%
0.67%
18.49%
10.73%
(11.97%)
May 15 - Feb 16
30 Jun 16
0.02%
(2.16%)
-8.9%
5.8%
13.91%
15.34%
1.22%
7.60%
4.83%
(14.77%)
Apr 15 - Mar 16
30 Jun 16 (0.42%)
(0.06%)
-1.46%
8.1%
23.7%
19.01%
10.91%
5.52%
(6.74%)
Apr 15 - Feb 16
30 Jun 16
0.13%
(3.23%)
3.22%
7.89%
15.28%
27.73%
1.86%
13.00%
5.65%
(5.51%)
Aug 15 - Mar 16
30 Jun 16
0.18%
2.05%
1.79%
7.25%
9.64%
13.29%
16.19%
14.35%
3.89%
(0.85%)
May 15 - Oct 15
29 Jul 16
1.40%
3.88%
-7.26%
5.23%
8.5%
10.22%
10.36%
5.65%
7.53%
(31.27%)
Nov 07 - Dec 08
29 Jul 16
2.17%
4.77%
-8.35%
6.02%
8.56%
11.95%
7.41%
7.92%
6.29%
(10.51%)
May 15 - Feb 16
31 Jul 16
1.40%
3.65%
-2.68%
3.42%
15.67%
8.3%
1.64%
7.73%
5.29%
(10.60%)
May 15 - Feb 16
31 Jul 16
1.20%
1.57%
-2.52%
-2.44%
4.35%
12.48%
-0.76%
6.07%
6.29%
(9.90%)
Jun 08 - Sep 08
02 Aug 16 (0.30%)
5.78%
-1.98%
-2.52%
9.26%
3.01%
5.21%
(9.25%)
Jun 14 - Feb 16
30 Jun 16
0.45%
0.86%
2.33%
10.05%
5.75%
18.98%
-4.19%
8.82%
5.46%
(8.43%)
Feb 11 - Nov 11
30 Jun 16 (0.91%)
1.06%
6.89%
4.34%
7.45%
15.18%
6.24%
6.74%
4.79%
(12.86%)
Jun 07 - Nov 08
16
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Credit/Global
PIMCO TACTICAL OPPORTUNITIES 31 Jan 13
FUND
PIMCO LLC - Dan Ivascyn / Josh
Anderson / Alfred Murata
RESIDENTIAL REAL ESTATE
TOTAL RETURN OPP. FUND
(RRETRO FUND)
WyeTree Asset Management
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
$963M
Jun 16
134.03
$96M
Mar 16
201.43
$979M
Jun 16
193.99
$248M
Jun 16
112.48
$1'207M
Jun 16
117.73
$1'290M
Jul 16
196.43
$1'984M
Jun 16
162.19
$685M
Jun 16
152.35
$1'466M
Jun 16
338.05
$445M
Jun 16
151.02
30 Jun 16
31 Jan 09
30 Jun 96
YTD
2015
2014
2013
7.56%
14.76%
2012
2011
Ann.
Return
Ann.
Volatility
8.96%
4.02%
Max
Drawdown1
(1.88%)
May 13 - Jun 13
30 Jun 16 (3.20%)
(6.09%)
-0.42%
12.66%
17.56%
24.07%
-10.5%
9.67%
6.52%
(14.92%)
Feb 11 - Dec 11
30 Jun 16
0.46%
4.73%
5.13%
5.07%
10.35%
14.9%
2.78%
10.31%
3.48%
(1.80%)
Jul 11 - Sep 11
30 Jun 16
0.45%
2.90%
6.62%
2.52%
5.36%
4.13%
(3.50%)
Dec 15 - Feb 16
30 Jun 16 (3.51%)
8.88%
3.36%
-10.8%
-6.76%
-3.87%
9.33%
2.39%
8.68%
(28.08%)
Jun 12 - Mar 15
30 Jun 16 (1.16%)
(9.43%)
-0.57%
5.41%
12.13%
25.85%
2.09%
9.87%
6.67%
(17.05%)
Jul 15 - Feb 16
18 Jul 16
0.25%
0.77%
6.14%
10.31%
18.04%
16.46%
11.21%
3.05%
(2.24%)
Dec 15 - Feb 16
30 Jun 16
1.39%
(1.35%)
6.06%
15.17%
20.05%
5.33%
11.88%
3.68%
(4.65%)
Sep 15 - Mar 16
15 Jul 16
(0.19%)
(4.03%)
-1.82%
3.94%
10.57%
12.73%
-0.81%
11.38%
6.95%
(10.77%)
Jun 08 - Nov 08
30 Jun 16
0.62%
17.28%
-6.17%
9.15%
15.14%
28.54%
-15.05%
8.16%
13.19%
(18.02%)
Mar 11 - Sep 11
Credit/USA
400 CAPITAL CREDIT
OPPORTUNITIES
Chris Hentemann
MTD
$1'026M
Jun 16
263.66
$2'100M
Jun 16
640.90
30 Jun 16
12.35%
15.24%
34.21%
3.07%
13.96%
6.26%
(11.54%)
Jun 15 - Mar 16
30 Jun 16
0.06%
4.78%
-2.08%
-0.67%
12.61%
13.86%
-0.98%
9.73%
7.88%
(24.04%)
Oct 07 - Dec 08
17
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Credit/USA
BRIGADE LEVERAGED CAPITAL
STRUCTURES FUND LTD
Don Morgan
31 Dec 06
31 Mar 12
31 Jan 10
30 Apr 15
31 Jan 11
31 Dec 10
30 Nov 12
M
Q
$2'300M
Apr 16
163.14
$85M
Jun 16
113.74
$353M
Jun 16
126.88
$318M
Jan 16
151.72
$742M
Jan 16
228.98
$212M
Jun 16
104.88
$119M
Jun 16
139.48
$3'399M
Jul 16
217.44
$65M
Jun 16
114.24
31 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
0.22%
5.96%
6.7%
2.44%
5.24%
6.79%
Max
Drawdown1
(19.42%)
Jun 08 - Dec 08
30 Jun 16
0.22%
1.84%
10.2%
1.34%
7.27%
1.18%
(0.12%)
Aug 14 - Sep 14
30 Jun 16
1.28%
2.55%
1.37%
3.08%
6.11%
11.59%
5.76%
2.50%
(2.27%)
May 15 - Feb 16
30 Jun 16
0.68%
2.49%
4.34%
0.33%
7.66%
10.87%
9.99%
6.71%
3.73%
(5.37%)
Jun 14 - Jan 15
30 Jun 16
0.55%
2.41%
2.26%
0.98%
10.07%
10.78%
7.46%
12.10%
6.10%
(4.96%)
Aug 14 - Feb 16
30 Jun 16
1.21%
3.51%
1.33%
4.15%
1.80%
(0.58%)
Jan 16 - Mar 16
31 Jul 16
2.26%
8.00%
-0.92%
0.94%
9.04%
19.9%
-1.24%
6.23%
6.91%
(10.79%)
Jul 11 - Aug 11
30 Jun 16 (0.18%)
0.36%
1.31%
14.06%
20.51%
41.34%
10.07%
15.16%
5.68%
(5.77%)
May 15 - Mar 16
30 Jun 16
0.30%
1.13%
-0.42%
7.78%
5.46%
-0.2%
3.78%
3.63%
(6.33%)
May 15 - Feb 16
Fixed Income
Ytd Avg. 2016
3.30%
Fixed Income/Global
KLS DIVERSIFIED FUND LTD
31 Jul 08
Jeff Kronthal ; Harry Lengsfield ; John
Steinhardt
$970M
Jun 16
165.74
31 Jul 16
6.76%
1.58%
7.35%
4.85%
6.51%
3.88%
(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%
6.49%
4.82%
Max
Drawdown1
Distressed Security
Ytd Avg. 2016
4.24%
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
152.09
$672M
Jul 16
692.82
$5'939M
Jun 16
7,837.00
$507M
Apr 16
31 Jul 16
(7.96%)
Jul 15 - Feb 16
31 Jul 16
5.50%
(2.76%)
-14.25%
5.68%
12.53%
14.78%
3.88%
15.71%
11.12%
(28.11%)
May 08 - Nov 08
30 Jun 16
0.19%
2.97%
-2.72%
4.32%
15.65%
18.05%
-4.66%
10.04%
8.12%
(28.82%)
Oct 07 - Nov 08
(9.33%)
-4.96%
23.09%
14.1%
12.05%
9.6%
10.15%
6.55%
(22.26%)
May 08 - Feb 09
$1'918M
Apr 16
2,615.39
$1'159M
Jun 16
269.26
$1'640M
Jun 16
3,749.37
$1'200M
Jun 16
176.68
$270M
Jun 16
262.84
$605M
Jul 16
1,576.57
$1'900M
Jul 16
238.88
31 Jul 16
3.54%
9.05%
-7.89%
0.46%
17.01%
24.31%
-1.32%
11.55%
9.43%
(33.22%)
Jun 07 - Feb 09
30 Jun 16
1.21%
7.46%
-6.17%
3.5%
21.95%
13.51%
-2.45%
9.20%
9.40%
(26.27%)
Oct 07 - Nov 08
30 Jun 16 (0.42%)
(1.28%)
-2.73%
1.37%
18.36%
11.57%
-0.46%
9.71%
7.49%
(32.31%)
Oct 07 - Dec 08
31 Jul 16
8.50%
26.90%
-25.71%
15.7%
7.73%
21.85%
-3.72%
8.36%
9.75%
(31.42%)
Aug 14 - Jan 16
30 Jun 16
0.53%
5.57%
-10.48%
0.47%
9.93%
9.21%
-1.39%
6.65%
6.39%
(24.14%)
Jun 07 - Dec 08
30 Jun 16
0.15%
(0.26%)
2.23%
12.81%
12.96%
23.81%
-2%
8.63%
4.69%
(7.61%)
Apr 11 - Oct 11
30 Jun 16
0.06%
1.02%
-9.49%
-1.16%
12.61%
14.01%
1.55%
6.74%
8.11%
(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
$358M
Jun 16
128.06
$1'400M
Jun 16
356.61
$2'170M
May 16
30 Jun 16
30 Nov 05
31 Jul 00
YTD
2015
2014
2013
18.36%
6.54%
2012
2011
Ann.
Return
Ann.
Volatility
10.04%
7.27%
Max
Drawdown1
(8.26%)
May 15 - Jan 16
22 Jul 16
2.21%
10.05%
-5.2%
1.7%
16.17%
13.18%
-11.03%
9.58%
7.48%
(24.47%)
May 07 - Jan 09
44,656.69 30 Jun 16
0.28%
8.84%
14.49%
-0.4%
32.33%
20.69%
3.58%
24.75%
14.53%
(48.38%)
May 08 - Mar 09
Distressed Security/USA
HALCYON OFF. ASSET-BACKED
VALUE FUND LTD
Joseph Wolnick and Jim Coppola
MTD
$890M
Jun 16
3,061.27
$1'858M
Jul 16
744.33
15 Jul 16
6.74%
6.66%
16.14%
4.12%
11.10%
5.01%
(13.32%)
Aug 08 - Mar 09
31 Jul 16
1.30%
6.02%
-2.66%
1.59%
17.62%
21.94%
-1.98%
13.36%
10.32%
(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%
8.70%
8.40%
Max
Drawdown1
Equity-Commodity
Ytd Avg. 2016
(14.25%)
Equity-Commodity/Global
OCEANIC HEDGE FUND - CLASS A
Cato Brahde, Andreas Vergottis,
Bjorn Rise
31 Jul 02
$224M
Jun 16
3,215.29
29 Jul 16
(16.55%)
Jul 15 - Jul 16
Equity-Diversified
Ytd Avg. 2016
(2.97%)
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
194.54
$110M
Aug 15
387.83
$162M
Jun 16
238.79
$21M
Feb 16
210.72
$627M
Jun 16
979.06
$121M
May 16
406.58
$44M
Jun 16
303.90
$85M
May 16
118.97
$253M
Jun 16
328.57
$513M
Jun 16
480.19
$217M
Jun 16
169.03
29 Jul 16
30.02%
17.48%
26.91%
-3.9%
25.17%
24.20%
(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
31 Jul 16
(0.45%)
(14.73%)
3.83%
16%
27.39%
-6.58%
-5.09%
8.23%
12.09%
(25.06%)
Oct 07 - Feb 09
30 Jun 16
0.39%
(0.32%)
1.33%
-4.44%
4.6%
11.8%
-6.07%
6.55%
8.21%
(10.69%)
Oct 07 - Jan 09
15 Jul 16
2.05%
0.53%
11.75%
17.46%
9.26%
8.06%
0.6%
22.74%
18.98%
(42.16%)
Oct 07 - Nov 08
31 Jul 16
2.54%
(8.71%)
4.45%
-8.2%
61.8%
16.99%
-22.17%
13.62%
24.95%
(45.67%)
May 15 - Jan 16
29 Jul 16
7.12%
1.59%
1.25%
4.33%
13.35%
9.02%
-9.19%
9.85%
10.38%
(23.36%)
May 15 - Apr 16
22 Jul 16
1.39%
13.31%
5%
15.17%
12.25%
(5.73%)
Aug 15 - Jan 16
30 Jun 16
0.07%
(9.05%)
0.63%
-6.27%
28.57%
10.76%
-17.35%
10.49%
18.19%
(46.90%)
Oct 07 - Oct 08
31 Jul 16
2.32%
(1.84%)
15.28%
5.71%
11.72%
27.68%
-7.21%
10.65%
12.51%
(37.65%)
Oct 07 - Nov 08
29 Jul 16
2.87%
5.29%
7.28%
0.92%
5.55%
12.89%
6.19%
8.30%
14.64%
(20.74%)
May 15 - Aug 15
21
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Equity-Diversified/Australian
L1 CAPITAL LONG SHORT FUND
L1 Capital PTY Ltd
31 Aug 14
AU$150M
Jun 16
197.61
Date
31 Jan 07
$25M
Jun 16
31 Dec 11
31 Dec 12
30 Apr 97
30 Sep 08
30 Jun 09
31 Dec 12
M
Q
M
Q/Y
1,910.47
29 Jul 16
30 Sep 97
ADRIGO HEDGE
Gran Torne
30 Nov 06
Q
M
M
2014
2013
2012
2011
5.07%
Ann.
Return
Ann.
Volatility
45.00%
10.50%
Max
Drawdown1
(2.42%)
5.1%
5.22%
11.04%
3.56%
7.05%
9.01%
(23.95%)
Jun 08 - Oct 08
$85M
Jun 16
93.35
$265M
Jun 16
138.85
$139M
May 16
920.01
$214M
Jun 16
245.75
$442M
Apr 16
425.94
$95M
Jun 16
164.27
$70M
Feb 16
128.48
30 Jun 16
12.24%
11.49%
9.92%
3.37%
10.05%
(20.82%)
May 15 - May 16
28 Jul 16
2.81%
4.85%
2.25%
12.92%
14.7%
9.61%
12.46%
(14.90%)
Jul 15 - Feb 16
31 Jul 16
6.27%
16.77%
-11.65%
-22.64%
24.2%
13.26%
-19.42%
12.21%
28.92%
(73.20%)
Sep 97 - Jan 99
15 Jul 16
2.56%
2.21%
-0.08%
7.15%
9.23%
6.94%
-3.2%
12.22%
9.35%
(10.02%)
Apr 11 - May 12
08 Jul 16
(0.04%)
5.12%
5.04%
-2.56%
11.63%
7.73%
5.42%
11.38%
7.28%
(20.86%)
Jun 08 - Oct 08
22 Jul 16
1.93%
16.14%
-2.37%
6.71%
7.91%
14.48%
-9.05%
7.28%
8.94%
(15.40%)
Jun 14 - Aug 15
31 Jul 16
6.71%
8.28%
3.32%
3.68%
10.76%
7.24%
10.83%
(14.61%)
May 15 - Feb 16
Equity-Diversified/Europe
ADELPHI EUR. FUND $ (A)
Roderick Jack, Marcel Jongen
2015
Aug 14 - Sep 14
Equity-Diversified/Emerging
APERIOS EMERGING
CONNECTIVITY MASTER FUND
LTD
Aperios Partners Investment
Management LLP
YTD
Equity-Diversified/Brazil
BNY MELLON ARX BRAZIL FUND
SPC LONG SHORT
Bruno Garcia, Frederico Saraiva &
Rogerio Poppe
MTD
$1'940M
Aug 15
474.23
$275M
Jul 16
174.17
$252M
Apr 16
582.90
29 Jul 16
9.35%
17.28%
14.08%
-4.91%
8.61%
11.66%
(26.28%)
May 07 - Feb 09
31 Jul 16
0.76%
(0.14%)
4.58%
4.32%
12.83%
5.91%
-0.17%
5.90%
4.91%
(9.13%)
May 07 - Oct 08
31 Jul 16
3.41%
(14.49%)
17.71%
5.5%
28.79%
1.7%
-10.75%
10.50%
14.88%
(32.68%)
Jun 07 - Dec 08
22
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
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
137.31
$300M
May 16
174.65
$1'440M
Apr 16
179.67
$365M
Jun 16
137.34
280M
Jul 16
427.79
$306M
Jun 16
321.81
CHF61M
Jul 16
1,595.37
$486M
Apr 16
216.95
CHF72M
Jun 16
291.70
245M
Jul 16
13.19
$274M
Jun 16
402.95
105M
Jun 16
138.87
$115M
Jul 16
155.83
31 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
7.37%
14.59%
18.73%
-14.14%
3.58%
8.82%
Max
Drawdown1
(22.46%)
Oct 07 - Oct 08
31 Jul 16
4.60%
(16.29%)
21.64%
9.86%
24.8%
12.65%
4.31%
10.02%
8.59%
(20.21%)
Nov 15 - Jun 16
31 Jul 16
2.16%
(8.36%)
9.84%
4.6%
11.51%
5.82%
1.29%
6.92%
4.27%
(10.45%)
Nov 15 - Jun 16
30 Jun 16
1.00%
7.36%
8.67%
3.69%
14.99%
-1.27%
9.89%
4.24%
(2.45%)
Feb 14 - Jun 14
29 Jul 16
0.24%
(7.32%)
7.63%
1.1%
15.93%
-4.72%
10.2%
11.99%
8.45%
(16.39%)
Jun 08 - Nov 09
29 Jul 16
0.07%
(5.23%)
7.62%
-5.24%
7.09%
5.75%
7%
7.66%
7.79%
(17.94%)
Oct 07 - Oct 08
31 Jul 16
0.37%
2.67%
0.61%
2.12%
-3.57%
-8.93%
4.9%
3.99%
4.63%
(13.54%)
Sep 11 - Dec 13
30 Jun 16 (4.98%)
(17.71%)
28.24%
-4.32%
21.51%
4.56%
-12.68%
8.44%
11.82%
(21.60%)
May 08 - Feb 09
30 Jun 16 (0.23%)
1.80%
2.09%
2.7%
5.27%
2.04%
0.83%
10.46%
5.71%
(5.29%)
Jun 11 - Aug 11
03 Aug 16
0.76%
(4.00%)
6.02%
1.41%
20.23%
13.93%
-9.24%
4.78%
6.50%
(9.53%)
Dec 10 - Sep 11
30 Jun 16 (12.04%)
(23.28%)
17.14%
10.8%
29.19%
26.9%
-19.85%
11.41%
20.34%
(60.03%)
May 07 - Feb 09
30 Jun 16
0.35%
3.01%
6.52%
-5.68%
30.08%
3.16%
7.72%
8.76%
(9.12%)
Jan 12 - Jun 12
02 Aug 16
0.40%
(3.62%)
9.61%
3.96%
7.44%
8.72%
5.65%
4.65%
8.06%
(26.47%)
Jun 07 - Sep 08
23
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
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
$588M
Jul 16
243.67
66M
Oct 15
109.46
$83M
Jun 16
165.04
NOK747M
Jun 16
156.14
730M
Mar 16
592.63
3'428M
Jun 16
197.57
109M
Jun 16
154.22
17M
Apr 16
142.26
CHF105M
Mar 16
2,802.10
53M
Apr 16
131.35
$70M
Jul 16
528.97
$379M
Jun 16
183.80
92M
Jul 16
173.42
02 Aug 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
6.72%
16.17%
11.31%
4.29%
7.98%
7.14%
Max
Drawdown1
(21.75%)
Oct 07 - Feb 09
02 Aug 16 (0.05%)
(6.09%)
6.21%
-5.61%
7.94%
4.37%
-0.27%
1.47%
7.07%
(12.02%)
Sep 11 - Jul 12
29 Jul 16
0.63%
(4.20%)
7.31%
-5.72%
14.82%
-4.33%
5.58%
5.95%
6.35%
(11.33%)
Dec 13 - Aug 14
02 Aug 16 (0.71%)
(1.38%)
8.84%
15.85%
24.67%
12.99%
7.03%
(5.18%)
Dec 15 - Jan 16
29 Jul 16
(3.70%)
(29.21%)
-12.82%
5.48%
25.76%
30.69%
-20.56%
10.67%
17.86%
(50.64%)
Jan 94 - Jul 95
30 Jun 16 (10.53%)
(10.14%)
14.57%
2.58%
32.52%
16.89%
-10.68%
8.17%
11.68%
(12.25%)
May 08 - Dec 08
30 Jun 16
0.00%
(1.20%)
23.68%
-4.99%
1.99%
11.22%
-0.28%
5.50%
6.39%
(8.88%)
May 13 - Apr 14
29 Jul 16
2.09%
(1.65%)
-12.2%
2.97%
1.9%
8.07%
6.45%
3.47%
8.34%
(15.42%)
Dec 14 - Jun 16
29 Jul 16
6.51%
(12.45%)
4.25%
13.94%
20.33%
29.45%
-11.71%
9.59%
18.69%
(55.01%)
Jun 07 - Nov 08
31 Jul 16
0.40%
(8.77%)
-1.22%
3.63%
17.47%
2.95%
-0.84%
3.12%
7.41%
(14.50%)
Apr 15 - Jun 16
31 Jul 16
(0.24%)
(3.79%)
7.61%
-1.76%
4.48%
11.82%
4.88%
8.95%
8.64%
(16.98%)
Mar 00 - Jan 03
29 Jul 16
1.89%
(0.54%)
10.67%
-4.8%
17.78%
15.22%
-10.33%
8.55%
11.00%
(16.04%)
May 11 - Sep 11
02 Aug 16 (2.00%)
(11.40%)
22.56%
11.08%
33.7%
7.53%
13.79%
13.16%
(12.48%)
May 15 - Jun 16
24
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/Europe
TRIUM BLACKWALL EUROPE L/S
FUND
Thomas Karlovits
31 Dec 14
30 Jun 13
TT MID-CAP EUROPE
LONG/SHORT FUND LTD - CL B
David Grimbley
30 Apr 05
30 Nov 05
M
M
117M
Aug 16
11.24
$459M
Jul 16
128.08
$768M
Jun 16
337.91
163M
Sep 15
235.34
02 Aug 16
30 Nov 05
31 Dec 10
M
M
30 Jun 11
31 Jul 10
28 Feb 06
2014
9.6%
2013
2012
2011
Ann.
Return
Ann.
Volatility
7.70%
4.51%
Max
Drawdown1
(1.68%)
31 Jul 16
1.48%
(7.25%)
26.81%
-2.65%
11.87%
8.35%
10.20%
(8.61%)
31 Jul 16
2.48%
3.66%
14.66%
2.64%
14.43%
6.9%
-1.72%
11.42%
8.24%
(7.41%)
Apr 06 - Sep 06
29 Jul 16
(0.49%)
(7.65%)
19.06%
-6.33%
8.9%
11.02%
3.56%
8.35%
10.71%
(19.14%)
Aug 08 - Oct 08
333.68
$68M
Jul 16
140.82
$247M
Apr 16
1,477.09
$880M
Jun 16
148.67
$1'500M
Jun 16
125.96
$90M
Jun 16
108.60
$480M
May 16
2015
Dec 15 - Jun 16
$198M
May 16
144M
Apr 15
YTD
May 15 - Jun 15
Equity-Diversified/Global
AAM ABSOLUTE RETURN FUND
Harald James Otterhaug
MTD
29 Jul 16
-9.85%
4.75%
0.95%
16.27%
11.96%
11.13%
(16.84%)
Oct 13 - Oct 14
30 Jun 16
3.50%
2.11%
-2.07%
6.66%
11.45%
12.62%
5.19%
6.42%
8.25%
(11.31%)
May 15 - Jan 16
22 Jul 16
(0.99%)
0.78%
4.86%
12.64%
8.54%
-3.47%
7.52%
4.95%
8.16%
(13.57%)
Sep 11 - Jun 13
22 Jul 16
(0.01%)
(2.65%)
2.83%
19.48%
19.48%
3.66%
0.34%
8.14%
6.72%
(12.86%)
Jul 15 - Apr 16
30 Jun 16
0.16%
0.21%
0.84%
-0.38%
3.95%
11.05%
8.05%
4.97%
2.93%
(2.56%)
Feb 14 - May 14
30 Jun 16 (0.15%)
(5.39%)
7.61%
-0.21%
7.14%
-0.24%
2.33%
8.20%
(14.23%)
May 15 - Mar 16
(0.75%)
0.23%
-1.64%
1.85%
0.77%
0.49%
3.88%
3.03%
(3.81%)
Dec 13 - Jan 16
182.79
02 Aug 16 (0.84%)
(13.92%)
11.35%
6.78%
10.56%
19.44%
-12.63%
6.49%
11.14%
(16.50%)
May 08 - Oct 08
25
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/Global
GLADE BROOK GLOBAL
OFFSHORE FUND LTD CLASS-ANRPaul Hudson
30 Sep 11
HABROK LTD
Rahul Khanna
31 Mar 04
31 Jan 01
31 Oct 11
Q
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
$284M
May 16
1,298.08
$75M
Jun 16
290.46
$1'062M
May 16
735.42
$250M
Jun 16
160.31
$10'592M
Apr 16
681.56
$326M
Feb 16
119.70
$89M
Apr 16
99.47
$932M
Jul 16
167.21
$8'147M
Jul 16
469.03
$1'152M
Jul 16
263.51
$2'000M
Jan 16
1,626.08
$230M
Dec 15
1,030.94
$784M
May 16
490.70
$1'900M
Jun 16
1,038.96
31 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-1.36%
19.76%
13.1%
-6.77%
5.54%
9.56%
Max
Drawdown1
(10.75%)
Dec 15 - Feb 16
30 Jun 16
2.45%
(5.43%)
0.84%
7%
13.13%
6.27%
-14.36%
9.09%
14.62%
(37.31%)
May 08 - Jan 09
31 Jul 16
(2.65%)
3.16%
20.45%
12.63%
19.15%
16.28%
-2.98%
13.73%
16.43%
(33.75%)
Feb 09 - Jun 10
30 Jun 16 (0.88%)
0.31%
9.04%
6.56%
15.74%
16.75%
1.79%
10.64%
5.50%
(4.87%)
May 15 - Jan 16
31 Jul 16
(0.32%)
(13.50%)
16.84%
11.49%
33.26%
17.87%
-20.07%
13.64%
10.81%
(20.07%)
Dec 10 - Dec 11
22 Jul 16
1.25%
(4.13%)
1.28%
-2.22%
8.97%
13.27%
-1.94%
2.80%
5.02%
(8.65%)
Apr 15 - Jun 16
31 May 16
9.90%
(17.27%)
-1.47%
12.27%
8.69%
(0.19%)
17.74%
(34.83%)
May 15 - Apr 16
31 Jul 16
3.04%
(1.93%)
3.34%
8.23%
23.82%
11.78%
-18.03%
14.12%
12.60%
(30.15%)
Sep 87 - Oct 87
02 Aug 16
0.27%
(1.66%)
12.05%
8.44%
21.61%
7.45%
9.74%
12.67%
8.74%
(23.24%)
Oct 07 - Oct 08
02 Aug 16
0.51%
4.35%
6.38%
6.3%
13.37%
6.83%
27.16%
13.93%
9.19%
(7.61%)
Jan 15 - Apr 15
31 Jul 16
(3.33%)
(3.83%)
16.01%
8.51%
16.46%
15.46%
-14.85%
11.74%
11.22%
(30.04%)
May 08 - Nov 08
02 Aug 16
0.07%
(7.28%)
1.62%
5.11%
12.16%
-0.14%
-7.06%
0.58%
4.05%
(8.21%)
Jul 15 - Jul 16
29 Jul 16
(1.93%)
(13.90%)
12.48%
3.75%
26.37%
23.69%
-6%
14.88%
14.08%
(15.49%)
Apr 11 - Sep 11
31 Jul 16
0.50%
(7.17%)
10.19%
0.9%
23.02%
11.08%
-18.74%
15.74%
24.94%
(52.74%)
Jun 08 - Dec 08
26
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/Global
PASSPORT LONG SHORT
STRATEGY FUND
John Burbank
30 Jun 10
PASSPORT SPECIAL
30 Apr 08
OPPORTUNITIES FUND LTD CLASS
AA
John Burbank
HY
31 May 94
31 Jan 10
31 Dec 93
29 Feb 96
31 Jul 01
30 Nov 10
$1'000M
Jul 16
142.34
$401M
Jul 16
218.35
$359M
Jun 16
84.28
$19M
May 16
144.84
$530M
Feb 16
697.64
$390M
Feb 16
1,339.97
$100M
Feb 16
499.42
$98M
Apr 16
132.45
31 Dec 04
31 Oct 03
31 Oct 08
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-6.24%
19.89%
12.13%
-7.19%
5.97%
7.97%
Max
Drawdown1
(10.06%)
Apr 11 - Dec 11
31 Jul 16
0.40%
(12.40%)
17.81%
9.94%
45.5%
-5.67%
-19.91%
9.92%
26.46%
(43.24%)
Jun 08 - Nov 08
22 Jul 16
4.29%
(1.24%)
-3.08%
-2.67%
21.76%
17.44%
-13.51%
10.10%
12.23%
(30.48%)
Oct 07 - Feb 09
03 Aug 16
0.62%
2.61%
11.02%
0.29%
12.92%
6.59%
0.45%
5.85%
6.59%
(6.47%)
Feb 14 - Apr 14
31 Jul 16
2.85%
0.10%
4.95%
8.36%
36.28%
1.03%
-24.27%
11.88%
20.74%
(50.10%)
Apr 08 - Aug 12
31 Jul 16
3.40%
(3.55%)
0.92%
2.7%
18.09%
-0.88%
-17.2%
16.60%
17.28%
(37.25%)
Oct 07 - Feb 09
31 Jul 16
3.98%
(5.52%)
4.18%
4.63%
20.89%
8.13%
-20.97%
11.31%
17.30%
(56.02%)
Oct 07 - Feb 09
30 Jun 16 (1.18%)
(1.79%)
-1.98%
5.27%
16.09%
9.35%
-1.64%
5.16%
8.56%
(11.78%)
Feb 15 - Feb 16
Equity-Diversified/Japan
AKAMATSU FUND
Philip Kay
31 Jul 16
MTD
$52M
Jun 16
188.40
$448M
May 16
2,599.44
$309M
Apr 16
390.64
$110M
Feb 16
153.47
$299M
Jul 16
207.33
5.88%
21.71%
-3.45%
-0.85%
5.66%
7.56%
(12.18%)
Mar 12 - Oct 12
22 Jul 16
4.50%
(11.89%)
15.58%
2.91%
23.38%
4.89%
0.59%
7.53%
8.85%
(15.95%)
Nov 15 - Jun 16
29 Jul 16
7.04%
(15.94%)
18.6%
10.82%
82.11%
44.54%
7.42%
11.28%
20.08%
(55.47%)
Jan 06 - Oct 10
31 Jul 16
3.20%
(16.58%)
0.97%
0.41%
62.51%
31.05%
-8.33%
3.65%
20.11%
(35.57%)
Mar 08 - Jul 10
30 Jun 16 (2.68%)
(3.14%)
5.72%
15.2%
32.05%
17.83%
12.2%
9.97%
8.13%
(9.48%)
Jul 09 - Sep 10
27
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/Russia
FIREBIRD NEW RUSSIA FUND, LTD 30 Jun 96
- CLASS A
Harvey Sawikin & Ian Hague
$64M
Jun 16
1,722.15
28 Feb 05
30 Apr 05
M
M
THREADNEEDLE UK ABSOLUTE
ALPHA FUND
Chris Kinder & Mark Westwood
30 Sep 10
31 Jan 93
Q/Y
31 Jul 98
31 Jan 08
31 Dec 96
31 Dec 99
Q
Q
2015
$6'925M
Mar 16
262.31
$585M
Jun 16
232.44
$76M
Jun 16
60.32
$970M
Oct 15
135.03
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-34.59%
4.08%
11.42%
-14.62%
15.21%
37.70%
Max
Drawdown1
(81.79%)
4.01%
16.77%
3.87%
-0.47%
8.87%
5.82%
(10.72%)
May 07 - Mar 08
31 Jul 16
0.93%
1.60%
8.35%
6.93%
6.42%
4.27%
2.48%
7.78%
5.47%
(11.70%)
Jun 08 - Oct 08
30 Jun 16 (3.69%)
9.69%
-4.12%
-15.75%
63.79%
1.12%
-1.15%
10.15%
14.88%
(35.27%)
May 98 - Oct 98
03 Aug 16 (0.47%)
(4.20%)
7.19%
5.4%
10.7%
2.91%
4.22%
5.27%
4.26%
(5.26%)
Dec 15 - Jun 16
Equity-Diversified/USA
AJR INTERNATIONAL (BVI), INC. A/1
Alexander J. Roepers
YTD
Mar 98 - Sep 98
Equity-Diversified/UK
ALPHAGEN OCTANIS CLASS A
Ben Wallace & Luke Newman
31 Jul 16
MTD
$1'300M
Dec 15
1,018.42
$137M
Jun 16
4,629.69
$400M
Jun 16
201.53
$2'135M
Jun 16
10,767.64
$88M
Jun 16
267.60
$279M
Apr 16
762.29
$349M
Apr 16
392.92
29 Jul 16
-6.92%
20.33%
3.85%
-6%
10.38%
18.71%
(44.44%)
May 08 - Dec 08
02 Aug 16 (0.42%)
2.08%
-0.78%
2.76%
16.27%
6.17%
0.81%
9.62%
7.09%
(9.98%)
May 08 - Feb 09
31 Jul 16
0.11%
(4.69%)
2.63%
4.75%
11.59%
3.48%
-2.86%
5.76%
4.19%
(5.23%)
Apr 11 - Dec 11
31 Jul 16
4.50%
1.37%
-1.62%
5.04%
22.23%
9.24%
-6.89%
14.10%
15.47%
(39.02%)
May 08 - Feb 09
30 Jun 16
0.42%
6.92%
4.37%
3.42%
50.32%
15.2%
-8.95%
12.40%
13.15%
(20.35%)
Jun 15 - Jan 16
31 Jul 16
1.27%
(4.21%)
-1.12%
4.92%
8.88%
4.49%
-0.66%
10.92%
7.84%
(19.53%)
Apr 98 - Sep 98
31 Jul 16
(1.50%)
6.79%
-29.96%
-1.31%
22.28%
-14.08%
0.7%
8.60%
13.86%
(37.41%)
Aug 14 - Feb 16
28
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Equity-Diversified/USA
FJ CAPITAL FINANCIAL
OPPORTUNITY FUND LTD
Martin Friedman
31 Dec 07
31 Dec 00
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
$190M
Jun 16
271.03
$3'155M
Jun 16
550.16
Date
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
9.76%
25.15%
25.9%
14.77%
12.44%
13.41%
Max
Drawdown1
(27.44%)
May 08 - Feb 09
31 Jul 16
3.88%
(7.42%)
-18.12%
14.44%
42.9%
24.24%
-10.95%
11.56%
16.51%
(49.17%)
May 07 - Dec 08
133.71
$786M
Jun 16
4,175.43
$1'723M
Jun 16
193.44
$432M
Jun 16
MTD
31 Jul 16
4.90%
5.07%
-20.38%
7.51%
18.76%
7.66%
1.86%
14.34%
10.93%
(27.17%)
May 08 - Oct 08
0.94%
(7.17%)
18.12%
-4.9%
26.05%
1.73%
7.37%
10.52%
(12.58%)
Feb 14 - Apr 14
31 Jul 16
0.54%
(1.56%)
-4.91%
6.8%
17.07%
10.5%
-3.54%
8.42%
5.96%
(12.61%)
May 08 - Nov 08
31 Jul 16
0.87%
(3.06%)
-6.53%
11.31%
28.31%
16.41%
-4.37%
9.09%
8.35%
(15.01%)
May 15 - Feb 16
(9.61%)
-8.43%
21.72%
77.47%
31.53%
-17.77%
25.10%
24.99%
(60.15%)
Oct 07 - Feb 09
$161M
May 16
10.34
$376M
Apr 16
148.76
$1'400M
Feb 16
1,305.16
$2'575M
May 16
294.84
$470M
Jun 16
135.01
$126M
Jun 16
313.21
03 Aug 16 (0.10%)
3.19%
-4.21%
4.61%
1.39%
6.61%
(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
30 Jun 16 (5.33%)
(7.15%)
-10.05%
-1.89%
30.17%
27.99%
-1.46%
11.05%
14.59%
(40.57%)
May 07 - Feb 09
31 Jul 16
3.06%
16.80%
16.53%
13.84%
16.78%
8.29%
34.12%
10.32%
10.50%
(35.73%)
May 07 - Apr 09
02 Aug 16
0.02%
(3.94%)
5.37%
5.45%
14.28%
16.32%
-2.24%
4.49%
6.08%
(9.19%)
Apr 10 - Dec 11
31 Jul 16
2.10%
2.12%
12.97%
5.68%
10.38%
5.62%
8.91%
11.11%
10.26%
(14.88%)
Dec 07 - Mar 09
29
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Diversified/USA
SEMINOLE OFFSHORE FUND
Michael G. Messner, Paul C.
Shiverick
31 May 98
31 May 87
$682M
Jun 16
$1'091M
Jun 16
741.13
31 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
11.04%
23.18%
5.08%
-0.7%
11.65%
12.00%
Max
Drawdown1
(15.62%)
May 02 - Mar 03
(19.58%)
1.79%
4.64%
21.25%
-1.18%
-2.37%
12.92%
14.90%
(50.23%)
Feb 00 - Dec 02
Equity-Energy
Ytd Avg. 2016
48.21%
Equity-Energy/USA
DORSET ENERGY FUND, LTD CLASS A
David M. Knott, Donald Textor
31 Oct 00
$115M
May 16
33.58
31 Jul 16
-27.2%
29.76%
-6.43%
-1.27%
7.99%
25.62%
(70.37%)
Jun 14 - Feb 16
Equity-Financial
Ytd Avg. 2016
(13.91%)
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
391M
Jun 16
233.93
$96M
Jul 16
142.68
$739M
Jun 16
241.68
$3'683M
Jun 16
169.96
-11.47%
15.74%
4.84%
12.67%
6.71%
6.17%
(11.68%)
Nov 13 - Dec 14
02 Aug 16 (0.64%)
(6.20%)
10.31%
6.52%
5.76%
-0.75%
3.21%
4.69%
5.71%
(8.01%)
Nov 11 - Aug 12
30 Jun 16 (14.70%)
(20.77%)
14.57%
-6.79%
30.5%
24.94%
1.14%
5.76%
17.01%
(67.54%)
Dec 07 - Nov 08
30 Jun 16 (9.80%)
(27.88%)
8.16%
-1.68%
20.27%
20.41%
-12.53%
14.81%
16.99%
(63.22%)
Apr 98 - Mar 99
Equity-Healthcare
Ytd Avg. 2016
(10.84%)
Equity-Healthcare/Global
CCI HEALTHCARE PARTNERS LTD 31 Dec 00
Oliver Marti, CCI Healthcare Partners
$408M
Jun 16
318.01
$42M
Jun 16
170.11
31 Jul 16
7.67%
26.54%
6.56%
3.99%
7.70%
8.89%
(20.58%)
Mar 15 - Mar 16
30 Jun 16 (5.71%)
(16.15%)
5.39%
20.54%
59.69%
16.40%
23.27%
(28.85%)
Jul 15 - Feb 16
30
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Equity-Healthcare/Global
JENOP GLOBAL HEALTHCARE
FUND LTD SERIES A
David Chan
31 Oct 12
$167M
Jun 16
12.31
$506M
Oct 15
131.43
22 Jul 16
MTD
YTD
2015
2014
2013
2012
21.95%
27.17%
-0.45%
2011
Ann.
Return
Ann.
Volatility
5.74%
15.85%
Max
Drawdown1
(29.84%)
Jul 15 - Jun 16
02 Aug 16 (0.22%)
(4.81%)
-7.93%
7.41%
26.97%
5.51%
2.72%
4.29%
9.76%
(21.03%)
Mar 15 - Mar 16
Equity-Mid-Small Cap
Ytd Avg. 2016
(0.36%)
Equity-Mid-Small Cap/Europe
PELHAM LONG/SHORT SMALL CAP 31 Oct 14
FUND LTD
Ross Turner
31 Jul 03
426M
Jun 16
129.54
466M
Apr 16
287.21
$332M
Mar 16
29 Jul 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
16.80%
16.26%
(13.83%)
1.38%
(9.76%)
-1.67%
4.76%
11.79%
11.93%
2.39%
8.45%
7.46%
(21.47%)
Oct 07 - Feb 09
440.93
-2.54%
13.46%
12.7%
1.02%
11.03%
8.60%
(16.23%)
Jun 14 - Jun 16
Equity-Mid-Small Cap/USA
COOPER CREEK PARTNERS LLC
Robert Schwartz
3.41%
May 16 - Jun 16
Equity-Mid-Small Cap/UK
ALPHAGEN VOLANTIS FUND, LTD - 30 Apr 02
A (USD)
Rob Giles & Adam McConkey
$190M
Jul 16
210.81
$127M
May 16
164.40
$107M
Jun 16
2,244.02
$688M
Jun 16
2,434.77
$60M
Jun 16
2,480.48
$57M
Jun 16
310.09
31 Jul 16
2%
27.15%
9.93%
-13.51%
10.10%
10.41%
(22.12%)
Feb 11 - Sep 11
30 Jun 16 (0.60%)
1.25%
-13.46%
8.83%
26.65%
14.64%
-1.07%
16.82%
22.71%
(49.05%)
May 07 - Feb 09
31 Jul 16
1.83%
5.95%
-9.77%
3.63%
15.93%
9.43%
-4.99%
8.00%
7.45%
(13.18%)
Jun 15 - Jan 16
31 Jul 16
9.65%
4.13%
-17.34%
22.21%
79.39%
34.84%
-34%
17.94%
35.97%
(70.54%)
Feb 00 - Sep 02
31 Jul 16
3.60%
(0.29%)
-12.61%
12.36%
34.84%
24.02%
-9.02%
14.25%
15.26%
(50.33%)
Jun 07 - Apr 09
31 Jul 16
4.80%
(2.08%)
-6.76%
-3.87%
38.52%
17.18%
20.24%
10.66%
16.54%
(49.97%)
Jun 07 - Feb 09
31
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
20.3%
43.88%
27.75%
5.82%
19.28%
16.95%
Max
Drawdown1
Equity-Pharma-Biotech
Ytd Avg. 2016
(5.06%)
Equity-Pharma-Biotech/USA
PERCEPTIVE LIFE SCIENCES
OFFSHORE FUND LTD
Joseph Edelman
31 Jul 00
30 Jun 01
31 Oct 05
Q/Y
$1'268M
Apr 16
1,675.13
$42M
Feb 16
2,469.80
$3'408M
Feb 16
251.34
22 Jul 16
(24.43%)
Dec 07 - Nov 08
31 Jul 16
6.26%
1.41%
-5.08%
25.55%
20.95%
13.88%
-8.27%
6.17%
11.73%
(32.70%)
Oct 07 - Feb 09
30 Jun 16 (1.59%)
(10.74%)
5.56%
7.78%
18.57%
10.31%
1.89%
9.02%
8.79%
(15.79%)
Aug 08 - Dec 08
Equity-Technology
Ytd Avg. 2016
(0.46%)
Equity-Technology/Global
EXANE ARCHIMEDES FUND CLASS 30 Sep 06
A CAP
Gilles Lenoir and Csar Zeitouni
1'280M
Jul 16
$530M
Jun 16
3.84%
-0.19%
3.99%
5.80%
4.33%
(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%
475.68
30%
11.22%
0.65%
-0.21%
9.54%
11.67%
(19.91%)
May 08 - Nov 08
Equity-Utility
Ytd Avg. 2016
1.16%
Equity-Utility/Europe
CYGNUS UTILITIES,
INFRASTRUCTURE &
RENEWABLES
Cygnus Asset Management
30 Apr 06
$245M
Jul 16
1,884.33
28 Feb 13
$605M
Jul 16
2.98%
10.88%
-2.7%
6.42%
7.20%
(10.69%)
Nov 09 - Aug 11
Equity-Utility/Global
ELECTRON GLOBAL FUND, L.P.
Electron Capital Partners, LLC
4.09%
131.62
31 Jul 16
-2.84%
14.71%
8.36%
7.51%
(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%
7.70%
15.05%
Max
Drawdown1
Equity-Diversified
Ytd Avg. 2016
(2.75%)
Equity-Diversified/USA
MARCATO INTERNATIONAL LTD
Richard McGuire, Marcato Capital
Management LLC
30 Sep 10
$1'784M
Aug 15
154.22
31 Jul 16
(26.08%)
May 15 - Feb 16
Merger-Arbitrage
Ytd Avg. 2016
3.45%
Merger-Arbitrage/Global
TIG ARBITRAGE ENHANCED FUND 31 Dec 06
Drew Figdor
$148M
Jun 16
227.95
31 Jul 16
1.72%
13.34%
7.34%
6.85%
8.97%
7.72%
(10.97%)
Oct 07 - Oct 08
Multi-Strategy
Ytd Avg. 2016
0.85%
Multi-Strategy/Europe
CYGNUS EUROPA EVENT DRIVEN 30 Jun 10
FUND
Jose Luis Perez Esteve
31 Mar 11
$184M
Jun 16
2,159.76
$379M
Oct 15
106.74
$135M
Jun 16
143.92
ANDALUSIAN CORPORATE
OPPORTUNITIES FUND LP
Michael Reeber, Harrison M.
Wreschner
31 Jul 09
32.14%
9.47%
-0.26%
13.69%
10.01%
(15.90%)
Oct 11 - Jul 12
02 Aug 16
0.65%
(5.65%)
4.96%
-6.7%
14.37%
10.74%
-8.79%
1.23%
6.54%
(10.96%)
Apr 11 - Nov 11
30 Jun 16 (3.20%)
(3.09%)
17.54%
0.25%
17.1%
7.62%
9.32%
8.46%
(6.30%)
Dec 15 - Jan 16
Multi-Strategy/Global
AG SUPER FUND INTERNATIONAL, 30 Apr 93
LTD
Michael Gordon & Dave Kamin
22.57%
$443M
Jun 16
1,714.74
$127M
Apr 16
192.35
22 Jul 16
2.63%
16.86%
13.67%
-2.62%
9.04%
5.38%
(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
Date
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
1'590M
Jul 16
144.42
$7'738M
Apr 16
517.18
$91M
Apr 16
199.07
$1'656M
Apr 16
646.73
$955M
Jun 16
252.72
$140M
May 16
309.17
$219M
Jun 16
144.18
$174M
Jun 16
235.00
$113M
Jun 16
125.84
$2'058M
Jun 16
4,629.06
$3'967M
Apr 16
3,596.87
$900M
Jul 16
352.01
$3'946M
Jul 16
1,243.22
$2'640M
Jun 16
235.69
31 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
4.23%
11.56%
8.49%
-5.04%
7.09%
5.80%
Max
Drawdown1
(22.71%)
May 07 - Nov 08
22 Jul 16
0.64%
3.61%
1.68%
5.15%
10.24%
8.49%
1.59%
8.25%
3.66%
(11.22%)
Oct 07 - Nov 08
30 Jun 16
0.05%
(1.87%)
-8.8%
1.92%
11.65%
20.78%
-1.62%
8.98%
9.16%
(17.93%)
Jun 14 - Feb 16
31 Jul 16
6.70%
25.56%
-20.57%
-2.28%
18.9%
26.22%
2.09%
14.16%
16.84%
(43.83%)
May 07 - Dec 08
30 Jun 16
1.87%
(2.66%)
-14.14%
5.67%
15.74%
3.8%
-1.09%
7.44%
9.64%
(27.67%)
Jul 07 - Dec 08
31 Jul 16
5.88%
(2.49%)
12.44%
8.97%
26.85%
21.93%
12.4%
16.04%
13.69%
(20.31%)
Dec 08 - Feb 09
30 Jun 16 (2.23%)
1.71%
8.99%
1.31%
9.44%
11.94%
4.8%
6.99%
5.39%
(8.21%)
Mar 12 - Jun 12
29 Jul 16
3.10%
5.87%
4.31%
9.77%
18.26%
4.76%
-0.82%
8.62%
7.29%
(16.75%)
Aug 08 - Feb 09
30 Jun 16 (0.10%)
6.56%
16.55%
-3.49%
6.34%
8.94%
7.11%
(8.29%)
Sep 14 - Oct 14
31 Jul 16
0.30%
2.90%
-2.95%
-8%
48.63%
11.07%
-15.44%
11.14%
12.63%
(20.92%)
Mar 10 - Sep 11
31 Jul 16
2.40%
(15.48%)
-16.66%
37.24%
9.3%
12.39%
-2.03%
11.68%
14.81%
(39.81%)
Jul 15 - Mar 16
30 Jun 16 (0.23%)
4.50%
-7.2%
3.51%
18.08%
10.66%
1.94%
7.31%
6.60%
(29.14%)
May 07 - Nov 08
22 Jul 16
0.36%
0.43%
0.35%
10.04%
31.78%
9.11%
-1.73%
18.89%
13.46%
(21.93%)
Feb 08 - Apr 09
31 Jul 16
1.08%
4.30%
4.38%
10.52%
40.06%
0.9%
3.98%
8.43%
13.14%
(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
Jun 16
160.15
$507M
May 16
572.65
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
31 Jul 16
(0.42%)
4.70%
-1.31%
7.65%
15.74%
6.77%
-0.07%
7.13%
7.29%
(13.79%)
Jun 14 - Sep 15
31 Jul 16
1.65%
4.59%
-2.78%
6.16%
18.09%
11.38%
1.2%
12.70%
9.30%
(34.40%)
Jun 08 - Dec 08
35
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
MTD
YTD
2015
2014
2013
2012
18.54%
22.84%
-4.46%
2011
Ann.
Return
Ann.
Volatility
9.04%
10.55%
Max
Drawdown1
Fixed Income
Ytd Avg. 2016
3.76%
Fixed Income/Global
AXONIC SYSTEMATIC ARBITRAGE 31 Mar 12
OVERSEAS FUND LTD
Arnaud De Bevy
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
$76M
May 16
145.54
$2'100m
Jun 16
211.37
$1'700M
Jun 16
6,985.22
$9'268M
Jun 16
268.59
$181M
Jun 16
4,223.29
$787M
May 16
129.84
$83M
Jun 16
194.98
$1'333M
Aug 16
157.70
$890M
Jul 16
1,882.80
$292M
Aug 16
199.31
31 Jul 16
(10.45%)
May 15 - Jan 16
30 Jun 16 (2.56%)
(3.87%)
2.77%
3.78%
6.04%
14.73%
19.93%
7.97%
5.13%
(10.54%)
Jun 08 - Dec 08
22 Jul 16
2.50%
0.54%
-0.14%
5.23%
10.83%
34.27%
-13.5%
10.17%
9.22%
(20.93%)
Jan 08 - Feb 09
31 Jul 16
0.51%
3.58%
7.53%
8.15%
7.56%
0.43%
6.21%
9.54%
4.22%
(7.41%)
Feb 08 - Mar 08
29 Jul 16
0.73%
3.28%
1.65%
2.87%
13.44%
11.83%
9.03%
6.44%
10.53%
(54.77%)
Jan 08 - Nov 08
22 Jul 16
0.30%
7.55%
15.05%
4.93%
12.94%
2.41%
(0.15%)
Mar 15 - Apr 15
29 Jul 16
0.46%
2.16%
-2.61%
-4.09%
3.38%
4.47%
2.27%
8.09%
5.42%
(8.75%)
Oct 13 - Jun 15
31 Jul 16
0.99%
7.35%
13.55%
2.27%
7.96%
11.71%
4.89%
10.24%
5.69%
(7.68%)
Mar 12 - May 12
31 Jul 16
(0.71%)
(0.85%)
1.88%
-3.34%
2.51%
6.02%
8.37%
6.21%
3.92%
(6.61%)
May 13 - Aug 14
31 Jul 16
0.06%
3.38%
5.67%
-0.27%
3.36%
1.91%
6.58%
5.48%
8.30%
(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%
3.80%
4.51%
Max
Drawdown1
Arbitrage
Ytd Avg. 2016
(2.20%)
Arbitrage/Global
HSBC MAA FUND USD
15 Jun 95
HSBC Alternative Investments Limited
Q/M
$79M
Jun 16
219.60
15 Jul 16
(25.30%)
Jul 07 - Dec 08
Event Driven
Ytd Avg. 2016
(1.89%)
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
2,145.81
$30M
Jun 16
116.58
$56M
Jun 16
134.18
29 Jul 16
-0.44%
8.61%
5.91%
-12.46%
5.37%
6.45%
(23.23%)
Jun 08 - Dec 08
15 Jul 16
0.07%
(2.58%)
-0.53%
2.75%
9.19%
8.74%
-7.47%
3.63%
5.18%
(9.16%)
Feb 11 - Dec 11
15 Jul 16
0.46%
2.62%
-3.33%
4.75%
13.97%
20.63%
-3.5%
3.18%
9.37%
(35.45%)
Jun 08 - Mar 09
Macro
Ytd Avg. 2016
0.59%
Macro/Global
MASTERS FUND LTD MAGNOLIA
SERIES
Sean M. Doyle
31 Dec 96
$288M
Jun 16
5,347.51
22 Jul 16
1.97%
11.1%
1.49%
-0.36%
8.95%
8.29%
(9.96%)
Jul 98 - Oct 98
Multi-Strategy
Ytd Avg. 2016
(2.50%)
Multi-Strategy/Global
DIAMOND NEUTRAL FUND CLASS
A1
Elchanan Jaglom, Daniel Jaglom
31 Oct 02
$118M
Apr 16
181.72
1.42%
10.45%
2.61%
-1.97%
4.46%
4.11%
(14.18%)
Jun 08 - Dec 08
37
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Multi-Strategy/Global
GAM DIVERSITY I INC - US$ CLASS 31 Dec 89
David Smith
30 Apr 97
30 Nov 04
$212M
Jun 16
726.57
$419M
Jun 16
345.48
$2'046M
Jun 16
338.18
$2'046M
Jun 16
159.31
92M
Jun 16
91.17
29 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
0.19%
10.49%
6.67%
-3.44%
7.74%
7.73%
Max
Drawdown1
(19.64%)
Jan 94 - Jan 95
29 Jul 16
0.99%
0.54%
0.46%
4.08%
-0.45%
2.83%
-4.11%
6.65%
5.71%
(7.34%)
Apr 13 - Oct 13
15 Jul 16
0.52%
(1.53%)
3.51%
4.77%
8.51%
5.4%
-3.37%
6.24%
6.07%
(18.30%)
Jun 08 - Dec 08
15 Jul 16
0.95%
(4.34%)
5.03%
7.61%
15.12%
8.72%
-8.76%
4.09%
10.80%
(37.09%)
Jun 08 - Dec 08
27 Jul 16
0.55%
(5.72%)
-1.97%
-1.57%
7.25%
1.38%
-7.51%
(1.35%)
3.89%
(10.99%)
May 15 - Jun 16
Trading
Ytd Avg. 2016
8.10%
Trading/Global
HSBC TRADING ADVANTEDGE
31 Oct 05
FUND
HSBC Alternative Investments Limited
$54M
Jun 16
168.77
15 Jul 16
16.59%
-8.75%
-5.39%
-1.62%
5.01%
9.66%
(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%
15.47%
43.31%
Max
Drawdown1
Equity-Diversified
Ytd Avg. 2016
32.33%
Equity-Diversified/Emerging
RUSSIAN PROSPERITY FUND - A
Alexander Branis
31 Aug 96
$792M
Jun 16
170.31
28 Jul 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
19.64%
18.80%
Max
Drawdown1
Commodity
Ytd Avg. 2016
2.79%
Commodity/Global
ANDURAND COMMODITIES FUND
Pierre Andurand
31 Jan 13
31 May 04
31 Jan 08
M
M
$1'200M
Jun 16
1,488.58
$234M
Jun 16
599.52
$133M
Jun 16
168.10
31 Jul 16
(14.92%)
Jul 13 - Sep 14
31 Jul 16
0.00%
9.00%
-3.23%
59.33%
15.77%
-7.6%
-30.07%
15.85%
21.53%
(36.93%)
Dec 10 - Oct 11
30 Jun 16 (1.13%)
(4.72%)
-3.43%
4.06%
8.79%
4.98%
1.85%
6.36%
7.07%
(13.39%)
May 15 - Mar 16
Commodity-Systematic
Ytd Avg. 2016
12.40%
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
$102M
Jun 16
216.86
$77M
Jun 16
186.88
$225M
Jun 16
239.17
30 Jun 16
4.54%
13.28%
7.6%
2.87%
9.53%
8.76%
(12.55%)
Jun 13 - Jul 14
30 Jun 16 11.30%
23.60%
13.76%
32.91%
34.97%
22.26%
(13.02%)
Mar 15 - Jun 15
01 Aug 16
1.22%
6.58%
25.5%
28.09%
-7.65%
-15.24%
-5.62%
7.93%
12.36%
(30.96%)
Apr 11 - Nov 13
Currency
Ytd Avg. 2016
(0.16%)
Currency/Asia
DYMON ASIA MACRO FUND
(SERIES A)
Danny Yong
31 Jul 08
31 Jan 06
$3'320M
May 16
167.27
$90M
Jun 16
170.24
31 Jul 16
18.75%
5.19%
0.96%
20.11%
6.64%
11.09%
(13.69%)
Jul 08 - Sep 08
29 Jul 16
(0.93%)
(6.09%)
4.16%
8.72%
1.06%
0.86%
6.36%
5.20%
7.95%
(7.47%)
Aug 15 - Jul 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
$612M
Jul 16
965.45
$81M
May 16
112.62
$145M
Jun 16
199.40
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
8.27%
3.49%
17.64%
-4.62%
4.74%
10.33%
Max
Drawdown1
(13.52%)
Apr 10 - Aug 10
15 Jul 16
(0.24%)
6.41%
5.83%
9.01%
5.70%
(1.35%)
Aug 15 - Sep 15
29 Jul 16
(1.47%)
3.88%
7.91%
16.61%
-0.3%
7.42%
10.46%
8.46%
8.13%
(10.76%)
May 13 - Sep 13
Diversified
Ytd Avg. 2016
(1.38%)
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
$544M
Jun 16
2,014.57
$2'520M
Jun 16
248.09
$3'540M
Apr 16
150.07
$209M
Jun 16
153.03
$60M
Jun 16
156.26
29 Jul 16
31 Mar 06
31 Jul 03
31 Jan 01
Q
M
5.69%
12.15%
7.06%
3.11%
7.65%
4.94%
(5.92%)
Jan 14 - Jun 14
30 Jun 16 (0.20%)
(2.09%)
5.19%
3.55%
11.55%
4.41%
8.86%
8.04%
3.73%
(3.07%)
Jan 16 - Jun 16
31 Jul 16
1.12%
1.81%
1.76%
-1.21%
17.08%
21.23%
3.3%
7.77%
5.92%
(6.81%)
May 15 - Feb 16
30 Jun 16
0.50%
2.78%
-0.94%
9.95%
13.06%
20.91%
9.91%
4.62%
(4.45%)
May 15 - Feb 16
30 Jun 16 (1.87%)
(9.66%)
-5.14%
-3.1%
34.5%
7.26%
22.95%
5.62%
14.17%
(18.23%)
Jun 13 - Mar 16
Diversified/Emerging
FINISTERRE GLOBAL
OPPORTUNITY FUND
Darren Walker
$1'304M
Jun 16
233.45
$507M
Jun 16
240.27
$540M
Jul 16
770.45
30 Jun 16
11.35%
5.36%
7.75%
-5.97%
8.62%
6.99%
(18.02%)
Jun 08 - Oct 08
31 Jul 16
(0.12%)
(3.21%)
11.51%
-5.31%
2.71%
8.19%
-0.35%
6.97%
6.97%
(12.50%)
Jul 08 - Oct 08
29 Jul 16
0.86%
4.93%
4.69%
-3.49%
9.9%
13.55%
-5.7%
13.23%
13.25%
(33.00%)
Jun 08 - Nov 08
41
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Diversified/Emerging
PHARO GAIA FUND, LTD
Guillaume Fonkenell and Michael
Skarbinski
30 Nov 08
30 Nov 00
M
M
$1'229M
Jun 16
2,507.68
$447M
Jun 16
5,362.93
$829M
Jun 16
508.62
30 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 Mar 05
31 Jul 05
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
17.5%
6.73%
1.1%
8.26%
13.49%
12.59%
Max
Drawdown1
(14.76%)
30 Jun 16
8.04%
10.74%
-9.25%
12.47%
19.65%
0.69%
-2.68%
11.37%
10.96%
(17.68%)
15 Jul 16
0.76%
(1.50%)
-2.3%
6.64%
1%
14.01%
-11.83%
11.09%
10.98%
(31.78%)
May 08 - Feb 09
117.56
2'648M
May 16
106.88
$15'672M
Jun 16
299.30
$446M
Jun 16
2,778.20
$6'053M
Apr 16
922.65
$501M
May 16
223.24
$52M
Jun 16
255.61
$995M
Jun 16
2015
Aug 14 - Dec 15
$1'390M
Jul 16
$8'602M
Jun 16
YTD
May 13 - Jun 13
Diversified/Global
ATREAUS OVERSEAS FUND LTD
Atreaus Capital LP
MTD
31 Jul 16
9.07%
1%
0.27%
3.87%
7.63%
(6.08%)
Nov 15 - Jul 16
02 Aug 16 (0.13%)
(1.74%)
4.07%
4.08%
3.15%
3.87%
(2.88%)
Nov 15 - Mar 16
30 Jun 16
0.94%
(1.15%)
-1.96%
-0.79%
2.68%
3.93%
12.15%
8.62%
6.73%
(8.80%)
Apr 13 - May 16
30 Jun 16 (1.07%)
(1.37%)
5.3%
-4.66%
9.65%
28.12%
3.44%
14.77%
7.70%
(12.56%)
Jun 14 - Jan 15
02 Aug 16
0.66%
0.14%
3.53%
-1.38%
18.16%
1.96%
0.7%
12.06%
7.53%
(7.37%)
Jun 07 - Aug 07
29 Jul 16
(0.50%)
1.14%
1.04%
6.19%
5.39%
15.64%
10.75%
11.04%
8.77%
(10.38%)
Jan 09 - Feb 09
29 Jul 16
(0.20%)
(7.33%)
6.45%
9.48%
-0.01%
-1.72%
12.11%
7.02%
19.78%
(31.94%)
Feb 08 - Sep 08
89,987.25 30 Jun 16
1.54%
8.81%
22.72%
2.91%
19.44%
2.73%
5.54%
21.55%
9.89%
(7.83%)
Oct 07 - Apr 08
152.45
22 Jul 16
2.63%
0.45%
2.51%
7.77%
6.14%
-4.69%
0.98%
3.91%
10.56%
(32.77%)
Oct 07 - Feb 09
42
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
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
$384M
Jun 16
220.66
$60M
Jun 16
7,894.80
$548M
Jun 16
205.42
$1'643M
Jul 16
452.26
$2'051M
Jul 16
237.94
$2'037M
Jun 16
271.50
$97M
Jun 16
137.24
6'320M
Jul 16
154.90
$460M
May 16
164.92
$137M
Aug 15
1,275.29
$614M
Jun 16
98.30
$2'270M
Jun 16
298.77
$699M
Jun 16
2,550.64
26 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
4.72%
-0.11%
14.71%
-6.73%
6.54%
7.21%
Max
Drawdown1
(12.25%)
Mar 11 - Sep 11
26 Jul 16
(1.24%)
(4.78%)
0.54%
5.1%
-2.83%
0.29%
-0.95%
15.62%
12.88%
(13.45%)
Dec 87 - Apr 88
30 Jun 16
0.76%
2.31%
12.42%
6.19%
23.95%
48.41%
-13.11%
13.75%
15.71%
(20.66%)
Apr 11 - Sep 11
02 Aug 16 (0.59%)
0.11%
1.32%
10.41%
10.5%
9.29%
4.54%
11.51%
9.58%
(13.31%)
May 07 - May 08
02 Aug 16 (0.43%)
(0.59%)
-0.27%
6.53%
7.57%
7.8%
6.66%
9.80%
10.10%
(30.81%)
May 07 - Jun 08
02 Aug 16 (0.21%)
(0.46%)
-0.35%
3.18%
3.63%
3.83%
3.56%
5.45%
5.06%
(14.81%)
May 07 - Jun 08
31 Jul 16
(0.73%)
(4.25%)
3.43%
8.27%
-8.34%
23.45%
-8.95%
5.17%
11.71%
(18.17%)
Aug 12 - Feb 14
03 Aug 16 (0.26%)
1.75%
10.43%
13.75%
16.29%
2.71%
-5.09%
5.76%
7.32%
(21.35%)
Oct 07 - Feb 09
02 Aug 16
0.19%
(5.68%)
-1.32%
2.53%
9.34%
5.37%
0.08%
4.13%
9.13%
(34.17%)
Jan 08 - Dec 08
30 Jun 16
2.23%
(0.14%)
11.89%
-1.12%
1.21%
-2.53%
4.79%
2.32%
8.69%
(31.90%)
Jan 07 - Oct 08
30 Jun 16 (0.36%)
(3.08%)
0.82%
-3.62%
4.36%
(0.59%)
7.02%
(11.22%)
Mar 15 - Mar 16
30 Jun 16 (0.20%)
(1.94%)
0.66%
-2.17%
7.11%
6.89%
11.43%
7.61%
5.32%
(7.51%)
Mar 15 - Mar 16
31 Jul 16
(1.58%)
(7.05%)
1.44%
13.66%
23.84%
-0.76%
-35.04%
6.74%
17.38%
(36.99%)
Dec 10 - May 12
43
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
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
59,434.66
$7'500M
Feb 16
14,363.15
$111M
Jul 16
149.50
$4'351M
Jun 16
3,341.24
$1'397M
Jun 16
2,532.33
$309M
Jun 16
194.92
$10M
Jun 16
113.41
$403M
Jun 16
116.28
$689M
Jul 16
480.82
658M
May 16
9.94
$190M
Apr 16
6,551.84
21 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
1.74%
17.02%
8.82%
-2.21%
16.62%
11.36%
Max
Drawdown1
(18.45%)
Jan 94 - Feb 95
21 Jul 16
0.35%
(3.92%)
3.12%
5.54%
13.49%
9.01%
-2.57%
12.29%
8.08%
(14.47%)
Jan 94 - Feb 94
30 Jun 16 (2.26%)
0.81%
8.15%
-7.94%
7.16%
-6.72%
3.17%
4.81%
13.13%
(25.48%)
Sep 08 - Oct 08
30 Jun 16
3.37%
4.56%
3.57%
8.23%
18.51%
12.53%
-7.83%
11.40%
8.41%
(9.64%)
Jun 08 - Nov 08
30 Jun 16 (0.79%)
(1.24%)
4.54%
5.86%
-0.44%
12.01%
1.82%
6.73%
8.00%
(25.88%)
May 08 - Nov 08
15 Jul 16
0.05%
(1.47%)
17.03%
8.37%
4.65%
6.19%
-10.43%
8.29%
11.08%
(17.36%)
Jun 08 - Nov 08
31 Jul 16
(0.23%)
(12.06%)
-9.67%
5.19%
9.3%
5.55%
17.65%
2.35%
10.24%
(22.69%)
Feb 15 - Jul 16
30 Jun 16
2.11%
3.90%
-5.47%
17.22%
1%
5.64%
5.94%
(7.18%)
Jan 15 - Dec 15
31 Jul 16
(3.70%)
(14.01%)
5.41%
1.72%
18.27%
-3.89%
5.34%
9.82%
14.96%
(36.03%)
Dec 04 - May 07
29 Jul 16
(0.19%)
(8.64%)
8.32%
-1.12%
(0.84%)
5.75%
(8.64%)
Dec 15 - Jul 16
31 Jul 16
1.55%
(5.86%)
-0.58%
-8.57%
7.65%
4.27%
-14.09%
7.17%
13.87%
(27.05%)
Jan 94 - Jan 95
(0.26%)
(0.41%)
$1'330M
Jun 16
(1.42%)
1,138.19
29 Jul 16
(2.22%)
1.42%
3.47%
14.29%
6.27%
4.92%
6.57%
(5.63%)
Mar 15 - May 16
(2.97%)
0.45%
2.65%
13.99%
5.41%
2.17%
17.66%
18.08%
(17.07%)
Apr 92 - Jul 92
(2.91%)
0.56%
0.15%
13.2%
2.82%
3.22%
6.83%
(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%
3.02%
9.00%
Max
Drawdown1
Fixed Income
Ytd Avg. 2016
(1.33%)
Fixed Income/Global
MARKHAM RAE I SUB FUND
Christopher Brandt
30 Sep 11
$214M
Jun 16
11.52
30 Jun 16
(19.31%)
May 13 - Jul 14
Systematic
Ytd Avg. 2016
12.58%
Systematic/Global
EAGLE QUANTITATIVE MACRO
Eagle Trading Systems Inc.
(Menachem Sternberg)
30 Sep 06
31 Mar 08
30 Nov 09
31 Mar 05
30 Jun 06
30 Sep 06
M
M
$299M
Jul 16
175.65
$78M
Apr 16
165.87
$79M
Apr 16
453.91
$109M
May 16
175.60
$466M
May 16
240.93
$1'311M
Jul 16
1,029.04
31 Jul 16
11.34%
-10.32%
8.57%
4.2%
5.89%
13.64%
(22.33%)
May 12 - Apr 14
30 Jun 16
3.35%
3.92%
-4.99%
11.69%
5.5%
9.42%
6.81%
6.32%
6.10%
(9.63%)
Jun 09 - Aug 09
30 Jun 16 (3.06%)
2.92%
31.61%
12.47%
-9.29%
38.83%
52.2%
25.82%
22.76%
(17.34%)
Jan 11 - Mar 11
31 Jul 16
(0.73%)
15.89%
2.59%
7.45%
4.98%
-1.39%
-6.26%
5.96%
9.30%
(13.92%)
Mar 06 - Aug 06
31 Jul 16
(2.87%)
7.19%
4.39%
14.65%
1.16%
9.6%
-8.05%
9.19%
10.66%
(12.22%)
Oct 10 - Sep 11
31 Jul 16
2.57%
44.04%
-18.26%
29.36%
9.16%
39.46%
32.9%
26.73%
30.15%
(44.65%)
Feb 08 - Oct 08
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%
15.77%
24.10%
Max
Drawdown1
Currency
Ytd Avg. 2016
0.19%
Currency/Global
DACHARAN HIGH EXPOSURE
Dacharan
30 Apr 08
29 Feb 04
30 Sep 03
$85M
Apr 16
3,309.36
$33M
Jun 16
127.92
$156M
May 16
333.94
$92M
May 16
216.32
(26.75%)
Jul 11 - Aug 14
28 Jul 16
1.52%
(15.50%)
13.03%
58.05%
-11.24%
1.13%
-20.46%
11.71%
23.83%
(31.58%)
Apr 11 - Jun 12
15 Jul 16
(0.39%)
10.90%
0.87%
18.72%
-30.11%
-30.43%
12.54%
10.23%
28.62%
(62.89%)
Jul 08 - Oct 08
15 Jul 16
(0.28%)
4.38%
-1.06%
7.42%
-17.32%
-17.33%
5.7%
6.21%
11.37%
(33.53%)
Jan 12 - Sep 14
Systematic
Ytd Avg. 2016
4.58%
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
1.57
$4'500M
Mar 16
1.31
$4'600M
Mar 16
1.45
$45M
Jun 16
114.92
$801M
Jun 16
422.44
$370M
Apr 16
192.90
$4'400M
Jun 16
327.28
29 Jul 16
20.31%
16.92%
23.53%
10.53%
14.48%
12.15%
(13.16%)
Jun 08 - Oct 08
29 Jul 16
0.83%
1.39%
1.51%
22.83%
-1.51%
-0.06%
-2.76%
12.16%
12.20%
(12.29%)
Oct 01 - Feb 02
29 Jul 16
1.11%
0.17%
-2.68%
33.79%
-3.05%
-2.22%
-5.9%
12.72%
16.50%
(19.53%)
Oct 01 - Apr 02
31 Jul 16
1.59%
(7.91%)
7.87%
15.69%
6.89%
23.63%
(25.08%)
Feb 16 - May 16
02 Aug 16 (0.82%)
(2.38%)
7.88%
32.04%
-4.44%
-10.66%
4.51%
8.49%
15.92%
(22.19%)
Feb 12 - Mar 14
31 Jul 16
1.20%
5.53%
-1.43%
10.81%
2.09%
-3.33%
1.83%
6.61%
11.25%
(15.21%)
Apr 11 - Apr 14
31 Jul 16
2.96%
3.06%
3.44%
12.68%
-11.5%
0.02%
0.32%
10.08%
14.16%
(22.05%)
Apr 11 - Jan 14
46
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
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
31 Jul 15
30 Sep 02
M
D
$50M
Jun 16
2,196.91
$18M
Jun 16
4,555.80
$17M
Jun 16
3,934.98
$2'700M
Jul 16
2,055.12
$175M
Apr 16
2,654.99
$498M
Jun 16
6,539.93
$2'278M
May 16
132.88
$130M
Jun 16
96.31
$314M
Jun 16
1,336.13
$303M
Jun 16
188.87
$76M
Oct 15
144.89
$370M
Jul 16
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
14.33%
13.23%
-3.99%
-8.75%
9.17%
11.57%
Max
Drawdown1
(14.56%)
Feb 08 - Apr 12
02 Aug 16 (0.65%)
0.36%
-2.99%
19.92%
12.57%
4.45%
-2.92%
8.54%
13.23%
(21.17%)
Jun 07 - Jan 10
02 Aug 16 (0.73%)
4.33%
1.29%
14.37%
11.33%
1.85%
1.83%
6.89%
11.39%
(22.92%)
Jun 07 - Aug 07
31 Jul 16
3.02%
9.83%
-8.24%
39.32%
-27.65%
15.32%
12.84%
8.11%
17.99%
(34.86%)
Apr 13 - Apr 14
02 Aug 16 (0.70%)
26.99%
2.28%
4.21%
-6.62%
-33.44%
-6.08%
5.82%
20.23%
(56.11%)
Jul 09 - Mar 13
31 Jul 16
0.15%
13.84%
-1.74%
8.67%
2.2%
15.53%
-1.93%
10.72%
15.39%
(16.71%)
Oct 98 - Jun 99
29 Jul 16
1.05%
0.42%
-0.06%
14.41%
6.63%
-3.96%
4.85%
4.78%
8.24%
(8.26%)
Mar 15 - May 16
01 Aug 16 (0.17%)
(2.06%)
-3.27%
21.93%
6.14%
4.09%
5.56%
10.37%
(17.98%)
Mar 15 - Apr 16
29 Jul 16
1.18%
6.03%
8.36%
15.4%
-10.32%
-13.88%
21.95%
10.89%
15.55%
(34.56%)
Jun 94 - Oct 95
30 Jun 16 12.34%
11.52%
9.66%
35.08%
33.42%
-18.27%
4.85%
12.25%
25.30%
(27.38%)
Aug 11 - Oct 12
02 Aug 16 (0.91%)
5.16%
9.14%
24.18%
33.48%
-20.2%
-4.56%
7.82%
18.68%
(27.86%)
Aug 11 - Oct 12
758,716.52 31 Jul 16
(3.89%)
(3.92%)
-9.55%
-1.04%
-15.88%
8.1%
8.82%
10.21%
22.91%
(38.48%)
Apr 13 - May 16
$696M
Aug 16
101.98
$1'475M
Jul 16
4,460.59
31 Jul 16
2.55%
3.17%
-1.16%
1.96%
8.36%
(6.22%)
Feb 16 - May 16
29 Jul 16
1.15%
5.76%
-1.34%
12.36%
1.62%
2.83%
28.7%
11.41%
11.36%
(17.42%)
Mar 08 - Oct 08
47
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Systematic/Global
FORT GLOBAL DIVERSIFIED
Yves Balcer, Sanjiv Kumar
30 Sep 93
30 Jun 99
31 Jan 95
31 Dec 00
30 Sep 06
31 Aug 13
31 May 01
W
M
KEYNES LEVERAGED
31 Dec 04
QUANTITATIVE STRATEGIES FUND
CLASS B SERIE 2
Sushil Wadhwani,
31 May 15
MILLBURN DIVERSIFIED
PROGRAM
Millburn Ridgefield Corporation
31 Jan 77
$421M
Jul 16
28,532.00
$833M
Jun 16
379.54
$2'832M
Jul 16
426.61
$2'835M
Jun 16
280.33
$6'173M
Jun 16
242.07
$1'950M
Jun 16
162.79
$1'026M
Aug 16
650.66
$311M
Jun 16
114.66
$780M
Jun 16
99.60
$2'309M
Jun 16
6,165.20
$387M
Jun 16
219.75
$849M
Feb 16
29 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
19.02%
-4.68%
7.12%
39.93%
15.80%
18.66%
Max
Drawdown1
(26.56%)
May 99 - Sep 00
02 Aug 16 (0.81%)
(1.23%)
0.27%
15.91%
13.72%
-0.07%
-9.85%
8.11%
11.84%
(17.90%)
Apr 11 - Nov 12
02 Aug 16 (0.95%)
(2.17%)
0.34%
17.71%
10.04%
-4.91%
-13.12%
6.97%
12.06%
(20.70%)
Apr 11 - Nov 12
02 Aug 16 (1.41%)
(2.49%)
1%
27.43%
15.25%
-7.15%
-18.64%
10.21%
18.76%
(29.84%)
Feb 04 - Apr 05
02 Aug 16 (0.96%)
(1.53%)
5.13%
22.4%
8.44%
4.21%
-0.1%
9.39%
10.58%
(10.35%)
May 15 - May 16
31 Jul 16
1.45%
4.19%
14.91%
32.59%
2.55%
18.18%
15.14%
(11.34%)
Feb 16 - May 16
31 Jul 16
1.70%
(1.58%)
15.06%
61.95%
-10.66%
-17.47%
-2.74%
13.13%
18.61%
(34.79%)
Feb 11 - Sep 13
31 Jul 16
2.16%
(0.28%)
2.28%
15.91%
-3.01%
7.19%
-4.95%
7.55%
11.99%
(12.45%)
Apr 06 - Sep 06
29 Jul 16
(0.15%)
0.91%
-1.3%
(0.34%)
4.41%
(3.18%)
Apr 16 - May 16
02 Aug 16 (1.46%)
11.74%
-8.73%
27.03%
11.1%
-6.71%
-2.25%
11.83%
14.40%
(16.88%)
Mar 15 - Dec 15
02 Aug 16 (2.20%)
17.52%
-13.76%
42.18%
16.7%
-10.82%
-4.08%
10.00%
22.68%
(24.98%)
Mar 15 - Dec 15
14.47%
5.57%
17.65%
-6.02%
-5.5%
-6.39%
15.10%
17.86%
(25.65%)
May 89 - Oct 89
48
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Systematic/Global
QMS DIVERSIFIED GLOBAL
MACRO
QMS CAPITAL MANAGEMENT LP
31 May 10
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
$2'860M
Jul 16
184.61
$792M
Jun 16
271.76
$65M
Jul 16
316.21
$331M
Aug 16
101.44
$2'224M
Apr 16
20,064.32
$149M
Jun 16
2,697.23
$298M
Jun 16
5,752.83
$888M
Apr 16
2,945.71
$143M
Jul 16
258.99
$520M
Jun 16
1,748.05
$12'500M
Jul 16
1,033.03
31 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
17.14%
22.88%
11.04%
1.5%
10.44%
12.32%
Max
Drawdown1
(14.12%)
Mar 15 - May 16
03 Aug 16 (3.00%)
(5.19%)
4.22%
14.86%
9.31%
-22.39%
-16.7%
4.89%
18.83%
(52.73%)
Nov 08 - Oct 12
29 Jul 16
0.76%
(2.66%)
0.9%
57.24%
-5.95%
-20.11%
-7.77%
7.73%
19.06%
(37.70%)
Dec 08 - Sep 13
31 Jul 16
(1.05%)
(9.37%)
3.18%
12.26%
1.84%
-0.15%
-4.97%
0.28%
11.88%
(13.97%)
Mar 15 - May 16
29 Jul 16
2.20%
8.76%
3.21%
7%
7.57%
3.53%
4.55%
12.43%
4.94%
(7.75%)
Jun 07 - Aug 07
31 Jul 16
0.42%
(0.40%)
-6.78%
22.7%
7.76%
-6.33%
-21.27%
15.70%
21.74%
(36.53%)
May 03 - Jan 05
29 Jul 16
5.33%
25.91%
-8.81%
36.15%
-0.01%
4.89%
-20.93%
14.02%
27.73%
(34.25%)
Feb 09 - Jan 10
31 Jul 16
4.99%
13.64%
15.02%
25.56%
14.07%
4.23%
2.33%
16.67%
8.74%
(9.85%)
Apr 11 - Sep 11
29 Jul 16
2.32%
16.99%
-1.91%
34.01%
-5.73%
-8.12%
-14.44%
8.13%
14.33%
(33.18%)
Feb 11 - Sep 13
03 Aug 16 (1.07%)
(1.80%)
0.74%
17.26%
14.56%
-8.31%
3.83%
5.24%
11.00%
(14.61%)
Jun 08 - Jul 09
03 Aug 16 (0.94%)
0.10%
0.93%
13.87%
9.4%
-3.56%
6.29%
13.18%
16.26%
(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%
14.94%
12.07%
Max
Drawdown1
Discretionary
Ytd Avg. 2016
(2.07%)
Discretionary/Asia
AMAZON MARKET NEUTRAL FUND 31 Aug 05
CLASS A USD
Philip King
$279M
Jun 16
452.45
Discretionary/Europe
OYSTER MARKET NEUTRAL EUR
Syz Asset Management S.A.
31 Jul 09
261M
Mar 15
166.82
02 Aug 16
31 Oct 07
31 Aug 14
$814M
Jun 16
323.49
$1'172M
Jul 16
196.29
$3'309M
Apr 16
138.15
$113M
Jun 16
150.90
31 Jul 16
30 Apr 02
30 Apr 09
02 Aug 16
31 Mar 08
6.4%
-6.15%
1.53%
4.44%
(8.93%)
1.57%
8.26%
9.2%
-4.11%
7.14%
5.51%
(10.73%)
0.07%
4.95%
19%
13.34%
18.78%
15.02%
3.18%
8.00%
6.28%
(15.98%)
02 Aug 16
0.10%
(0.53%)
7.97%
6.39%
7.58%
6.07%
3.46%
3.83%
4.25%
(11.63%)
Jun 08 - Oct 08
29 Jul 16
(0.70%)
13.93%
24.5%
6.39%
24.00%
8.67%
(3.30%)
Mar 15 - Apr 15
$185M
Jun 16
242.45
$330M
Jun 16
153.17
843M
Apr 16
10.72%
Jun 08 - Nov 08
29 Jul 16
4.6%
9.16%
-3.55%
-0.13%
6.41%
4.61%
(7.20%)
Jul 11 - Dec 12
29 Jul 16
2.93%
(8.35%)
3.19%
9.46%
19.7%
-6.6%
-0.5%
6.06%
8.78%
(14.55%)
Jun 15 - Jun 16
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 - Apr 16
Discretionary/Global
BLACK DIAMOND RELATIVE VALUE 31 Jul 99
LTD -C-Shs
Clint Carlson
(20.20%)
Jun 08 - Dec 08
1.23
03 Aug 16
0.6%
2.8%
3.47%
2.29%
2.44%
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
124.60
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-3.98%
10.09%
4.08%
11.24%
2.75%
4.82%
Max
Drawdown1
(9.96%)
Sep 09 - Dec 10
Diversified
Ytd Avg. 2016
12.36%
Diversified/Global
RENAISSANCE INSTITUTIONAL
DIVERSIFIED ALPHA FUND INTL.
L.P.,A
Renaissance Technologies LLC
28 Feb 12
$2'573M
May 16
154.69
31 Jul 16
11.39%
7.07%
-0.67%
10.36%
11.29%
(8.40%)
Mar 13 - Sep 13
Equity Diversified
Ytd Avg. 2016
(4.41%)
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
$659M
Jun 16
112.99
$1'300M
Jun 16
1,763.79
30 Sep 10
30 Nov 04
3.78%
7.13%
2.92%
9.6%
2.08%
5.96%
(16.76%)
Jul 15 - Jun 16
22 Jul 16
1.60%
(5.80%)
-8.11%
10.4%
9.04%
4.41%
9.11%
6.99%
6.40%
(15.74%)
May 15 - Jun 16
Equity Diversified/Europe
BLACKROCK EUROPEAN
DIVERSIFIED EQUITY A.R.F SHARE CLASS D
Robert Fisher/Simon Weinberger
612M
Sep 15
129.67
348M
May 16
286.05
$819M
Jun 16
109.98
5.2%
4.9%
16.13%
-0.35%
-4.05%
4.00%
5.43%
(13.12%)
Mar 11 - May 12
29 Jul 16
1.89%
(8.16%)
18.3%
3.54%
15.83%
16.66%
2.91%
9.43%
8.82%
(25.03%)
Jun 08 - Apr 09
29 Jul 16
(0.05%)
(5.40%)
6.91%
-6.26%
7.23%
6.19%
1.87%
1.89%
5.01%
(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
$665M
Jun 16
132.45
Date
2015
2014
2013
2012
9.62%
12.78%
5.11%
31 Oct 11
YTD
2011
Ann.
Return
Ann.
Volatility
7.60%
4.63%
Max
Drawdown1
(4.57%)
Jan 16 - Apr 16
Equity Diversified/Global
MITRA CAPITAL MASTER FUND LP 30 Sep 12
David Lander
MTD
$76M
Jun 16
156.72
$1'066M
Apr 16
1,475.78
30 Jun 16
-12.55%
17.04%
3.55%
12.73%
20.52%
(20.68%)
Feb 14 - Dec 14
31 Jul 16
0.21%
(0.49%)
14.99%
10.09%
11.25%
4.03%
1.23%
8.53%
5.39%
(4.45%)
May 16 - Jun 16
Multi-Strategy
Ytd Avg. 2016
1.19%
Multi-Strategy/Asia
LIM ASIA MULTI-STRATEGY FUND
CLASS A
George W. Long
31 Dec 95
$969M
Jun 16
39.89
22 Jul 16
$2'222M
May 16
4.12%
5.63%
3.57%
-0.23%
6.96%
5.58%
(15.79%)
Feb 08 - Nov 08
Multi-Strategy/Global
HUDSON BAY INTERNATIONAL
31 May 06
FUND LTD
Hudson Bay Capital Management LP
230.72
30 Jun 16
-2.08%
7.9%
11.37%
4.31%
8.64%
4.90%
(6.11%)
Feb 14 - Nov 15
Statistical Arbitrage
Ytd Avg. 2016
(2.03%)
Statistical Arbitrage/Global
A.R.T. INTERNATIONAL INVESTOR 28 Feb 07
(BVI) Ltd
Aaron Sosnick
28 Feb 05
$854M
Jun 16
242.67
$803M
May 16
286.02
31 Jul 16
9.83%
4.91%
5.67%
7.88%
9.86%
7.16%
(10.48%)
Jul 07 - Aug 07
31 Jul 16
1.36%
(2.93%)
11.41%
12.14%
13.28%
3.64%
15.2%
9.63%
4.40%
(11.91%)
Jun 08 - Sep 08
Systematic
Ytd Avg. 2016
(5.70%)
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
1,573.62
31 Jul 02
31 Oct 07
31 Dec 13
M/Q
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
6.55%
20.08%
3.49%
-3.11%
8.73%
8.16%
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
$1'047M
Jun 16
1,997.33
$774M
Feb 16
164.32
$53M
Apr 16
1,264.00
-0.67%
8.02%
9.41%
24.92%
5.09%
7.52%
(25.15%)
Jun 08 - Sep 09
31 Jul 16
1.38%
(6.84%)
7.9%
10.4%
12.57%
-2.49%
-1.42%
5.84%
7.16%
(9.96%)
Apr 11 - Sep 11
30 Jun 16 (2.87%)
(1.96%)
9.66%
19.88%
10.69%
10.42%
(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%
12.83%
10.33%
Max
Drawdown1
Merger-Arbitrage
Ytd Avg. 2016
3.22%
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
186.68
$470M
Jul 16
1,271.14
$32M
Apr 16
38.33
31 Jul 16
31 Aug 89
$138M
Apr 15
0.99%
4.50%
11.78%
5.91%
5.56%
5.34%
8.94%
15.55%
5.90%
(5.77%)
Oct 07 - Dec 07
30 Jun 16 (0.94%)
2.37%
8.52%
-8.29%
-5.17%
2.36%
4.6%
6.72%
9.40%
(34.07%)
Oct 07 - Feb 09
Merger-Arbitrage/USA
GABELLI ASSOCIATES LIMITED
Mario Gabelli
(11.84%)
May 12 - Oct 12
650.77
31 Jul 16
2.09%
3.12%
2.55%
3.03%
7.20%
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
2011
Ann.
Return
Ann.
Volatility
(1.88%)
4.67%
Max
Drawdown1
Credit
Ytd Avg. 2016
(1.24%)
Credit/Europe
CAIRN STRATA CREDIT FUND
Cairn Capital Limited
31 Dec 14
31 Jan 12
31 Oct 08
M
M
60M
Jun 16
97.20
$513M
Mar 16
136.10
190M
Jul 16
447.29
31 May 04
$1'323M
Jun 16
(7.21%)
May 15 - Feb 16
30 Jun 16 (0.16%)
(4.34%)
2.48%
7.89%
20.57%
6.72%
7.23%
4.21%
(6.71%)
May 15 - Feb 16
31 Jul 16
(0.70%)
1.85%
1.79%
1.59%
12.47%
25.15%
-9.8%
21.31%
16.26%
(16.68%)
Oct 10 - Jan 12
Credit/Global
CANYON BALANCED FUND LTD
M.R. Julis & J.S. Friedman
3,312.75
30 Jun 16
6.16%
19.99%
20.52%
-4.57%
10.41%
9.84%
(30.14%)
Oct 07 - Nov 08
Diversified
Ytd Avg. 2016
0.10%
Diversified/Asia
PHALANX JAPAN AUSTRALASIA
MULTI-STRATEGY FUND LTD
Christopher S. McGuire
31 Mar 05
30 Nov 07
$42M
Jun 16
1,512.08
$1'758M
Jun 16
387.08
22 Jul 16
30 Jun 99
$950M
Jun 16
31 Jul 16
30 Jun 06
31 Jan 08
28 Feb 11
M
Q
M
12.82%
11.48%
4.79%
27.12%
24.87%
(30.13%)
0.57%
2.48%
29.51%
34.88%
-1.68%
4.81%
40.75%
16.89%
9.79%
(10.16%)
May 13 - Mar 14
2,189.66
15 Jul 16
-3.57%
3.4%
20.68%
-9.29%
19.84%
11.51%
(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
1.06
4'519M
Jun 16
173.16
$7'600M
Apr 16
149.20
29 Jul 16
16.5%
2.64%
2.6%
-5.83%
5.99%
8.95%
(10.63%)
Dec 08 - Jan 10
29 Jul 16
0.11%
(1.60%)
6.13%
2.89%
8.58%
5.6%
0.12%
6.67%
4.10%
(3.99%)
Apr 11 - Sep 11
22 Jul 16
0.09%
(3.92%)
5.93%
13.73%
20.85%
12.61%
-5.28%
7.69%
7.80%
(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
29 Feb 12
31 Dec 97
M
M
$2'800M
Jun 16
3,889.91
$75M
Jun 16
339.47
$1'042M
Jun 16
1,492.22
$379M
Jul 16
119.37
515M
Apr 16
21.90
$1'973M
Jun 16
128.96
$1'474M
Jun 16
1,485.09
$856M
Apr 16
102.86
$2'963M
May 16
4,995.24
$1'366M
Apr 16
1,740.00
$2'943M
Jun 16
434.21
$100M
Jun 16
126.37
$565M
Jun 16
888.77
22 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
7.2%
12.94%
4.84%
4.76%
11.41%
7.96%
Max
Drawdown1
(12.51%)
Jun 04 - Aug 04
31 Jul 16
1.15%
0.78%
-0.89%
4.91%
6.18%
10.23%
-2.13%
6.11%
4.07%
(18.64%)
Aug 08 - Dec 08
30 Jun 16 (3.93%)
(6.08%)
1.67%
2.07%
7.04%
7.86%
2.43%
3.65%
5.39%
(13.96%)
Jun 08 - Dec 08
30 Jun 16 (5.83%)
(14.86%)
12.3%
-5.21%
7.19%
3.74%
22.94%
2.39%
9.39%
(18.07%)
Jan 16 - Jun 16
26 Jul 16
0.41%
6.01%
15.65%
6.85%
13.6%
9.45%
-2.58%
8.38%
6.66%
(20.69%)
May 07 - Sep 08
30 Jun 16
1.50%
1.35%
-2.39%
1.13%
0.91%
4.61%
5.2%
3.10%
4.59%
(6.29%)
Feb 08 - Sep 08
31 Jul 16
3.50%
(0.06%)
2.6%
1.86%
15.02%
3.57%
1.02%
5.60%
7.65%
(12.91%)
Mar 15 - May 16
30 Jun 16 (1.24%)
(2.98%)
6.02%
1.90%
6.38%
(4.35%)
Jan 16 - Jun 16
31 Jul 16
4.81%
13.15%
-7.97%
3.12%
15.97%
35.87%
-10.42%
15.73%
14.14%
(24.58%)
Apr 11 - Sep 11
31 Jul 16
2.80%
5.15%
-2.63%
1.18%
5.99%
11.4%
-3.45%
6.05%
6.49%
(14.78%)
Jun 08 - Dec 08
31 Jul 16
1.03%
1.20%
0.64%
4.45%
7.74%
10.94%
-2.67%
8.33%
5.26%
(19.30%)
Aug 08 - Dec 08
30 Jun 16 (1.91%)
0.21%
4.28%
2.5%
10.76%
6.51%
5.54%
4.33%
(3.41%)
May 14 - Oct 14
29 Jul 16
2.29%
3.10%
-0.23%
-7.43%
10.3%
18.4%
0.78%
12.47%
14.02%
(54.03%)
Nov 07 - Dec 08
56
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Diversified/Global
HALCYON PARTNERS OFFSHORE 31 May 04
FUND LTD
Jason Dillow
HIGHBRIDGE CAPITAL
31 Aug 92
CORPORATION CLASS -A-Series N
(Composite)
Mark Vanacore
Q/Y
30 Jun 08
31 Jan 07
31 May 03
31 Jan 10
31 May 12
Q
M
31 Dec 89
31 Dec 02
Q/Y
$260M
Oct 15
204.78
$1'639M
May 16
99,426.10
$3'604M
Aug 16
1,873.61
$299M
Jul 16
171.40
$310M
Jun 16
123.85
$1'063M
Jul 16
366.91
$1'244M
Jun 16
262.01
$218M
Jun 16
101.89
$78M
Jun 16
106.25
$33'270M
Jun 16
3,234.92
$3'105M
Jun 16
312.05
$3'054M
Aug 16
3,569.82
29 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
-2.88%
7.4%
11.24%
-5.91%
6.07%
6.87%
Max
Drawdown1
(15.01%)
Oct 07 - Dec 08
31 Jul 16
2.10%
2.67%
2.92%
6.16%
6.5%
9.79%
-5.11%
10.07%
6.78%
(30.04%)
Jun 08 - Nov 08
31 Jul 16
0.59%
1.18%
-5.2%
9.69%
19.38%
11.06%
-4.92%
8.07%
5.88%
(8.52%)
Mar 15 - Feb 16
31 Jul 16
2.91%
(23.32%)
-3.93%
2.01%
47.8%
15.5%
-27.33%
5.99%
15.85%
(38.10%)
May 15 - Jun 16
15 Jul 16
3.68%
(20.63%)
-0.74%
-3.04%
43.03%
11.8%
-25.65%
2.29%
17.54%
(40.20%)
Feb 08 - Jan 09
30 Jun 16
0.88%
3.25%
2.82%
12.43%
16%
4.11%
-7.86%
10.44%
8.96%
(24.60%)
Feb 08 - Dec 08
22 Jul 16
0.40%
3.87%
14.72%
2.22%
10.04%
8.09%
38.69%
16.03%
8.98%
(9.53%)
Apr 10 - May 10
22 Jul 16
0.54%
(5.17%)
1.98%
-0.97%
4.73%
1%
0.31%
3.58%
(8.50%)
Apr 15 - Jun 16
29 Jul 16
1.21%
(3.65%)
5.91%
-0.92%
5.08%
4.98%
-3.59%
4.08%
6.95%
(30.54%)
Oct 07 - Dec 08
30 Jun 16 (0.23%)
(1.17%)
12.54%
12.09%
13.27%
6.32%
8.39%
13.99%
4.40%
(7.24%)
May 98 - Aug 98
30 Jun 16
0.41%
2.27%
10.78%
5.06%
16.02%
8.43%
-2.83%
8.79%
4.74%
(6.83%)
Jul 11 - Dec 11
31 Jul 16
2.02%
(1.27%)
-2.75%
4.57%
9.58%
21.75%
5.7%
9.39%
9.91%
(29.16%)
Jun 08 - Dec 08
57
Inception Liquidity
Date
Asset
Size
Last NAV
or Index
Date
Diversified/Global
PLATINUM PARTNERS VALUE
ARBITRAGE INT. FUND LTD
Mark Nordlicht
31 Dec 02
31 Oct 03
Q/Y
WEISS MULTI-STRATEGY
PARTNERS LLC
Weiss Multi-Strategy Advisers,LLC
30 Sep 06
$708M
Apr 16
8,318.61
$1'563M
May 16
2,612.52
$250M
Jun 16
2,714.04
$356M
Aug 16
315.51
$1'542M
Feb 16
328.66
$533M
Jun 16
191.39
30 Apr 16
31 Oct 04
$214M
Jun 16
YTD
2015
2014
2013
2012
2011
Ann.
Return
Ann.
Volatility
10.76%
7.12%
11.58%
21.03%
17.21%
5.51%
Max
Drawdown1
(4.44%)
Aug 08 - Oct 08
30 Jun 16 (0.54%)
(3.11%)
17.74%
-2.3%
1.39%
14.69%
6.55%
7.87%
9.30%
(40.35%)
Feb 08 - Dec 08
29 Jul 16
0.99%
0.81%
13.54%
14.58%
1.82%
-2.89%
15.63%
8.20%
6.00%
(10.52%)
Feb 12 - Sep 13
31 Jul 16
1.74%
3.74%
14.25%
10.56%
24.79%
13.62%
1.18%
14.61%
6.87%
(7.89%)
May 11 - Sep 11
30 Jun 16 (2.06%)
(4.85%)
10.28%
0.79%
16.99%
19.52%
1.75%
17.82%
9.48%
(7.80%)
Apr 10 - Jun 10
31 Jul 16
2.36%
6.51%
-0.86%
-0.01%
14.64%
1.75%
-0.15%
6.82%
6.24%
(17.75%)
Jun 08 - Dec 08
Diversified/Japan
LIM JAPAN FUND
George Long
MTD
203.60
22 Jul 16
5.85%
11.39%
5.62%
2.73%
6.25%
5.53%
(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%
8.99%
6.14%
Max
Drawdown1
Arbitrage
Ytd Avg. 2016
1.66%
Arbitrage/Global
BLUEMOUNTAIN EQUITY
ALTERNATIVES FUND
BlueMountain Capital Management
28 Feb 06
31 Jul 04
31 Jul 11
M
M
$614M
Jun 16
2,449.09
265M
May 16
236.75
$959M
Jun 16
137.62
22 Jul 16
(9.57%)
Sep 08 - Feb 09
29 Jul 16
0.54%
2.49%
4.75%
-4.16%
0.53%
24.85%
6.52%
9.70%
9.07%
(15.42%)
Mar 10 - Jun 10
30 Jun 16 (0.44%)
(1.63%)
7.73%
1.39%
-6.17%
13.41%
20.36%
6.70%
6.95%
(8.64%)
Oct 12 - Aug 13
59
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