03/16 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/201167.13%25.67%-31.62%4.50
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20132.94%19.95%-14.76%6.11
3Kinkopf Capital Management, LLC: Kinkopf S&P Program *PROP*01/199920.37%12.72%-20.10%0.16
4AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/19925.17%11.01%-16.90%16.30
5Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201511.27%8.75%-7.26%0.50
6Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-22.94%7.59%-28.37%192.00
7M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201422.78%7.48%-9.78%3.15
8AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/19923.23%7.42%-11.86%12.22
9Vision Capital Management, LLC: Neptune02/2012-19.04%6.73%-25.02%0.50
10Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-13.01%6.62%-23.23%3.91
11Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-11.86%6.47%-19.30%146.26
12Novus Investments, LLC: Precious Commodities *QEP*01/2007-1.87%6.09%-9.74%2.60
13DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-6.68%5.33%-17.25%614.00
14Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/201116.64%5.32%-6.57%22.10
15Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-2.76%5.27%-12.85%244.00
16Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/198910.23%5.06%-14.35%28.10
17White Indian Trading Company Limited: Alternative Hedge *PROP*04/201218.79%4.85%-4.70%0.38
18EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-1.39%4.79%-11.69%21.70
19Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200216.88%4.54%-1.60%11.50
20Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201217.16%4.54%-1.70%56.00
21QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-12.92%4.33%-16.53%2,720.00
22Quantitative Investment Management, LLC: Global Program *QEP*10/200311.71%4.26%-2.98%2,079.00
23Buckingham Global Advisors LLC: WEP Managed Trading Program03/201526.51%4.00%0.00%3.30
24KeyQuant SAS: Key Trends Program *FRN*01/2010-6.48%3.89%-16.31%385.00
25EMC Capital Advisors LLC: Classic Program *QEP*01/1985-21.57%3.81%-25.08%65.60
26FORT LP: FORT Global Contrarian *QEP*10/20020.18%3.80%-6.06%1,714.74
27The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-2.18%3.72%-9.04%122.00
28Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-5.82%3.29%-10.69%23.60
29Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.07%3.26%-6.49%435.00
30Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20059.34%3.21%-5.78%0.07
31Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-1.92%3.10%-5.91%201.46
32Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-13.62%3.10%-25.60%22.37
33Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201372.98%2.91%-1.94%7.88
34County Cork LLC: Macro Equity Hedge Program *QEP*02/20165.06%2.87%-5.60%1.00
35Omni Trading, LLC: S&P 500 Option Overwriting Program01/200416.17%2.82%-3.03%6.00
36County Cork LLC: County Cork Acclivity Program *QEP*01/20168.70%2.81%-7.37%4.00
37The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.84%2.79%-5.86%2.00
38Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.60%2.73%-7.58%4.10
39Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.21%2.73%-2.48%493.00
40Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20070.82%2.65%-3.25%0.00