08/14 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.68%-1.37%-6.69%10,900.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.80%-3.39%-17.04%3,934.00
3Campbell & Company, LP: Campbell Managed Futures04/19832.80%-1.57%-22.40%2,913.00
4Millburn Corporation: Diversified Program02/19778.21%0.28%-6.81%2,900.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200111.08%-7.63%-25.92%2,830.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20103.43%-9.26%-26.10%2,660.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200311.95%5.47%-6.92%2,177.00
8Fort LP: FORT Global Contrarian *QEP*10/20022.84%2.94%-6.09%1,906.16
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20084.21%-5.95%-11.22%1,139.07
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19995.29%-16.17%-28.01%1,127.10
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/20099.68%5.05%-21.48%979.40
12ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20112.79%-5.85%-14.69%779.00
13Millburn Corporation: Millburn Multi-Markets Program10/20048.55%-0.06%-6.87%591.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.59%-2.52%-17.58%559.00
15Welton Investment Partners LLC: Welton Global *QEP*06/20047.93%-2.63%-14.58%466.00
16Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20051.35%3.74%-18.26%441.00
17Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-3.30%1.55%-26.52%437.89
18Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201111.77%-6.00%-7.78%436.00
19Revolution Capital Management, LLC: Alpha Program *QEP*06/20072.75%-9.51%-13.67%428.00
20Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20071.73%-5.70%-12.93%400.01
21KeyQuant SAS: Key Trends Program *FRN*01/201012.73%-8.80%-20.93%350.00
22Alder Capital DAC: Global 20 Program02/20018.99%7.69%-18.50%339.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.88%0.21%-3.43%316.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/20044.79%-6.59%-20.46%244.00
25Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20144.44%0.02%-0.93%225.00
26Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19975.45%-5.42%-14.96%194.48
27Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20035.54%2.92%-8.98%194.00
28Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.71%5.63%-11.63%191.33
29Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-3.35%3.62%-35.32%183.83
30Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20104.40%-1.59%-12.77%177.00
31Millburn Corporation: Commodity Program03/20059.01%-5.96%-13.76%177.00
32Abraham Trading Company: Abraham Diversified Program01/1988-0.26%-5.87%-16.60%163.99
33Eckhardt Trading Company: Standard Program *QEP*08/19913.59%-2.78%-14.62%152.50
34EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20148.56%4.73%-11.69%150.20
35Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199912.01%-7.53%-22.99%149.00
36Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20102.63%0.29%-3.09%145.00
37The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.24%2.40%-9.16%142.00
38M6 Capital Management, LLC: Standard Program *QEP*07/20051.39%11.42%-15.74%133.63
39Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.68%4.82%-28.41%133.21
40Chesapeake Capital Corporation: Diversified Program *QEP*02/19883.08%-1.98%-8.28%133.00