EFTA01205203Set 9
2015-07-313p1,372w
risk management will limit
drawdown size and frequency. Our goal is absolute performance.
Fundamental Long/Short Equity was again the biggest contributor to returns and was up every month ... managers were profitable for the quarter. For second quarter returns in aggregate, Fundamental
Long/Short Equity contributed 59%, Quant Equities 2%, Quant Futures/FX and Other 12%, and First Loss
contributed ... quarter-end, the Multi-Strategy platform had 22 Fundamental Long/Short Equity managers, 16 Quant
Equity Managers, 1 Quant Futures/FX manager, and 9 'Other' managers (these figures include 7
Hybrids
https://www.justice.gov/epstein/files/DataSet%209/EFTA01205203.pdf