06/15 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.25%0.40%-1.63%63.00
2Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.87%-0.61%-1.70%315.00
3Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20122.12%1.64%-2.16%58.32
4Quantitative Investment Management, LLC: Global Program *QEP*10/200317.97%5.15%-2.98%2,205.00
5Millburn Corporation: Millburn Multi-Markets Program10/200410.30%3.67%-3.57%538.00
6Millburn Corporation: Diversified Program02/19779.64%3.87%-3.80%2,745.00
7Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.45%3.98%-5.67%77.00
8Fort LP: FORT Global Contrarian *QEP*10/20021.13%5.42%-6.06%1,870.78
9Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-2.24%-0.47%-6.61%153.40
10Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20125.20%6.39%-7.18%57.00
11Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20109.99%3.18%-7.22%111.00
12Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/20116.79%-5.76%-7.59%429.00
13Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-2.41%-2.98%-8.09%171.00
14M6 Capital Management, LLC: Standard Program *QEP*07/20055.43%5.10%-8.22%118.26
15Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/2009-0.19%-7.17%-8.27%131.40
16Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.14%-4.16%-8.89%3,910.00
17Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20033.73%2.55%-8.98%182.00
18Welton Investment Partners LLC: Welton Global *QEP*06/20043.06%1.64%-9.14%522.00
19The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.77%5.10%-9.16%106.00
20Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20094.59%-4.71%-9.23%96.00
21The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20061.21%4.89%-9.33%51.00
22Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-1.49%-3.53%-10.21%1,207.87
23Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-2.44%-1.70%-10.27%81.00
24Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.91%-8.11%-10.55%461.00
25Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.25%4.57%-11.63%199.17
26EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20140.69%5.73%-11.69%148.40
27ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-3.22%-4.94%-11.91%753.00
28Millburn Corporation: Commodity Program03/20056.13%-3.96%-11.93%202.00
29Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-5.37%-4.93%-12.68%428.63
30Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-0.08%0.33%-12.85%232.00
31Eckhardt Trading Company: Standard Program *QEP*08/1991-5.86%-4.49%-14.62%151.00
32Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-0.24%-1.32%-14.88%4,064.00
33Degraves Capital Management: Degraves Global Diversified Program *QEP*01/2013-2.44%-6.53%-15.61%80.00
34Abraham Trading Company: Abraham Diversified Program01/1988-4.83%-7.02%-15.71%176.05
35Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-1.21%7.54%-15.74%474.00
36KeyQuant SAS: Key Trends Program *FRN*01/20101.55%3.19%-16.31%390.00
37QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-7.09%1.25%-16.71%2,920.00
38Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-7.56%-2.37%-16.93%50.18
39Amplitude Capital International Limited: Klassik Strategy *QEP*09/20097.25%7.43%-17.09%991.41
40Campbell & Company, LP: Campbell Managed Futures04/1983-7.25%1.13%-17.19%3,056.00