03/15 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-14.12%7.59%-35.32%192.00
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-11.57%6.47%-28.41%146.26
3DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19842.93%5.33%-17.25%614.00
4Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19970.67%5.27%-13.27%244.00
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20124.49%4.54%-7.18%56.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-6.41%4.33%-18.56%2,720.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200320.00%4.26%-2.98%2,079.00
8KeyQuant SAS: Key Trends Program *FRN*01/2010-2.14%3.89%-17.95%385.00
9EMC Capital Advisors LLC: Classic Program *QEP*01/1985-6.20%3.81%-25.08%65.60
10FORT LP: FORT Global Contrarian *QEP*10/20020.35%3.80%-6.09%1,714.74
11The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.48%3.72%-9.04%122.00
12Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-4.08%3.26%-18.26%435.00
13Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.97%3.10%-7.45%201.46
14Revolution Capital Management, LLC: Alpha Program *QEP*06/20075.65%2.73%-7.53%493.00
15Millburn Corporation: Diversified Program02/19778.75%2.33%-6.81%2,000.00
16Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-3.20%2.32%-22.99%197.00
17Millburn Corporation: Millburn Multi-Markets Program10/20049.44%2.10%-6.87%398.00
18Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.99%2.08%-11.70%4,099.00
19Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20041.90%1.97%-14.58%472.00
20The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.23%1.85%-9.33%70.00
21Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.62%1.78%-11.63%193.06
22Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-2.17%1.67%-14.12%4,093.00
23Campbell & Company, LP: Campbell Managed Futures04/1983-8.13%1.51%-21.24%3,287.00
24Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-7.96%1.04%-16.54%340.00
25Millburn Corporation: Commodity Program03/200510.86%0.77%-8.29%225.00
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-0.24%0.74%-8.71%98.00
27M6 Capital Management, LLC: Standard Program *QEP*07/20051.84%0.66%-8.22%126.67
28NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.25%0.52%-1.63%59.00
29Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20091.77%0.04%-15.22%199.00
30Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.71%0.03%-7.59%452.00
31Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19931.83%-0.16%-12.69%67.12
32Amplitude Capital International Limited: Klassik Strategy *QEP*09/20091.04%-0.20%-21.48%930.67
33ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-4.34%-0.24%-20.91%2,150.00
34Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-8.77%-0.27%-20.79%57.45
35ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-3.36%-0.78%-10.94%779.00
36Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.93%-0.83%-8.98%168.00
37Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-6.23%-0.87%-24.23%418.22
38Kelly Angle Inc.: Genesis Program *QEP*04/2000-24.85%-1.55%-47.74%62.60
39Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-9.92%-1.61%-21.59%73.04
40Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.95%-1.69%-2.32%321.00