Top Performing Managers of Leveraged Net Long (SA Only), 3rd Quarter 2017

Leveraged Net Long (SA Only)1 year gross return1 year net return
AQR Capital Global RC 40(140/40)27.6826.75
Cornerstone US Equity Opportunities25.2124.47
AQR Capital US Relaxed Constraint 4024.9024.17
Martingale 130/30 LargeCap Growth24.6523.74
Cornerstone International Opportunities23.1122.25
PVG Global Macro Portfolio23.0921.58
Martingale 130/30 LargeCap Core 50022.9222.02
PanAgora Dynamic Intl Extended Alpha22.9021.55
Boston Partners 130/30 Large Cap Value22.3922.11
Lazard Global 130/3021.9320.89
Leveraged Net Long (SA Only)5 year gross return5 year net return
Numeric Investors Amplified Core 130/3019.9418.78
AQR Capital US Relaxed Constraint 4018.0517.35
Martingale 130/30 LargeCap Growth18.0017.12
AQR Capital Global RC 40(140/40)17.7716.01
Cornerstone US Equity Opportunities17.6216.93
Martingale Low Volatility Long/Short17.2116.34
Glenmede Large Cap 130/3017.0216.16
Martingale 130/30 LargeCap Core 50017.0116.15
UBS: US Equity Opportunity Unconstrained16.7316.59
AQR Capital Small Cap Relaxed Constraint16.5015.30

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