07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-0.10%-1.37%-0.10%10,900.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/19980.59%-3.39%0.00%3,934.00
3Campbell & Company, LP: Campbell Managed Futures04/19832.60%-1.57%0.00%2,913.00
4Millburn Corporation: Diversified Program02/19770.63%0.28%0.00%2,900.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20010.00%-7.63%0.00%2,830.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-1.46%-9.26%-1.46%2,660.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/20030.13%5.47%0.00%2,177.00
8Fort LP: FORT Global Contrarian *QEP*10/20021.31%2.94%0.00%1,906.16
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.55%-5.95%-3.55%1,139.07
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-2.37%-16.17%-2.37%1,127.10
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/2009-2.02%5.05%-2.02%979.40
12ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20112.26%-5.85%0.00%779.00
13Millburn Corporation: Millburn Multi-Markets Program10/20040.81%-0.06%0.00%591.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-2.54%-2.52%-2.54%559.00
15Welton Investment Partners LLC: Welton Global *QEP*06/20040.93%-2.63%0.00%466.00
16Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20050.60%3.74%0.00%441.00
17Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20050.16%1.55%0.00%437.89
18Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-1.96%-6.00%-1.96%436.00
19Revolution Capital Management, LLC: Alpha Program *QEP*06/20072.04%-9.51%0.00%428.00
20Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-0.86%-5.70%-0.86%400.01
21KeyQuant SAS: Key Trends Program *FRN*01/20101.79%-8.80%0.00%350.00
22Alder Capital DAC: Global 20 Program02/20017.10%7.69%0.00%339.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.30%0.21%0.00%316.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/20041.45%-6.59%0.00%244.00
25Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20140.08%0.02%0.00%225.00
26Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19971.42%-5.42%0.00%194.48
27Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/2003-0.13%2.92%-0.13%194.00
28Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20090.44%5.63%0.00%191.33
29Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.36%3.62%-2.36%183.83
30Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.39%-1.59%0.00%177.00
31Millburn Corporation: Commodity Program03/2005-1.21%-5.96%-1.21%177.00
32Abraham Trading Company: Abraham Diversified Program01/19881.86%-5.87%0.00%163.99
33Eckhardt Trading Company: Standard Program *QEP*08/1991-0.56%-2.78%-0.56%152.50
34EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20142.74%4.73%0.00%150.20
35Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-5.42%-7.53%-5.42%149.00
36Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20100.60%0.29%0.00%145.00
37The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-2.33%2.40%-2.33%142.00
38M6 Capital Management, LLC: Standard Program *QEP*07/20055.12%11.42%0.00%133.63
39Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19904.21%4.82%0.00%133.21
40Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.56%-1.98%-0.56%133.00