06/14 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-0.85%9.01%-35.32%195.31
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19902.91%8.50%-28.41%137.13
3Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20053.11%7.54%-18.26%474.00
4Amplitude Capital International Limited: Klassik Strategy *QEP*09/200910.37%7.43%-21.48%991.41
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.23%6.39%-7.18%57.00
6EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201410.24%5.73%-11.69%148.40
7Fort LP: FORT Global Contrarian *QEP*10/20023.73%5.42%-6.09%1,870.78
8Quantitative Investment Management, LLC: Global Program *QEP*10/200311.51%5.15%-6.92%2,205.00
9The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.81%5.10%-9.16%106.00
10M6 Capital Management, LLC: Standard Program *QEP*07/20050.08%5.10%-15.74%118.26
11The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.01%4.89%-9.33%51.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.46%4.57%-11.63%199.17
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-3.56%4.07%-26.52%442.64
14Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20146.51%3.98%-6.03%77.00
15Millburn Corporation: Diversified Program02/19779.90%3.87%-6.81%2,745.00
16Millburn Corporation: Millburn Multi-Markets Program10/200410.34%3.67%-6.87%538.00
17DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198416.90%3.27%-17.25%595.00
18KeyQuant SAS: Key Trends Program *FRN*01/201014.78%3.19%-17.95%390.00
19Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.83%3.18%-10.69%111.00
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20035.17%2.55%-8.98%182.00
21Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199917.66%2.39%-22.99%164.00
22Welton Investment Partners LLC: Welton Global *QEP*06/20049.25%1.64%-14.58%522.00
23Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20123.74%1.64%-7.22%58.32
24QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20104.18%1.25%-18.73%2,920.00
25Campbell & Company, LP: Campbell Managed Futures04/19834.60%1.13%-21.24%3,056.00
26NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.09%0.40%-1.63%63.00
27Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19977.11%0.33%-14.96%232.00
28Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.04%-0.47%-7.45%153.40
29EMC Capital Advisors LLC: Classic Program *QEP*01/19854.85%-0.59%-26.59%56.10
30Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.64%-0.61%-3.43%315.00
31Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-0.27%-1.12%-27.89%638.00
32Aspect Capital Limited: Aspect Diversified Program *QEP*12/19989.16%-1.32%-14.88%4,064.00
33Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-2.00%-1.70%-10.27%81.00
34Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.53%-2.37%-20.79%50.18
35Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20104.37%-2.98%-12.77%171.00
36Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20082.20%-3.53%-11.22%1,207.87
37ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200115.48%-3.69%-22.76%2,740.00
38Millburn Corporation: Commodity Program03/200510.79%-3.96%-11.93%202.00
39Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19954.64%-4.16%-11.70%3,910.00
40Eckhardt Trading Company: Standard Program *QEP*08/19911.69%-4.49%-14.62%151.00