06/12 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-5.39%9.01%-35.32%195.31
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.66%8.50%-28.41%137.13
3Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20053.58%7.54%-18.26%474.00
4Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.90%7.43%-21.48%991.41
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.92%6.39%-7.18%57.00
6Fort LP: FORT Global Contrarian *QEP*10/20023.83%5.42%-8.67%1,870.78
7Quantitative Investment Management, LLC: Global Program *QEP*10/20034.63%5.15%-16.63%2,205.00
8The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20084.91%5.10%-10.76%106.00
9M6 Capital Management, LLC: Standard Program *QEP*07/20051.63%5.10%-17.27%118.26
10The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.39%4.89%-9.33%51.00
11Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.60%4.57%-11.63%199.17
12Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.34%4.07%-26.52%442.64
13Millburn Corporation: Diversified Program02/19775.64%3.87%-13.26%2,745.00
14Millburn Corporation: Millburn Multi-Markets Program10/20045.42%3.67%-13.80%538.00
15DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198410.16%3.27%-22.36%595.00
16KeyQuant SAS: Key Trends Program *FRN*01/20107.62%3.19%-18.53%390.00
17Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201012.39%3.18%-10.69%111.00
18Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.74%2.55%-15.85%182.00
19Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/19999.62%2.39%-34.27%164.00
20Welton Investment Partners LLC: Welton Global *QEP*06/20044.98%1.64%-19.09%522.00
21QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20108.33%1.25%-18.73%2,920.00
22Campbell & Company, LP: Campbell Managed Futures04/19831.77%1.13%-21.24%3,056.00
23NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.21%0.40%-5.46%63.00
24Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19972.31%0.33%-15.35%232.00
25Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.14%-0.47%-13.64%153.40
26EMC Capital Advisors LLC: Classic Program *QEP*01/1985-3.24%-0.59%-27.21%56.10
27Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.78%-0.61%-4.29%315.00
28Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/20041.04%-1.12%-27.89%638.00
29Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.22%-1.32%-21.53%4,064.00
30Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20040.69%-1.70%-13.36%81.00
31Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-2.54%-2.37%-20.79%50.18
32Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.83%-2.98%-12.77%171.00
33Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20083.02%-3.53%-14.89%1,207.87
34ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20013.94%-3.69%-26.77%2,740.00
35Millburn Corporation: Commodity Program03/20054.10%-3.96%-19.45%202.00
36Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.32%-4.16%-13.27%3,910.00
37Eckhardt Trading Company: Standard Program *QEP*08/19910.25%-4.49%-15.03%151.00
38Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-1.86%-4.71%-25.23%96.00
39Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-0.40%-4.76%-22.30%58.99
40Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.04%-4.93%-12.93%428.63