03/12 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-5.07%25.67%-70.03%4.50
2Kinkopf Capital Management, LLC: Kinkopf S&P Program *PROP*01/1999-3.74%12.72%-65.21%0.16
3AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-27.13%11.01%-83.85%16.30
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-5.54%7.59%-35.32%192.00
5AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-18.36%7.42%-69.14%12.22
6Vision Capital Management, LLC: Neptune02/20123.06%6.73%-28.05%0.50
7Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.42%6.62%-26.73%3.91
8Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.34%6.47%-28.41%146.26
9Novus Investments, LLC: Precious Commodities *QEP*01/2007-1.85%6.09%-26.63%2.60
10DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198412.19%5.33%-22.36%614.00
11Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20110.19%5.32%-25.58%22.10
12Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19973.79%5.27%-15.35%244.00
13Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19892.76%5.06%-28.64%28.10
14White Indian Trading Company Limited: Alternative Hedge *PROP*04/201212.76%4.85%-14.02%0.38
15Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20028.50%4.54%-7.07%11.50
16Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20128.73%4.54%-7.18%56.00
17QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20106.96%4.33%-18.56%2,720.00
18Quantitative Investment Management, LLC: Global Program *QEP*10/20037.36%4.26%-16.63%2,079.00
19KeyQuant SAS: Key Trends Program *FRN*01/20106.48%3.89%-19.29%385.00
20EMC Capital Advisors LLC: Classic Program *QEP*01/19850.50%3.81%-27.21%65.60
21FORT LP: FORT Global Contrarian *QEP*10/20023.40%3.80%-8.67%1,714.74
22The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20085.89%3.72%-10.76%122.00
23Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-4.61%3.29%-29.67%23.60
24Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.10%3.26%-18.26%435.00
25Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20051.17%3.21%-22.49%0.07
26Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.90%3.10%-14.72%201.46
27Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201119.67%3.10%-27.50%22.37
28Omni Trading, LLC: S&P 500 Option Overwriting Program01/200415.13%2.82%-35.50%6.00
29The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.22%2.79%-16.90%2.00
30Camkay Capital Management, LLC: Stock Indices Short-Term03/20129.85%2.73%-20.79%4.10
31Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.17%2.73%-7.53%493.00
32Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20078.75%2.65%-13.93%0.00
33Bluenose Capital Management, LLC: BNC EI Program07/20101.22%2.34%-22.48%2.07
34Millburn Corporation: Diversified Program02/19775.51%2.33%-13.26%2,000.00
35Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199910.28%2.32%-35.56%197.00
36Bluenose Capital Management, LLC: BNC BI Program10/20084.77%2.27%-16.81%2.82
37Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20072.46%2.11%-28.33%1.08
38Millburn Corporation: Millburn Multi-Markets Program10/20045.20%2.10%-13.80%398.00
39Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19954.04%2.08%-13.27%4,099.00
40Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20045.20%1.97%-19.09%472.00