03/15 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-13.44%25.67%-59.51%4.50
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20135.86%19.95%-14.76%6.11
3Kinkopf Capital Management, LLC: Kinkopf S&P Program *PROP*01/1999-3.61%12.72%-36.45%0.16
4AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-14.61%11.01%-40.49%16.30
5Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-14.12%7.59%-35.32%192.00
6M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20146.87%7.48%-23.38%3.15
7AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-10.05%7.42%-29.07%12.22
8Vision Capital Management, LLC: Neptune02/2012-9.14%6.73%-28.05%0.50
9Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-2.84%6.62%-26.73%3.91
10Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-11.57%6.47%-28.41%146.26
11Novus Investments, LLC: Precious Commodities *QEP*01/20070.28%6.09%-9.74%2.60
12DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19842.93%5.33%-17.25%614.00
13Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-0.69%5.32%-18.60%22.10
14Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19970.67%5.27%-13.27%244.00
15Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-3.30%5.06%-28.64%28.10
16White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.64%4.85%-5.43%0.38
17EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-0.33%4.79%-11.69%21.70
18Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20024.33%4.54%-7.07%11.50
19Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20124.49%4.54%-7.18%56.00
20QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-6.41%4.33%-18.56%2,720.00
21Quantitative Investment Management, LLC: Global Program *QEP*10/200320.00%4.26%-2.98%2,079.00
22Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.33%4.00%-6.09%3.30
23KeyQuant SAS: Key Trends Program *FRN*01/2010-2.14%3.89%-17.95%385.00
24EMC Capital Advisors LLC: Classic Program *QEP*01/1985-6.20%3.81%-25.08%65.60
25FORT LP: FORT Global Contrarian *QEP*10/20020.35%3.80%-6.09%1,714.74
26The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.48%3.72%-9.04%122.00
27Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-12.55%3.29%-29.67%23.60
28Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-4.08%3.26%-18.26%435.00
29Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20055.35%3.21%-7.45%0.07
30Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.97%3.10%-7.45%201.46
31Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20116.58%3.10%-25.60%22.37
32Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201365.20%2.91%-24.12%7.88
33Omni Trading, LLC: S&P 500 Option Overwriting Program01/2004-2.09%2.82%-22.10%6.00
34The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.54%2.79%-6.45%2.00
35Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.03%2.73%-7.58%4.10
36Revolution Capital Management, LLC: Alpha Program *QEP*06/20075.65%2.73%-7.53%493.00
37Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/2007-5.30%2.65%-13.93%0.00
38Bluenose Capital Management, LLC: BNC EI Program07/20102.43%2.34%-18.07%2.07
39Millburn Corporation: Diversified Program02/19778.75%2.33%-6.81%2,000.00
40Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-3.20%2.32%-22.99%197.00