09/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20121.62%10.48%0.00%67.00
2Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/20050.75%8.12%0.00%481.90
3Katonah Capital Partners Management LLC: KCP Strategy07/20160.15%7.51%0.00%110.00
4Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-5.32%7.22%-5.32%136.22
5Alder Capital DAC: Global 20 Program02/20012.20%7.20%0.00%334.61
6Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20090.68%7.19%0.00%194.31
7M6 Capital Management, LLC: Standard Program *QEP*07/20050.25%7.17%0.00%129.41
8Quantitative Investment Management, LLC: Global Program *QEP*10/20032.99%5.45%0.00%2,003.00
9Amplitude Capital International Ltd: Klassik Strategy *QEP*09/2009-2.18%5.17%-2.18%1,124.10
10Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/2014-2.13%5.05%-2.13%57.00
11Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20030.38%4.82%0.00%211.00
12EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-4.27%3.78%-4.27%204.20
13Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.78%3.60%-2.78%183.26
14The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-0.28%3.50%-0.28%133.00
15Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-3.70%2.60%-3.70%412.00
16Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.44%1.59%0.00%313.00
17Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/2012-0.04%1.15%-0.04%58.48
18NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.30%0.86%-0.30%67.00
19Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-1.70%-0.57%-1.70%10,700.00
20Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20095.04%-1.14%0.00%100.00
21Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-1.54%-1.82%-1.54%140.56
22Eckhardt Trading Company: Standard Program *QEP*08/1991-0.20%-2.02%-0.20%151.70
23DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19840.23%-2.76%0.00%557.00
24Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-0.39%-2.79%-0.39%173.00
25Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20131.11%-3.19%0.00%100.00
26Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-4.94%-3.65%-4.94%218.00
27Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-2.27%-3.85%-2.27%118.20
28Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-0.54%-3.95%-0.54%445.00
29Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-4.44%-4.64%-4.44%3,902.00
30ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-1.92%-6.34%-1.92%808.00
31Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20092.82%-6.50%0.00%124.00
32Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20070.67%-6.67%0.00%395.88
33ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-5.15%-7.73%-5.15%3,050.00
34Abraham Trading Company: Abraham Diversified Program01/1988-3.36%-7.84%-3.36%171.39
35Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-0.21%-8.11%-0.21%1,088.17
36Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-0.58%-9.96%-0.58%365.00
37QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-4.76%-11.09%-4.76%2,510.00
38Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-2.79%-12.26%-2.79%113.40
39KeyQuant SAS: Key Trends Program *FRN*01/2010-8.59%-12.61%-8.59%330.00
40Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-8.11%-13.01%-8.11%152.00