03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quantitative Investment Management, LLC: Global Program *QEP*10/20030.99%5.30%0.00%2,087.00
2The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20081.07%4.83%0.00%106.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/2012-0.04%4.50%-0.04%56.00
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.89%4.45%-2.89%186.37
5Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-1.98%4.37%-1.98%143.23
6DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-0.94%4.34%-0.94%603.00
7The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20061.78%3.67%0.00%51.00
8Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20050.10%3.36%0.00%452.00
9Fort LP: FORT Global Contrarian *QEP*10/2002-0.41%3.36%-0.41%1,769.45
10Millburn Corporation: Diversified Program02/19770.94%3.24%0.00%2,230.00
11Millburn Corporation: Millburn Multi-Markets Program10/20040.96%3.00%0.00%492.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20090.80%2.59%0.00%193.00
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20053.36%2.46%0.00%431.16
14Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20140.28%2.23%0.00%82.00
15Amplitude Capital International Limited: Klassik Strategy *QEP*09/20092.21%2.01%0.00%963.51
16M6 Capital Management, LLC: Standard Program *QEP*07/20050.87%1.54%0.00%127.55
17QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-3.28%0.90%-3.28%2,670.00
18NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.26%0.78%0.00%59.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-4.30%0.74%-4.30%233.00
20Millburn Corporation: Commodity Program03/2005-0.02%0.74%-0.02%218.00
21Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20031.51%0.67%0.00%171.00
22Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-2.51%0.52%-2.51%176.60
23Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/2004-1.49%0.45%-1.49%491.00
24Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20103.56%0.40%0.00%108.00
25Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19930.31%0.15%0.00%66.96
26Campbell & Company, LP: Campbell Managed Futures04/1983-1.60%-0.04%-1.60%3,182.00
27Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-0.88%-0.15%-0.88%98.00
28Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-3.23%-0.59%-3.23%476.00
29Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/2011-0.97%-0.72%-0.97%450.00
30Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.75%-0.95%0.00%321.00
31Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-2.61%-0.98%-2.61%3,991.00
32Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-3.02%-1.00%-3.02%3,982.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/20100.99%-1.51%0.00%120.40
34Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-1.88%-1.85%-1.88%195.00
35KeyQuant SAS: Key Trends Program *FRN*01/2010-5.53%-1.85%-5.53%370.00
36Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-0.25%-2.43%-0.25%440.41
37Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-0.62%-2.53%-0.62%1,211.93
38Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-2.35%-2.61%-2.35%54.36
39EMC Capital Advisors LLC: Classic Program *QEP*01/1985-6.26%-2.71%-6.26%59.30
40Alder Capital DAC: Global 20 Program02/2001-4.00%-2.84%-4.00%290.00