08/12 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19973.97%-1.37%-7.89%10,900.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.22%-3.39%-19.88%3,934.00
3Campbell & Company, LP: Campbell Managed Futures04/19831.23%-1.57%-22.40%2,913.00
4Millburn Corporation: Diversified Program02/19774.73%0.28%-13.26%2,900.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20013.81%-7.63%-25.92%2,830.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20104.91%-9.26%-26.10%2,660.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/20034.86%5.47%-15.60%2,177.00
8Fort LP: FORT Global Contrarian *QEP*10/20022.65%2.94%-8.67%1,906.16
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20081.62%-5.95%-14.89%1,139.07
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19993.49%-16.17%-28.01%1,127.10
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.76%5.05%-21.48%979.40
12ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20112.55%-5.85%-14.69%779.00
13Millburn Corporation: Millburn Multi-Markets Program10/20044.49%-0.06%-13.80%591.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198411.05%-2.52%-17.58%559.00
15Welton Investment Partners LLC: Welton Global *QEP*06/20044.02%-2.63%-19.09%466.00
16Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.41%3.74%-18.26%441.00
17Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.36%1.55%-26.52%437.89
18Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201115.33%-6.00%-7.78%436.00
19Revolution Capital Management, LLC: Alpha Program *QEP*06/20072.77%-9.51%-13.67%428.00
20Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.16%-5.70%-12.93%400.01
21KeyQuant SAS: Key Trends Program *FRN*01/20104.12%-8.80%-20.93%350.00
22Alder Capital DAC: Global 20 Program02/20012.06%7.69%-22.51%339.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.51%0.21%-4.29%316.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/20040.28%-6.59%-20.46%244.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19972.06%-5.42%-15.35%194.48
26Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20033.60%2.92%-15.85%194.00
27Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.89%5.63%-11.63%191.33
28Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-7.18%3.62%-35.32%183.83
29Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.25%-1.59%-12.77%177.00
30Millburn Corporation: Commodity Program03/20054.12%-5.96%-17.67%177.00
31Abraham Trading Company: Abraham Diversified Program01/19880.48%-5.87%-16.60%163.99
32Eckhardt Trading Company: Standard Program *QEP*08/19910.40%-2.78%-15.03%152.50
33Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/19999.40%-7.53%-27.92%149.00
34Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.17%0.29%-5.01%145.00
35The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20085.47%2.40%-10.76%142.00
36M6 Capital Management, LLC: Standard Program *QEP*07/2005-0.51%11.42%-17.27%133.63
37Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.21%4.82%-28.41%133.21
38Chesapeake Capital Corporation: Diversified Program *QEP*02/19883.42%-1.98%-13.64%133.00
39Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20095.85%-8.41%-10.07%128.34
40Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.63%4.25%-10.69%126.00