04/16 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201371.11%21.82%-1.94%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20134.62%20.81%-14.00%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/201141.12%15.62%-31.62%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/201215.05%8.61%-3.14%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201421.62%8.32%-9.78%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20072.82%7.28%-17.61%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20041.93%7.18%-5.86%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/2013-2.86%7.13%-10.13%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-3.88%6.67%-25.60%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/201211.35%6.25%-7.58%4.11
11Buckingham Global Advisors LLC: WEP Managed Trading Program03/201526.39%6.22%0.00%4.15
12Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/200510.70%5.86%-5.78%0.03
13Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/2009-23.52%5.38%-28.59%1.00
14Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200711.10%5.34%-2.46%1.33
15Quantitative Investment Management, LLC: Global Program *QEP*10/200316.28%5.30%-1.26%2,087.00
16Zoi Capital, LLC: Telio Program Client Accounts04/2010-4.40%4.85%-16.93%1.19
17The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-4.15%4.83%-9.04%106.00
18Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-17.68%4.45%-21.42%186.37
19Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200520.21%4.39%-20.51%2.15
20Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-12.98%4.37%-18.72%143.23
21County Cork LLC: The County Cork B&B Program *QEP*11/2009-10.10%4.34%-16.79%1.00
22DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-3.66%4.34%-17.25%603.00
23Bluenose Capital Management, LLC: BNC EI Program07/201019.59%4.32%-0.60%2.10
24Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200610.12%4.11%-1.40%13.00
25Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20072.61%4.10%-2.90%0.00
26County Cork LLC: The County Cork B&R Program *QEP*05/201011.49%4.05%-4.80%1.00
27Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201311.62%3.85%-1.12%50.00
28Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/201112.54%3.79%-6.57%22.50
29Bluenose Capital Management, LLC: BNC BI Program10/200814.88%3.74%-3.78%2.82
30The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/2006-0.92%3.67%-5.66%51.00
31Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20055.11%3.36%-6.49%452.00
32Fort LP: FORT Global Contrarian *QEP*10/20023.25%3.36%-6.06%1,769.45
33Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198116.98%3.35%-8.27%2.63
34Millburn Corporation: Diversified Program02/19776.87%3.24%-3.80%2,230.00
35Millburn Corporation: Millburn Multi-Markets Program10/20047.50%3.00%-3.57%492.00
36EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-1.34%2.84%-11.69%21.00
37Ditsch Trading, LLC: Discretionary Trading Program01/2011-0.55%2.62%-19.63%8.01
38Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.07%2.59%0.00%193.00
39White Indian Trading Company Limited: 24 Program *PROP*01/201617.90%2.56%-2.09%0.25
40Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20056.07%2.46%-10.20%431.16