03/14 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.99%0.52%-1.63%59.00
2Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.59%-1.69%-3.43%321.00
3Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20099.82%-4.98%-6.01%90.41
4FORT LP: FORT Global Contrarian *QEP*10/20024.43%3.80%-6.09%1,714.74
5Millburn Corporation: Diversified Program02/197711.62%2.33%-6.81%2,000.00
6Millburn Corporation: Millburn Multi-Markets Program10/200411.99%2.10%-6.87%398.00
7Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.32%4.54%-7.18%56.00
8Chesapeake Capital Corporation: Diversified Program *QEP*02/19885.51%3.10%-7.45%201.46
9Revolution Capital Management, LLC: Alpha Program *QEP*06/20075.65%2.73%-7.53%493.00
10Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201115.59%0.03%-7.59%452.00
11Millburn Corporation: Commodity Program03/200514.25%0.77%-8.29%225.00
12Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20036.41%-0.83%-8.98%168.00
13The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.83%3.72%-9.04%122.00
14The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.83%1.85%-9.33%70.00
15Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-3.07%0.74%-10.85%98.00
16ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20116.62%-0.78%-10.94%779.00
17Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20083.28%-1.92%-11.22%1,257.18
18Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.55%1.78%-11.63%193.06
19Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19958.81%2.08%-11.70%4,099.00
20Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20103.03%-3.01%-11.90%167.00
21Abraham Trading Company: Abraham Diversified Program01/19883.08%-2.75%-12.22%197.01
22Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.78%-2.21%-12.93%441.42
23Quantitative Investment Management, LLC: Global Program *QEP*10/20038.32%4.26%-13.69%2,079.00
24Aspect Capital Limited: Aspect Diversified Program *QEP*12/199811.11%1.67%-14.12%4,093.00
25Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20011.89%-3.78%-14.21%157.60
26Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/200412.90%1.97%-14.58%472.00
27Rotella Capital Management Inc.: Orion Program *QEP*07/2006-4.85%-10.56%-14.67%50.56
28Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.31%5.27%-14.96%244.00
29Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20131.95%-8.17%-15.63%80.00
30M6 Capital Management, LLC: Standard Program *QEP*07/2005-1.48%0.66%-15.74%126.67
31Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199317.41%-0.16%-15.87%67.12
32Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20060.61%1.04%-16.54%340.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/20101.73%-2.47%-16.68%123.40
34DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198416.86%5.33%-17.25%614.00
35KeyQuant SAS: Key Trends Program *FRN*01/201017.29%3.89%-17.95%385.00
36Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.40%3.26%-18.26%435.00
37QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20105.19%4.33%-18.56%2,720.00
38Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-0.72%-0.27%-20.79%57.45
39ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200118.88%-0.24%-20.91%2,150.00
40Keck Capital Management, LLC: Keck Program *QEP*12/20036.64%-8.86%-21.10%58.73