05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/20012.13%9.01%0.00%195.31
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19904.15%8.50%0.00%137.13
3Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.30%7.54%0.00%474.00
4Amplitude Capital International Limited: Klassik Strategy *QEP*09/20093.14%7.43%0.00%991.41
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20121.00%6.39%0.00%57.00
6EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20142.06%5.73%0.00%148.40
7Fort LP: FORT Global Contrarian *QEP*10/20020.90%5.42%0.00%1,870.78
8Quantitative Investment Management, LLC: Global Program *QEP*10/2003-0.05%5.15%-0.05%2,205.00
9The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-0.37%5.10%-0.37%106.00
10M6 Capital Management, LLC: Standard Program *QEP*07/20052.19%5.10%0.00%118.26
11The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.62%4.89%0.00%51.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20091.12%4.57%0.00%199.17
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20051.33%4.07%0.00%442.64
14Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/2014-0.85%3.98%-0.85%77.00
15Millburn Corporation: Diversified Program02/1977-0.56%3.87%-0.56%2,745.00
16Millburn Corporation: Millburn Multi-Markets Program10/2004-0.66%3.67%-0.66%538.00
17DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-0.74%3.27%-0.74%595.00
18KeyQuant SAS: Key Trends Program *FRN*01/20102.63%3.19%0.00%390.00
19Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20100.28%3.18%0.00%111.00
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20031.55%2.55%0.00%182.00
21Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-0.43%2.39%-0.43%164.00
22Welton Investment Partners LLC: Welton Global *QEP*06/20040.13%1.64%0.00%522.00
23Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20120.55%1.64%0.00%58.32
24QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20101.47%1.25%0.00%2,920.00
25Campbell & Company, LP: Campbell Managed Futures04/1983-0.34%1.13%-0.34%3,056.00
26NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.55%0.40%-0.55%63.00
27Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-0.72%0.33%-0.72%232.00
28Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.82%-0.47%-0.82%153.40
29EMC Capital Advisors LLC: Classic Program *QEP*01/19851.95%-0.59%0.00%56.10
30Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.70%-0.61%0.00%315.00
31Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-1.93%-1.12%-1.93%638.00
32Aspect Capital Limited: Aspect Diversified Program *QEP*12/19980.13%-1.32%0.00%4,064.00
33Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-0.39%-1.70%-0.39%81.00
34Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-0.18%-2.37%-0.18%50.18
35Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.47%-2.98%0.00%171.00
36Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-0.86%-3.53%-0.86%1,207.87
37ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-0.19%-3.69%-0.19%2,740.00
38Millburn Corporation: Commodity Program03/2005-3.77%-3.96%-3.77%202.00
39Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-1.10%-4.16%-1.10%3,910.00
40Eckhardt Trading Company: Standard Program *QEP*08/19910.19%-4.49%0.00%151.00