09/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-1.70%-0.57%-1.70%10,700.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-4.44%-4.64%-4.44%3,902.00
3ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-5.15%-7.73%-5.15%3,050.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-4.76%-11.09%-4.76%2,510.00
5Quantitative Investment Management, LLC: Global Program *QEP*10/20032.99%5.45%0.00%2,003.00
6Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19990.56%-17.44%0.00%1,169.00
7Amplitude Capital International Ltd: Klassik Strategy *QEP*09/2009-2.18%5.17%-2.18%1,124.10
8Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-0.21%-8.11%-0.21%1,088.17
9ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-1.92%-6.34%-1.92%808.00
10DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19840.23%-2.76%0.00%557.00
11Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/20050.75%8.12%0.00%481.90
12Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-0.54%-3.95%-0.54%445.00
13Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-3.70%2.60%-3.70%412.00
14Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20070.67%-6.67%0.00%395.88
15Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-0.58%-9.96%-0.58%365.00
16Alder Capital DAC: Global 20 Program02/20012.20%7.20%0.00%334.61
17KeyQuant SAS: Key Trends Program *FRN*01/2010-8.59%-12.61%-8.59%330.00
18Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.44%1.59%0.00%313.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-4.94%-3.65%-4.94%218.00
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20030.38%4.82%0.00%211.00
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-4.27%3.78%-4.27%204.20
22Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20090.68%7.19%0.00%194.31
23Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.78%3.60%-2.78%183.26
24Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-0.39%-2.79%-0.39%173.00
25Abraham Trading Company: Abraham Diversified Program01/1988-3.36%-7.84%-3.36%171.39
26Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-8.11%-13.01%-8.11%152.00
27Eckhardt Trading Company: Standard Program *QEP*08/1991-0.20%-2.02%-0.20%151.70
28Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-1.54%-1.82%-1.54%140.56
29Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-5.32%7.22%-5.32%136.22
30The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-0.28%3.50%-0.28%133.00
31M6 Capital Management, LLC: Standard Program *QEP*07/20050.25%7.17%0.00%129.41
32Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20092.82%-6.50%0.00%124.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-2.27%-3.85%-2.27%118.20
34Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-2.79%-12.26%-2.79%113.40
35Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-5.74%-21.22%-5.74%111.79
36Katonah Capital Partners Management LLC: KCP Strategy07/20160.15%7.51%0.00%110.00
37Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20131.11%-3.19%0.00%100.00
38Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20095.04%-1.14%0.00%100.00
39NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.30%0.86%-0.30%67.00
40Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20121.62%10.48%0.00%67.00