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
4AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-18.36%7.42%-69.14%12.22
5Vision Capital Management, LLC: Neptune02/20123.06%6.73%-28.05%0.50
6Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.42%6.62%-26.73%3.91
7Novus Investments, LLC: Precious Commodities *QEP*01/2007-1.85%6.09%-26.63%2.60
8Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20110.19%5.32%-25.58%22.10
9Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19892.76%5.06%-28.64%28.10
10White Indian Trading Company Limited: Alternative Hedge *PROP*04/201212.76%4.85%-14.02%0.38
11Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20028.50%4.54%-7.07%11.50
12Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-4.61%3.29%-29.67%23.60
13Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20051.17%3.21%-22.49%0.07
14Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201119.67%3.10%-27.50%22.37
15Omni Trading, LLC: S&P 500 Option Overwriting Program01/200415.13%2.82%-35.50%6.00
16The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.22%2.79%-16.90%2.00
17Camkay Capital Management, LLC: Stock Indices Short-Term03/20129.85%2.73%-20.79%4.10
18Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20078.75%2.65%-13.93%0.00
19Bluenose Capital Management, LLC: BNC EI Program07/20101.22%2.34%-22.48%2.07
20Bluenose Capital Management, LLC: BNC BI Program10/20084.77%2.27%-16.81%2.82
21Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20072.46%2.11%-28.33%1.08
22Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/2007-1.03%1.85%-38.65%1.80
23Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.81%1.71%-7.45%37.00
24Ancile Capital Management, LLC: Global Markets Program04/200513.25%1.65%-13.86%3.50
25County Cork LLC: The County Cork B&B Program *QEP*11/2009-1.79%1.65%-28.75%1.00
26Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.79%1.33%-2.03%0.03
27Alder Capital Limited: Global 20 Program02/20011.59%1.20%-22.51%0.00
28Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.53%1.12%-7.89%0.00
29Ditsch Trading, LLC: Discretionary Trading Program01/201112.51%1.11%-45.84%7.79
30Tlaloc Capital, LLC: Grains Program *QEP*04/20101.93%1.10%-14.46%3.80
31Westphal Trading: Diversified Trend-Following *PROP*05/20100.63%0.91%-25.43%0.26
32Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20111.89%0.75%-11.36%8.00
33Zoi Capital, LLC: Telio Program Client Accounts04/20101.56%0.71%-26.61%1.14
34NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-1.02%0.58%-28.10%35.60
35Witter & Lester, Inc.: Redstone Program *QEP*09/19941.62%0.48%-2.91%2.11
36Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/1981-3.20%0.46%-30.18%1.97
37White Indian Trading Company Limited: SCS Client02/20113.67%0.46%-19.44%0.25
38Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-4.89%0.15%-22.46%28.00
39Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.15%0.09%-13.66%3.32
40Melissinos Trading, LLC: Eupatrid Commodity Program*QEP*01/20114.80%0.08%-21.08%3.00