Hedge Weekly N°28 Investment Funds Performance Review
HSBC Alternative Investment Group Week of Monday 04 Jul to Friday 08 Jul 2016
Alternative Investment Products are: NOT A DEPOSIT OR OTHER OBLIGATION OF THE BANK OR ANY OF ITS AFFILIATES
NOT FDIC INSURED
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
3
Index by Funds
4
Top/Bottom 20
9
Newsletter
12
About This Document
61
Past performance is not a reliable indicator of future performance.
HSBC Alternative Investment Group
|
2
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
47 50
Market Neutral Discretionary Diversified Equity Diversified Multi-Strategy Statistical Arbitrage Systematic
51 52 52 53 53 54
Merger Arbitrage Merger-Arbitrage
55
Multi-Strategy 34 34 34
Fixed Income Arbitrage Fixed Income
41 41 41 42 46 46
Managed Futures
Distressed Distressed Security
Commodity Commodity-Systematic Currency Diversified Fixed Income Systematic
37
Credit Diversified
56 56
Volatility Arbitrage Arbitrage
60
Fund of Funds Arbitrage Event Driven Macro Multi-Strategy Trading
38 38 38 39 39
Long Only Equity-Diversified
40
Macro Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
3
4 400 CAPITAL CREDIT OPPORTUNITI
17
A
ANDURAND COMMODITIES FUND
41
BLACKROCK FIXED INCOME GLOBAL
37
CANYON VALUE REALIZATION FD, L
19
ANTARES EUROPEAN FUND, LTD - U
22
BLACKROCK OBSIDIAN FUND
37
CAPEVIEW AZRI 2X FUND
23
APERIOS EMERGING CONNECTIVITY
22
BLACKROCK PAN ASIA OPPORTUNITI
52
CAPEVIEW AZRI FUND
23
AQUILUS INFLECTION FUND LTD E
23
BLACKROCK UK EQUITY HEDGE FUND
28
CAPEVIEW RECOVERY FUND
14
ARCTIC BLUE
41
BLUEBAY CREDIT ALPHA LONG SHOR
15
CAPITAL FOUR CREDIT OPPORTUNIT
14
ARCTIC BLUE CAPITAL 3X
41
BLUEBAY EMERGING MARKET CORPOR 13
CAPULA GLOBAL RELATIVE VALUE F
37
A.R.T. INTERNATIONAL INVESTOR
53
ARISTEIA INTERNATIONAL LTD
15
BLUEBAY EMERGING MARKET OPPORT
13
CASSIOPEIA FUND CLASS C
60
AAM ABSOLUTE RETURN FUND
25
ARROWGRASS MASTER FUND
56
BLUEBAY EVENT DRIVEN CREDIT FU
19
CAXTON GLOBAL INVESTMENT LTD
43
ABACO FINANCIALS FUND
30
ASCEND PARTNERS FUND II LTD -
28
BLUEMATRIX FUND CLASS -A- USD
54
CCI HEALTHCARE PARTNERS LTD
30
ABRAX MERGER ARBITRAGE S.G. FU
55
ASGARD FIXED INCOME FUND LTD
15
BLUEMOUNTAIN CREDIT ALTERNATIV
15
CCI MICRO HEALTHCARE PARTNERS
30
ABSOLUTE INSIGHT CREDIT FUND B
13
ASPECT DIVERSIFIED FUND - CLAS
47
BLUEMOUNTAIN EQUITY ALTERNATIV
60
CERBERUS INTL. LTD CLASS A A/
19
ABSOLUTE INSIGHT EMERGING MARK
13
ATLAS ENHANCED FUND LTD
56
BLUEMOUNTAIN LONG SHORT EQUITY
25
CFM ISDIVERSIFIED FUND LP
57
ABSOLUTE INSIGHT UK EQUITY MKT
51
ATLAS FUNDAMENTAL TRADING FUND
25
BLUETREND FUND, LTD -USD- CLAS
47
CHENAVARI CORPORATE CREDIT STR
15
ADELPHI EUR. FUND $ (A)
22
ATLAS GLOBAL INVESTMENTS LTD U
57
BNY MELLON ARX BRAZIL FUND SPC
22
CHENAVARI MULTI STRATEGY CREDI
56
ADRIGO HEDGE
22
ATREAUS OVERSEAS FUND LTD
43
BORONIA DIVERSIFIED FUND MASTE
48
CHENAVARI REGULATORY CAPITAL S
14
ADVENT GLOBAL PARTNERS
12
AVIVA INVESTOR MULTI-STRATEGY
43
BOUSSARD & GAVAUDAN HOLDING LT
57
CHENAVARI TORO LIMITED
14
AG MORTGAGE VALUE PARTNERS LTD
15
BREVAN HOWARD ASIA FUND LIMITE
42
CLAREANT GLOBAL SPECIAL SITUAT
15
AG SUPER FUND INTERNATIONAL, L
34
BREVAN HOWARD FUND, LTD - USD
43
CLAREANT STRUCTURED CREDIT OPP
15
AHL EVOLUTION
47
BREVAN HOWARD M/S FUND, LTD –
57
CLAREANT STRUCTURED CREDIT OPP
15
AHL ALPHA
47
BRIGADE LEVERAGED CAPITAL STRU
18
COASTLAND DIRECT YIELD FUND
18
BRUMMER MULTISTRATEGY 2XL, LTD
57
COBALT OFFSHORE LTD
28
BTG PACTUAL GLOBAL EM. MKTS AN
43
COHERENCE CAPITAL SPECTRUM FUN
16
AHL DIMENSION
56
AHL DIVERSIFIED
47
AJR INTERNATIONAL (BVI), INC.
28
AKAMATSU FUND
27
ALLIANCEBERNSTEIN SELECT US EQ
28
ALPHADYNE INVESTMENT STRATEGIE
42
ALPHAGEN OCTANIS CLASS A
28
ALPHAGEN VOLANTIS FUND, LTD -
31
ALTIS GLOBAL TREND PORTFOLIO
47
AMAZON MARKET NEUTRAL FUND CLA
51
ANAVON MASTER FUND LTD CLASS -
25
ANDALUSIAN CORPORATE OPPORTUNI
34
B BAF LATAM TRADE FINANCE FUND BASSO INVESTORS LTD
12
BAY RESOURCES PARTNERS OFFSHOR 28 BCM WESTON LP (BILLINGS CAPITA
28
BEACH POINT TOTAL RETURN OFFSH
17
BG UMBRELLA FUND PLC
35
BH-DG SYSTEMATIC TRADING FUND
47
COMMONWEALTH OPPORTUNITY CAYMA 43
C CAIRN SPECIAL OPPORTUNITIES CR
14
BLACK DIAMOND RELATIVE VALUE L
51
CAIRN STRATA CREDIT FUND LTD
14
BLACK DIAMOND, LTD - CLASS B (
57
CAMPBELL GLOBAL ASSETS FUND LT
48
BLACKROCK EOS CLASS B USD COM
54
CAMPBELL GLOBAL ASSETS FUND LT
48
BLACKROCK MULTI-STRATEGY FUND
57
CANDLEWOOD SPECIAL SITUATIONS
BLACKROCK 32 CAPITAL MASTER FU
54
CANDLEWOOD STRUCTURED CREDIT H 15
BLACKROCK CAPITAL STRUCTURE IN
57
CANTAB CAPITAL PARTNERS QUANTI
BLACKROCK EUROPEAN DIVERSIFIED Past performance is not a reliable indicator of future performance. Source - HSBC
13
52
CANYON BALANCED FUND LTD
19
48 56
CONQUEST MACRO FUND, LTD (COMP
48
CONTRARIAN CAPITAL FUND I OFFS
19
CONTRARIAN EMERGING MARKETS OF
13
COOPER CREEK PARTNERS LLC
31
COVALIS CAPITAL CLASS B
23
CQS ABS FEEDER FUND - CLASS -B
16
CQS DIRECTIONAL OPP. FEEDER FU
57
CQS DIVERSIFIED FUND (SPC) LTD
57
CQS GLOBAL CONVERTIBLE ARBITRA
12
HSBC Alternative Investment Group
|
4
CRABEL FUND SPC LTD CLASS A
48
ELECTRON GLOBAL FUND, L.P.
33
GLADE BROOK GLOBAL OFFSHORE FU
26
HIGHER MOMENT AURORA FUND LP
46
CYGNUS EUROPA EVENT DRIVEN FUN
34
ELLINGTON CREDIT OPPORTUNITIES
16
GLAZER ENHANCED OFFSHORE FUND
55
HIGHER MOMENT CAPITAL OPPORTUN
46
CYGNUS UTILITIES, INFRASTRUCTU
32
ELLINGTON MORTGAGE OPPORTUNITI
16
GLENVIEW CAPITAL PARTNERS (CAY
29
HINOKI FUND LP
29
ELM RIDGE CAPITAL PARTNERS L.P
28
GLG CROSS ASSET VALUE OFFSHORE
14
HORSEMAN GLOBAL FUND USD
26
EPISODE INC. CLASS A
43
GLG EUROPEAN EQUITY ALTERNATIV
52
HSBC CREDIT MARKET OPPORTUNITI
38
EQUILIBRIA JAPAN FUND LTD 1X U
51
GLG EUROPEAN LONG SHORT FUND C
23
HSBC GH FUND USD
39
EQUILIBRIA JAPAN FUND LTD 2X (
51
GLG MARKET NEUTRAL FUND - CLAS
57
HSBC LEVERAGED GH FUND
39
EXANE ARCHIMEDES FUND CLASS A
32
GOLDEN CHINA FUND NR CLASS
21
HSBC MAA FUND USD
38
EXANE TEMPLIERS FUND
25
GRAHAM ABSOLUTE RETURN TRADING
44
HSBC SPECIAL OPPORTUNITIES FUN
38
GRAHAM GIF II PROPRIETARY MATR
49
HSBC TRADING ADVANTEDGE FUND
39
GRAHAM GLOBAL INVESTMENT FUND
44
HSBC UCITS ADVANTEDGE FUND - U
39
GRAHAM GLOBAL INVESTMENT FUND
49
HUDSON BAY INTERNATIONAL FUND
53
GRAHAM GLOBAL INVESTMENT FUND
49
HUTCHIN HILL DIVERSIFIED ALPHA
58
GRAHAM GLOBAL INVESTMENT FUND
49
GRAHAM GLOBAL INVESTMENT FUND-
44
GRANADA EUROPE FUND LTD
23
GRATICULE ASIA MACRO FUND
42
GREEN FUND LLC - CLASS I
42
GREENLIGHT CAPITAL OFFSHORE, L
29
GREYWOLF CAPITAL OVERSEAS FUND
35
GSA INTERNATIONAL FUND - CLASS
53
GSA TREND FUND
49
D DACHARAN EQUITY FUND
54
DACHARAN HIGH EXPOSURE
47
DAVIDSON KEMPNER DIST. OPP. IN
19
DAVIDSON KEMPNER INTL, LTD - C
35
DB PLATINUM IV DBX SYSTEMATIC
48
F
DB PLATINUM IV MW HELIUM
48
DIAMOND NEUTRAL FUND CLASS A1
38
FARRINGDON ALPHA ONE
25
DISCUS FEEDER LTD CL. B USD ST
48
FINISTERRE CREDIT FUND
13
DORSET ENERGY FUND, LTD - CLAS
30
FINISTERRE GLOBAL OPPORTUNITY
42
DOUBLE BLACK DIAMOND LTD - SER
57
FIREBIRD NEW RUSSIA FUND, LTD
28
DROMEUS GLOBAL OPPORTUNITIES F
35
FIREBIRD REPUBLICS FUND, LTD
22
DUET EM FRONTIER FUND
22
FJ CAPITAL FINANCIAL OPPORTUNI
29
DUET GLOBAL PLUS FUND
25
FORT GLOBAL CONTRARIAN
48
DUNN WMA FUND SA
48
FORT GLOBAL DIVERSIFIED
48
DUNN WMA INSTITUTIONAL UCITS F
48
DW CATALYST OFFSHORE FUND -A -
16
DW VALUE OFFSHORE FUND LTD
16
DYMON ASIA MACRO FUND (SERIES
41
E
G GABELLI ASSOCIATES LIMITED
55
GAM DIVERSITY I INC - US$ CLAS
39
GAM GLOBAL RATES HEDGE FUND
43
GAM TALENTUM ENHANCED EUROPE L
52
EAGLE GLOBAL
48
GAM TRADING II USD
39
EAGLE QUANTITATIVE MACRO
46
GAMUT INVESTMENTS
44
ECF VALUE FUND INTERNATIONAL L
35
GAVEA FUND LTD . CLASS A S/1
42
ECLECTICA FUND CLASS A EURO (T
43
GEMS PROGR. FUND SICAV RECOVER
38
ECOFIN VISTA LONG SHORT FUND
25
GEMSSTOCK FUND - B1 USD
44
EIFFEL CREDIT OPPORTUNITIES FU
14
GIM PORTFOLIO STRATEGIES – Eur
Past performance is not a reliable indicator of future performance. Source - HSBC
23
H HABROK LTD
26
HALCYON OFF. ASSET-BACKED VALU
20
HALCYON PARTNERS OFFSHORE FUND 57 HARBOUR HOLDINGS LTD
31
HARMONIC ALPHA PLUS MACRO FUN
44
HARNESS MACRO CURRENCY FUND
42
HARVEY PARTNERS LLC
31
HIGHBRIDGE CAPITAL CORPORATION
58
I III FUND LTD
37
III RELATIVE VALUE CREDIT STRA
16
III SELECT CREDIT FUND LTD CLA
16
IP ALL SEASONS ASIAN CREDIT FU
13
IPM SYSTEMATIC CURRENCY FUND
46
IPM SYSTEMATIC MACRO FUND
46
ISAM SYSTEMATIC TREND FUND CLA
49
IVORY CAPITAL FLAGSHIP STRATEG
29
IVORY OPTIMAL FUND LTD
29
J JABCAP EMEA FUND CLASS X1
22
JABCAP GLOBAL BALANCED FUND LT
58
JABCAP GLOBAL CONVERTIBLE FUND
12
JABCAP MULTI STRATEGY FUND LTD
58
JENOP GLOBAL HEALTHCARE FUND L
31
HSBC Alternative Investment Group
|
5
JPMORGAN INVESTMENT GLOBAL MAC
44
K KEYNES LEVERAGED QUANTITATIVE
49
KEYNES MULTI ASSET VALUE FUND
49
KG INVESTMENT FUND LLC
35
KINGDON CREDIT LTD A1/1
16
LTS GLOBAL EMERGING MARKETS FU
13
MILLBURN DIVERSIFIED PROGRAM
49
OCEANIC HEDGE FUND - CLASS A
21
LUCERNE CAPITAL FUND L.P.
23
MILLENNIUM INTL LTD
58
OCP DEBT OPPORTUNITY INTERNATI
19
LYNX (BERMUDA) LTD
49
MITRA CAPITAL MASTER FUND LP
53
OCTAGON HIGH INCOME FUND
18
LYNX BERMUDA 1.5 LTD
49
MKP ENHANCED OPPORTUNITY OFFSH
44
OCTAGON PAN ASIA FUND
21
MKP OPPORTUNITY OFFSHORE, LTD
44
ODEY EUROPEAN, INC (EUR)
24
MLIS - BEACH POINT DIVERSIFIED
16
OKUMUS OPPORTUNISTIC VALUE FUN
29
MLIS - CCI HEALTHCARE LONG SHO
31
OMEGA OVERSEAS PARTNERS LTD CL
29
MLIS - MARSHALL W. TOPS UCITS
51
OMNI EVENT FUND LIMITED
35
MLIS - OZ EUROPE UCITS FUND CL
34
ONE WILLIAM STREET CAPITAL FUN
16
MLIS - THEOREMA EUROPEAN EQUIT
24
ONSLOW MACRO FUND CLASS A
45
MLM MACRO PEAK PARTNERS OFFSH
44
ORTUS AGGRESSIVE FUND (CAYMAN)
47
MOAB PARTNERS OFFSHORE FUND LT
35
ORTUS FUND (CAYMAN) LTD
47
MOJNA ALPHA LEVERAGED MASTER F
24
OWL CREEK OVERSEAS FUND, LTD
35
MONARCH DEBT RECOVERY FUND LTD
19
OWS CREDIT OPPORTUNITY FUND
19
MONEDA LATIN AMERICAN CORPORAT
13
OYSTER MARKET NEUTRAL EUR
51
MOORE GLOBAL INV FD, LTD - A $
44
MOORE MACRO MANAGERS FUND, LTD
45
MS ASCEND UCITS FUND CLASS I E
26
MUDRICK DISTRESSED OPPORTUNITY
19
M M. KINGDON OFFSHORE NV - A/1
26
KINSALE COMPASS FUND
26
MACQUARIE ASIAN ALPHA FUND
52
KITE LAKE (KL) SPECIAL OPPORTU
35
MACQUARIE EUROPEAN ALPHA FUND
53
KLS DIVERSIFIED FUND LTD
18
MADRAGUE EQUITY LONG SHORT
23
KO-ZHOU FUNDAMENTAL FX FUND
42
L L1 CAPITAL LONG SHORT FUND
22
LANSDOWNE DEVELOPED MARKET FUN 26 LANSDOWNE EUROPEAN EQUITY FD,
23
LAZARD GLOBAL HEXAGON FUND
26
LAZARD RATHMORE FUND - CLASS A
12
LC EQUITY FUND LTD
23
LEGG MASON MARTIN CURRIE EUROP
23
LIGHTHORSE CHINA GROWTH FUND L
21
LIM ASIA MULTI-STRATEGY FUND C
53
LIM JAPAN FUND
59
LINDEN INTERNATIONAL LTD
58
LION FUND, LTD (THE)
55
LMR ALPHA RATES TRADING FUND,
37
LMR FUND LTD
58
LNG EUROPA CREDIT FUND
14
LONDON SELECT FUND LIMITED
44
LOOMIS SAYLES CREDIT LONG SHOR
16
LOREM IPSUM MASTER FUND LP
26
MAN AHL CURRENCY FUND DN USD
47
MAN GLG MULTI-STRATEGY CLASS M
58
MAN GLG MULTI-STRATEGY FUND CL
58
MARATHON VERTEX JAPAN FD, LTD
27
MARCATO INTERNATIONAL LTD
34
MARINUS OPPORTUNITIES FUND
18
MARKHAM RAE I SUB FUND
46
MARLIN FUND LP
29
MARSHALL WACE - EUROPA FUND A
23
MARSHALL WACE - MW TOPS FUND
24
PALOMA INTERNATIONAL LTD CLASS
58
PAMPLONA CREDIT OPPORTUNITIES
14
PARUS FUND PLC USD CLASS
26
PASSPORT GLOBAL STRATEGY FUND
26
PASSPORT LONG SHORT STRATEGY F
27
MARSHALL WACE - MW EUREKA A1 E
26
MARSHALL WACE - MW GLOBAL FINA
30
NAPIER PARK EUROPEAN CREDIT OP
MARSHALL WACE - MW GLOBAL OPPO
26
NEUBERGER BERMAN US LONG SHORT 29
PASSPORT SPECIAL OPPORTUNITIES
27
MARSHALL WACE - MW MARKET NEUT
51
NEZU CYCLICALS FUND LTD
21
PEGASUS FUND LIMITED SHARES A-
28
MASTERS FUND LTD MAGNOLIA SERI
38
NORDIC ALPHA CLASS B - NOK
24
PELAGUS CAPITAL FUND
37
MAVERICK FUND, LTD - CLASS A/1
26
NORTHLIGHT EUROPEAN FUNDAMENTA 14
PELHAM LONG/SHORT FUND LTD CLA
24
MELLON OFF GLOB OPP FUND LTD -
44
NUMEN CREDIT OPPORTUNITIES FUN
PELHAM LONG/SHORT SMALL CAP FU
31
MERCHANT COMMODITY FUND (THE)
41
PENSATO EUROPA FUND LTD EURO C
24
MERRICKS CAPITAL SOFT COMMODIT
41
PERCEPTIVE LIFE SCIENCES OFFSH
32
PERSHING SQUARE INTL.LTD
35
PHALANX JAPAN AUSTRALASIA MULT
56
PHARO GAIA FUND, LTD
43
MIDOCEAN ABSOLUTE RETURN CREDI
18
MIDOCEAN CREDIT OPPORTUNITY FU
18
MILLBURN COMMODITY PROGRAM
41
Past performance is not a reliable indicator of future performance. Source - HSBC
N
P
14
56
O OBSERVATORY CREDIT MARKETS FUN OCCO EASTERN EUROPEAN FUND A S
14 22
HSBC Alternative Investment Group
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6
PHARO MACRO FUND, LTD
45
REDWOOD OFFSHORE FUND
20
SIVIK GLOBAL HEALTHCARE OFFSHO
32
TRIAS L/S FUND
24
PHARO TRADING FUND, LTD
43
RENAISSANCE INSTITUTIONAL DIVE
52
SMN DIVERSIFIED FUTURES FUND
50
TRICADIA CREDIT STRATEGIES, LT
17
PIMCO ABSOLUTE RETURN STRATEGY
45
RENAISSANCE INSTITUTIONAL EQUI
29
SOLAISE SYSTEMATIC FUND LTD (
50
TRISHIELD SPECIAL SITUATIONS F
36
PIMCO GLOBAL CREDIT OPPORTUNIT
16
RESIDENTIAL REAL ESTATE TOTAL
17
SOLUS SOLA LTD CL. I
35
TRISTAN PARTNERS LP
32
PIMCO MULTI-ASSET VOLATILITY F
60
ROY G. NIEDERHOFFER DIVERSIFIE
50
SOUND POINT BEACON OFFSHORE FU
20
TRIUM BLACKWALL EUROPE L/S FUN
25
PIMCO TACTICAL OPPORTUNITIES F
17
RP DEBT OPPORTUNITIES FUND
17
SPF CREDIT SUISSE SECURITIZED
17
TT INTERNATIONAL FUND
45
PINE RIVER CONVERTIBLES FUND
12
RP SELECT OPPORTUNITIES FUND
17
SPINNAKER GLOB OPP FUND, LTD C
43
TT LONG/SHORT FOCUS FUND
25
PINE RIVER FUND CLASS -B1- SHA
58
RUBICON GLOBAL FUND, LTD
45
SPINNAKER GLOBAL EMERGING MARK
56
TT MID-CAP EUROPE LONG/SHORT F
25
PINE RIVER LIQUID RATES FUND
37
RUSSIAN PROSPERITY FUND - A
40
SR GLOBAL FUND (Class N) Emerg
22
TUDOR B.V.I GLOBAL FUND LTD -A
45
PINPOINT CHINA FUND CLASS A US
21
RV CAPITAL ASIA OPPORTUNITY FU
42
SR GLOBAL FUND C - INTERNATION
27
TUDOR BVI GLOBAL FUND LTD CLAS
45
PINPOINT MULTI-STRATEGY FUND
45
RWC ASIA ABSOLUTE ALPHA FUND -
27
SR GLOBAL FUND H - JAPAN (Real
27
TUDOR DISCRETIONARY MACRO FUND
45
PLATINUM FUND LTD
27
RWC ASIA OPPORTUNITY FUND
21
SR GLOBAL FUND INC - G - GLOBA
27
TULIP TREND FUND, LTD - A
50
PLATINUM PARTNERS VALUE ARBITR
58
RWC SAMSARA FUND CLASS A EURO
24
SR PHOENICIA INC CLASS -A- SER
27
TWO SIGMA ABSOLUTE RETURN CAYM
53
POLAR CAPITAL EUROPEAN CONVICT
24
RWC US ABSOLUTE ALPHA FUND - C
29
STANDARD LIFE GLOBAL FOCUSED S
45
TWO SIGMA COMPASS CAYMAN FUND
50
POLAR CAPITAL EUROPEAN FORAGER
31
STK CAPITAL GLOBAL EQUITIES
27
TYRUS CAPITAL EVENT FUND LTD
36
STRATEGIC VALUE RESTRUCTURING
20
STRATUS FUND LIMITED CLASS B
59
SUSA EUROPEAN EQUITIES FUND CL
24
PORTLAND HILL OVERSEAS FUND LT
34
POTOMAC RIVER CAPITAL MASTER F
45
PROLOGUE FEEDER FUND, LTD. CLA
37
PSAM REBOUND PORTFOLIO FUND LT
19
PSAM WORLDARB MASTER FUND LTD
35
PWP GLOBAL MACRO FUND
45
Q
S SABA CAPITAL OFFSHORE FUND LTD
17
SAGIL LATIN AMERICAN OPPORTUNI
22
SALAR CONVERTIBLE ABSOLUTE RET
12
SANCTUM FIXED INCOME FUND
37
SANDLER PLUS OFFSHORE FUND LTD
29
TELLIGENT GREATER CHINA FUND
21
SCHRODER CAZENOVE UK ABSOLUTE
52
TEWKSBURY INVESTMENT FUND, LTD
50
SCHRODER ISF EMERGING MARKET D
13
THE CAMBRIDGE STRATEGY - ASIAN
41
T
U UMJ KOTOSHIRO FUND
27
V VARDEN PACIFIC OPPORTUNITY OFF
17
VERITION MULTI-STRATEGY FUND C
59
VISIUM BALANCED OFFSHORE FUND
32
VISIUM GLOBAL OFFSHORE FUND LT
59
VISIUM INSTITUTIONAL PARTNERS
31
VR GLOBAL OFFSHORE FUND LTD
20
QMS DIVERSIFIED GLOBAL MACRO
49
SEER CAPITAL PARTNERS OFFSHORE
17
THE CAMBRIDGE STRATEGY - EMERG
42
QUAM CHINA FOCUS SEGREGATED PO
21
SEGANTII ASIA-PACIFIC EQUITY M
56
THREADNEEDLE UK ABSOLUTE ALPHA
28
QUANTEDGE GLOBAL FUND
46
SELIGMAN TECH SPECTRUM FUND CL
32
TIG ARBITRAGE ENHANCED FUND
34
QVT OFFSHORE LTD CLASS 1-NR
58
SEMINOLE OFFSHORE FUND
30
TIG SECURITIZED ASSET FUND LTD
17
SENVEST PARTNERS, LTD - CLASS
31
TILDEN PARK OFFSHORE INVESTMEN
18
SERONE KEY OPPORTUNITIES FUND
15
TONGA PARTNERS LP
31
SFP VALUE REALIZATION FUND
27
TOSCA CLASS A - USD
30
WEISS MULTI-STRATEGY PARTNERS
59
SIERRA EUROPE OFFSHORE, LTD -
24
TRADELINK INTEGRATED PROGRAM L
50
WELLINGTON MANAGEMENT INV BERM
30
SINFONIETTA FUND
42
TRIAN PARTNERS LTD
35
WELTON GLOBAL DIRECTIONAL PORT
50
HSBC Alternative Investment Group
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R RBR EUROPEAN LONG SHORT LTD (E
24
REAL RETURN ASIAN FUND LTD (TH
21
Past performance is not a reliable indicator of future performance. Source - HSBC
W
7
WF ASIA FUND LTD Class A S/1
21
WHITE SQUARE PURE ALPHA FUND
51
WHITEBOX MULTI-STRATEGY FUND
36
WINTON EVOLUTION FUND
50
WINTON FUTURES FUND
50
WYETREE EUROPEAN RECOVERY FUND 15 WYETREE YIELD DISTRIBUTION FUN
18
Z ZADIG FUND CLASS A1
25
ZEAL CHINA FUND LTD - USD -NI
21
ZWEIG-DIMENNA INTL LIMITED - C
30
Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
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8
Top Investment Funds
Bottom Date
Investment Funds
DORSET ENERGY FUND, LTD - CLASS A
Return 47.37
30 Jun 16
QUANTEDGE GLOBAL FUND
40.43
30 Jun 16
WELLINGTON MANAGEMENT INV BERMUDA LTD BAY POND A/1 NI
CONQUEST MACRO FUND, LTD (COMP)
30.67
05 Jul 16
RUSSIAN PROSPERITY FUND - A
25.84
30 Jun 16
ARCTIC BLUE CAPITAL 3X
23.49
30 Jun 16
HALCYON PARTNERS OFFSHORE FUND LTD
20.22
24 Jun 16
TULIP TREND FUND, LTD - A
19.55
30 Jun 16
L1 CAPITAL LONG SHORT FUND
18.22
31 May 16
ECF VALUE FUND INTERNATIONAL LTD
17.68
30 Jun 16
MUDRICK DISTRESSED OPPORTUNITY FUND LTD
16.96
30 Jun 16
IPM SYSTEMATIC CURRENCY FUND
16.64
30 Jun 16
VARDEN PACIFIC OPPORTUNITY OFFSHORE FUND I LTD
16.56
31 May 16
WELTON GLOBAL DIRECTIONAL PORTFOLIO
15.74
05 Jul 16
FIREBIRD NEW RUSSIA FUND, LTD - CLASS A
15.50
30 Jun 16
LYNX BERMUDA 1.5 LTD
15.33
30 Jun 16
WHITE SQUARE PURE ALPHA FUND
14.62
30 Jun 16
SABA CAPITAL OFFSHORE FUND LTD
14.16
24 Jun 16
MILLBURN DIVERSIFIED PROGRAM
14.07
05 Jul 16
CRABEL FUND SPC LTD CLASS A
13.89
01 Jul 16
SAGIL LATIN AMERICAN OPPORTUNITIES FUND CLASS A
13.60
31 May 16
Return -27.56
Date 30 Jun 16
ODEY EUROPEAN, INC (EUR)
-26.49
30 Jun 16
JABCAP GLOBAL BALANCED FUND LTD CLASS D/1 NI
-25.49
30 Jun 16
OKUMUS OPPORTUNISTIC VALUE FUND, LTD CLASS A
-25.36
30 Apr 16
SFP VALUE REALIZATION FUND
-21.47
30 Jun 16
JABCAP MULTI STRATEGY FUND LTD CLASS D/1 NI
-20.14
15 Jun 16
CAPEVIEW AZRI 2X FUND
-19.97
30 Jun 16
SR GLOBAL FUND H - JAPAN (Real Perf)
-19.01
01 Jul 16
PERSHING SQUARE INTL.LTD
-18.78
05 Jul 16
JENOP GLOBAL HEALTHCARE FUND LTD SERIES A
-18.57
21 Jun 16
ANTARES EUROPEAN FUND, LTD - USD
-17.31
30 Jun 16
RBR EUROPEAN LONG SHORT LTD (Ex Rhine Alpha Stars)
-17.28
30 Jun 16
LOREM IPSUM MASTER FUND LP
-17.27
31 May 16
ZWEIG-DIMENNA INTL LIMITED - CLASS A
-17.18
31 May 16
MAN AHL CURRENCY FUND DN USD
-16.76
30 Jun 16
VISIUM INSTITUTIONAL PARTNERS FUND LTD
-16.35
24 Jun 16
CCI MICRO HEALTHCARE PARTNERS LTD
-16.15
30 Jun 16
MARATHON VERTEX JAPAN FD, LTD CLASS B
-15.68
30 Jun 16
AMAZON MARKET NEUTRAL FUND CLASS A USD
-15.06
30 Jun 16
NEZU CYCLICALS FUND LTD
-14.38
01 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
HSBC Alternative Investment Group
|
9
Top Investment Funds
Bottom Date
Investment Funds
L1 CAPITAL LONG SHORT FUND
Return 60.52
31 Dec 15
DORSET ENERGY FUND, LTD - CLASS A
Return -44.05
31 Dec 15
Date
AAM ABSOLUTE RETURN FUND
58.52
31 Dec 15
ELM RIDGE CAPITAL PARTNERS L.P.
-29.96
31 Dec 15
PERCEPTIVE LIFE SCIENCES OFFSHORE FUND LTD
49.60
31 Dec 15
MUDRICK DISTRESSED OPPORTUNITY FUND LTD
-25.71
31 Dec 15
MITRA CAPITAL MASTER FUND LP
43.43
31 Dec 15
ANDALUSIAN CORPORATE OPPORTUNITIES FUND LP
-22.85
31 Dec 15
PELHAM LONG/SHORT SMALL CAP FUND LTD
42.71
31 Dec 15
ECF VALUE FUND INTERNATIONAL LTD
-20.57
31 Dec 15
HIGHER MOMENT CAPITAL OPPORTUNITIES, LP
31.61
31 Dec 15
GREENLIGHT CAPITAL OFFSHORE, LTD - A/1
-20.38
31 Dec 15
SEGANTII ASIA-PACIFIC EQUITY MULTI-STRATEGY FUND
29.51
31 Dec 15
TRISHIELD SPECIAL SITUATIONS FUND LLC
-19.85
31 Dec 15
LANSDOWNE EUROPEAN EQUITY FD, LTD - A (EUR)
28.24
31 Dec 15
QUANTEDGE GLOBAL FUND
-18.26
31 Dec 15
CYGNUS EUROPA EVENT DRIVEN FUND
27.54
31 Dec 15
GLENVIEW CAPITAL PARTNERS (CAYMAN), LTD.
-18.12
31 Dec 15
TT LONG/SHORT FOCUS FUND
26.81
31 Dec 15
SENVEST PARTNERS, LTD - CLASS A
-17.34
31 Dec 15
AMAZON MARKET NEUTRAL FUND CLASS A USD
26.27
31 Dec 15
PERSHING SQUARE INTL.LTD
-16.66
31 Dec 15
MILLBURN COMMODITY PROGRAM
25.50
31 Dec 15
CANDLEWOOD SPECIAL SITUATIONS FUND LTD
-14.25
31 Dec 15
WHITE SQUARE PURE ALPHA FUND
24.50
31 Dec 15
GREYWOLF CAPITAL OVERSEAS FUND
-14.14
31 Dec 15
CLAREANT GLOBAL SPECIAL SITUATIONS FUND US FEEDER EUR CLASS III-A
23.71
31 Dec 15
LYNX BERMUDA 1.5 LTD
-13.76
31 Dec 15
HARBOUR HOLDINGS LTD
-13.46
31 Dec 15
PENSATO EUROPA FUND LTD EURO CLASS
23.68
31 Dec 15
ABRAX MERGER ARBITRAGE S.G. FUND
22.73
31 Dec 15
TRIAS L/S FUND
22.56
31 Dec 15
GOLDEN CHINA FUND NR CLASS
21.94
31 Dec 15
CAPEVIEW AZRI 2X FUND
21.64
31 Dec 15
HORSEMAN GLOBAL FUND USD
20.45
31 Dec 15
ODEY EUROPEAN, INC (EUR)
-12.82
31 Dec 15
TONGA PARTNERS LP
-12.61
31 Dec 15
POLAR CAPITAL EUROPEAN CONVICTION FUND LIMITED
-12.20
31 Dec 15
FIREBIRD REPUBLICS FUND, LTD
-11.65
31 Dec 15
BNY MELLON ARX BRAZIL FUND SPC LONG SHORT
-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
HSBC Alternative Investment Group
|
10
Top Investment Funds
Bottom Date
Investment Funds
ISAM SYSTEMATIC TREND FUND CLASS Q
Return 61.95
31 Dec 14
RUSSIAN PROSPERITY FUND - A
Return
MERCHANT COMMODITY FUND (THE) - COMPOSITE
59.33
31 Dec 14
FIREBIRD NEW RUSSIA FUND, LTD - CLASS A
-34.59
31 Dec 14
MAN AHL CURRENCY FUND DN USD
58.05
31 Dec 14
DORSET ENERGY FUND, LTD - CLASS A
-27.20
31 Dec 14
-43.99
Date 31 Dec 14
SMN DIVERSIFIED FUTURES FUND
57.24
31 Dec 14
FIREBIRD REPUBLICS FUND, LTD
-22.64
31 Dec 14
LYNX BERMUDA 1.5 LTD
42.18
31 Dec 14
PEGASUS FUND LIMITED SHARES A-1
-15.72
31 Dec 14
CANTAB CAPITAL PARTNERS QUANTITATIVE FUND (THE) - USD ARISTARCHUS
39.31
31 Dec 14
PHALANX JAPAN AUSTRALASIA MULTI-STRATEGY FUND LTD
-12.87
31 Dec 14
ANDURAND COMMODITIES FUND
38.31
31 Dec 14
MITRA CAPITAL MASTER FUND LP
-12.55
31 Dec 14
PERSHING SQUARE INTL.LTD
37.24
31 Dec 14
ABACO FINANCIALS FUND
-11.47
31 Dec 14
TULIP TREND FUND, LTD - A
36.15
31 Dec 14
SABA CAPITAL OFFSHORE FUND LTD
-10.80
31 Dec 14
DUNN WMA FUND SA
35.08
31 Dec 14
LNG EUROPA CREDIT FUND
-10.36
31 Dec 14
SEGANTII ASIA-PACIFIC EQUITY MULTI-STRATEGY FUND
34.88
31 Dec 14
AAM ABSOLUTE RETURN FUND
-9.85
31 Dec 14
WELTON GLOBAL DIRECTIONAL PORTFOLIO
34.01
31 Dec 14
TT INTERNATIONAL FUND
-8.57
31 Dec 14
AHL DIVERSIFIED
33.79
31 Dec 14
LION FUND, LTD (THE)
-8.29
31 Dec 14
ARCTIC BLUE CAPITAL 3X
32.91
31 Dec 14
QUAM CHINA FOCUS SEGREGATED PORTFOLIO
-8.20
31 Dec 14
GSA TREND FUND
32.59
31 Dec 14
OWL CREEK OVERSEAS FUND, LTD
-8.00
31 Dec 14
ASPECT DIVERSIFIED FUND - CLASS A
32.05
31 Dec 14
ONSLOW MACRO FUND CLASS A
-7.94
31 Dec 14
GOLDEN CHINA FUND NR CLASS
30.02
31 Dec 14
GLG MARKET NEUTRAL FUND - CLASS Z USD Unres
-7.43
31 Dec 14
SELIGMAN TECH SPECTRUM FUND CLASS -A1-S/2-2002
30.00
31 Dec 14
AJR INTERNATIONAL (BVI), INC. - A/1
-6.92
31 Dec 14
OKUMUS OPPORTUNISTIC VALUE FUND, LTD CLASS A
29.71
31 Dec 14
TOSCA CLASS A - USD
-6.79
31 Dec 14
QUANTEDGE GLOBAL FUND
29.36
31 Dec 14
MLIS - OZ EUROPE UCITS FUND CLASS B EUR
-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
HSBC Alternative Investment Group
|
11
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (1.79%) 1.04% 3.30% 3.94%
-1.54%
10.51%
8.45%
-6.27%
7.39%
6.75%
Max Drawdown1
Convertible Ytd Avg. 2016
(0.60%)
Convertible/Global ADVENT GLOBAL PARTNERS ADVENT CAPITAL MANAGEMENT
30 Sep 96
BASSO INVESTORS LTD Howard Fischer
30 Sep 95
Q Q
CQS GLOBAL CONVERTIBLE 30 Jun 14 ARBITRAGE MASTER FUND LTD CQS (UK) LLP, Alex Schoenenberger
M
JABCAP GLOBAL CONVERTIBLE FUND - D1 Unrestricted Philippe Jabre
30 Apr 07
W
LAZARD RATHMORE FUND CLASS A-2 Sean Reynolds
31 May 07
SALAR CONVERTIBLE ABSOLUTE RETURN FUND Alex Warren, David Persaud
31 Aug 10
Q/M
W
$311M Mar 16
409.01
$453M May 16
7,472.64
$499M May 16
108.70
$192M Jun 16
173.56
$826M Feb 16
199.79
$202M May 16
117.03
30 Jun 16
30 Jun 16 (0.86%)
Q
$224M Jun 16
1.46%
2.11%
1.95%
11.45%
9.5%
2.61%
10.17%
5.74%
(25.00%) Dec 07 - Oct 08
30 Jun 16 (0.46%)
1.98%
7.54%
-0.88%
4.25%
2.95%
(1.53%) Jul 14 - Sep 14
30 Jun 16 (5.51%)
(13.93%)
0.25%
4.13%
27.14%
5.37%
-14.15%
6.19%
12.27%
(28.61%) May 08 - Nov 08
30 Jun 16 (0.79%)
(0.92%)
-3.74%
-1.69%
10.55%
4.73%
-1.64%
7.91%
8.04%
(16.25%) Aug 08 - Nov 08
01 Jul 16
0.13%
(2.60%)
1.9%
0.71%
10.34%
6.42%
-2.86%
2.73%
3.51%
(7.33%) May 15 - Jun 16
Convertible/USA PINE RIVER CONVERTIBLES FUND 31 Jul 09 Franklin Parlamis
(27.58%) Oct 07 - Nov 08
202.71
31 May 16
Ytd Avg. 2016 6.50% 2.03% 6.50% -3.59%
0.41%
19.34%
7.6%
4.98%
10.88%
7.12%
(11.01%) Jun 15 - Jan 16
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
12
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 3.69% 0.49% 4.60% -4.31%
2.42%
-0.65%
11.73%
0.08%
4.80%
6.79%
Max Drawdown1
Credit Ytd Avg. 2016
1.32%
Credit/Emerging ABSOLUTE INSIGHT EMERGING MARKET DEBT FUND CLASS B1P Colm McDonagh
30 Apr 08
D
BAF LATAM TRADE FINANCE FUND 29 Feb 08 Ernesto Lienhard & team.
M
BLUEBAY EMERGING MARKET 31 Oct 11 CORPORATE ALPHA FUND Polina Kurdyavko and Anthony Kettle
M
BLUEBAY EMERGING MARKET OPPORTUNITY FUND BlueBay Asset Management LLP David Dowsett
31 May 07
M
CONTRARIAN EMERGING MARKETS OFF FUND LTD Xiao Song
31 Dec 05
FINISTERRE CREDIT FUND Rafaël Biosse Duplan
31 Jan 06
IP ALL SEASONS ASIAN CREDIT FUND Job Campbell
31 Jan 02
Q
M W
LTS GLOBAL EMERGING MARKETS 31 Dec 11 FUND LTD LTS Capital LLP, Simon Dalah & Anthony Nahum
M
MONEDA LATIN AMERICAN CORPORATE DEBT FUND -AFernando Tisné and Javier Montero
30 Sep 07
Q
SCHRODER ISF EMERGING MARKET DEBT A/R -I ACCAbdallah Guezour
31 Jan 02
D
€790M Apr 16 $880M May 16
1.47
06 Jul 16
2,011.24 31 May 16
W
$36M Apr 16
115.16
$34M Mar 16
180.13
$444M Apr 16
338.92
$461M May 16
206.32
$146M May 16
24.86
$50M May 16
113.11
$203M Apr 16
1,919.36
$3'374M Mar 16
35.72
€567M Apr 16
0.57%
2.85%
7.2%
7.76%
8.09%
8.71%
8.99%
8.83%
0.52%
0.00% Jan 00 - Jan 00
30 Jun 16
4.09%
2.87%
2.44%
11.29%
-7.22%
12.29%
2.19%
4.87%
6.61%
(12.26%) Feb 13 - Sep 13
31 May 16 (0.56%)
1.38%
-4.87%
-2.05%
-1.96%
11.33%
2.85%
6.75%
8.59%
(19.88%) Feb 08 - Nov 08
30 Jun 16
0.25%
(4.54%)
14.48%
-1.98%
14.61%
23.2%
-7.16%
12.32%
13.27%
(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
27 Jun 16
0.78%
7.46%
-0.39%
4.94%
2.2%
18.68%
-1.37%
6.52%
9.05%
(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
06 Jul 16
0.04%
8.97%
-6.12%
3.36%
8.67%
11.48%
2.44%
7.71%
13.42%
(32.05%) Aug 08 - Dec 08
06 Jul 16
(0.60%)
9.50%
-4.87%
0.62%
0.8%
5.36%
0.69%
7.14%
5.44%
(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
1.18
06 Jul 16
Ytd Avg. 2016 (0.59%) (1.18%) (6.32%) -1.06%
2.21%
7.38%
12.65%
2.59%
3.45%
4.44%
(9.39%) Jul 14 - Jul 16
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
13
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Credit/Europe CAIRN SPECIAL OPPORTUNITIES CREDIT FUND Cairn Capital Limited
31 Dec 07
Q
CAIRN STRATA CREDIT FUND LTD 31 Dec 14 Cairn Capital Limited
M
CAPEVIEW RECOVERY FUND Theo Phanos
30 Jun 03
Q
CAPITAL FOUR CREDIT OPPORTUNITIES FUND Capital Four Management Team
31 Dec 09
CHENAVARI REGULATORY CAPITAL STRATEGY - DR € Chenavari Investment Managers
31 Mar 11
CHENAVARI TORO LIMITED Chenavari Investment Managers
31 May 09
EIFFEL CREDIT OPPORTUNITIES FUND CLASS A Emmanuel Weyd, Eiffel Investment Group
30 Nov 11
GLG CROSS ASSET VALUE OFFSHORE FUND Class A USD Unres Chris Huggins
30 Nov 12
LNG EUROPA CREDIT FUND LNG Capital LLP
31 Mar 11
M
Q
M M
M
M
NAPIER PARK EUROPEAN CREDIT 31 Aug 10 OPPORTUNITIES FUND LTD Napier Park Global Capital (US) LP
Q
NORTHLIGHT EUROPEAN FUNDAMENTAL CREDIT FUND NORTHLIGHT GROUP LLP
M
30 Nov 09
OBSERVATORY CREDIT MARKETS 30 Jun 04 FUND (THE) Shazad Ghaffar
M
PAMPLONA CREDIT OPPORTUNITIES FUND Yves Leysen
M
31 Aug 08
€130M May 16
180.52
€62M May 16
98.87
$350M May 16
340.69
€115M May 16
155.08
$171M Mar 16
190.87
31 May 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (0.59%) 2.82% 0.35% -3.28%
2.3%
8.54%
19.95%
-12.51%
7.27%
7.50%
Max Drawdown1
(13.94%) Jun 11 - Nov 11
31 May 16
1.23%
(1.84%)
0.72%
-
(0.81%)
4.62%
(7.21%) May 15 - Feb 16
30 Jun 16 (0.66%)
(2.02%)
4.06%
3.14%
18.23%
8.41%
1.48%
9.88%
8.38%
(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
$396M Mar 16
1,080.75 31 May 16
€55M May 16
1,296.68 31 May 16
$232M May 16
1,173.49
$119M Apr 16
1,206.37
€362M Apr 16
264.16
$225M Jun 16
1,530.64
$1'016M May 16
329.89
€380M May 16
192.54
0.95%
(0.26%)
15.22%
24.82%
32.93%
32.42%
24.71%
40.46%
11.42%
(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
30 Jun 16 (1.95%)
(4.80%)
4.87%
4.68%
11.5%
0.71%
4.56%
5.04%
(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
30 Jun 16
0.45%
1.52%
5.12%
5.91%
12.51%
6.31%
3.68%
6.68%
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
24 Jun 16 (0.08%)
(4.55%)
0.22%
6.55%
12.68%
19.87%
-9.26%
8.74%
7.54%
(17.90%) Apr 11 - Dec 11
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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
WYETREE EUROPEAN RECOVERY 31 Aug 13 FUND (WERF) WyeTree Asset Management
M
M
$147M Mar 16
254.67
€55M Apr 16
106.77
31 May 16
Q
ARISTEIA INTERNATIONAL LTD Anthony M. Frascella, William R. Techar
Q
01 Aug 97
ASGARD FIXED INCOME FUND LTD 30 Jun 03 Morten Mathiesen
M
BLUEBAY CREDIT ALPHA LONG SHORT FUND Geraud Charpin
31 Oct 11
M
BLUEMOUNTAIN CREDIT ALTERNATIVES FUND BlueMountain Capital Management
31 Oct 03
CANDLEWOOD STRUCTURED CREDIT HARVEST FD LTD Greg Richter and Brian Herr
31 Jul 12
Q
Q
CHENAVARI CORPORATE CREDIT 30 Sep 08 STRATEGY M1 Chenavari Investment Managers
M
CLAREANT GLOBAL SPECIAL SITUATIONS FUND US FEEDER EUR CLASS III-A Alcentra Ltd / David Forbes-Nixon
Q
31 Oct 07
CLAREANT STRUCTURED CREDIT 31 Aug 09 OPPORTUNITIES FUND Alcentra Ltd / Hiram Hamilton
Q
CLAREANT STRUCTURED CREDIT 31 Jan 11 OPPORTUNITIES FUND II Alcentra Ltd / Hiram Hamilton
Q
YTD
2015
Ytd Avg. 2016 (0.59%) 1.04% 3.11% 11.05%
2014
2013
2012
9.14%
25.94%
61.8%
2011
Ann. Return
Ann. Volatility
24.57%
8.48%
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
$987M Jun 16
869.06
€284M Apr 16
552.53
€191M Apr 16
130.97
$6'761M Apr 16
257.83
$394M May 16
133.55
$237M Mar 16
141.89
€121M May 16
173.88
€75M May 16
559.45
€239M May 16
323.77
31 May 16
Ytd Avg. 2016 1.17% 0.65% (0.69%) 4.43%
10.07%
12.91%
20.59%
7.47%
14.38%
4.24%
(3.76%) Oct 15 - Feb 16
30 Jun 16
1.62%
4.92%
-7.22%
-3.13%
15.67%
11.2%
2.36%
12.10%
8.76%
(30.20%) May 08 - Dec 08
01 Jul 16
0.69%
9.32%
8.8%
10.6%
16.02%
34.12%
25.32%
14.04%
6.67%
(10.40%) Aug 08 - Oct 08
30 Jun 16 (0.49%)
(1.91%)
1.57%
0.92%
12.13%
26.17%
0.3%
7.91%
4.90%
(4.75%) Feb 15 - Apr 16
24 Jun 16 (0.03%)
(1.53%)
0.07%
2.67%
7.87%
14.51%
3.56%
7.77%
5.84%
(11.83%) Aug 08 - Dec 08
31 May 16 (0.60%)
(5.98%)
-1.04%
13.78%
14.05%
10.71%
7.83%
4.52%
(10.32%) Jun 15 - May 16
31 May 16
1.21%
(6.97%)
1.4%
3.94%
13.84%
17.22%
1.29%
9.23%
5.66%
(9.40%) Apr 15 - Apr 16
31 May 16
1.15%
2.09%
23.71%
-1.88%
12%
16.64%
-8.59%
6.65%
14.70%
(48.74%) Oct 07 - Dec 08
31 May 16
3.84%
0.67%
3.68%
7.28%
29.09%
44.15%
8.7%
29.04%
16.88%
(15.92%) May 11 - Nov 11
31 May 16
3.69%
5.15%
8.89%
5.51%
48.08%
50.97%
19.88%
24.64%
12.09%
(8.17%) May 11 - Sep 11
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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
Q
CQS ABS FEEDER FUND - CLASS -B1- USD Bill Murray, Jason Walker
30 Sep 06
Q
DW CATALYST OFFSHORE FUND -A - USD NI DW Partners, LP
31 Jul 09
DW VALUE OFFSHORE FUND LTD DW Partners, LP
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
III RELATIVE VALUE CREDIT STRATEGIES FUND LTD Lester Coyle
31 Oct 05
III SELECT CREDIT FUND LTD CLASS -ALester Coyle
31 Dec 07
KINGDON CREDIT LTD A1/1 Michael Pohly
30 Sep 09
LOOMIS SAYLES CREDIT LONG SHORT FUND Kevin Kearns and Tom Stolberg
31 Aug 07
MLIS - BEACH POINT DIVERSIFIED 31 Mar 13 CREDIT UCITS FUND CLASS B USD Carl Goldsmith and Scott Klein ONE WILLIAM STREET CAPITAL FUND OWS Capital Management
31 Mar 08
PIMCO GLOBAL CREDIT OPPORTUNITY FUND SERIES 1 Dan Ivascyn / Jon Horne
30 Jun 06
Q
HY Q
Q
M
Q
Q Q
W
Q/Y
Q
$94M May 16
15.14
$1'130M May 16
5,168.82
$4'400M Apr 16
165.97
$900M Mar 16
157.37
$891M May 16
271.08
$370M May 16
269.93
$126M Mar 16
1,780.07
$142M Mar 16
1,864.47
$345M May 16
1,629.70
$681M May 16
167.24
$207M Oct 15
108.40
$974M Jun 16 $3'438M May 16
01 Jul 16
MTD
YTD
Ytd Avg. 2016 1.17% 0.21% 3.04%
2015
2014
2013
2012
5.2%
2.83%
18.98%
14.17%
2011
Ann. Return
Ann. Volatility
11.16%
4.27%
Max Drawdown1
(2.98%) Jun 14 - Oct 14
30 Jun 16
0.31%
(2.91%)
-2.36%
8.02%
9.7%
16.85%
0.67%
18.34%
10.78%
(11.97%) May 15 - Feb 16
31 May 16
0.37%
(2.19%)
-8.9%
5.8%
13.91%
15.34%
1.22%
7.69%
4.86%
(14.77%) Apr 15 - Mar 16
31 May 16
0.44%
0.36%
-1.46%
8.1%
23.7%
19.01%
11.25%
5.54%
(6.74%) Apr 15 - Feb 16
31 May 16
0.77%
(3.36%)
3.22%
7.89%
15.28%
27.73%
1.86%
13.12%
5.67%
(5.51%) Aug 15 - Mar 16
31 May 16
0.89%
1.87%
1.79%
7.25%
9.64%
13.29%
16.19%
14.50%
3.90%
(0.85%) May 15 - Oct 15
30 Jun 16 (0.41%)
2.44%
-7.26%
5.23%
8.5%
10.22%
10.36%
5.55%
7.55%
(31.27%) Nov 07 - Dec 08
30 Jun 16 (0.24%)
2.54%
-8.35%
6.02%
8.56%
11.95%
7.41%
7.72%
6.30%
(10.51%) May 15 - Feb 16
30 Jun 16 (0.27%)
2.20%
-2.68%
3.42%
15.67%
8.3%
1.64%
7.61%
5.32%
(10.60%) May 15 - Feb 16
30 Jun 16 (1.65%)
0.43%
-2.52%
-2.44%
4.35%
12.48%
-0.76%
5.99%
6.32%
(9.90%) Jun 08 - Sep 08
05 Jul 16
0.21%
3.83%
-1.98%
-2.52%
9.26%
2.50%
5.13%
(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
193.90
31 May 16
0.92%
1.98%
6.89%
4.34%
7.45%
15.18%
6.24%
6.90%
4.79%
(12.86%) Jun 07 - Nov 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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
RP DEBT OPPORTUNITIES FUND RP Investment Advisors
30 Sep 09
RP SELECT OPPORTUNITIES FUND RP Investment Advisors
31 Mar 14
SABA CAPITAL OFFSHORE FUND LTD Boaz Weinstein
31 Jul 09
HY
Q
M M
Q
SEER CAPITAL PARTNERS 30 Apr 09 OFFSHORE FUND LTD Phil Weingord, Richard d'Albert, Seer Capital
Q
SPF CREDIT SUISSE SECURITIZED 31 Dec 11 PRODUCTS MASTER FUND LTD Albert Sohn
Q
TIG SECURITIZED ASSET FUND LTD Stuart Lippman, David Liu
30 Sep 12
M
TRICADIA CREDIT STRATEGIES, LTD Arif Inayatullah & Michael Barnes
31 Mar 05
VARDEN PACIFIC OPPORTUNITY OFFSHORE FUND I LTD Varden Pacific LLC
31 Mar 11
Q
Q
$991M May 16
133.35
$96M Mar 16
208.09
$970M May 16
193.10
$244M May 16
111.98
$1'207M Jun 16
123.43
$1'510M May 16
198.73
$1'931M May 16
161.85
$689M May 16
150.26
$1'588M May 16
341.47
$440M May 16
150.09
31 May 16
31 Jan 09
BEACH POINT TOTAL RETURN OFFSHORE FUND II, LTD Carl Goldsmith, Scott Klein,
30 Jun 96
Q
Q
YTD
2015
2014
2013
Ytd Avg. 2016 1.17% 1.41% 2.23% 5.68%
7.56%
14.76%
2012
2011
Ann. Return
Ann. Volatility
9.02%
4.07%
Max Drawdown1
(1.88%) May 13 - Jun 13
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
24 Jun 16
1.19%
14.16%
3.36%
-10.8%
-6.76%
-3.87%
9.33%
3.09%
8.56%
(28.08%) Jun 12 - Mar 15
31 May 16 (0.79%)
(8.37%)
-0.57%
5.41%
12.13%
25.85%
2.09%
10.17%
6.67%
(17.05%) Jul 15 - Feb 16
16 Jun 16
0.25%
0.56%
6.14%
10.31%
18.04%
16.46%
-
11.39%
3.06%
(2.24%) Dec 15 - Feb 16
31 May 16
1.17%
(2.71%)
6.06%
15.17%
20.05%
5.33%
11.74%
3.71%
(4.65%) Sep 15 - Mar 16
15 Jun 16 (0.29%)
(3.06%)
-1.82%
3.94%
10.57%
12.73%
-0.81%
11.57%
6.95%
(10.77%) Jun 08 - Nov 08
31 May 16
1.17%
16.56%
-6.17%
9.15%
15.14%
28.54%
-15.05%
8.17%
13.30%
(18.02%) Mar 11 - Sep 11
Credit/USA 400 CAPITAL CREDIT OPPORTUNITIES Chris Hentemann
MTD
$1'081M May 16
263.50
$2'100M May 16
640.51
31 May 16
Ytd Avg. 2016 2.46% 0.43% (6.84%) -0.42%
12.35%
15.24%
34.21%
3.07%
14.12%
6.29%
(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
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
17
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Credit/USA BRIGADE LEVERAGED CAPITAL STRUCTURES FUND LTD Don Morgan
31 Dec 06
Q
COASTLAND DIRECT YIELD FUND 31 Aug 14 Coastland Capital, Peter Sterling
Q
MARINUS OPPORTUNITIES FUND Najib Canaan
31 Mar 12
Q
MIDOCEAN ABSOLUTE RETURN CREDIT FUND MidOcean Credit Fund Management LP
31 Jan 10
M
MIDOCEAN CREDIT OPPORTUNITY 31 Mar 09 FUND CLASS B MidOcean Credit Fund Management LP
Q
OCTAGON HIGH INCOME FUND Andrew D. Gordon
31 Jan 11
M
TILDEN PARK OFFSHORE INVESTMENT FUND LTD Josh Birnbaum
31 Dec 10
WYETREE YIELD DISTRIBUTION FUND (WYDF) WyeTree Asset Management
30 Nov 12
Q
M
$2'300M Apr 16
159.80
$80M Apr 16
113.10
$348M May 16
125.27
$318M Jan 16
150.70
$742M Jan 16
227.61
$114M Mar 16
136.89
$3'636M Jun 16
217.83
$69M Apr 16
114.13
30 Jun 16
MTD
YTD
2015
Ytd Avg. 2016 2.46% 0.98% 13.04% -11.11%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
0.22%
5.96%
6.7%
2.44%
5.06%
6.80%
Max Drawdown1
(19.42%) Jun 08 - Dec 08
31 May 16
0.02%
1.28%
10.2%
1.34%
7.28%
1.21%
(0.12%) Aug 14 - Sep 14
31 May 16
0.52%
1.25%
1.37%
3.08%
6.11%
11.59%
5.55%
2.49%
(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
31 May 16
1.37%
1.81%
2.26%
0.98%
10.07%
10.78%
7.46%
12.15%
6.13%
(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
2.04%
Fixed Income/Global KLS DIVERSIFIED FUND LTD 31 Jul 08 Jeff Kronthal ; Harry Lengsfield ; John Steinhardt
Q
$897M May 16
163.71
30 Jun 16
Ytd Avg. 2016 2.04% 0.92% 2.04% -2.4%
6.76%
1.58%
7.35%
4.85%
6.42%
3.89%
(10.06%) May 15 - Feb 16
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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%
6.35%
4.84%
Max Drawdown1
Distressed Security Ytd Avg. 2016
2.79%
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
Q
Q
CANYON VALUE REALIZATION FD, 31 Dec 94 LTD - CLASS A M.R. Julis & J.S. Friedman
Q
CERBERUS INTL. LTD CLASS A A/C 31 May 93 191 Steve Feinberg
Q
CONTRARIAN CAPITAL FUND I OFFSHORE LTD Jon Bauer
Y
30 Sep 86
DAVIDSON KEMPNER DIST. OPP. 31 Mar 05 INT. LTD - CLASS A TRN 1 Anthony A. Yoseloff, Avi Z. Friedman and Conor Bastable
Y
MONARCH DEBT RECOVERY FUND LTD Michael Weinstock, Andrew Herenstein
31 Mar 02
Y
MUDRICK DISTRESSED OPPORTUNITY FUND LTD Jason Mudrick
30 Jun 09
OCP DEBT OPPORTUNITY INTERNATIONAL LTD Onex Credit Partners
30 Jun 01
Q
Q
OWS CREDIT OPPORTUNITY FUND 31 Dec 10 OWS Capital Management
Q/Y
PSAM REBOUND PORTFOLIO 28 Feb 03 FUND LTD P.Schoenfeld Asset Management LLC
Q
€138M Jan 16
150.03
$840M Jan 16
670.33
$6'020M Apr 16 $507M Apr 16
7,822.28 31 May 16
(5.91%)
-14.25%
5.68%
12.53%
14.78%
3.88%
15.97%
11.02%
(28.11%)
1.20%
2.78%
-2.72%
4.32%
15.65%
18.05%
-4.66%
10.07%
8.13%
(28.82%) Oct 07 - Nov 08
976,868.93 31 May 16 (4.09%)
(5.03%)
-4.96%
23.09%
14.1%
12.05%
9.6%
10.41%
6.46%
(22.26%) May 08 - Feb 09
$1'159M Jun 16
262.31
30 Jun 16
1.02%
5.32%
-7.89%
0.46%
17.01%
24.31%
-1.32%
11.46%
9.44%
(33.22%) Jun 07 - Feb 09
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
3,765.18 31 May 16
1.35%
(0.86%)
-2.73%
1.37%
18.36%
11.57%
-0.46%
9.80%
7.50%
(32.31%) Oct 07 - Dec 08
$1'200M May 16
162.84
$261M May 16
261.45
$2'000M Jun 16
29 Feb 16 (3.60%)
May 08 - Nov 08
2,525.97
$611M Jun 16
(7.96%) Jul 15 - Feb 16
$1'918M Apr 16
$820M May 16
Ytd Avg. 2016 2.69% 30 Jun 16 (0.52%) (1.52%) -0.66%
30 Jun 16
3.80%
16.96%
-25.71%
15.7%
7.73%
21.85%
-3.72%
7.21%
9.35%
(31.42%) Aug 14 - Jan 16
31 May 16
0.91%
5.02%
-10.48%
0.47%
9.93%
9.21%
-1.39%
6.65%
6.40%
(24.14%) Jun 07 - Dec 08
1,574.79 31 May 16 (0.34%)
(0.38%)
2.23%
12.81%
12.96%
23.81%
-2%
8.74%
4.72%
(7.61%) 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
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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
VR GLOBAL OFFSHORE FUND LTD 30 Apr 99 Richard Deitz
HY
Q/Y
Q
$356M May 16
127.33
$1'100M Mar 16
345.63
$2'170M May 16
31 May 16
30 Nov 05
REDWOOD OFFSHORE FUND Jonathan Kolatch
31 Jul 00
Q
Y
YTD
2015
Ytd Avg. 2016 2.69% 0.55% 0.40% 0.57%
2014
2013
18.36%
6.54%
2012
2011
Ann. Return
Ann. Volatility
10.14%
7.39%
Max Drawdown1
(8.26%) May 15 - Jan 16
24 Jun 16
0.54%
6.66%
-5.2%
1.7%
16.17%
13.18%
-11.03%
9.39%
7.49%
(24.47%) May 07 - Jan 09
44,532.00 31 May 16
2.50%
8.54%
14.49%
-0.4%
32.33%
20.69%
3.58%
24.86%
14.56%
(48.38%) May 08 - Mar 09
Distressed Security/USA HALCYON OFF. ASSET-BACKED VALUE FUND LTD Joseph Wolnick ,Joseph Godley and Jim Coppola
MTD
$917M Apr 16
3,049.38
$2'332M Apr 16
734.92
15 Jun 16
Ytd Avg. 2016 3.55% 0.23% 2.41% 2.14%
6.74%
6.66%
16.14%
4.12%
11.15%
5.03%
(13.32%) Aug 08 - Mar 09
30 Jun 16
0.20%
4.68%
-2.66%
1.59%
17.62%
21.94%
-1.98%
13.34%
10.35%
(36.28%) May 07 - Dec 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
20
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (11.69%) 30 Jun 16 (3.67%) (11.69%) 0.97%
3.87%
23.3%
-7.73%
5.24%
8.98%
8.37%
Max Drawdown1
Equity-Commodity Ytd Avg. 2016
(11.69%)
Equity-Commodity/Global OCEANIC HEDGE FUND - CLASS A Cato Brahde, Andreas Vergottis, Bjorn Rise
31 Jul 02
M
$335M Feb 16
3,311.36
(14.05%) Jul 15 - Jun 16
Equity-Diversified Ytd Avg. 2016
(3.88%)
Equity-Diversified/Asia GOLDEN CHINA FUND NR CLASS George Jiang,
30 Jun 04
LIGHTHORSE CHINA GROWTH FUND LTD Shawn Kang
31 Dec 05
NEZU CYCLICALS FUND LTD Fuyuki Fujiwara
31 Jul 05
OCTAGON PAN ASIA FUND Poh Min Lam & Nelson Chia
30 Sep 04
PINPOINT CHINA FUND CLASS A USD Qiang Wang
31 May 05
QUAM CHINA FOCUS SEGREGATED PORTFOLIO Chris Choy
30 Jun 05
REAL RETURN ASIAN FUND LTD (THE) Ezra Sun
30 Sep 04
RWC ASIA OPPORTUNITY FUND Garret Mallal
30 Apr 15
TELLIGENT GREATER CHINA FUND Ching-Shan Lin
31 Jul 04
WF ASIA FUND LTD Class A S/1 Scobie Ward
31 Jan 01
ZEAL CHINA FUND LTD - USD -NI Daniel POON Chun Pong
31 Dec 09
M M
Q M M
Q
M
M M
M M
$1'731M Feb 16
185.67
$110M Aug 15
387.83
$196M Feb 16
239.78
$21M Feb 16
209.90
$631M May 16
952.47
$121M May 16
396.84
$234M Mar 16
283.71
$85M May 16
116.78
$254M May 16
328.34
$575M May 16
469.30
$217M Apr 16
164.34
30 Jun 16
Ytd Avg. 2016 (4.50%) 0.42% (13.47%) 21.94%
30.02%
17.48%
26.91%
-3.9%
24.87%
24.27%
(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
01 Jul 16
(0.04%)
(14.38%)
3.83%
16%
27.39%
-6.58%
-5.09%
8.33%
12.08%
(25.06%) Oct 07 - Feb 09
31 May 16 (0.82%)
(0.70%)
1.33%
-4.44%
4.6%
11.8%
-6.07%
6.56%
8.23%
(10.69%) Oct 07 - Jan 09
17 Jun 16 (1.25%)
(2.20%)
11.75%
17.46%
9.26%
8.06%
0.6%
22.61%
19.06%
(42.16%) Oct 07 - Nov 08
01 Jul 16
0.08%
(10.90%)
4.45%
-8.2%
61.8%
16.99%
-22.17%
13.48%
24.95%
(45.67%) May 15 - Jan 16
30 Jun 16
0.74%
(5.16%)
1.25%
4.33%
13.35%
9.02%
-9.19%
9.28%
10.26%
(23.36%) May 15 - Apr 16
24 Jun 16
1.39%
11.22%
5%
14.39%
12.66%
(5.73%) Aug 15 - Jan 16
31 May 16 (0.27%)
(9.11%)
0.63%
-6.27%
28.57%
10.76%
-17.35%
10.56%
18.25%
(46.90%) Oct 07 - Oct 08
30 Jun 16 (2.08%)
(4.06%)
15.28%
5.71%
11.72%
27.68%
-7.21%
10.54%
12.54%
(37.65%) Oct 07 - Nov 08
30 Jun 16 (0.04%)
2.37%
7.28%
0.92%
5.55%
12.89%
6.19%
7.94%
14.71%
(20.74%) May 15 - Aug 15
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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
M
AU$150M May 16
199.38
31 May 16
31 Jan 07
M
$24M May 16
1,793.43
30 Jun 16
31 Dec 11
DUET EM FRONTIER FUND Hedi Ben Mlouka
31 Dec 12
FIREBIRD REPUBLICS FUND, LTD Harvey Sawikin & Ian Hague
30 Apr 97
JABCAP EMEA FUND CLASS X1 Carl Tohme
30 Sep 08
OCCO EASTERN EUROPEAN FUND 31 Dec 01 A SHARES Andrew Wiles SAGIL LATIN AMERICAN OPPORTUNITIES FUND CLASS A Adrian Landgrebe and Brad Jones
30 Jun 09
SR GLOBAL FUND (Class N) Emerging Market Equity Ed Butchart and CJ Morrell
31 Dec 12
Q
M Q M Q/Y
M
M
$85M Jun 16
93.35
30 Sep 97
ADRIGO HEDGE Göran Tornée
30 Nov 06
ANTARES EUROPEAN FUND, LTD - 08 Dec 98 USD Peter Miles Testa, Luca Orsini Baroni
Q M M
Ytd Avg. 2016 18.22% 2.78% 18.22% 60.52%
2014
2013
2012
2011
5.07%
Ann. Return
Ann. Volatility
48.31%
10.26%
Max Drawdown1
(2.42%)
Ytd Avg. 2016 10.30% 5.57% 10.30% -11.34%
5.1%
5.22%
11.04%
3.56%
6.40%
8.84%
(23.95%)
$200M Feb 16
135.05
$139M May 16
865.77
$214M Jun 16
239.61
$442M Apr 16
425.72
$95M May 16
160.67
$70M Feb 16
121.27
30 Jun 16
Ytd Avg. 2016 2.82% 0.92% (12.66%) -3.37%
12.24%
11.49%
9.92%
-
3.37%
10.05%
(20.82%) May 15 - May 16
30 Jun 16
1.31%
1.98%
2.25%
12.92%
14.7%
-
8.97%
12.57%
(14.90%) Jul 15 - Feb 16
30 Jun 16 (0.39%)
9.88%
-11.65%
-22.64%
24.2%
13.26%
-19.42%
11.91%
28.96%
(73.20%) Sep 97 - Jan 99
30 Jun 16
0.49%
(0.34%)
-0.08%
7.15%
9.23%
6.94%
-3.2%
11.93%
9.39%
(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
01 Jul 16
0.72%
2.20%
3.32%
3.68%
10.76%
-
5.66%
10.33%
(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
469.13
$279M Apr 16
172.86
$252M Apr 16
563.67
Ytd Avg. 2016 (6.14%) 30 Jun 16 (7.08%) (11.78%) 2.84%
9.35%
17.28%
14.08%
-4.91%
8.59%
11.68%
(26.28%) May 07 - Feb 09
30 Jun 16 (1.96%)
(0.90%)
4.58%
4.32%
12.83%
5.91%
-0.17%
5.87%
4.93%
(9.13%) May 07 - Oct 08
30 Jun 16 (11.46%)
(17.31%)
17.71%
5.5%
28.79%
1.7%
-10.75%
10.34%
14.90%
(32.68%) Jun 07 - Dec 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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
CAPEVIEW AZRI 2X FUND Michael Sakkas and Sushil Shah
30 Sep 10
CAPEVIEW AZRI FUND Michael Sakkas and Sushil Shah
31 Oct 07
COVALIS CAPITAL CLASS B Zach Mecelis
31 Dec 12
GIM PORTFOLIO STRATEGIES – Europe Dynamic L/S Fund A10-03 Jonathan Ingram, John Baker, Anis Lahlou-Abid
30 Sep 03
M
M M M M
GLG EUROPEAN LONG SHORT 30 Sep 00 FUND Class D EUR Unres Pierre Lagrange, Simon Savage, Neil Mason
M
GRANADA EUROPE FUND LTD Swiss Hedge Capital AG, Andreas Zehnder
M
31 Aug 04
LANSDOWNE EUROPEAN EQUITY 31 Aug 98 FD, LTD - A (EUR) David Craigen
M
LC EQUITY FUND LTD Limmat Capital Alternative Investments AG
M
30 Sep 05
LEGG MASON MARTIN CURRIE 31 Aug 10 EUROP ABS ALPHA FUND Class M (PF) Distr. (A) EUR Michael Browne and Steve Frost
D
LUCERNE CAPITAL FUND L.P. Pieter Taselaar, Thijs Hovers
M
31 Dec 01
MADRAGUE EQUITY LONG SHORT 31 Jan 12 Madrague Capital Partners
M
MARSHALL WACE - EUROPA FUND 31 Oct 06 A USD Ernesto Fragomeni
M
€481M May 16
133.29
$300M May 16
166.97
$1'440M Apr 16
176.17
$291M Mar 16
137.34
€270M May 16
426.78
$314M May 16
322.72
CHF61M Jun 16
1,589.42
$486M Apr 16
228.32
CHF72M Jun 16
291.70
€257M Mar 16
12.95
$318M May 16
458.11
€106M May 16
138.39
$121M Jun 16
153.41
01 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (6.14%) 0.82% (5.27%) 3.12%
7.37%
14.59%
18.73%
-14.14%
3.27%
8.74%
Max Drawdown1
(22.46%) Oct 07 - Oct 08
30 Jun 16 (6.07%)
(19.97%)
21.64%
9.86%
24.8%
12.65%
4.31%
9.32%
8.50%
(20.21%) Nov 15 - Jun 16
01 Jul 16
0.17%
(10.14%)
9.84%
4.6%
11.51%
5.82%
1.29%
6.75%
4.23%
(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
30 Jun 16 (1.11%)
(7.54%)
7.63%
1.1%
15.93%
-4.72%
10.2%
12.04%
8.48%
(16.39%) Jun 08 - Nov 09
30 Jun 16 (3.14%)
(4.96%)
7.62%
-5.24%
7.09%
5.75%
7%
7.72%
7.80%
(17.94%) Oct 07 - Oct 08
30 Jun 16
0.01%
2.28%
0.61%
2.12%
-3.57%
-8.93%
4.9%
3.99%
4.65%
(13.54%) Sep 11 - Dec 13
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
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
06 Jul 16
0.08%
(5.75%)
6.02%
1.41%
20.23%
13.93%
-9.24%
4.52%
6.54%
(9.53%) 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
31 May 16
1.13%
2.65%
6.52%
-5.68%
30.08%
3.16%
7.78%
8.84%
(9.12%) Jan 12 - Jun 12
05 Jul 16
(0.05%)
(5.12%)
9.61%
3.96%
7.44%
8.72%
5.65%
4.52%
8.09%
(26.47%) Jun 07 - Sep 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
23
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Equity-Diversified/Europe MARSHALL WACE - MW TOPS FUND Anthony Clake
31 Dec 04
M
MLIS - THEOREMA EUROPEAN 31 May 10 EQUITY LONG SHORT UCITS FUND - EUR B (acc) Theorema Asset Management Limited
D
MOJNA ALPHA LEVERAGED MASTER FUND - EUR NNI Jakob Nordestedt, Michael O’Mara
30 Nov 07
M
NORDIC ALPHA CLASS B - NOK Thomas Raaschou, Christian T. Nygaard
31 Dec 12
ODEY EUROPEAN, INC (EUR) Crispin Odey
31 May 92
PELHAM LONG/SHORT FUND LTD CLASS A EUR Ross Turner
31 Oct 07
PENSATO EUROPA FUND LTD EURO CLASS Graham Clapp & Edward Rumble
31 May 08
POLAR CAPITAL EUROPEAN CONVICTION FUND LIMITED Robert Gurner & Andrew Marsh
31 Mar 06
RBR EUROPEAN LONG SHORT LTD (Ex Rhine Alpha Stars) Rudolf Bohli
30 Apr 05
RWC SAMSARA FUND CLASS A EURO Ajay Gambhir
17 Sep 07
M
W M
M
M
M
M
SIERRA EUROPE OFFSHORE, LTD 28 Feb 97 - CLASS C USD Charles Michaels
M
SUSA EUROPEAN EQUITIES FUND 28 Feb 09 CLASS A NIE EUR Reza Amiri
M
TRIAS L/S FUND Entrepreneur Partners AG / Kilian Kentrup
D
30 Apr 12
$605M Jun 16
239.95
€66M Oct 15
108.30
$86M May 16
164.10
NOK757M May 16
150.70
€730M Mar 16
615.43
€3'826M May 16
220.82
€105M May 16
154.22
€17M Apr 16
143.00
CHF105M Mar 16
2,647.40
€53M Apr 16
130.26
$91M May 16
530.14
$449M May 16
181.12
€90M Jun 16
169.01
05 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (6.14%) 0.20% 0.36% 9.98%
6.72%
16.17%
11.31%
4.29%
7.90%
7.16%
Max Drawdown1
(21.75%) Oct 07 - Feb 09
05 Jul 16
(0.18%)
(7.09%)
6.21%
-5.61%
7.94%
4.37%
-0.27%
1.32%
7.11%
(12.02%) Sep 11 - Jul 12
01 Jul 16
0.05%
(4.75%)
7.31%
-5.72%
14.82%
-4.33%
5.58%
5.93%
6.35%
(11.33%) Dec 13 - Aug 14
05 Jul 16
(1.01%)
(4.82%)
8.84%
15.85%
24.67%
-
12.16%
6.91%
(5.18%) Dec 15 - Jan 16
30 Jun 16
6.79%
(26.49%)
-12.82%
5.48%
25.76%
30.69%
-20.56%
10.88%
17.86%
(50.64%) Jan 94 - Jul 95
31 May 16
2.98%
0.43%
14.57%
2.58%
32.52%
16.89%
-10.68%
9.66%
11.08%
(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
24 Jun 16 (1.75%)
(1.14%)
-12.2%
2.97%
1.9%
8.07%
6.45%
3.55%
8.25%
(15.17%) Dec 14 - Oct 15
30 Jun 16 (10.50%)
(17.28%)
4.25%
13.94%
20.33%
29.45%
-11.71%
9.11%
18.65%
(55.01%) Jun 07 - Nov 08
24 Jun 16 (4.68%)
(9.53%)
-1.22%
3.63%
17.47%
2.95%
-0.84%
3.06%
7.48%
(14.87%) Apr 15 - Jun 16
30 Jun 16
0.01%
(3.58%)
7.61%
-1.76%
4.48%
11.82%
4.88%
9.00%
8.65%
(16.98%) Mar 00 - Jan 03
01 Jul 16
0.40%
(1.99%)
10.67%
-4.8%
17.78%
15.22%
-10.33%
8.43%
11.00%
(16.04%) May 11 - Sep 11
05 Jul 16
(2.24%)
(13.65%)
22.56%
11.08%
33.7%
7.53%
13.36%
13.29%
(14.44%) May 15 - Jul 16
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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
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
ZADIG FUND CLASS A1 Laurent Saglio
30 Nov 05
D
M M
M
€67M Jul 16
11.36
$460M Jul 16
126.22
$776M May 16
329.69
€163M Sep 15
235.75
30 Jun 16
30 Nov 05
ANAVON MASTER FUND LTD CLASS -BAvi Fruchter and Avraham Mevorah
31 Dec 10
M M
ATLAS FUNDAMENTAL TRADING 30 Jun 08 FUND LTD Dmitry Balyasny, Managing Partner & CIO
M
BLUEMOUNTAIN LONG SHORT EQUITY FUND L.P. BlueMountain Capital Management LLC
30 Jun 11
Q
DUET GLOBAL PLUS FUND Jason McNab
31 Jul 10
M
ECOFIN VISTA LONG SHORT FUND 30 Nov 12 Matthew Breidert
M
EXANE TEMPLIERS FUND Jean-Francois Roussel, Stéphane Arrouays, Henri-Daniel Samama, Exane Asset Management
W
28 Feb 06
FARRINGDON ALPHA ONE 31 Dec 06 Bram Cornelisse, Andreas Tholstrup, Dennis van Wees
M
YTD
Ytd Avg. 2016 (6.14%) 1.16% 3.75%
2015
2014
9.6%
-
2013
2012
2011
Ann. Return
Ann. Volatility
8.95%
4.47%
Max Drawdown1
(1.68%) May 15 - Jun 15
30 Jun 16 (5.90%)
(8.61%)
26.81%
-2.65%
11.87%
8.06%
10.33%
(8.61%) Dec 15 - Jun 16
30 Jun 16 (0.12%)
1.15%
14.66%
2.64%
14.43%
6.9%
-1.72%
11.27%
8.26%
(7.41%) Apr 06 - Sep 06
24 Jun 16 (0.66%)
(7.49%)
19.06%
-6.33%
8.9%
11.02%
3.56%
8.45%
10.75%
(19.14%) Aug 08 - Oct 08
Equity-Diversified/Global AAM ABSOLUTE RETURN FUND Harald James Otterhaug
MTD
$198M May 16
309.88
$66M Jun 16
133.74
$247M Apr 16
1,493.34
$878M May 16
147.50
$1'500M Mar 16
125.96
$94M May 16
108.77
€144M Apr 15
17,111.58
$480M May 16
185.69
30 Jun 16
Ytd Avg. 2016 (4.40%) 3.32% 2.37% 58.52%
-9.85%
4.75%
0.95%
16.27%
11.27%
10.98%
(16.84%) Oct 13 - Oct 14
30 Jun 16 (1.70%)
(3.02%)
-2.07%
6.66%
11.45%
12.62%
5.19%
5.43%
8.21%
(11.31%) May 15 - Jan 16
24 Jun 16
0.30%
1.89%
4.86%
12.64%
8.54%
-3.47%
7.52%
5.15%
8.19%
(13.57%) Sep 11 - Jun 13
24 Jun 16 (0.65%)
(3.41%)
2.83%
19.48%
19.48%
3.66%
0.34%
8.10%
6.79%
(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
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
05 Jul 16
(0.28%)
(1.62%)
0.23%
-1.64%
1.85%
0.77%
0.49%
3.82%
3.05%
(3.81%) Dec 13 - Jan 16
05 Jul 16
0.16%
(12.56%)
11.35%
6.78%
10.56%
19.44%
-12.63%
6.72%
11.19%
(16.50%) May 08 - Oct 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
25
Inception Liquidity Date
Asset Size
Last NAV or Index
Equity-Diversified/Global GLADE BROOK GLOBAL OFFSHORE FUND LTD CLASS-ANRPaul Hudson
30 Sep 11
HABROK LTD Rahul Khanna
31 Mar 04
HORSEMAN GLOBAL FUND USD Russell Clark & Bobby Turnbull
31 Jan 01
KINSALE COMPASS FUND Peter A Kinney
31 Oct 11
Q
Q M M
LANSDOWNE DEVELOPED 31 Jul 01 MARKET FUND, LTD (GBP) NNI Peter Davies, Stuart Roden, Jonathon Regis
M
LAZARD GLOBAL HEXAGON FUND 31 May 10 Jean-Daniel Malan
M
LOREM IPSUM MASTER FUND LP John Segrich
31 Jul 13
Q
M. KINGDON OFFSHORE NV - A/1 Mark Kingdon
28 Feb 86
MARSHALL WACE - MW EUREKA A1 EUR Paul Marshall
07 Jan 98
MARSHALL WACE - MW GLOBAL OPPORTUNITIES A USD Fehim Sever
28 Feb 09
Q M
M
MAVERICK FUND, LTD - CLASS A/1 28 Feb 95 Lee Ainslie III
M
MS ASCEND UCITS FUND CLASS I EUR Malcolm Fairbairn
30 Apr 11
W
PARUS FUND PLC USD CLASS Parus Finance, Fabrice Vecchioli
31 Dec 02 Bi-weekly
PASSPORT GLOBAL STRATEGY FUND John Burbank
31 Jul 00
Q
$284M May 16
1,266.42
$73M Apr 16
283.51
$1'062M May 16
785.57
$250M Apr 16
161.67
$10'592M Apr 16
683.75
$326M Feb 16
117.74
$89M Apr 16
99.47
$983M May 16
162.81
$8'175M Jun 16
465.61
$1'111M Jun 16
262.27
$2'000M Jan 16
1,674.84
$230M Dec 15
1,031.82
$784M May 16
500.40
$1'900M Jun 16
1,033.79
Date
MTD
YTD
2015
Ytd Avg. 2016 (4.40%) 30 Jun 16 (3.00%) (10.13%) 13.12%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
-1.36%
19.76%
13.1%
-6.77%
5.09%
9.60%
Max Drawdown1
(10.75%) Dec 15 - Feb 16
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
06 Jul 16
4.18%
10.20%
20.45%
12.63%
19.15%
16.28%
-2.98%
14.28%
16.41%
(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
30 Jun 16 (3.73%)
(13.22%)
16.84%
11.49%
33.26%
17.87%
-20.07%
13.75%
10.84%
(20.07%) Dec 10 - Dec 11
24 Jun 16 (2.58%)
(5.70%)
1.28%
-2.22%
8.97%
13.27%
-1.94%
2.56%
5.07%
(9.02%) 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
01 Jul 16
0.28%
(4.51%)
3.34%
8.23%
23.82%
11.78%
-18.03%
14.06%
12.59%
(30.15%) Sep 87 - Oct 87
05 Jul 16
0.59%
(2.38%)
12.05%
8.44%
21.61%
7.45%
9.74%
12.68%
8.76%
(23.24%) Oct 07 - Oct 08
05 Jul 16
0.71%
3.86%
6.38%
6.3%
13.37%
6.83%
27.16%
14.01%
9.24%
(7.61%) Jan 15 - Apr 15
01 Jul 16
(0.42%)
(0.95%)
16.01%
8.51%
16.46%
15.46%
-14.85%
11.94%
11.19%
(30.04%) May 08 - Nov 08
30 Jun 16 (1.01%)
(7.20%)
1.62%
5.11%
12.16%
-0.14%
-7.06%
0.61%
4.11%
(8.07%) Jul 15 - Jun 16
30 Jun 16 (3.95%)
(12.20%)
12.48%
3.75%
26.37%
23.69%
-6%
15.14%
14.09%
(15.49%) Apr 11 - Sep 11
30 Jun 16 (1.60%)
(7.63%)
10.19%
0.9%
23.02%
11.08%
-18.74%
15.80%
25.01%
(52.74%) Jun 08 - Dec 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
26
Inception Liquidity Date
Asset Size
Last NAV or Index
Equity-Diversified/Global PASSPORT LONG SHORT STRATEGY FUND John Burbank
30 Jun 10
M
PASSPORT SPECIAL 30 Apr 08 OPPORTUNITIES FUND LTD CLASS AA John Burbank
HY
PLATINUM FUND LTD Kerr Neilson
31 May 94
M
RWC ASIA ABSOLUTE ALPHA FUND -BGarret Mallal
31 Jan 10
SR GLOBAL FUND C INTERNATIONAL (Real Perf) Hugh Sloane
31 Dec 93
SR GLOBAL FUND INC - G GLOBAL OPPORTUNITIES PTF (Real Perf) Richard Chenevix-Trench
29 Feb 96
SR PHOENICIA INC CLASS -ASERIES 1 Richard Atherton
31 Jul 01
STK CAPITAL GLOBAL EQUITIES Daniel Grozdea
30 Nov 10
D
M
M
M
M
$1'000M Jun 16
142.91
$404M Jun 16
217.48
$390M Apr 16
79.20
$19M May 16
142.92
$530M Feb 16
691.86
$390M Feb 16
1,299.80
$100M Feb 16
484.50
$98M Apr 16
134.03
Date
31 Dec 04
MARATHON VERTEX JAPAN FD, LTD CLASS B William Arah
31 May 03
SFP VALUE REALIZATION FUND Greg McEntyre
31 Oct 03
M Q
Q
SR GLOBAL FUND H - JAPAN (Real 30 Sep 03 Perf) Hugh Sloane, Alex Kydd
M
UMJ KOTOSHIRO FUND Masahiro Koshiba
M
31 Oct 08
YTD
2015
Ytd Avg. 2016 (4.40%) 30 Jun 16 (0.60%) (2.07%) 10.12%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
-6.24%
19.89%
12.13%
-7.19%
6.13%
8.02%
Max Drawdown1
(10.06%) Apr 11 - Dec 11
30 Jun 16 (2.10%)
(12.75%)
17.81%
9.94%
45.5%
-5.67%
-19.91%
9.97%
26.59%
(43.24%) Jun 08 - Nov 08
24 Jun 16 (4.60%)
(7.19%)
-3.08%
-2.67%
21.76%
17.44%
-13.51%
9.82%
12.26%
(30.48%) Oct 07 - Feb 09
30 Jun 16
2.99%
1.26%
11.02%
0.29%
12.92%
6.59%
0.45%
5.72%
6.67%
(6.47%) Feb 14 - Apr 14
01 Jul 16
2.00%
(0.74%)
4.95%
8.36%
36.28%
1.03%
-24.27%
11.89%
20.73%
(50.10%) Apr 08 - Aug 12
01 Jul 16
0.30%
(6.44%)
0.92%
2.7%
18.09%
-0.88%
-17.2%
16.50%
17.27%
(37.25%) Oct 07 - Feb 09
01 Jul 16
0.90%
(8.34%)
4.18%
4.63%
20.89%
8.13%
-20.97%
11.15%
17.29%
(56.02%) Oct 07 - Feb 09
31 May 16
2.95%
(0.62%)
-1.98%
5.27%
16.09%
9.35%
-1.64%
5.47%
8.60%
(11.78%) Feb 15 - Feb 16
Equity-Diversified/Japan AKAMATSU FUND Philip Kay
MTD
$56M Apr 16
200.11
$448M May 16
2,487.56
$309M Apr 16
364.96
$110M Feb 16
149.01
$293M May 16
213.03
31 May 16
Ytd Avg. 2016 (11.89%) 4.79% (2.82%) 2.45%
5.88%
21.71%
-3.45%
-0.85%
6.26%
7.35%
(12.18%) Mar 12 - Oct 12
30 Jun 16 (6.52%)
(15.68%)
15.58%
2.91%
23.38%
4.89%
0.59%
7.21%
8.81%
(15.95%) Nov 15 - Jun 16
30 Jun 16 (6.64%)
(21.47%)
18.6%
10.82%
82.11%
44.54%
7.42%
10.75%
20.07%
(55.47%) Jan 06 - Oct 10
01 Jul 16
0.20%
(19.01%)
0.97%
0.41%
62.51%
31.05%
-8.33%
3.43%
20.10%
(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
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
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
Q
$70M Mar 16
1,651.03
30 Jun 16
28 Feb 05
BLACKROCK UK EQUITY HEDGE FUND Nigel Ridge & Imran Sattar
30 Apr 05
M M
PEGASUS FUND LIMITED SHARES 31 Oct 97 A-1 Martin Hughes
M
THREADNEEDLE UK ABSOLUTE ALPHA FUND Chris Kinder & Mark Westwood
D
30 Sep 10
$6'925M Mar 16
267.75
31 Jan 93
M
ALLIANCEBERNSTEIN SELECT US 30 Nov 99 EQUITY LONG SHORT Kurt Feuerman
Q/Y
ASCEND PARTNERS FUND II LTD - 31 Jan 04 A Malcolm Fairbairn
Q
BAY RESOURCES PARTNERS OFFSHORE FUND Thomas Claugus
31 Jul 98
M
$640M May 16
230.30
$140M Jan 15
60.19
$970M Oct 15
133.26
BCM WESTON LP (BILLINGS CAPITAL MANAGEMENT) Billings Capital Management LLC
31 Jan 08
COBALT OFFSHORE LTD Wayne Cooperman
31 Dec 96
ELM RIDGE CAPITAL PARTNERS L.P. Ronald Gutfleish
31 Dec 99
M
Q Q
Ytd Avg. 2016 15.50% 3.83% 15.50% -11.33%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
-34.59%
4.08%
11.42%
-14.62%
15.04%
37.77%
Max Drawdown1
(81.79%)
31 May 16
Ytd Avg. 2016 1.33% 1.70% 0.67% 7.74%
4.01%
16.77%
3.87%
-0.47%
9.14%
5.78%
(10.72%)
30 Jun 16 (0.69%)
0.67%
8.35%
6.93%
6.42%
4.27%
2.48%
7.75%
5.49%
(11.70%) Jun 08 - Oct 08
30 Jun 16 (3.90%)
9.45%
-4.13%
-15.72%
63.74%
1.06%
-1.11%
10.13%
14.89%
(35.27%) May 98 - Oct 98
06 Jul 16
(0.21%)
(5.46%)
7.19%
5.4%
10.7%
2.91%
4.22%
5.10%
4.25%
(5.46%) Dec 15 - Jul 16
$1'300M Dec 15
1,006.69
$132M May 16
4,493.49
$414M May 16
201.55
$2'230M May 16
2015
May 07 - Mar 08
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
MTD
Ytd Avg. 2016 (3.28%) 30 Jun 16 (6.23%) (3.51%) -7.15%
-6.92%
20.33%
3.85%
-6%
10.36%
18.74%
(44.44%) May 08 - Dec 08
28 Jun 16 (1.58%)
(0.93%)
-0.78%
2.76%
16.27%
6.17%
0.81%
9.48%
7.14%
(9.98%) May 08 - Feb 09
01 Jul 16
0.12%
(4.68%)
2.63%
4.75%
11.59%
3.48%
-2.86%
5.80%
4.19%
(5.23%) Apr 11 - Dec 11
10,252.54 30 Jun 16 (4.10%)
(3.48%)
-1.62%
5.04%
22.23%
9.24%
-6.89%
13.86%
15.49%
(39.02%) May 08 - Feb 09
$78M Apr 16
260.46
$279M Apr 16
753.94
$349M Apr 16
398.91
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
30 Jun 16 (0.81%)
(5.26%)
-1.12%
4.92%
8.88%
4.49%
-0.66%
10.91%
7.86%
(19.53%) Apr 98 - Sep 98
30 Jun 16 (2.50%)
8.41%
-29.96%
-1.31%
22.28%
-14.08%
0.7%
8.74%
13.88%
(37.41%) Aug 14 - Feb 16
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
28
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Equity-Diversified/USA FJ CAPITAL FINANCIAL OPPORTUNITY FUND LTD Martin Friedman
31 Dec 07
GLENVIEW CAPITAL PARTNERS (CAYMAN), LTD. Lawrence M. Robbins
31 Dec 00
GREENLIGHT CAPITAL OFFSHORE, LTD - A/1 David Einhorn
30 Sep 96
HINOKI FUND LP Ellen Adams & Dan Sheridan
30 Jun 12
IVORY CAPITAL FLAGSHIP STRATEGY Curtis Macnguyen
30 Nov 98
IVORY OPTIMAL FUND LTD Curtis Macnguyen
31 Dec 08
MARLIN FUND LP Michael Masters
30 Jun 95
NEUBERGER BERMAN US LONG SHORT EQUITY FUND Neuberger Berman Group LLC
28 Feb 14
Q
Q
Q
M Q
Q M D
OKUMUS OPPORTUNISTIC VALUE 31 Dec 12 FUND, LTD CLASS A Ahmet H. Okumus
HY
OMEGA OVERSEAS PARTNERS LTD CLASS A Leon Cooperman
31 Dec 91
M
RENAISSANCE INSTITUTIONAL EQUITIES LP (B) Renaissance Technologies LLC
31 Jul 05
M
RWC US ABSOLUTE ALPHA FUND - 30 Sep 09 CLASS B Mike Corcell
D
SANDLER PLUS OFFSHORE FUND 30 Sep 05 LTD Sandler Capital Mgmt, Andrew Sandler
Q
$194M May 16
277.04
$3'158M May 16
529.50
31 May 16
MTD
2015
Ytd Avg. 2016 (3.28%) 1.97% 1.24% 19.64%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
9.76%
25.15%
25.9%
14.77%
12.86%
13.43%
Max Drawdown1
(27.44%) May 08 - Feb 09
30 Jun 16 (4.05%)
(10.90%)
-18.12%
14.44%
42.9%
24.24%
-10.95%
11.35%
16.54%
(49.17%) May 07 - Dec 08
$2'923M 136,239.31 30 Jun 16 (0.40%) Jan 16 $70M Apr 16
132.47
$778M May 16
4,149.72
$1'686M May 16
191.64
$402M May 16
YTD
30 Jun 16 (5.80%)
0.12%
-20.38%
7.51%
18.76%
7.66%
1.86%
14.13%
10.93%
(27.17%) May 08 - Oct 08
(8.04%)
18.12%
-4.9%
26.05%
1.73%
7.28%
10.63%
(12.58%) Feb 14 - Apr 14
30 Jun 16
1.12%
(2.17%)
-4.91%
6.8%
17.07%
10.5%
-3.54%
8.42%
5.97%
(12.61%) May 08 - Nov 08
30 Jun 16
1.19%
(3.96%)
-6.53%
11.31%
28.31%
16.41%
-4.37%
9.06%
8.40%
(15.01%) May 15 - Feb 16
11,907.64 31 May 16 (2.53%)
(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
10.25
$376M Apr 16
148.76
$1'400M Feb 16
793.62
$2'575M May 16
277.82
$489M May 16
137.48
$123M May 16
306.58
04 Jul 16
0.29%
2.30%
-4.21%
4.61%
1.06%
6.68%
(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
24 Jun 16
1.52%
10.05%
16.53%
13.84%
16.78%
8.29%
34.12%
9.82%
10.46%
(35.73%) May 07 - Apr 09
04 Jul 16
(0.18%)
(2.18%)
5.37%
5.45%
14.28%
16.32%
-2.24%
4.82%
6.05%
(9.19%) Apr 10 - Dec 11
30 Jun 16
0.50%
(0.04%)
12.97%
5.68%
10.38%
5.62%
8.91%
10.98%
10.29%
(14.88%) Dec 07 - Mar 09
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
29
Inception Liquidity Date
Asset Size
Last NAV or Index
Equity-Diversified/USA SEMINOLE OFFSHORE FUND Michael G. Messner, Paul C. Shiverick
31 May 98
ZWEIG-DIMENNA INTL LIMITED CLASS A Joseph DiMenna
31 May 87
Q
Q
$695M May 16 $1'124M May 16
735.12
Date
MTD
YTD
2015
Ytd Avg. 2016 (3.28%) 30 Jun 16 (1.70%) (2.27%) -7.29%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
11.04%
23.18%
5.08%
-0.7%
11.65%
12.03%
Max Drawdown1
(15.62%) May 02 - Mar 03
90,678.50 31 May 16
0.53%
(17.18%)
1.79%
4.64%
21.25%
-1.18%
-2.37%
13.07%
14.91%
(50.23%) Feb 00 - Dec 02
Equity-Energy Ytd Avg. 2016
47.37%
Equity-Energy/USA DORSET ENERGY FUND, LTD CLASS A David M. Knott, Donald Textor
31 Oct 00
M
$115M May 16
33.38
Ytd Avg. 2016 47.37% 30 Jun 16 (1.31%) 47.37% -44.05%
-27.2%
29.76%
-6.43%
-1.27%
7.99%
25.68%
(70.37%) Jun 14 - Feb 16
Equity-Financial Ytd Avg. 2016
(9.70%)
Equity-Financial/Global ABACO FINANCIALS FUND Abaco Asset Management LLP
31 May 03
MARSHALL WACE - MW GLOBAL FINANCIALS M/N A USD Amit Rajpal
31 Oct 08
TOSCA CLASS A - USD Johnny de la Hey
30 Sep 00
WELLINGTON MANAGEMENT INV BERMUDA LTD BAY POND A/1 NI Nicholas C. Adams, Partner
31 Dec 95
M M
M HY
€402M May 16
240.79
$99M Jun 16
142.60
$741M May 16
283.33
$4'097M May 16
170.72
31 May 16
Ytd Avg. 2016 (9.70%) 3.37% 2.12% 10.15%
-11.47%
15.74%
4.84%
12.67%
6.99%
6.12%
(11.68%) Nov 13 - Dec 14
05 Jul 16
0.05%
(6.25%)
10.31%
6.52%
5.76%
-0.75%
3.21%
4.73%
5.73%
(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
30 Jun 16 (9.40%)
(27.56%)
8.16%
-1.68%
20.27%
20.41%
-12.53%
14.84%
16.98%
(63.22%) Apr 98 - Mar 99
Equity-Healthcare Ytd Avg. 2016
(13.78%)
Equity-Healthcare/Global CCI HEALTHCARE PARTNERS LTD 31 Dec 00 Oliver Marti, CCI Healthcare Partners
M
CCI MICRO HEALTHCARE 31 Dec 12 PARTNERS LTD Oliver Marti, CCI Healthcare Partners
Q
$408M Jun 16
303.15
$42M Jun 16
170.11
Ytd Avg. 2016 (13.78%) 30 Jun 16 (0.38%) (8.82%) -7.25%
7.67%
26.54%
6.56%
3.99%
7.41%
8.85%
(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
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
30
Inception Liquidity Date
Asset Size
Last NAV or Index
Equity-Healthcare/Global JENOP GLOBAL HEALTHCARE FUND LTD SERIES A David Chan
31 Oct 12
W
MLIS - CCI HEALTHCARE LONG 31 Jan 10 SHORT UCITS FUND - B (acc) USD Oliver Marti, CCI Healthcare Partners
W
VISIUM INSTITUTIONAL PARTNERS 31 May 10 FUND LTD Jacob Gottlieb, Visium Asset Management
Q
$174M May 16
12.23
$506M Oct 15
125.63
$85M May 16
113.91
Date
MTD
YTD
2015
Ytd Avg. 2016 (13.78%) 21 Jun 16 (5.71%) (18.57%) -2.68%
2014
2013
2012
21.95%
27.17%
-0.45%
2011
Ann. Return
Ann. Volatility
5.69%
16.01%
Max Drawdown1
(29.71%) Jul 15 - Jun 16
05 Jul 16
0.07%
(9.01%)
-7.93%
7.41%
26.97%
5.51%
2.72%
3.61%
9.65%
(21.03%) Mar 15 - Mar 16
24 Jun 16 (1.47%)
(16.35%)
4.69%
2.11%
20.91%
5.73%
1.28%
2.17%
7.79%
(21.25%) Jun 15 - Jun 16
Equity-Mid-Small Cap Ytd Avg. 2016
(0.84%)
Equity-Mid-Small Cap/Europe PELHAM LONG/SHORT SMALL CAP 31 Oct 14 FUND LTD Ross Turner
Q
POLAR CAPITAL EUROPEAN FORAGER FUND LTD - AX Robert Gurner & Andrew Marsh
M
31 Jul 03
€493M May 16
150.33
€466M Apr 16
294.26
31 May 16
M
$332M Mar 16
24 Jun 16 (3.97%)
31 Oct 08
HARBOUR HOLDINGS LTD Charles A. Paquelet
31 Dec 85
HARVEY PARTNERS LLC Jeff Moskowitz and Jim Schwartz
31 Jan 06
SENVEST PARTNERS, LTD CLASS A Richard Mashaal
31 Mar 97
TONGA PARTNERS LP 30 Jun 92 J. Carlo Cannell, Cannell Capital LLC
Q M Q Q
HY
29.36%
10.78%
(6.70%)
(7.54%)
-1.67%
4.76%
11.79%
11.93%
2.39%
8.72%
7.24%
(21.47%) Oct 07 - Feb 09
468.21
06 May 16
Ytd Avg. 2016 1.39% 1.43% 1.39% -4.72%
-2.54%
13.46%
12.7%
1.02%
11.63%
8.45%
(14.36%) Jun 14 - Feb 16
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
Ytd Avg. 2016 (2.83%) 5.75% 1.87% 42.71%
$163M Mar 16
195.74
$127M May 16
165.39
$107M May 16
2,204.35
$711M May 16
2,220.50
$65M May 16
2,395.80
30 Jun 16
Ytd Avg. 2016 (0.55%) 1.40% 6.12% 7.27%
2%
27.15%
9.93%
-13.51%
9.15%
10.16%
(22.12%) Feb 11 - Sep 11
31 May 16
1.90%
1.87%
-13.46%
8.83%
26.65%
14.64%
-1.07%
16.89%
22.74%
(49.05%) May 07 - Feb 09
30 Jun 16
0.33%
4.08%
-9.77%
3.63%
15.93%
9.43%
-4.99%
7.88%
7.47%
(13.18%) Jun 15 - Jan 16
30 Jun 16 (4.48%)
(5.04%)
-17.34%
22.21%
79.39%
34.84%
-34%
17.46%
36.01%
(70.54%) Feb 00 - Sep 02
30 Jun 16 (5.40%)
(3.70%)
-12.61%
12.36%
34.84%
24.02%
-9.02%
14.14%
15.28%
(50.33%) Jun 07 - Apr 09
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
31
Inception Liquidity Date
Asset Size
Last NAV or Index
Equity-Mid-Small Cap/USA TRISTAN PARTNERS LP 31 May 05 J. Carlo Cannell, Cannell Capital LLC
HY
$63M May 16
295.73
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (0.55%) 30 Jun 16 (7.20%) (6.62%) -6.76%
-3.87%
38.52%
17.18%
20.24%
10.27%
16.56%
Max Drawdown1
(49.97%) Jun 07 - Feb 09
Equity-Pharma-Biotech Ytd Avg. 2016
(7.59%)
Equity-Pharma-Biotech/USA PERCEPTIVE LIFE SCIENCES OFFSHORE FUND LTD Joseph Edelman
31 Jul 00
SIVIK GLOBAL HEALTHCARE OFFSHORE - A/01-01 Krishen Sud
30 Jun 01
VISIUM BALANCED OFFSHORE FUND CL 2 Jacob Gottlieb
31 Oct 05
M
M
Q/Y
$1'268M Apr 16
1,646.65
$42M Feb 16
2,324.30
$3'408M Feb 16
251.34
Ytd Avg. 2016 (7.59%) 30 Jun 16 (1.23%) (7.47%) 49.6%
20.3%
43.88%
27.75%
5.82%
19.23%
16.99%
(24.43%) Dec 07 - Nov 08
30 Jun 16 (2.32%)
(4.57%)
-5.08%
25.55%
20.95%
13.88%
-8.27%
5.78%
11.67%
(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
0.13%
Equity-Technology/Global EXANE ARCHIMEDES FUND CLASS 30 Sep 06 A CAP Gilles Lenoir and César Zeitouni
W
€1'136M Mar 16
17,346.04
05 Jul 16
M
$538M May 16
8.21%
3.84%
-0.19%
3.99%
5.80%
4.36%
(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
Ytd Avg. 2016 (1.74%) (1.06%) (1.74%) 3.76%
483.12
31 May 16
Ytd Avg. 2016 1.99% 4.04% 1.99% 8.35%
30%
11.22%
0.65%
-0.21%
9.81%
11.69%
(19.91%) May 08 - Nov 08
Equity-Utility Ytd Avg. 2016
0.88%
Equity-Utility/Europe CYGNUS UTILITIES, INFRASTRUCTURE & RENEWABLES Cygnus Asset Management
30 Apr 06
M
$245M Jun 16
1,912.48 31 May 16
Ytd Avg. 2016 3.46% 0.39% 3.46% -0.98%
4.09%
2.98%
10.88%
-2.7%
6.63%
7.21%
(10.69%) Nov 09 - Aug 11
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
32
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Equity-Utility/Global ELECTRON GLOBAL FUND, L.P. Electron Capital Partners, LLC
28 Feb 13
M
$575M May 16
128.90
30 Jun 16
MTD
YTD
2015
Ytd Avg. 2016 (1.69%) 0.30% (1.69%) 17.63%
2014
2013
-2.84%
14.71%
2012
2011
Ann. Return
Ann. Volatility
7.90%
7.56%
Max Drawdown1
(7.85%) May 15 - Aug 15
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
33
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (11.91%) 30 Jun 16 (3.60%) (11.91%) -9.31%
5.33%
26.16%
28.67%
-4.16%
5.98%
14.60%
Max Drawdown1
Equity-Diversified Ytd Avg. 2016
(11.91%)
Equity-Diversified/USA MARCATO INTERNATIONAL LTD Richard McGuire, Marcato Capital Management LLC
30 Sep 10
Q
$1'784M Aug 15
139.69
(26.08%) May 15 - Feb 16
Merger-Arbitrage Ytd Avg. 2016
3.37%
Merger-Arbitrage/Global TIG ARBITRAGE ENHANCED FUND 31 Dec 06 Drew Figdor
M
$137M May 16
227.77
30 Jun 16
Ytd Avg. 2016 3.37% 1.95% 3.37% 1.83%
1.72%
13.34%
7.34%
6.85%
9.05%
7.75%
(10.97%) Oct 07 - Oct 08
Multi-Strategy Ytd Avg. 2016
(0.41%)
Multi-Strategy/Europe CYGNUS EUROPA EVENT DRIVEN 30 Jun 10 FUND Jose Luis Perez Esteve
M
MLIS - OZ EUROPE UCITS FUND CLASS B EUR David Windreich, Och-Ziff Capital Management Group
W
31 Mar 11
PORTLAND HILL OVERSEAS FUND 31 May 12 LTD Thierry Lucas
M
$139M Mar 16
2,160.52
$379M Oct 15
105.27
$140M May 16
148.67
Y
ANDALUSIAN CORPORATE OPPORTUNITIES FUND LP Michael Reeber, Harrison M. Wreschner
Q
31 Jul 09
22.57%
32.14%
9.47%
-0.26%
13.69%
10.01%
(15.90%) Oct 11 - Jul 12
05 Jul 16
(0.82%)
(6.95%)
4.96%
-6.7%
14.37%
10.74%
-8.79%
0.98%
6.60%
(10.96%) Apr 11 - Nov 11
31 May 16
2.10%
0.12%
17.54%
0.25%
17.1%
7.62%
10.41%
8.30%
(6.30%) Dec 15 - Jan 16
Multi-Strategy/Global AG SUPER FUND INTERNATIONAL, 30 Apr 93 LTD Michael Gordon & Dave Kamin
Ytd Avg. 2016 (4.12%) 30 Jun 16 (2.37%) (5.53%) 27.54%
$484M May 16
1,671.01
$127M Apr 16
192.35
Ytd Avg. 2016 0.18% 24 Jun 16 (0.05%) 2.45% -6.41%
2.63%
16.86%
13.67%
-2.62%
8.95%
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
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
34
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Multi-Strategy/Global BG UMBRELLA FUND PLC Boussard & Gavaudan Investment Management
28 Feb 03
DAVIDSON KEMPNER INTL, LTD CLASS C Tranche 1 Thomas L. Kempner, Jr.
31 Oct 95
DROMEUS GLOBAL OPPORTUNITIES FUND Dromeus Capital Management Ltd
30 Jun 08
D
Q
M
ECF VALUE FUND INTERNATIONAL 30 Jun 02 LTD Gates Capital Management Inc.
Q
GREYWOLF CAPITAL OVERSEAS FUND Greywolf Capital Management LP
31 Jul 03
Q
KG INVESTMENT FUND LLC KG Funds Management LLC
31 Dec 08
KITE LAKE (KL) SPECIAL OPPORTUNITIES FUND LTD Jamie Sherman & Jan Lernout
31 Jan 11
MOAB PARTNERS OFFSHORE FUND LTD Moab Capital Partners, LLC, Michael Rothenberg
31 Mar 06
OMNI EVENT FUND LIMITED Omni Partners LLP, John Melsom
31 Aug 13
OWL CREEK OVERSEAS FUND, LTD Jeffrey Altman
31 Jan 02
PERSHING SQUARE INTL.LTD William Ackman
31 Dec 04
Q Q
Q
M Y
Q/Y
PSAM WORLDARB MASTER FUND 31 Aug 98 LTD P. Schoenfeld Asset Management LP
Q
SOLUS SOLA LTD CL. I Chris Pucillo, Scott Martin, CJ Lanktree
Q
31 Dec 01
TRIAN PARTNERS LTD 31 Dec 05 Nelson Peltz, Peter May & Ed Garden
Q
€1'540M Jun 16
142.86
$7'738M Apr 16
513.13
$91M Apr 16
198.97
$1'656M Apr 16
606.12
$882M May 16
248.08
$140M May 16
292.00
$256M May 16
147.47
$171M May 16
228.89
$113M May 16
125.96
$2'000M Jun 16
4,615.21
$3'967M Apr 16
3,456.37
$900M Jun 16
352.68
$4'046M Jun 16
1,229.02
$2'640M Jun 16
227.51
01 Jul 16
MTD
YTD
2015
Ytd Avg. 2016 0.18% 0.14% 5.83% 10.77%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
4.23%
11.56%
8.49%
-5.04%
7.05%
5.79%
Max Drawdown1
(22.71%) May 07 - Nov 08
24 Jun 16
0.07%
2.79%
1.68%
5.15%
10.24%
8.49%
1.59%
8.24%
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
30 Jun 16
3.00%
17.68%
-20.57%
-2.28%
18.9%
26.22%
2.09%
13.72%
16.83%
(43.83%) May 07 - Dec 08
31 May 16 (5.58%)
(4.45%)
-14.14%
5.67%
15.74%
3.8%
-1.09%
7.33%
9.67%
(27.67%) Jul 07 - Dec 08
30 Jun 16 (6.49%)
(7.90%)
12.44%
8.97%
26.85%
21.93%
12.4%
15.36%
13.67%
(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
24 Jun 16
0.50%
3.12%
4.31%
9.77%
18.26%
4.76%
-0.82%
8.42%
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
30 Jun 16 (0.10%)
2.59%
-2.95%
-8%
48.63%
11.07%
-15.44%
11.19%
12.66%
(20.92%) Mar 10 - Sep 11
05 Jul 16
(1.60%)
(18.78%)
-16.66%
37.24%
9.3%
12.39%
-2.03%
11.37%
14.83%
(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
24 Jun 16 (1.67%)
(0.72%)
0.35%
10.04%
31.78%
9.11%
-1.73%
18.90%
13.51%
(21.93%) Feb 08 - Apr 09
24 Jun 16 (2.36%)
0.68%
4.38%
10.52%
40.06%
0.9%
3.98%
8.15%
13.23%
(30.56%) May 07 - Feb 09
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
35
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
Y
TYRUS CAPITAL EVENT FUND LTD 30 Sep 09 Tony Chedraoui
Q
WHITEBOX MULTI-STRATEGY FUND Andrew Redleaf, Paul Twitchell, Rob Vogel
Q
31 Dec 01
$138M Apr 16
3,820.41
$2'200M Apr 16
160.89
$507M May 16
563.36
31 Mar 16
MTD
YTD
2015
Ytd Avg. 2016 0.18% 1.98% (12.67%) -19.85%
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
30 Jun 16
0.67%
5.19%
-1.31%
7.65%
15.74%
6.77%
-0.07%
7.30%
7.33%
(13.79%) Jun 14 - Sep 15
30 Jun 16
1.04%
2.89%
-2.78%
6.16%
18.09%
11.38%
1.2%
12.66%
9.33%
(34.40%) Jun 08 - Dec 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
36
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 2.23% 31 May 16 (0.91%) (1.35%) 2.77%
3.78%
6.04%
14.73%
19.93%
8.33%
5.04%
Max Drawdown1
Fixed Income Ytd Avg. 2016
2.23%
Fixed Income/Global BLACKROCK FIXED INCOME GLOBAL ALPHA FUND Tim Webb
30 Sep 06
BLACKROCK OBSIDIAN FUND Stuart Spodek
30 Jun 96
M
M
CAPULA GLOBAL RELATIVE VALUE 30 Sep 05 FUND LTD CLASS -AYan Huo, Masao Asai
Q
III FUND LTD Cliff G Viner
30 Jun 93
M
LMR ALPHA RATES TRADING FUND, LTD LMR Partners
31 May 14
PELAGUS CAPITAL FUND Bruno Usai
31 Dec 07
PINE RIVER LIQUID RATES FUND Pine River Capital Management L.P.
30 Nov 11
PROLOGUE FEEDER FUND, LTD. CLASS A David Lofthouse, Graham Walsh
31 Jan 06
SANCTUM FIXED INCOME FUND Sanctum FI, LLP
31 Aug 03
M
M M Q
M
$2'200m May 16
216.92
$2'000M May 16
6,875.66
$9'268M Jun 16
267.22
$180M May 16
4,190.26
$787M May 16
128.85
$84M May 16
194.20
$1'275M Jun 16
154.64
$1'000M May 16
1,896.12
$292M Jul 16
199.19
(10.54%) Jun 08 - Dec 08
24 Jun 16 (0.50%)
(1.03%)
-0.14%
5.23%
10.83%
34.27%
-13.5%
10.12%
9.23%
(20.93%) Jan 08 - Feb 09
30 Jun 16
0.43%
3.05%
7.53%
8.15%
7.56%
0.43%
6.21%
9.57%
4.24%
(7.41%) Feb 08 - Mar 08
30 Jun 16
0.03%
2.47%
1.65%
2.87%
13.44%
11.83%
9.03%
6.42%
10.54%
(54.77%) Jan 08 - Nov 08
24 Jun 16
0.55%
6.73%
15.05%
4.93%
13.03%
2.43%
(0.15%) Mar 15 - Apr 15
30 Jun 16 (1.06%)
1.75%
-2.61%
-4.09%
3.38%
4.47%
2.27%
8.12%
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
30 Jun 16 (2.21%)
(0.15%)
1.88%
-3.34%
2.51%
6.02%
8.37%
6.33%
3.92%
(6.61%) May 13 - Aug 14
30 Jun 16
0.00%
3.32%
5.67%
-0.27%
3.36%
1.91%
6.58%
5.51%
8.33%
(23.61%) Jul 08 - Oct 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
37
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (1.97%) 17 Jun 16 (0.30%) (1.97%) 2.06%
4.48%
4.95%
4.21%
-3.61%
3.82%
4.51%
Max Drawdown1
Arbitrage Ytd Avg. 2016
(1.97%)
Arbitrage/Global HSBC MAA FUND USD 15 Jun 95 HSBC Alternative Investments Limited
Q/M
$79M Mar 16
220.10
(25.30%) Jul 07 - Dec 08
Event Driven Ytd Avg. 2016
(1.39%)
Event Driven/Global GEMS PROGR. FUND SICAV 31 Dec 01 RECOVERY PORTFOLIO REGULAR USD David Goldfarb, Miguel Abadi, Cedric Carrol
Q
HSBC CREDIT MARKET OPPORTUNITIES FUND USD CLASS COMPOSITE Hsbc Management (Guernsey) Ltd
Q
31 May 09
HSBC SPECIAL OPPORTUNITIES 28 Feb 07 FUND LTD - USD CLASS HSBC Alternative Investments Limited
Q
$73M Jun 15
2,141.20
$32M Mar 16
117.57
$59M Mar 16
135.32
Ytd Avg. 2016 (1.39%) 30 Jun 16 (0.61%) (5.91%) -5.31%
-0.44%
8.61%
5.91%
-12.46%
5.39%
6.46%
(23.23%) Jun 08 - Dec 08
17 Jun 16
0.12%
(1.76%)
-0.53%
2.75%
9.19%
8.74%
-7.47%
3.80%
5.19%
(9.16%) Feb 11 - Dec 11
17 Jun 16 (0.12%)
3.49%
-3.33%
4.75%
13.97%
20.63%
-3.5%
3.30%
9.39%
(35.45%) Jun 08 - Mar 09
Macro Ytd Avg. 2016
(0.79%)
Macro/Global MASTERS FUND LTD MAGNOLIA SERIES Sean M. Doyle
31 Dec 96
Q
$290M May 16
5,274.10
24 Jun 16
Ytd Avg. 2016 (0.79%) 0.44% (0.79%) 1.11%
1.97%
11.1%
1.49%
-0.36%
8.90%
8.31%
(9.96%) Jul 98 - Oct 98
Multi-Strategy Ytd Avg. 2016
(2.97%)
Multi-Strategy/Global DIAMOND NEUTRAL FUND CLASS A1 Elchanan Jaglom, Daniel Jaglom
31 Oct 02
Q
$118M Apr 16
181.88
31 May 16
Ytd Avg. 2016 (2.97%) 0.49% (2.20%) 2.62%
1.42%
10.45%
2.61%
-1.97%
4.50%
4.12%
(14.18%) Jun 08 - Dec 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
38
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Multi-Strategy/Global GAM DIVERSITY I INC - US$ CLASS 31 Dec 89 David Smith
M
GAM TRADING II USD David Smith, Arvin Soh
M
30 Apr 97
HSBC GH FUND USD 31 May 96 HSBC Alternative Investments Limited
M
HSBC LEVERAGED GH FUND HSBC Republic Investment Limited
M
30 Nov 04
HSBC UCITS ADVANTEDGE FUND - 31 Oct 09 USD CLASS Hsbc Alternative Inv. Ltd
W
$284M Mar 16
721.86
$541M Mar 16
342.08
$2'042M Mar 16
337.08
$2'042M Mar 16
158.55
€204M Mar 16
90.67
30 Jun 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (2.97%) 0.68% (2.26%) -2.38%
0.19%
10.49%
6.67%
-3.44%
7.74%
7.74%
Max Drawdown1
(19.64%) Jan 94 - Jan 95
30 Jun 16 (0.70%)
(0.45%)
0.46%
4.08%
-0.45%
2.83%
-4.11%
6.62%
5.72%
(7.34%) Apr 13 - Oct 13
17 Jun 16 (0.60%)
(1.85%)
3.51%
4.77%
8.51%
5.4%
-3.37%
6.24%
6.08%
(18.30%) Jun 08 - Dec 08
17 Jun 16 (1.29%)
(4.80%)
5.03%
7.61%
15.12%
8.72%
-8.76%
4.07%
10.83%
(37.09%) Jun 08 - Dec 08
30 Jun 16 (0.35%)
(6.24%)
-1.97%
-1.57%
7.25%
1.38%
-7.51%
(1.45%)
3.90%
(10.99%) May 15 - Jun 16
Trading Ytd Avg. 2016
5.10%
Trading/Global HSBC TRADING ADVANTEDGE 31 Oct 05 FUND HSBC Alternative Investments Limited
M
$62M Mar 16
164.10
Ytd Avg. 2016 5.10% 17 Jun 16 (0.82%) 5.10% 3.29%
16.59%
-8.75%
-5.39%
-1.62%
4.77%
9.70%
(20.93%) Apr 11 - Sep 13
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
39
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%
15.24%
43.39%
Max Drawdown1
Equity-Diversified Ytd Avg. 2016
25.84%
Equity-Diversified/Emerging RUSSIAN PROSPERITY FUND - A Alexander Branis
31 Aug 96
W
$777M May 16
161.96
30 Jun 16
Ytd Avg. 2016 25.84% 2.68% 25.84% -3.1%
(90.26%) Jul 97 - Jan 99
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
40
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
22.34%
18.58%
Max Drawdown1
Commodity Ytd Avg. 2016
5.33%
Commodity/Global ANDURAND COMMODITIES FUND Pierre Andurand
31 Jan 13
MERCHANT COMMODITY FUND (THE) - COMPOSITE Michael Coleman and Doug King
31 May 04
MERRICKS CAPITAL SOFT COMMODITIES Merricks Capital Pty Limited
31 Jan 08
M M
M
$1'130M Apr 16
1,581.91
$237M May 16
599.52
$135M May 16
170.02
Ytd Avg. 2016 5.33% 30 Jun 16 (2.80%) 10.61% 4.05%
(14.92%) Jul 13 - Sep 14
30 Jun 16
0.30%
9.00%
-3.23%
59.33%
15.77%
-7.6%
-30.07%
15.97%
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
11.87%
Commodity-Systematic/Global ARCTIC BLUE Jean-Jacques Duhot
31 Dec 07
ARCTIC BLUE CAPITAL 3X Jean-Jacques Duhot
31 May 14
MILLBURN COMMODITY PROGRAM Millburn Ridgefield Corporation
28 Feb 05
M M M
$102M Jun 16
216.86
$77M Jun 16
186.71
$225M Jun 16
235.79
30 Jun 16
Ytd Avg. 2016 11.87% 3.60% 7.03% 3.88%
4.54%
13.28%
7.6%
2.87%
9.53%
8.76%
(12.55%) Jun 13 - Jul 14
30 Jun 16 11.20%
23.49%
13.76%
32.91%
34.92%
22.25%
(13.02%) Mar 15 - Jun 15
05 Jul 16
0.17%
5.08%
25.5%
28.09%
-7.65%
-15.24%
-5.62%
7.85%
12.41%
(30.96%) Apr 11 - Nov 13
Currency Ytd Avg. 2016
0.14%
Currency/Asia DYMON ASIA MACRO FUND (SERIES A) Danny Yong
31 Jul 08
THE CAMBRIDGE STRATEGY ASIAN MARKETS CURRENCY ALPHA Alexandra Edstein
31 Jan 06
M
M
$3'320M May 16
169.35
$109M Mar 16
171.74
01 Jul 16
Ytd Avg. 2016 (1.61%) 0.15% 2.05% -10.25%
18.75%
5.19%
0.96%
20.11%
6.87%
11.07%
(13.69%) Jul 08 - Sep 08
24 Jun 16
0.56%
(5.27%)
4.16%
8.72%
1.06%
0.86%
6.36%
5.34%
7.97%
(7.18%) Aug 15 - May 16
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
41
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Currency/Global HARNESS MACRO CURRENCY FUND Harness Investment Group Ltd
31 Mar 09
KO-ZHOU FUNDAMENTAL FX FUND Joe Zhou,
28 Feb 15
THE CAMBRIDGE STRATEGY 31 Jan 08 EMERGING MARKETS CURRENCY ALPHA Andrew Saunders
D
M
M
$603M Jun 16
975.68
$81M May 16
110.61
$148M Mar 16
200.03
05 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 1.31% (0.33%) (4.78%) -3.6%
8.27%
3.49%
17.64%
-4.62%
4.94%
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
24 Jun 16 (1.82%)
4.21%
7.91%
16.61%
-0.3%
7.42%
10.46%
8.60%
8.17%
(10.76%) May 13 - Sep 13
Diversified Ytd Avg. 2016
(1.92%)
Diversified/Asia ALPHADYNE INVESTMENT 31 Jan 07 STRATEGIES FUND LTD Bart Broadman, Philippe Khuong-Huu
M
BREVAN HOWARD ASIA FUND LIMITED Kaspar Ernst
30 Sep 04
M
GRATICULE ASIA MACRO FUND Adam Levinson
28 Feb 11
RV CAPITAL ASIA OPPORTUNITY FUND Ranodeb Roy, RV Capital Management Private Ltd
31 Dec 11
SINFONIETTA FUND Symphony Financial Partners
30 Jun 08
Q M
M
$543M May 16
2,007.14
$2'552M May 16
248.59
$3'540M Apr 16
148.39
$211M May 16
152.27
$61M May 16
159.24
30 Jun 16
31 Mar 06
GAVEA FUND LTD . CLASS A S/1 Fraga Arminio and Gabriel Srour
31 Jul 03
GREEN FUND LLC - CLASS I Luis Stuhlberger
31 Jan 01
M
Q M
5.69%
12.15%
7.06%
3.11%
7.68%
4.96%
(5.92%) Jan 14 - Jun 14
31 May 16 (0.32%)
(1.89%)
5.19%
3.55%
11.55%
4.41%
8.86%
8.11%
3.73%
(2.88%) Jan 16 - May 16
30 Jun 16
1.10%
0.67%
1.76%
-1.21%
17.08%
21.23%
3.3%
7.67%
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 FINISTERRE GLOBAL OPPORTUNITY FUND Darren Walker
Ytd Avg. 2016 (1.41%) 0.15% (0.15%) 2.68%
$1'285M May 16
233.57
$507M May 16
240.56
$556M Feb 16
768.10
31 May 16
Ytd Avg. 2016 0.89% 0.21% 2.82% 6.37%
11.35%
5.36%
7.75%
-5.97%
8.69%
7.02%
(18.02%) Jun 08 - Oct 08
30 Jun 16
0.17%
(3.09%)
11.51%
-5.31%
2.71%
8.19%
-0.35%
7.03%
6.99%
(12.50%) Jul 08 - Oct 08
23 Jun 16
3.63%
4.61%
4.69%
-3.49%
9.9%
13.55%
-5.7%
13.30%
13.29%
(33.00%) Jun 08 - Nov 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
42
Inception Liquidity Date
Asset Size
Diversified/Emerging PHARO GAIA FUND, LTD Guillaume Fonkenell and Michael Skarbinski
30 Nov 08
PHARO TRADING FUND, LTD Guillaume Fonkenell
30 Nov 00
SPINNAKER GLOB OPP FUND, LTD 31 Jan 01 COMPOSITE Jorge Rosas
Q
M M
$1'100M May 16 $413M May 16 $856M Mar 16
Last NAV or Index
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 0.89% 2,377.56 31 May 16 (1.50%) 2.63% 7.94%
17.5%
6.73%
1.1%
8.26%
12.84%
12.56%
30 Apr 12
AVIVA INVESTOR MULTI-STRATEGY TARGET RETURN FUND EUR Peter Fitzgerarld, Ian Pizer, Dan James,
31 Jul 14
BREVAN HOWARD FUND, LTD USD CLASS A Alan Howard
31 Mar 03
BTG PACTUAL GLOBAL EM. MKTS AND MACRO FD BTG Pactual Global Asset Management
31 Jan 09
CAXTON GLOBAL INVESTMENT LTD Andrew E. Law
31 Jan 97
M D
M
M
4,963.74 31 May 16 (2.23%)
Q
COMMONWEALTH OPPORTUNITY 30 Nov 08 CAYMAN FUND LTD Adam Fisher
M
ECLECTICA FUND CLASS A EURO 30 Sep 02 (THE) Hugh Hendry
M
EPISODE INC. CLASS A David Fishwick / Tony Finding
31 Jul 05
Q
GAM GLOBAL RATES HEDGE FUND Adrian Owens
31 Jan 04
M
YTD
Max Drawdown1
(14.76%)
2.50%
-9.25%
12.47%
19.65%
0.69%
-2.68%
10.88%
10.84%
(17.68%) Aug 14 - Dec 15
495.07
24 Jun 16
0.89%
(4.12%)
-2.3%
6.64%
1%
14.01%
-11.83%
10.94%
11.00%
(31.78%) May 08 - Feb 09
$1'325M May 16
118.34
€2'648M May 16
107.08
$16'419M May 16
296.52
$436M May 16
MTD
May 13 - Jun 13
Diversified/Global ATREAUS OVERSEAS FUND LTD Atreaus Capital LP
Date
Ytd Avg. 2016 (2.48%) 30 Jun 16 (1.24%) (4.43%) 12.09%
9.07%
1%
0.27%
4.12%
7.68%
(5.46%) Nov 15 - Jun 16
05 Jul 16
0.24%
(1.55%)
4.07%
4.08%
3.38%
3.95%
(2.88%) Nov 15 - Mar 16
31 May 16 (0.29%)
(2.07%)
-1.96%
-0.79%
2.68%
3.93%
12.15%
8.60%
6.75%
(8.80%) Apr 13 - May 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
935.12
$501M May 16
223.34
$63M May 16
255.62
$1'096M May 16
147.93
$402M Apr 16
223.77
05 Jul 16
1.09%
1.49%
3.53%
-1.38%
18.16%
1.96%
0.7%
12.19%
7.53%
(7.37%) Jun 07 - Aug 07
24 Jun 16
0.48%
1.19%
1.04%
6.19%
5.39%
15.64%
10.75%
11.20%
8.81%
(10.38%) Jan 09 - Feb 09
01 Jul 16
(0.50%)
(7.33%)
6.45%
9.48%
-0.01%
-1.72%
12.11%
7.06%
19.78%
(31.94%) Feb 08 - Sep 08
17 Jun 16 (3.66%)
(2.53%)
2.51%
7.77%
6.14%
-4.69%
0.98%
3.66%
10.60%
(32.77%) Oct 07 - Feb 09
30 Jun 16 (2.22%)
(3.41%)
1.72%
4.72%
-0.11%
14.71%
-6.73%
6.70%
7.21%
(12.25%) Mar 11 - Sep 11
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
43
Inception Liquidity Date
Asset Size
Last NAV or Index
Diversified/Global GAMUT INVESTMENTS Adrian Owens
30 Jun 86
GEMSSTOCK FUND - B1 USD Al Breach & Darren Read
30 Nov 10
GRAHAM ABSOLUTE RETURN TRADING LTD Graham Capital Management, L.P.
31 Dec 04
GRAHAM GLOBAL INVESTMENT FUND II - DISCRETIONARY ENHANCED VOL -CLASS - B Kenneth G. Tropin
31 May 04
GRAHAM GLOBAL INVESTMENT FUND- DISCRETIONARY Kenneth G. Tropin
31 May 04
HARMONIC ALPHA PLUS MACRO FUND - USD CLASS Harmonic Capital Partners LLP
30 Apr 03
M M Q
Q
Q
M
JPMORGAN INVESTMENT GLOBAL 30 Apr 05 MACRO OPPORTUNITIES C (Acc) EUR James Elliot, Shrenick Shah, Talib Sheikh
D
LONDON SELECT FUND LIMITED David Gorton
31 Mar 04
M
MELLON OFF GLOB OPP FUND LTD - MULTICURRENCY - A1 Jeff Zhang
30 Nov 05
MKP ENHANCED OPPORTUNITY OFFSHORE, LTD MKP Capital Management, LLC
31 Jul 13
MKP OPPORTUNITY OFFSHORE, LTD MKP Capital Management, L.L.C.
31 Jul 01
MLM MACRO PEAK PARTNERS OFFSH FD, LTD - B Timothy Rudderow
31 Mar 02
MOORE GLOBAL INV FD, LTD - A $ 31 Dec 89 Louis Bacon
M
M
M
M
Q
$62M Mar 16
7,821.16
$500M May 16
205.30
$1'424M Jun 16
458.35
$2'037M Jun 16
241.31
$2'037M Jun 16
273.46
$97M Jun 16
138.51
€2'934M Feb 16
156.68
$460M May 16
164.84
$137M Aug 15
1,246.52
$649M May 16
98.66
$2'313M May 16
298.95
$699M Jun 16
2,593.14
$4'000M Feb 16
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (2.48%) 28 Jun 16 (4.48%) (5.67%) 0.54%
5.1%
-2.83%
0.29%
-0.95%
15.63%
12.91%
Max Drawdown1
(13.45%) Dec 87 - Apr 88
30 Jun 16
0.70%
2.25%
12.42%
6.19%
23.95%
48.41%
-13.11%
13.74%
15.71%
(20.66%) Apr 11 - Sep 11
05 Jul 16
0.94%
1.46%
1.32%
10.41%
10.5%
9.29%
4.54%
11.72%
9.60%
(13.31%) May 07 - May 08
05 Jul 16
0.92%
0.82%
-0.27%
6.53%
7.57%
7.8%
6.66%
9.99%
10.13%
(30.81%) May 07 - Jun 08
05 Jul 16
0.45%
0.26%
-0.35%
3.18%
3.63%
3.83%
3.56%
5.55%
5.07%
(14.81%) May 07 - Jun 08
30 Jun 16
1.07%
(3.36%)
3.43%
8.27%
-8.34%
23.45%
-8.95%
5.28%
11.74%
(18.17%) Aug 12 - Feb 14
06 Jul 16
0.84%
2.92%
10.43%
13.75%
16.29%
2.71%
-5.09%
5.91%
7.34%
(21.35%) Oct 07 - Feb 09
21 Jun 16 (1.24%)
(5.73%)
-1.32%
2.53%
9.34%
5.37%
0.08%
4.17%
9.19%
(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%)
(2.72%)
0.82%
-3.62%
4.36%
(0.47%)
7.13%
(11.26%) 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
01 Jul 16
0.06%
(5.50%)
1.44%
13.66%
23.84%
-0.76%
-35.04%
6.91%
17.37%
(36.99%) Dec 10 - May 12
58,007.94 23 Jun 16 (0.27%)
(1.46%)
3.43%
1.74%
17.02%
8.82%
-2.21%
16.56%
11.38%
(18.45%) Jan 94 - Feb 95
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
44
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Diversified/Global MOORE MACRO MANAGERS FUND, LTD CLASS -ALouis Bacon
31 Jul 93
ONSLOW MACRO FUND CLASS A Nicolas Galperin, Esteban Klein
31 Dec 07
PHARO MACRO FUND, LTD Pharo Team
30 Apr 05
Q
M Q
PIMCO ABSOLUTE RETURN 31 Mar 02 STRATEGY IV OFFSHORE FUND II , CL. A/1 Qi Wang
Q
PINPOINT MULTI-STRATEGY FUND 29 Feb 08 Qiang Wang
M
POTOMAC RIVER CAPITAL MASTER FUND Mark W. Spindel
28 Feb 11
M
PWP GLOBAL MACRO FUND Maria Vassalou,
30 Sep 13
RUBICON GLOBAL FUND, LTD Paul Brewer
31 Oct 99
STANDARD LIFE GLOBAL FOCUSED STRATEGIES (GFS) FUND Standard Life Investments
31 Dec 13
TT INTERNATIONAL FUND Tacchi Tim
31 Aug 89
TUDOR B.V.I GLOBAL FUND LTD -A- ALT SERIES 01 Paul Tudor Jones
31 Dec 11
TUDOR BVI GLOBAL FUND LTD CLASS -A- SERIES 01 NI Paul Tudor Jones
31 Oct 86
TUDOR DISCRETIONARY MACRO FUND CLASS I Series 01 Multi-PM Platform
30 Jun 12
M M D
M Q
Q
Q
$7'500M Feb 16 $114M Jun 16
14,235.34 23 Jun 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (2.48%) 0.26% (4.78%) 3.12%
5.54%
13.49%
9.01%
-2.57%
12.29%
8.09%
Max Drawdown1
(14.47%) Jan 94 - Feb 94
152.96
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
$4'178M May 16
3,232.24 31 May 16 (0.68%)
$1'695M May 16
2,552.49 31 May 16
1.15%
3.57%
8.23%
18.51%
12.53%
-7.83%
11.16%
8.41%
(9.64%) Jun 08 - Nov 08
1.12%
(0.45%)
4.54%
5.86%
-0.44%
12.01%
1.82%
6.83%
8.02%
(25.88%) May 08 - Nov 08
$308M May 16
193.50
$11M May 16
113.68
$393M May 16
113.88
$723M Jun 16
499.09
€658M May 16
9.99
$190M Apr 16
6,464.93
17 Jun 16 (0.22%)
(2.19%)
17.03%
8.37%
4.65%
6.19%
-10.43%
8.28%
11.14%
(17.36%) Jun 08 - Nov 08
01 Jul 16
0.10%
(11.84%)
-9.67%
5.19%
9.3%
5.55%
17.65%
2.43%
10.25%
(22.58%) 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
30 Jun 16 (1.70%)
(10.74%)
5.41%
1.72%
18.27%
-3.89%
5.34%
10.12%
14.96%
(36.03%) Dec 04 - May 07
04 Jul 16
0.31%
(8.18%)
8.32%
-1.12%
-
(0.66%)
5.75%
(8.47%) Dec 15 - Jun 16
30 Jun 16 (1.32%)
(7.10%)
-0.58%
-8.57%
7.65%
4.27%
-14.09%
7.14%
13.89%
(27.05%) Jan 94 - Jan 95
$7'000M 131,057.42 24 Jun 16 Jun 16
0.87%
$7'000M 126,637.75 24 Jun 16 Jun 16
0.79%
$1'330M Jun 16
2.52%
1,146.55
24 Jun 16
(2.34%)
1.42%
3.47%
14.29%
6.27%
-
5.00%
6.61%
(5.63%) Mar 15 - May 16
(2.92%)
0.45%
2.65%
13.99%
5.41%
2.17%
17.72%
18.10%
(17.07%) Apr 92 - Jul 92
(2.20%)
0.56%
0.15%
13.2%
2.82%
3.49%
6.78%
(9.27%) Jun 13 - Jun 14
Fixed Income Ytd Avg. 2016
(2.27%)
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
45
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Fixed Income/Global MARKHAM RAE I SUB FUND Christopher Brandt
30 Sep 11
M
$189M May 16
11.41
31 May 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (2.27%) 0.41% (2.27%) 5.83%
6.89%
-6.81%
5.77%
4.71%
2.87%
9.08%
Max Drawdown1
(19.31%) May 13 - Jul 14
Systematic Ytd Avg. 2016
13.07%
Systematic/Global EAGLE QUANTITATIVE MACRO Eagle Trading Systems Inc. (Menachem Sternberg)
30 Sep 06
HIGHER MOMENT AURORA FUND LP Ravi Singh
31 Mar 08
HIGHER MOMENT CAPITAL OPPORTUNITIES, LP Ravi Singh
30 Nov 09
IPM SYSTEMATIC CURRENCY FUND Björn Osterberg
31 Mar 05
IPM SYSTEMATIC MACRO FUND Björn Osterberg
30 Jun 06
QUANTEDGE GLOBAL FUND Quantedge Capital Pte Ltd
30 Sep 06
M
M
M
M
M M
$302M Jun 16
180.45
$78M Apr 16
160.49
$79M Apr 16
468.24
$109M May 16
176.73
$466M May 16
247.86
$1'156M May 16
1,003.23
01 Jul 16
Ytd Avg. 2016 13.07% 1.03% 4.33% -9.39%
11.34%
-10.32%
8.57%
4.2%
6.24%
13.62%
(22.33%) May 12 - Apr 14
31 May 16
0.25%
0.55%
-4.99%
11.69%
5.5%
9.42%
6.81%
5.96%
6.05%
(9.63%) Jun 09 - Aug 09
31 May 16
1.88%
6.16%
31.61%
12.47%
-9.29%
38.83%
52.2%
26.79%
22.81%
(17.34%) Jan 11 - Mar 11
30 Jun 16
6.70%
16.64%
2.59%
7.45%
4.98%
-1.39%
-6.26%
6.06%
9.32%
(13.92%) Mar 06 - Aug 06
30 Jun 16 (0.52%)
10.28%
4.39%
14.65%
1.16%
9.6%
-8.05%
9.58%
10.65%
(12.22%) Oct 10 - Sep 11
30 Jun 16 12.00%
40.43%
-18.26%
29.36%
9.16%
39.46%
32.9%
26.66%
30.28%
(44.65%) Feb 08 - Oct 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
46
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
2.39%
Currency/Global DACHARAN HIGH EXPOSURE Dacharan
30 Apr 08
M
MAN AHL CURRENCY FUND DN 31 Jul 93 USD Matthew Sargaison and Emidio Sciulli
M
ORTUS AGGRESSIVE FUND (CAYMAN) LTD Joe Zhou,
29 Feb 04
Q
ORTUS FUND (CAYMAN) LTD Dr Joe Zhou
30 Sep 03
M
$85M Apr 16
3,614.00 31 May 16
Ytd Avg. 2016 2.39% 0.02% 10.30% 13.49%
(26.75%) Jul 11 - Aug 14
$37M May 16
126.01
$156M May 16
335.25
$92M May 16
216.93
30 Jun 16 (11.15%)
(16.76%)
13.03%
58.05%
-11.24%
1.13%
-20.46%
11.68%
23.88%
(31.58%) Apr 11 - Jun 12
30 Jun 16
5.46%
11.33%
0.87%
18.72%
-30.11%
-30.43%
12.54%
10.30%
28.72%
(62.89%) Jul 08 - Oct 08
30 Jun 16
2.58%
4.68%
-1.06%
7.42%
-17.32%
-17.33%
5.7%
6.26%
11.40%
(33.53%) Jan 12 - Sep 14
Systematic Ytd Avg. 2016
4.13%
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
ALTIS GLOBAL TREND PORTFOLIO 30 Jun 14 Altis Partners (Jersey) Limited, Zbigniew Hermaszewski
D
ASPECT DIVERSIFIED FUND CLASS A Anthony Todd
30 Nov 98
W
BH-DG SYSTEMATIC TRADING FUND LTD BH-DG Systematic Trading LLP
30 Apr 06
BLUETREND FUND, LTD -USDCLASS A Systematica Investments Limited
31 Mar 04
D
M
$1'551M Apr 16
1.56
$4'500M Mar 16
1.30
$4'600M Mar 16
1.43
$45M Jun 16
113.13
$801M Jun 16
430.52
$370M Apr 16
192.06
$4'700M May 16
317.88
01 Jul 16
Ytd Avg. 2016 4.13% 0.30% 5.69% 3.18%
20.31%
16.91%
23.53%
10.53%
14.53%
12.15%
(13.16%) Jun 08 - Oct 08
30 Jun 16
2.15%
0.56%
1.51%
22.83%
-1.51%
-0.06%
-2.76%
12.16%
12.23%
(12.29%) Oct 01 - Feb 02
30 Jun 16
2.80%
(0.93%)
-2.68%
33.79%
-3.05%
-2.23%
-5.91%
12.71%
16.53%
(19.53%) Oct 01 - Apr 02
30 Jun 16 10.84%
(9.35%)
7.87%
15.69%
6.35%
24.13%
(25.08%) Feb 16 - May 16
05 Jul 16
2.00%
(0.51%)
7.88%
32.04%
-4.44%
-10.66%
4.51%
8.64%
15.96%
(22.19%) Feb 12 - Mar 14
01 Jul 16
0.76%
5.07%
-1.43%
10.81%
2.09%
-3.33%
1.83%
6.62%
11.25%
(15.21%) Apr 11 - Apr 14
30 Jun 16
2.73%
0.10%
3.44%
12.68%
-11.5%
0.02%
0.32%
9.89%
14.20%
(22.05%) Apr 11 - Jan 14
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
47
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Systematic/Global BORONIA DIVERSIFIED FUND 31 Aug 93 MASTER Richard Grinham and Angus Grinham
M
CAMPBELL GLOBAL ASSETS FUND 31 Jan 98 LTD Class A Campbell & Company
M
CAMPBELL GLOBAL ASSETS FUND 30 Jun 02 LTD Class B Campbell & Company
M
CANTAB CAPITAL PARTNERS QUANTITATIVE FUND (THE) - USD ARISTARCHUS Ewan Kirk, Erich Schlaikjer, Cantab Capital
28 Feb 07
M
CONQUEST MACRO FUND, LTD (COMP) Marc Malek
30 Apr 99
CRABEL FUND SPC LTD CLASS A Toby Crabel
28 Feb 98
M
M
DB PLATINUM IV DBX SYSTEMATIC 30 Jun 10 ALPHA INDEX FUND - CLASS I1CU DB Platinum Advisors
W
DB PLATINUM IV MW HELIUM 31 Jan 12 Marshall Wace LLP / Philippe Azoulay
D
DISCUS FEEDER LTD CL. B USD STANDARD LEVERAGE Team managed
31 Dec 90
M
DUNN WMA FUND SA Dunn Capital Management LLP
31 Dec 10
M
DUNN WMA INSTITUTIONAL UCITS 31 Aug 11 FUND Dunn Capital Management LLP
D
EAGLE GLOBAL Menachem Sternberg
30 Sep 95
M
FORT GLOBAL CONTRARIAN Yves Balcer, Sanjiv Kumar
30 Sep 02
FORT GLOBAL DIVERSIFIED Yves Balcer, Sanjiv Kumar
30 Sep 93
D W
$50M Jun 16
2,238.51
$17M May 16
4,506.62
$16M May 16
3,912.28
$2'600M Jun 16
2,019.25
$175M Apr 16
2,731.80
$565M Mar 16
6,542.54
$2'278M May 16
131.50
$122M May 16
96.18
$280M Apr 16
1,338.51
$233M Apr 16
168.12
$76M Oct 15
147.97
$384M Jun 16
06 Jul 16
MTD
YTD
2015
Ytd Avg. 2016 4.13% 1.39% 11.26% -4.54%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
14.33%
13.23%
-3.99%
-8.75%
9.29%
11.58%
Max Drawdown1
(14.56%) Feb 08 - Apr 12
05 Jul 16
2.18%
(0.74%)
-2.97%
19.84%
12.57%
4.52%
-2.92%
8.51%
13.24%
(21.17%) Jun 07 - Jan 10
05 Jul 16
1.25%
3.67%
1.34%
14.38%
11.34%
1.84%
1.83%
6.89%
11.40%
(22.92%) Jun 07 - Aug 07
01 Jul 16
1.22%
7.92%
-8.24%
39.32%
-27.65%
15.32%
12.84%
7.98%
17.98%
(34.86%) Apr 13 - Apr 14
05 Jul 16
2.52%
30.67%
2.28%
4.21%
-6.62%
-33.44%
-6.08%
6.02%
20.29%
(56.11%) Jul 09 - Mar 13
01 Jul 16
0.19%
13.89%
-1.74%
8.67%
2.2%
15.53%
-1.93%
10.78%
15.39%
(16.71%) Oct 98 - Jun 99
30 Jun 16
3.61%
(0.62%)
-0.06%
14.41%
6.63%
-3.96%
4.85%
4.67%
8.30%
(8.26%) Mar 15 - May 16
01 Jul 16
0.33%
(2.20%)
-3.27%
21.93%
6.14%
4.09%
5.64%
10.46%
(17.98%) Mar 15 - Apr 16
01 Jul 16
1.36%
6.22%
8.36%
15.4%
-10.32%
-13.88%
21.95%
10.93%
15.55%
(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
05 Jul 16
1.46%
7.40%
9.14%
24.18%
33.48%
-20.2%
-4.56%
8.42%
18.83%
(27.86%) Aug 11 - Oct 12
810,611.43 01 Jul 16
2.68%
2.66%
-9.55%
-1.04%
-15.88%
8.1%
8.82%
10.60%
22.89%
(38.48%) Apr 13 - May 16
$1'373M May 16
4,427.52
$366M May 16
28,270.80
04 Jul 16
0.40%
4.98%
-1.34%
12.36%
1.62%
2.83%
28.7%
11.41%
11.36%
(17.42%) Mar 08 - Oct 08
04 Jul 16
0.57%
13.16%
-3.2%
19.02%
-4.68%
7.12%
39.93%
15.80%
18.66%
(26.56%) May 99 - Sep 00
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
48
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
GRAHAM GLOBAL INVESTMENT FUND II - K4D-10V Kenneth G. Tropin
31 Jan 95
GRAHAM GLOBAL INVESTMENT FUND II - K4D-15V - COMPOSITE Kenneth G. Tropin
31 Dec 00
GRAHAM GLOBAL INVESTMENT FUND TACTICAL TREND S/A Graham Capital Management, L.P.
30 Sep 06
GSA TREND FUND Jonathan Hiscock, Pavel Zhlobich & David Khabie-Zeitoune
31 Aug 13
ISAM SYSTEMATIC TREND FUND CLASS Q ISAM Systematic Management
31 May 01
M
M
M
W
D
M
KEYNES LEVERAGED 31 Dec 04 QUANTITATIVE STRATEGIES FUND CLASS B SERIE 2 Sushil Wadhwani,
W
KEYNES MULTI ASSET VALUE FUND LTD (KMAV) - USD Series 2 Wadhwani Asset Management LLP, Dr. Sushil Wadhwani
W
31 May 15
LYNX (BERMUDA) LTD 30 Apr 00 Jonas Bengtsson, Svante Bergstrom, Martin Sandquist
M
LYNX BERMUDA 1.5 LTD 30 Apr 08 Jonas Bengtsson, Svante Bergstrom, Martin Sandquist
M
MILLBURN DIVERSIFIED PROGRAM Millburn Ridgefield Corporation
31 Jan 77
M
QMS DIVERSIFIED GLOBAL MACRO QMS CAPITAL MANAGEMENT LP
31 May 10
M
$833M Jun 16
388.07
$2'835M Jun 16
435.57
$2'835M Jun 16
288.84
$6'173M Jun 16
249.77
$1'950M Jun 16
157.19
$957M Jul 16
627.35
$300M May 16
112.23
$775M May 16
99.75
$2'648M Apr 16
6,205.95
$382M Apr 16
215.65
$849M Feb 16
25,885.86
$2'740M Jun 16
178.68
05 Jul 16
MTD
YTD
2015
Ytd Avg. 2016 4.13% 1.36% 0.99% 0.27%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
15.91%
13.72%
-0.07%
-9.85%
8.29%
11.86%
Max Drawdown1
(17.90%) Apr 11 - Nov 12
05 Jul 16
1.00%
(0.11%)
0.34%
17.71%
10.04%
-4.91%
-13.12%
7.10%
12.08%
(20.70%) Apr 11 - Nov 12
05 Jul 16
1.51%
0.46%
1%
27.43%
15.25%
-7.15%
-18.64%
10.48%
18.80%
(29.84%) Feb 04 - Apr 05
05 Jul 16
1.14%
1.60%
5.13%
22.4%
8.44%
4.21%
-0.1%
9.82%
10.60%
(10.35%) May 15 - May 16
24 Jun 16
4.89%
0.60%
14.91%
32.59%
2.55%
17.42%
15.13%
(11.34%) Feb 16 - May 16
24 Jun 16
1.94%
(5.11%)
15.06%
61.95%
-10.66%
-17.47%
-2.74%
12.95%
18.64%
(34.79%) Feb 11 - Sep 13
30 Jun 16
0.55%
(2.40%)
2.28%
15.91%
-3.01%
7.19%
-4.95%
7.41%
12.02%
(12.45%) Apr 06 - Sep 06
30 Jun 16
1.46%
1.06%
-1.3%
(0.23%)
4.58%
(3.18%) Apr 16 - May 16
05 Jul 16
1.97%
12.47%
-8.73%
27.03%
11.1%
-6.71%
-2.25%
11.93%
14.42%
(16.88%) Mar 15 - Dec 15
30 Jun 16 15.22%
15.33%
-13.76%
42.18%
16.7%
-10.82%
-4.08%
9.86%
22.85%
(24.98%) Mar 15 - Dec 15
05 Jul 16
0.67%
14.07%
5.57%
17.65%
-6.02%
-5.5%
-6.39%
15.12%
17.88%
(25.65%) May 89 - Oct 89
30 Jun 16
7.03%
1.55%
2.65%
17.14%
22.88%
11.04%
1.5%
10.00%
12.36%
(14.12%) Mar 15 - May 16
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
49
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
M
SMN DIVERSIFIED FUTURES FUND 31 Oct 96 SMN Investment Services GmbH
W
SOLAISE SYSTEMATIC FUND LTD ( 31 May 11 S Class) Ali Nejjar
M
TEWKSBURY INVESTMENT FUND, 31 Dec 90 LTD - B Matthew Tewksbury
M
TRADELINK INTEGRATED PROGRAM LTD Alex Brockmann
31 Dec 93
M
TULIP TREND FUND, LTD - A Progressive Capital Partners Ltd
31 Mar 03
TWO SIGMA COMPASS CAYMAN FUND Two Sigma Investments, LP
31 Jul 09
WELTON GLOBAL DIRECTIONAL PORTFOLIO Welton Investment Partners
31 May 04
WINTON EVOLUTION FUND David Harding
31 Aug 05
WINTON FUTURES FUND David Harding
30 Sep 97
M M
M
M M
$803M Apr 16
284.88
$68M Feb 16
317.82
$335M Jul 16
102.51
$2'224M Apr 16
19,749.90
$153M May 16
2,694.30
$315M Mar 16
5,461.84
$888M Apr 16
2,805.71
$144M Jun 16
256.22
$520M Jun 16
1,762.10
$12'600M Jun 16
1,043.04
06 Jul 16
MTD
YTD
2015
Ytd Avg. 2016 4.13% 3.60% (0.62%) 4.22%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
14.86%
9.31%
-22.39%
-16.7%
5.15%
18.86%
Max Drawdown1
(52.73%) Nov 08 - Oct 12
01 Jul 16
1.27%
(2.16%)
0.9%
57.24%
-5.95%
-20.11%
-7.77%
7.79%
19.06%
(37.70%) Dec 08 - Sep 13
30 Jun 16
1.95%
(8.41%)
3.18%
12.26%
1.84%
-0.15%
-4.97%
0.49%
11.97%
(13.97%) Mar 15 - May 16
01 Jul 16
0.60%
7.06%
3.21%
7%
7.57%
3.53%
4.55%
12.40%
4.93%
(7.75%) Jun 07 - Aug 07
30 Jun 16
3.21%
(0.51%)
-6.78%
22.7%
7.76%
-6.33%
-21.27%
15.76%
21.78%
(36.53%) May 03 - Jan 05
30 Jun 16 19.28%
19.55%
-8.81%
36.15%
-0.01%
4.89%
-20.93%
13.66%
27.79%
(34.25%) Feb 09 - Jan 10
30 Jun 16 (0.25%)
8.24%
15.02%
25.56%
14.07%
4.23%
2.33%
16.07%
8.68%
(9.85%) Apr 11 - Sep 11
05 Jul 16
1.84%
15.74%
-1.91%
34.01%
-5.73%
-8.12%
-14.44%
8.08%
14.29%
(33.18%) Feb 11 - Sep 13
06 Jul 16
1.28%
(1.01%)
0.74%
17.26%
14.56%
-8.31%
3.83%
5.36%
11.03%
(14.61%) Jun 08 - Jul 09
06 Jul 16
1.17%
1.07%
0.93%
13.87%
9.4%
-3.56%
6.29%
13.30%
16.29%
(25.08%) Oct 01 - Feb 02
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
50
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%
14.96%
12.08%
Max Drawdown1
Discretionary Ytd Avg. 2016
(2.60%)
Discretionary/Asia AMAZON MARKET NEUTRAL FUND 31 Aug 05 CLASS A USD Philip King
M
$283M May 16
453.22
Ytd Avg. 2016 (15.06%) 30 Jun 16 (2.10%) (15.06%) 26.27%
Discretionary/Europe OYSTER MARKET NEUTRAL EUR Syz Asset Management S.A.
31 Jul 09
W
€261M Mar 15
167.54
Q
MARSHALL WACE - MW MARKET NEUTRAL TOPS A USD Anthony Clake.
M
31 Oct 07
MLIS - MARSHALL W. TOPS UCITS 31 Dec 07 FUND (MKT NTRL) Marshall Wace LLP
D
WHITE SQUARE PURE ALPHA FUND White Square Capital, Florian Kronawitter and Dennis Krings-Ernst
M
31 Aug 14
$814M Jun 16
314.93
30 Apr 02
EQUILIBRIA JAPAN FUND LTD 2X (USD) James Pulsford, Sara Gardiner-Hill
30 Apr 09
M
M
$1'181M Jun 16
195.65
$3'309M Apr 16
138.75
$113M Jun 16
151.82
Ytd Avg. 2016 3.96% 30 Jun 16 (1.75%) (3.30%) -3.82%
05 Jul 16
31 Mar 08
D
6.4%
-6.15%
1.61%
4.46%
(8.93%)
1.57%
8.26%
9.2%
-4.11%
7.01%
5.50%
(10.73%)
0.41%
4.61%
19%
13.34%
18.78%
15.02%
3.18%
8.03%
6.31%
(15.98%)
05 Jul 16
0.01%
(0.09%)
7.97%
6.39%
7.58%
6.07%
3.46%
3.92%
4.27%
(11.63%) Jun 08 - Oct 08
30 Jun 16
2.60%
14.62%
24.5%
6.39%
25.58%
8.65%
(3.30%) Mar 15 - Apr 15
$189M May 16
238.89
$346M May 16
148.81
£843M Apr 16
10.72%
Jun 08 - Nov 08
Ytd Avg. 2016 (8.17%) 30 Jun 16 (2.34%) (5.38%) 1.95%
4.6%
9.16%
-3.55%
-0.13%
6.33%
4.62%
(7.20%) Jul 11 - Dec 12
30 Jun 16 (4.78%)
(10.96%)
3.19%
9.46%
19.7%
-6.6%
-0.5%
5.70%
8.79%
(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
05 Jul 16
Ytd Avg. 2016 (8.29%) 0.25% (8.29%) 5.18%
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
06 Jul 16
Ytd Avg. 2016 (1.06%) 0.39% (0.70%) 1.69%
0.6%
2.8%
3.49%
2.3%
2.44%
1.41%
(1.82%) Feb 14 - May 14
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
51
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Discretionary/UK SCHRODER CAZENOVE UK ABSOLUTE TARGET FUND - P2 GBP Steven Cordell
30 Jun 08
D
£262M Aug 15
124.80
06 Jul 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (1.06%) 0.56% (1.42%) 5.24%
-3.98%
10.09%
4.08%
11.24%
2.80%
4.84%
Max Drawdown1
(9.96%) Sep 09 - Dec 10
Diversified Ytd Avg. 2016
6.68%
Diversified/Global RENAISSANCE INSTITUTIONAL DIVERSIFIED ALPHA FUND INTL. L.P.,A Renaissance Technologies LLC
28 Feb 12
M
$2'573M May 16
146.87
24 Jun 16
Ytd Avg. 2016 6.68% 2.29% 6.68% 16.23%
11.39%
7.07%
-0.67%
9.30%
11.09%
(8.40%) Mar 13 - Sep 13
Equity Diversified Ytd Avg. 2016
(5.12%)
Equity Diversified/Asia BLACKROCK PAN ASIA 31 Jul 10 OPPORTUNITIES FUND LTD CLASS B Jeff Shen, Ryan Kim, Ryan LaFond, Jan Bratteberg
M
MACQUARIE ASIAN ALPHA FUND Nick Bird
M
30 Sep 05
$694M May 16
115.75
$1'300M May 16
1,728.96
Ytd Avg. 2016 (9.01%) 31 May 16 (1.27%) (10.36%) -1.91%
30 Sep 10
GAM TALENTUM ENHANCED EUROPE LONG/SHORT - A Gianmarco Mondani / Roberto Cantaluppi / Paolo Longinotti
30 Nov 04
GLG EUROPEAN EQUITY 30 Jun 11 ALTERNATIVE Class IN EUR Pierre Lagrange, Simon Savage, Neil Mason
D
M
D
7.13%
2.92%
9.6%
2.54%
5.90%
(14.73%) Jul 15 - May 16
24 Jun 16 (1.10%)
(7.66%)
-8.11%
10.4%
9.04%
4.41%
9.11%
6.84%
6.42%
(16.08%) 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
127.80
€348M May 16
280.75
$868M May 16
110.04
06 Jul 16
Ytd Avg. 2016 (5.49%) 0.12% (5.03%)
5.2%
4.9%
16.13%
-0.35%
-4.05%
3.79%
5.39%
(13.12%) Mar 11 - May 12
30 Jun 16 (3.22%)
(9.86%)
18.3%
3.54%
15.83%
16.66%
2.91%
9.32%
8.85%
(25.03%) Jun 08 - Apr 09
30 Jun 16 (3.17%)
(5.35%)
6.91%
-6.26%
7.23%
6.19%
1.87%
1.93%
5.05%
(10.37%) Feb 14 - Oct 14
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
52
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Equity Diversified/Europe MACQUARIE EUROPEAN ALPHA FUND - CLASS A Nick Bird, Andrew Alexander
31 Jul 12
M
$771M May 16
133.35
31 May 16
Q
TWO SIGMA ABSOLUTE RETURN CAYMAN FUND LTD Two Sigma Advisers, LP
M
31 Oct 11
YTD
2015
2014
2013
2012
Ytd Avg. 2016 (5.49%) 2.46% (1.73%) 5.04%
9.62%
12.78%
5.11%
2011
Ann. Return
Ann. Volatility
7.95%
4.63%
Max Drawdown1
(4.57%) Jan 16 - Apr 16
Equity Diversified/Global MITRA CAPITAL MASTER FUND LP 30 Sep 12 David Lander
MTD
$72M May 16
151.62
$1'066M Apr 16
1,472.64
31 May 16
Ytd Avg. 2016 (0.48%) 4.80% (0.26%) 43.43%
-12.55%
17.04%
3.55%
12.01%
20.73%
(20.68%) Feb 14 - Dec 14
30 Jun 16 (4.45%)
(0.70%)
14.99%
10.09%
11.25%
4.03%
1.23%
8.64%
5.43%
(4.45%) May 16 - Jun 16
Multi-Strategy Ytd Avg. 2016
0.60%
Multi-Strategy/Asia LIM ASIA MULTI-STRATEGY FUND CLASS A George W. Long
31 Dec 95
Q
$975M May 16
39.53
Ytd Avg. 2016 (0.10%) 24 Jun 16 (1.10%) (0.10%) 1.77%
Q
$2'222M May 16
5.63%
3.57%
-0.23%
6.94%
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%
230.12
31 May 16
Ytd Avg. 2016 1.30% 0.50% 1.30% -1.91%
-2.08%
7.9%
11.37%
4.31%
8.68%
4.92%
(6.11%) Feb 14 - Nov 15
Statistical Arbitrage Ytd Avg. 2016
(2.74%)
Statistical Arbitrage/Global A.R.T. INTERNATIONAL INVESTOR 28 Feb 07 (BVI) Ltd Aaron Sosnick
Q
GSA INTERNATIONAL FUND CLASS A David Khabie-Zeitoune
Q
28 Feb 05
$849M May 16
242.31
$803M May 16
282.21
Ytd Avg. 2016 (2.74%) 30 Jun 16 (2.29%) (1.27%) 3.11%
9.83%
4.91%
5.67%
7.88%
9.94%
7.19%
(10.48%) Jul 07 - Aug 07
30 Jun 16 (0.97%)
(4.22%)
11.41%
12.14%
13.28%
3.64%
15.2%
9.58%
4.41%
(11.91%) Jun 08 - Sep 08
Systematic Ytd Avg. 2016
(5.13%)
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
53
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Systematic/Europe BLACKROCK EOS CLASS B USD COMPOSITE Robert Fisher, Simon Weinberger
28 Feb 02
M
$431M Apr 16
1,544.83
05 Jul 16
31 Jul 02
BLUEMATRIX FUND CLASS -AUSD Systematica Investments Limited
31 Oct 07
DACHARAN EQUITY FUND Dacharan
31 Dec 13
M/Q
M
M
$893M May 16 $774M Feb 16 $53M Apr 16
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (4.69%) 0.25% (4.69%) 5.08%
6.55%
20.08%
3.49%
-3.11%
8.64%
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
MTD
2,055.50 31 May 16
Ytd Avg. 2016 (5.27%) 0.80% (8.48%) 6.35%
-0.67%
8.02%
9.41%
24.92%
5.34%
7.49%
(25.15%) Jun 08 - Sep 09
162.08
30 Jun 16 (4.43%)
(8.11%)
7.9%
10.4%
12.57%
-2.49%
-1.42%
5.73%
7.18%
(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
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
54
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%
13.31%
10.37%
Max Drawdown1
Merger-Arbitrage Ytd Avg. 2016
3.40%
Merger-Arbitrage/Global ABRAX MERGER ARBITRAGE S.G. FUND Puzzle Capital, Xavier Robinson
30 Apr 11
GLAZER ENHANCED OFFSHORE FUND LTD Paul Glazer
31 Dec 98
LION FUND, LTD (THE) Nick Walker
31 Jan 96
M
M
M
$88M May 16
188.95
$468M Jun 16
1,258.93
$32M Apr 16
38.69
31 May 16
31 Aug 89
M
$138M Apr 15
(11.84%) May 12 - Oct 12
01 Jul 16
0.02%
3.50%
11.78%
5.91%
5.56%
5.34%
8.94%
15.56%
5.91%
(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
Ytd Avg. 2016 3.74% 1.56% 4.38% 22.74%
647.74
01 Jul 16
Ytd Avg. 2016 2.39% (0.02%) 2.39% 3.14%
2.09%
3.12%
2.55%
3.03%
7.21%
3.20%
(6.65%) Oct 07 - Oct 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
55
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
MTD
YTD
2015
2014
2013
2012
Ytd Avg. 2016 (0.81%) 0.75% (4.19%) 2.48%
7.89%
20.57%
6.72%
2011
Ann. Return
Ann. Volatility
7.41%
4.24%
Max Drawdown1
Credit Ytd Avg. 2016
(0.28%)
Credit/Europe CHENAVARI MULTI STRATEGY CREDIT FUND - MS2 € Chenavari Investment Managers
31 Jan 12
NUMEN CREDIT OPPORTUNITIES FUND Filippo Lanza
31 Oct 08
M
M
$513M Mar 16
136.31
€200M Jun 16
450.45
31 May 16
30 Jun 16
31 May 04
Q
$1'426M May 16
0.10%
2.57%
1.79%
1.59%
12.47%
25.15%
-9.8%
21.68%
16.33%
(16.68%) Oct 10 - Jan 12
Credit/Global CANYON BALANCED FUND LTD M.R. Julis & J.S. Friedman
(6.71%) May 15 - Feb 16
3,303.83 31 May 16
Ytd Avg. 2016 0.77% 0.76% 0.77% -8.4%
6.16%
19.99%
20.52%
-4.57%
10.46%
9.87%
(30.14%) Oct 07 - Nov 08
Diversified Ytd Avg. 2016
(0.80%)
Diversified/Asia PHALANX JAPAN AUSTRALASIA MULTI-STRATEGY FUND LTD Christopher S. McGuire
31 Mar 05
SEGANTII ASIA-PACIFIC EQUITY MULTI-STRATEGY FUND Simon Sadler & Kurt Ersoy
30 Nov 07
Q
M
$43M Mar 16
1,440.80
$1'723M Apr 16
385.02
30 Jun 99
Q
$950M Mar 16
30 Jun 16
30 Jun 06
ARROWGRASS MASTER FUND Nick Niell , Henry Kenner
31 Jan 08
ATLAS ENHANCED FUND LTD Dmitry Balyasny
28 Feb 11
M Q M
12.82%
11.48%
4.79%
27.42%
25.19%
(30.13%)
0.38%
1.93%
29.51%
34.88%
-1.68%
4.81%
40.75%
16.99%
9.83%
(10.16%) May 13 - Mar 14
2,143.67
Ytd Avg. 2016 3.77% 24 Jun 16 (0.65%) 3.77% 7.08%
-3.57%
3.4%
20.68%
-9.29%
19.76%
11.54%
(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
31 Mar 16
Ytd Avg. 2016 2.55% 0.73% 3.17% 10.23%
$4'600M Mar 16
1.05
€4'588M May 16
172.90
$7'600M Apr 16
149.09
30 Jun 16
Ytd Avg. 2016 (1.07%) 0.24% 0.11% 6.78%
16.49%
2.64%
2.6%
-5.83%
5.94%
8.99%
(10.63%) Dec 08 - Jan 10
30 Jun 16 (0.78%)
(1.75%)
6.13%
2.89%
8.58%
5.6%
0.12%
6.72%
4.12%
(3.99%) Apr 11 - Sep 11
24 Jun 16 (0.28%)
(3.99%)
5.93%
13.73%
20.85%
12.61%
-5.28%
7.79%
7.85%
(13.44%) Jul 11 - Apr 12
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
56
Inception Liquidity Date
Asset Size
Last NAV or Index
Diversified/Global ATLAS GLOBAL INVESTMENTS LTD UNRESTRICTED Dmitry Balyasny
31 Dec 03
BLACK DIAMOND, LTD - CLASS B (UNRESTRICTED) Clint D. Carlson
31 Dec 95
BLACKROCK MULTI-STRATEGY FUND LTD - CLASS A Matt McBrady
30 Apr 05
M
Q
M
BLACKROCK CAPITAL 31 Dec 08 STRUCTURE INVESTMENTS FUND LTD Chad Meuse, Benoy Thomas
M
BOUSSARD & GAVAUDAN HOLDING LTD ordinary shares Emmanuel Gavaudan
D
31 Oct 06
BREVAN HOWARD M/S FUND, LTD 29 Feb 08 – CL. A/USD Alan Howard
M
BRUMMER MULTISTRATEGY 2XL, LTD - C Klaus Jäntti, Patrik Brummer
30 Apr 09
M
CFM ISDIVERSIFIED FUND LP Capital Fund Management
31 Dec 14
CQS DIRECTIONAL OPP. FEEDER FUND. Ltd – A NI USD Michael Hintze
31 Jul 05
W Q
CQS DIVERSIFIED FUND (SPC) LTD 28 Feb 07 ALPHA CLASS B USD James Peattie & Peter Warren
Q
DOUBLE BLACK DIAMOND LTD SERIES A (UNRESTRICTED) Clint Carlson
31 Mar 98
Q
GLG MARKET NEUTRAL FUND CLASS Z USD Unres Steve Roth
31 Dec 97
HALCYON PARTNERS OFFSHORE 31 May 04 FUND LTD Jason Dillow
M
Q
$3'600M Mar 16
3,889.52
$75M Jun 16
335.61
$1'027M May 16
Date
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (1.07%) 24 Jun 16 (0.24%) (3.14%) 2.45%
7.2%
12.94%
4.84%
4.76%
11.49%
7.98%
Max Drawdown1
(12.51%) Jun 04 - Aug 04
30 Jun 16 (1.56%)
(0.37%)
-0.89%
4.91%
6.18%
10.23%
-2.13%
6.08%
4.08%
(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
$424M Apr 16
126.76
€515M Apr 16
21.93
$2'154M May 16
127.06
$1'265M May 16
1,427.49
$856M Apr 16
104.15
$2'963M May 16
4,762.16
$1'366M Apr 16
1,691.64
$2'943M Jun 16
429.78
$576M May 16
870.77
$260M Oct 15
202.25
31 May 16 (3.72%)
(9.58%)
12.3%
-5.21%
7.19%
3.74%
22.94%
3.25%
9.17%
(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
31 May 16
0.16%
(0.13%)
-2.39%
1.13%
0.91%
4.61%
5.2%
2.94%
4.59%
(6.29%) Feb 08 - Sep 08
30 Jun 16
4.50%
(3.84%)
2.5%
1.86%
15.02%
3.57%
1.02%
5.09%
7.62%
(13.35%) Mar 15 - May 16
31 May 16
0.72%
(1.76%)
6.02%
-
2.91%
6.45%
(3.84%) Jan 16 - Apr 16
30 Jun 16 (6.09%)
7.87%
-7.97%
3.12%
15.97%
35.87%
-10.42%
15.36%
14.15%
(24.58%) Apr 11 - Sep 11
30 Jun 16 (1.74%)
2.22%
-2.63%
1.18%
5.99%
11.4%
-3.45%
5.79%
6.47%
(14.78%) Jun 08 - Dec 08
30 Jun 16 (1.60%)
0.16%
0.64%
4.45%
7.74%
10.94%
-2.67%
8.31%
5.27%
(19.30%) Aug 08 - Dec 08
30 Jun 16 (1.18%)
1.01%
-0.23%
-7.43%
10.3%
18.4%
0.78%
12.40%
14.05%
(54.03%) Nov 07 - Dec 08
24 Jun 16
0.25%
20.22%
-5.73%
-2.88%
7.4%
11.24%
-5.91%
6.01%
6.89%
(15.01%) Oct 07 - Dec 08
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
57
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
Q
JABCAP GLOBAL BALANCED FUND 30 Apr 07 LTD CLASS D/1 NI Philippe Jabre
W
JABCAP MULTI STRATEGY FUND LTD CLASS D/1 NI Philippe Jabre
31 Jan 07
M
LINDEN INTERNATIONAL LTD Joe Wong
31 May 03
LMR FUND LTD LMR Partners LLP, LMR Partners Limited
31 Jan 10
MAN GLG MULTI-STRATEGY CLASS MUS D140 USD Neil Mason and David Kingsley
31 May 12
Q M
D
MAN GLG MULTI-STRATEGY FUND 31 Dec 02 CLASS G USD Neil Mason and David Kingsley
M
MILLENNIUM INTL LTD Israel A Englander
31 Dec 89
Q
PALOMA INTERNATIONAL LTD CLASS A Donald Sussman
31 Dec 02
Q/Y
PINE RIVER FUND CLASS -B131 May 02 SHARES Aaron Yeary, Colin Teichholtz, James Clark
Q
PLATINUM PARTNERS VALUE ARBITRAGE INT. FUND LTD Mark Nordlicht
31 Dec 02
Q
QVT OFFSHORE LTD CLASS 1-NR Dan Gold
31 Oct 03
Q/Y
$1'639M May 16
97,381.10 30 Jun 16
$3'577M Jul 16
1,865.04
$301M Jun 16
166.55
$350M May 16
124.62
$1'072M May 16
363.71
$1'236M May 16
258.52
$234M May 16
101.34
$82M May 16
105.08
$33'680M May 16
MTD
YTD
2015
2014
2013
2012
2011
Ann. Return
Ann. Volatility
Ytd Avg. 2016 (1.07%) 0.20% 0.55% 2.92%
6.16%
6.5%
9.79%
-5.11%
10.01%
6.79%
Max Drawdown1
(30.04%) Jun 08 - Nov 08
01 Jul 16
0.13%
0.72%
-5.2%
9.69%
19.38%
11.06%
-4.92%
8.09%
5.88%
(8.52%) Mar 15 - Feb 16
30 Jun 16 (10.05%)
(25.49%)
-3.93%
2.01%
47.8%
15.5%
-27.33%
5.72%
15.90%
(38.10%) May 15 - Jun 16
15 Jun 16 (6.40%)
(20.14%)
-0.74%
-3.04%
43.03%
11.8%
-25.65%
2.37%
17.38%
(40.20%) Feb 08 - Jan 09
31 May 16
1.88%
2.35%
2.82%
12.43%
16%
4.11%
-7.86%
10.43%
8.99%
(24.60%) Feb 08 - Dec 08
24 Jun 16
0.50%
2.48%
14.72%
2.22%
10.04%
8.09%
38.69%
16.00%
9.04%
(9.53%) Apr 10 - May 10
30 Jun 16 (2.45%)
(5.69%)
1.98%
-0.97%
4.73%
1%
0.18%
3.61%
(8.50%) Apr 15 - Jun 16
30 Jun 16 (2.47%)
(4.71%)
5.91%
-0.92%
5.08%
4.98%
-3.59%
4.02%
6.97%
(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
$2'929M May 16
310.77
$2'986M Jul 16
3,498.80
$708M Apr 16
8,318.61
$1'563M May 16
2,612.52
31 May 16
0.70%
1.85%
10.78%
5.06%
16.02%
8.43%
-2.83%
8.81%
4.75%
(6.83%) Jul 11 - Dec 11
30 Jun 16 (2.19%)
(3.23%)
-2.75%
4.57%
9.58%
21.75%
5.7%
9.29%
9.94%
(29.16%) Jun 08 - Dec 08
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
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
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
58
Inception Liquidity Date
Asset Size
Last NAV or Index
Date
Diversified/Global STRATUS FUND LIMITED CLASS B 30 Nov 03 Jean-Philippe Bouchaud, Philippe Jordan, Marc Potters, Jacques Sauliere
M
VERITION MULTI-STRATEGY FUND 29 Feb 08 COMPOSITE MODIFIED INTERESTS,OPT-IN Verition Fund Management LLC
Q
VISIUM GLOBAL OFFSHORE FUND 31 Mar 09 LTD Jacob Gottlieb
M
WEISS MULTI-STRATEGY PARTNERS LLC Weiss Multi-Strategy Advisers,LLC
Q
30 Sep 06
$254M May 16
2,701.41
$361M Apr 16
310.77
$1'542M Feb 16
328.66
$533M Jun 16
186.98
31 Oct 04
Q
$216M May 16
YTD
2015
Ytd Avg. 2016 (1.07%) 0.52% 0.34% 13.54%
2014
2013
2012
2011
Ann. Return
Ann. Volatility
14.58%
1.82%
-2.89%
15.63%
8.21%
5.99%
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
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
30 Jun 16 (1.07%)
4.05%
-0.86%
-0.01%
14.64%
1.75%
-0.15%
6.62%
6.24%
(17.75%) Jun 08 - Dec 08
Diversified/Japan LIM JAPAN FUND George Long
01 Jul 16
MTD
203.14
Ytd Avg. 2016 (3.10%) 24 Jun 16 (3.60%) (3.10%) -0.37%
5.85%
11.39%
5.62%
2.73%
6.27%
5.55%
(10.09%) Jun 08 - Feb 09
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
59
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%
8.95%
6.17%
Max Drawdown1
Arbitrage Ytd Avg. 2016
1.40%
Arbitrage/Global BLUEMOUNTAIN EQUITY ALTERNATIVES FUND BlueMountain Capital Management
28 Feb 06
CASSIOPEIA FUND CLASS C Pierre de Saab & Alain Dos Santos
31 Jul 04
PIMCO MULTI-ASSET VOLATILITY FUND LTD Josh Thimons
31 Jul 11
Q
M M
$608M May 16
2,424.07
€265M May 16
236.45
$969M May 16
138.23
24 Jun 16
Ytd Avg. 2016 1.40% 0.03% 3.04%
(9.57%) Sep 08 - Feb 09
24 Jun 16 (2.22%)
2.36%
4.75%
-4.16%
0.53%
24.85%
6.52%
9.77%
9.09%
(15.42%) Mar 10 - Jun 10
31 May 16 (0.42%)
(1.20%)
7.73%
1.39%
-6.17%
13.41%
20.36%
6.92%
7.00%
(8.64%) Oct 12 - Aug 13
1. Max Drawdown: Peak to trough. Past performance is not a reliable indicator of future performance. Source - HSBC
HSBC Alternative Investment Group
|
60
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 client’s 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
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