Dublin, Ireland, March 22, 2016

Three Rock Capital Management is pleased to announce the addition of its Global Macro Program to the Altegris Macro Strategy Fund (Ticker: MCRAX) portfolio. Three Rock Capital’s discretionary Global Macro Program was launched in December 2012, with a track record dating back to January 2009, and has delivered positive returns that were uncorrelated to most traditional long only indices and some alternative indices, in each of the last six years.

“We are delighted to have our program become a part of the Altegris family of mutual funds”, said Ciaran Kane, CEO of Three Rock Capital. “We are confident in our ability to continue to provide a potential source of alpha for our clients now and into the future”

Three Rock Capital’s Global Macro Program is a discretionary strategy that trades liquid exchange-traded futures and is managed by the firm’s CIO, Conor O’Mara. Risk is concentrated in a small number of trades across 4 sectors: foreign exchange, precious metals, equity indices and interest rates. The program’s primary focus is developed foreign exchange markets. Utilising a robust investment process and strong risk management skills, the program’s central strategy is to anticipate trend development and pro-actively manage trades within those trends once they develop.

Altegris is a provider of premier alternative investment strategies and is one of the leading research and investment groups focused solely on alternatives, searching the world to find the best alternative investment managers. As of December 31 2015, Altegris and its affiliates have approximately $2.44 billion in client assets.

About Three Rock Capital

Three Rock Capital is an independently owned, discretionary global macro manager based in Dublin, Ireland, with $68.1 million under management as of February 29, 2016.
The firm is authorised to operate as an investment manager by the Central Bank of Ireland, is registered as a Commodity Trading Advisor with the CFTC and is a member
firm of the National Futures Association in the US.

About The Altegris Macro Strategy Fund
The Altegris Macro Strategy Fund seeks absolute returns from income and capital appreciation, regardless of the direction of the securities markets. The Fund is a diverse, actively managed mutual fund that accesses global macro managers with the ultimate “go-anywhere” mandate. The managers accessed by the Fund aim to predict and profit from the impact of macroeconomic developments across global financial markets.

Past performance may not be indicative of future results. Investors should carefully consider the significant financial risks associated with trading futures and leveraged investments.