03/12 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-5.54%7.59%-35.32%192.00
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.34%6.47%-28.41%146.26
3DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198412.19%5.33%-22.36%614.00
4Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19973.79%5.27%-15.35%244.00
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20128.73%4.54%-7.18%56.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20106.96%4.33%-18.56%2,720.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/20037.36%4.26%-16.63%2,079.00
8KeyQuant SAS: Key Trends Program *FRN*01/20106.48%3.89%-19.29%385.00
9EMC Capital Advisors LLC: Classic Program *QEP*01/19850.50%3.81%-27.21%65.60
10FORT LP: FORT Global Contrarian *QEP*10/20023.40%3.80%-8.67%1,714.74
11The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20085.89%3.72%-10.76%122.00
12Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.10%3.26%-18.26%435.00
13Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.90%3.10%-14.72%201.46
14Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.17%2.73%-7.53%493.00
15Millburn Corporation: Diversified Program02/19775.51%2.33%-13.26%2,000.00
16Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199910.28%2.32%-35.56%197.00
17Millburn Corporation: Millburn Multi-Markets Program10/20045.20%2.10%-13.80%398.00
18Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19954.04%2.08%-13.27%4,099.00
19Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20045.20%1.97%-19.09%472.00
20The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20061.70%1.85%-9.33%70.00
21Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.06%1.78%-11.63%193.06
22Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.65%1.67%-22.21%4,093.00
23Campbell & Company, LP: Campbell Managed Futures04/19832.36%1.51%-21.24%3,287.00
24Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20064.17%1.04%-16.54%340.00
25Millburn Corporation: Commodity Program03/20054.98%0.77%-20.83%225.00
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20041.58%0.74%-13.08%98.00
27M6 Capital Management, LLC: Standard Program *QEP*07/20050.99%0.66%-17.27%126.67
28NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.24%0.52%-5.46%59.00
29Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-1.47%0.04%-27.62%199.00
30Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201118.86%0.03%-7.71%452.00
31Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19937.51%-0.16%-24.89%67.12
32Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.35%-0.20%-21.48%930.67
33ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20014.33%-0.24%-27.96%2,150.00
34Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.69%-0.27%-20.79%57.45
35ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20114.82%-0.78%-10.94%779.00
36Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.32%-0.83%-15.85%168.00
37Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.30%-0.87%-26.52%418.22
38Kelly Angle Inc.: Genesis Program *QEP*04/2000-5.91%-1.55%-48.03%62.60
39Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.29%-1.61%-21.59%73.04
40Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.11%-1.69%-4.29%321.00