04/12 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-4.20%15.62%-70.03%4.50
2Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.87%8.61%-26.73%3.91
3Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20071.95%7.28%-28.33%1.13
4The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20044.59%7.18%-16.90%2.00
5Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201119.20%6.67%-27.50%22.81
6Camkay Capital Management, LLC: Stock Indices Short-Term03/201210.52%6.25%-20.79%4.11
7Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20051.38%5.86%-22.49%0.03
8Novus Investments, LLC: Precious Commodities *QEP*01/2007-1.21%5.64%-26.63%2.60
9Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/2009-7.68%5.38%-46.99%1.00
10Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20070.31%5.34%-38.65%1.33
11Quantitative Investment Management, LLC: Global Program *QEP*10/20037.32%5.30%-16.63%2,087.00
12Zoi Capital, LLC: Telio Program Client Accounts04/20100.61%4.85%-26.61%1.19
13The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20086.39%4.83%-10.76%106.00
14Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20128.27%4.50%-7.18%56.00
15Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-5.90%4.45%-35.32%186.37
16Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200517.78%4.39%-20.51%2.15
17Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.80%4.37%-28.41%143.23
18County Cork LLC: The County Cork B&B Program *QEP*11/2009-3.05%4.34%-28.75%1.00
19DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198412.65%4.34%-22.36%603.00
20Bluenose Capital Management, LLC: BNC EI Program07/20101.65%4.32%-22.48%2.10
21Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20061.10%4.11%-20.80%13.00
22Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20078.75%4.10%-13.93%0.00
23County Cork LLC: The County Cork B&R Program *QEP*05/2010-1.82%4.05%-26.46%1.00
24Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20110.57%3.79%-25.58%22.50
25Bluenose Capital Management, LLC: BNC BI Program10/20085.19%3.74%-16.81%2.82
26The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.43%3.67%-9.33%51.00
27Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.18%3.36%-18.26%452.00
28Fort LP: FORT Global Contrarian *QEP*10/20023.52%3.36%-8.67%1,769.45
29Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/1981-2.08%3.35%-30.18%2.63
30Millburn Corporation: Diversified Program02/19776.31%3.24%-13.26%2,230.00
31Millburn Corporation: Millburn Multi-Markets Program10/20045.95%3.00%-13.80%492.00
32Ditsch Trading, LLC: Discretionary Trading Program01/20119.82%2.62%-45.84%8.01
33Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.85%2.59%-11.63%193.00
34Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.06%2.46%-26.52%431.16
35Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19892.18%2.33%-28.64%25.90
36White Indian Trading Company Limited: SCS Client02/20113.17%2.32%-19.44%0.25
37Ancile Capital Management, LLC: Global Markets Program04/200513.68%2.18%-13.86%3.50
38AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-27.65%2.11%-83.85%14.94
39Amplitude Capital International Limited: Klassik Strategy *QEP*09/20096.18%2.01%-21.48%963.51
40Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.83%1.94%-7.45%33.50