03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201316.27%21.82%0.00%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20130.72%20.81%0.00%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-8.00%15.62%-8.00%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/20121.87%8.61%0.00%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20140.78%8.32%0.00%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20075.06%7.28%0.00%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20044.28%7.18%0.00%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20130.34%7.13%0.00%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20113.47%6.67%0.00%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/20123.43%6.25%0.00%4.11
11Buckingham Global Advisors LLC: WEP Managed Trading Program03/20152.14%6.22%0.00%4.15
12Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20052.57%5.86%0.00%0.03
13Novus Investments, LLC: Precious Commodities *QEP*01/2007-0.42%5.64%-0.42%2.60
14Rcube Asset Management: Singularis Program01/20153.29%5.39%0.00%0.00
15Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/20093.27%5.38%0.00%1.00
16Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20073.43%5.34%0.00%1.33
17Quantitative Investment Management, LLC: Global Program *QEP*10/20030.99%5.30%0.00%2,087.00
18Zoi Capital, LLC: Telio Program Client Accounts04/20104.11%4.85%0.00%1.19
19The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20081.07%4.83%0.00%106.00
20GNE Management LLC: S&P Futures & Options Strategies12/20135.11%4.59%0.00%9.35
21Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/2012-0.04%4.50%-0.04%56.00
22Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.89%4.45%-2.89%186.37
23Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200521.78%4.39%0.00%2.15
24Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-1.98%4.37%-1.98%143.23
25County Cork LLC: The County Cork B&B Program *QEP*11/20092.65%4.34%0.00%1.00
26DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-0.94%4.34%-0.94%603.00
27Bluenose Capital Management, LLC: BNC EI Program07/20101.93%4.32%0.00%2.10
28Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20060.56%4.11%0.00%13.00
29Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20071.41%4.10%0.00%0.00
30JTM Capital Management, LLC: JTM Absolute Return Strategy10/20162.34%4.08%0.00%0.00
31County Cork LLC: The County Cork B&R Program *QEP*05/20104.28%4.05%0.00%1.00
32Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20130.50%3.85%0.00%50.00
33Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-1.45%3.79%-1.45%22.50
34Bluenose Capital Management, LLC: BNC BI Program10/20081.44%3.74%0.00%2.82
35The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20061.78%3.67%0.00%51.00
36Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20050.10%3.36%0.00%452.00
37Fort LP: FORT Global Contrarian *QEP*10/2002-0.41%3.36%-0.41%1,769.45
38Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19812.87%3.35%0.00%2.63
39Millburn Corporation: Diversified Program02/19770.94%3.24%0.00%2,230.00
40Millburn Corporation: Millburn Multi-Markets Program10/20040.96%3.00%0.00%492.00