07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1M6 Capital Management, LLC: Standard Program *QEP*07/20055.12%11.42%0.00%133.63
2Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20121.60%8.53%0.00%60.00
3Alder Capital DAC: Global 20 Program02/20017.10%7.69%0.00%339.00
4Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20090.44%5.63%0.00%191.33
5Quantitative Investment Management, LLC: Global Program *QEP*10/20030.13%5.47%0.00%2,177.00
6Amplitude Capital International Limited: Klassik Strategy *QEP*09/2009-2.02%5.05%-2.02%979.40
7Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20140.96%4.98%0.00%61.00
8Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19904.21%4.82%0.00%133.21
9EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20142.74%4.73%0.00%150.20
10Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20100.42%4.25%0.00%126.00
11Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20050.60%3.74%0.00%441.00
12Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.36%3.62%-2.36%183.83
13Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/2013-0.64%3.42%-0.64%51.00
14Fort LP: FORT Global Contrarian *QEP*10/20021.31%2.94%0.00%1,906.16
15Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/2003-0.13%2.92%-0.13%194.00
16Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19932.69%2.60%0.00%68.15
17The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-2.33%2.40%-2.33%142.00
18Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/2012-0.15%1.96%-0.15%57.91
19Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20050.16%1.55%0.00%437.89
20NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.40%0.83%-0.40%64.00
21Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20100.60%0.29%0.00%145.00
22Millburn Corporation: Diversified Program02/19770.63%0.28%0.00%2,900.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.30%0.21%0.00%316.00
24Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20140.08%0.02%0.00%225.00
25Millburn Corporation: Millburn Multi-Markets Program10/20040.81%-0.06%0.00%591.00
26Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-0.10%-1.37%-0.10%10,900.00
27Campbell & Company, LP: Campbell Managed Futures04/19832.60%-1.57%0.00%2,913.00
28Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.39%-1.59%0.00%177.00
29Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.56%-1.98%-0.56%133.00
30DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-2.54%-2.52%-2.54%559.00
31Welton Investment Partners LLC: Welton Global *QEP*06/20040.93%-2.63%0.00%466.00
32Estlander & Partners Ltd.: Freedom Program *QEP*08/20102.55%-2.74%0.00%125.20
33Eckhardt Trading Company: Standard Program *QEP*08/1991-0.56%-2.78%-0.56%152.50
34Aspect Capital Limited: Aspect Diversified Program *QEP*12/19980.59%-3.39%0.00%3,934.00
35Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20091.71%-3.76%0.00%97.00
36EMC Capital Advisors LLC: EMC Classic Program *QEP*01/19850.76%-4.32%0.00%53.10
37Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20130.48%-4.70%0.00%84.00
38Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19971.42%-5.42%0.00%194.48
39Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-0.86%-5.70%-0.86%400.01
40ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20112.26%-5.85%0.00%779.00