04/15 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201371.04%21.82%-24.12%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20136.33%20.81%-14.76%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-16.14%15.62%-59.51%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-2.58%8.61%-26.73%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20144.72%8.32%-23.38%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20075.75%7.28%-17.61%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.62%7.18%-6.45%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20130.52%7.13%-10.56%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20114.33%6.67%-25.60%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/20125.91%6.25%-7.58%4.11
11Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.11%6.22%-6.09%4.15
12Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.07%5.86%-7.45%0.03
13Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/2009-17.83%5.38%-43.60%1.00
14Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.52%5.34%-7.11%1.33
15Quantitative Investment Management, LLC: Global Program *QEP*10/200321.45%5.30%-2.98%2,087.00
16Zoi Capital, LLC: Telio Program Client Accounts04/20103.23%4.85%-16.93%1.19
17The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.73%4.83%-9.04%106.00
18Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-17.81%4.45%-35.32%186.37
19Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200518.29%4.39%-20.51%2.15
20Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-11.86%4.37%-27.44%143.23
21County Cork LLC: The County Cork B&B Program *QEP*11/2009-6.54%4.34%-19.15%1.00
22DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-2.01%4.34%-17.25%603.00
23Bluenose Capital Management, LLC: BNC EI Program07/20102.16%4.32%-18.07%2.10
24Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20069.33%4.11%-7.12%13.00
25Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/2007-4.28%4.10%-13.30%0.00
26County Cork LLC: The County Cork B&R Program *QEP*05/2010-3.32%4.05%-21.52%1.00
27Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201312.71%3.85%-5.31%50.00
28Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-1.12%3.79%-18.60%22.50
29Bluenose Capital Management, LLC: BNC BI Program10/20085.75%3.74%-8.19%2.82
30The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.29%3.67%-9.33%51.00
31Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-4.60%3.36%-18.26%452.00
32Fort LP: FORT Global Contrarian *QEP*10/2002-0.22%3.36%-6.09%1,769.45
33Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19815.78%3.35%-11.77%2.63
34Millburn Corporation: Diversified Program02/19777.18%3.24%-6.81%2,230.00
35Millburn Corporation: Millburn Multi-Markets Program10/20047.71%3.00%-6.87%492.00
36EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-2.06%2.84%-11.69%21.00
37Ditsch Trading, LLC: Discretionary Trading Program01/20110.12%2.62%-19.63%8.01
38Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.44%2.59%-11.63%193.00
39Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-4.81%2.46%-24.23%431.16
40Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-6.94%2.33%-28.64%25.90