02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-1.22%7.59%-1.22%192.00
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.73%6.47%0.00%146.26
3DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19845.87%5.33%0.00%614.00
4Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19976.96%5.27%0.00%244.00
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20123.10%4.54%0.00%56.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20102.31%4.33%0.00%2,720.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/20031.06%4.26%0.00%2,079.00
8KeyQuant SAS: Key Trends Program *FRN*01/201011.75%3.89%0.00%385.00
9EMC Capital Advisors LLC: Classic Program *QEP*01/19854.68%3.81%0.00%65.60
10FORT LP: FORT Global Contrarian *QEP*10/20024.42%3.80%0.00%1,714.74
11The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20083.40%3.72%0.00%122.00
12Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20054.30%3.26%0.00%435.00
13Chesapeake Capital Corporation: Diversified Program *QEP*02/19881.79%3.10%0.00%201.46
14Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.12%2.73%0.00%493.00
15Millburn Corporation: Diversified Program02/19772.72%2.33%0.00%2,000.00
16Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/19999.23%2.32%0.00%197.00
17Millburn Corporation: Millburn Multi-Markets Program10/20042.52%2.10%0.00%398.00
18Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19954.38%2.08%0.00%4,099.00
19Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20042.82%1.97%0.00%472.00
20The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.17%1.85%0.00%70.00
21Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20090.82%1.78%0.00%193.06
22Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.53%1.67%0.00%4,093.00
23Campbell & Company, LP: Campbell Managed Futures04/19834.26%1.51%0.00%3,287.00
24Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20061.48%1.04%0.00%340.00
25Millburn Corporation: Commodity Program03/2005-1.40%0.77%-1.40%225.00
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20040.11%0.74%0.00%98.00
27M6 Capital Management, LLC: Standard Program *QEP*07/20050.22%0.66%0.00%126.67
28NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.24%0.52%0.00%59.00
29Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20091.25%0.04%0.00%199.00
30Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/2011-1.86%0.03%-1.86%452.00
31Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/1993-2.10%-0.16%-2.10%67.12
32Amplitude Capital International Limited: Klassik Strategy *QEP*09/20090.77%-0.20%0.00%930.67
33ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20011.16%-0.24%0.00%2,150.00
34Rabar Market Research, Inc.: Diversified Program *QEP*01/19892.29%-0.27%0.00%57.45
35ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20113.24%-0.78%0.00%779.00
36Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/2003-1.83%-0.83%-1.83%168.00
37Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.13%-0.87%-1.13%418.22
38Kelly Angle Inc.: Genesis Program *QEP*04/20004.91%-1.55%0.00%62.60
39Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.46%-1.61%0.00%73.04
40Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/2008-1.48%-1.69%-1.48%321.00