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
11Zoi Capital, LLC: Telio Program Client Accounts04/20100.61%4.85%-26.61%1.19
12Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200517.78%4.39%-20.51%2.15
13County Cork LLC: The County Cork B&B Program *QEP*11/2009-3.05%4.34%-28.75%1.00
14Bluenose Capital Management, LLC: BNC EI Program07/20101.65%4.32%-22.48%2.10
15Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20061.10%4.11%-20.80%13.00
16Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20078.75%4.10%-13.93%0.00
17County Cork LLC: The County Cork B&R Program *QEP*05/2010-1.82%4.05%-26.46%1.00
18Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20110.57%3.79%-25.58%22.50
19Bluenose Capital Management, LLC: BNC BI Program10/20085.19%3.74%-16.81%2.82
20Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/1981-2.08%3.35%-30.18%2.63
21Ditsch Trading, LLC: Discretionary Trading Program01/20119.82%2.62%-45.84%8.01
22Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19892.18%2.33%-28.64%25.90
23White Indian Trading Company Limited: SCS Client02/20113.17%2.32%-19.44%0.25
24Ancile Capital Management, LLC: Global Markets Program04/200513.68%2.18%-13.86%3.50
25AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-27.65%2.11%-83.85%14.94
26Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.83%1.94%-7.45%33.50
27Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-4.58%1.94%-29.67%23.00
28Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20064.03%1.44%-16.54%0.00
29Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20111.82%1.43%-11.36%7.90
30Pinstripe Trading, LLC: Standard Trading Program08/20098.68%1.40%-9.70%5.70
31Tlaloc Capital, LLC: Grains Program *QEP*04/20101.73%1.35%-14.46%3.80
32Portfolio Concept GmbH: PC Global Systematic *QEP*01/20074.13%1.34%-5.97%17.00
33Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-3.67%1.30%-21.10%28.00
34Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201119.02%1.25%-2.81%31.00
35Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.67%1.15%-7.89%0.00
36Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20100.89%0.90%-7.09%11.50
37Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.96%0.68%-7.78%12.25
38Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/20000.02%0.66%-21.85%19.60
39Westphal Trading: Diversified Trend-Following *PROP*05/20100.62%0.54%-25.20%0.26
40NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-1.06%0.32%-28.10%34.40