03/15 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Blake Capital Management, Inc.: SRD Currencies03/2013-0.35%-0.30%-1.10%0.20
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.25%0.52%-1.63%59.00
3NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-0.64%-0.29%-1.70%0.80
4Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.39%1.81%-1.99%0.03
5Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20085.08%1.33%-2.03%0.03
6Crescendo Capital Management: Neutron Decay Client Strategy07/201212.54%1.03%-2.05%1.30
7Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.30%-0.01%-2.16%47.10
8Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.95%-1.69%-2.32%321.00
9Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201112.82%-0.23%-2.39%0.00
10Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.08%-0.13%-2.45%16.80
11Witter & Lester, Inc.: Redstone Program *QEP*09/19940.38%0.48%-2.91%2.11
12Quantitative Investment Management, LLC: Global Program *QEP*10/200320.00%4.26%-2.98%2,079.00
13Pinstripe Trading, LLC: Standard Trading Program08/20098.36%-0.40%-3.10%5.40
14Schindler Capital Management, LLC: Dairy Advantage Program08/20052.85%-1.76%-3.13%6.79
15Buttonwood, LLC: Energy Diversified 107/20143.45%-2.70%-3.30%19.90
16WestCay LLC: Tropicals Program01/20146.16%2.31%-3.67%2.50
17County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.18%0.95%-4.11%3.50
18Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20143.90%0.01%-5.33%40.00
19White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.64%4.85%-5.43%0.38
20Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.72%0.09%-5.73%3.32
21Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20095.08%-4.98%-6.01%90.41
22Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.33%4.00%-6.09%3.30
23FORT LP: FORT Global Contrarian *QEP*10/20020.35%3.80%-6.09%1,714.74
24Tyche Capital Advisors, LLC: TCA Institutional Energy Spreads Program03/2014-3.04%-1.45%-6.25%5.20
25Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-1.62%1.71%-6.31%37.00
26Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199710.64%-0.53%-6.42%5.00
27Sophic Associates, LLC: Sophic Macro *QEP*01/20131.27%-2.20%-6.43%0.00
28The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.54%2.79%-6.45%2.00
29Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19970.30%1.12%-6.69%0.00
30Millburn Corporation: Diversified Program02/19778.75%2.33%-6.81%2,000.00
31Millburn Corporation: Millburn Multi-Markets Program10/20049.44%2.10%-6.87%398.00
32Rivercast Capital LLC: Rivercast Program *QEP*10/2012-1.84%0.46%-6.99%6.50
33Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20024.33%4.54%-7.07%11.50
34Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.37%1.85%-7.11%1.80
35NovoDyn Advisors LLC: NDC Mean Reversion FT - A *QEP*03/2013-3.46%0.38%-7.16%0.50
36Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20124.49%4.54%-7.18%56.00
37Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20080.83%-0.11%-7.30%13.25
38Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.97%3.10%-7.45%201.46
39Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20055.35%3.21%-7.45%0.07
40James H. Jones Capital Management LLC: Diversified Program09/2001-3.81%-0.90%-7.48%5.85