03/12 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19954.04%2.08%-13.27%4,099.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.65%1.67%-22.21%4,093.00
3Campbell & Company, LP: Campbell Managed Futures04/19832.36%1.51%-21.24%3,287.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20106.96%4.33%-18.56%2,720.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20014.33%-0.24%-27.96%2,150.00
6Quantitative Investment Management, LLC: Global Program *QEP*10/20037.36%4.26%-16.63%2,079.00
7Millburn Corporation: Diversified Program02/19775.51%2.33%-13.26%2,000.00
8FORT LP: FORT Global Contrarian *QEP*10/20023.40%3.80%-8.67%1,714.74
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20085.21%-1.92%-14.89%1,257.18
10Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.35%-0.20%-21.48%930.67
11ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20114.82%-0.78%-10.94%779.00
12Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19995.53%-10.24%-22.91%779.00
13DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198412.19%5.33%-22.36%614.00
14Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/20041.00%-2.18%-26.91%580.00
15Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.17%2.73%-7.53%493.00
16Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20045.20%1.97%-19.09%472.00
17Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201118.86%0.03%-7.71%452.00
18Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.36%-2.21%-12.93%441.42
19Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.10%3.26%-18.26%435.00
20Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.30%-0.87%-26.52%418.22
21Millburn Corporation: Millburn Multi-Markets Program10/20045.20%2.10%-13.80%398.00
22KeyQuant SAS: Key Trends Program *FRN*01/20106.48%3.89%-19.29%385.00
23Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20064.17%1.04%-16.54%340.00
24Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.11%-1.69%-4.29%321.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19973.79%5.27%-15.35%244.00
26Millburn Corporation: Commodity Program03/20054.98%0.77%-20.83%225.00
27Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.90%3.10%-14.72%201.46
28Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-1.47%0.04%-27.62%199.00
29Abraham Trading Company: Abraham Diversified Program01/19881.70%-2.75%-12.22%197.01
30Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199910.28%2.32%-35.56%197.00
31Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.06%1.78%-11.63%193.06
32Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-5.54%7.59%-35.32%192.00
33Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.32%-0.83%-15.85%168.00
34Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.23%-3.01%-11.90%167.00
35Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-0.95%-3.78%-16.28%157.60
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.34%6.47%-28.41%146.26
37M6 Capital Management, LLC: Standard Program *QEP*07/20050.99%0.66%-17.27%126.67
38Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-1.39%-2.47%-16.68%123.40
39The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20085.89%3.72%-10.76%122.00
40Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20041.58%0.74%-13.08%98.00