03/15 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.25%0.52%-1.63%59.00
2Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.95%-1.69%-2.32%321.00
3Quantitative Investment Management, LLC: Global Program *QEP*10/200320.00%4.26%-2.98%2,079.00
4Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20095.08%-4.98%-6.01%90.41
5FORT LP: FORT Global Contrarian *QEP*10/20020.35%3.80%-6.09%1,714.74
6Millburn Corporation: Diversified Program02/19778.75%2.33%-6.81%2,000.00
7Millburn Corporation: Millburn Multi-Markets Program10/20049.44%2.10%-6.87%398.00
8Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20124.49%4.54%-7.18%56.00
9Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.97%3.10%-7.45%201.46
10Revolution Capital Management, LLC: Alpha Program *QEP*06/20075.65%2.73%-7.53%493.00
11Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.71%0.03%-7.59%452.00
12M6 Capital Management, LLC: Standard Program *QEP*07/20051.84%0.66%-8.22%126.67
13Millburn Corporation: Commodity Program03/200510.86%0.77%-8.29%225.00
14Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-0.24%0.74%-8.71%98.00
15Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.93%-0.83%-8.98%168.00
16The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.48%3.72%-9.04%122.00
17The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.23%1.85%-9.33%70.00
18Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-5.23%-3.01%-10.18%167.00
19ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-3.36%-0.78%-10.94%779.00
20Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.15%-1.92%-11.22%1,257.18
21Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.62%1.78%-11.63%193.06
22Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.99%2.08%-11.70%4,099.00
23Abraham Trading Company: Abraham Diversified Program01/1988-5.75%-2.75%-12.22%197.01
24Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19931.83%-0.16%-12.69%67.12
25Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-2.99%-2.21%-12.93%441.42
26Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19970.67%5.27%-13.27%244.00
27Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-2.17%1.67%-14.12%4,093.00
28Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-5.57%-3.78%-14.21%157.60
29Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20041.90%1.97%-14.58%472.00
30Rotella Capital Management Inc.: Orion Program *QEP*07/2006-6.31%-10.56%-14.67%50.56
31Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20091.77%0.04%-15.22%199.00
32Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20130.05%-8.17%-15.63%80.00
33Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-7.96%1.04%-16.54%340.00
34Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-6.55%-2.47%-16.68%123.40
35DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19842.93%5.33%-17.25%614.00
36KeyQuant SAS: Key Trends Program *FRN*01/2010-2.14%3.89%-17.95%385.00
37Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-4.08%3.26%-18.26%435.00
38QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-6.41%4.33%-18.56%2,720.00
39Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-8.77%-0.27%-20.79%57.45
40ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-4.34%-0.24%-20.91%2,150.00