03/14 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Blake Capital Management, Inc.: SRD Currencies03/2013-0.21%-0.30%-1.27%0.20
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.99%0.52%-1.63%59.00
3Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.36%1.81%-1.99%0.03
4Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20084.26%1.33%-2.03%0.03
5Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201116.74%-0.23%-2.39%0.00
6Portfolio Concept GmbH: PC Global Systematic *QEP*01/20071.76%-0.13%-2.45%16.80
7Witter & Lester, Inc.: Redstone Program *QEP*09/19940.53%0.48%-2.91%2.11
8Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.59%-1.69%-3.43%321.00
9WestCay LLC: Tropicals Program01/20145.32%2.31%-3.67%2.50
10Schindler Capital Management, LLC: Dairy Advantage Program08/200510.27%-1.76%-4.27%6.79
11Pinstripe Trading, LLC: Standard Trading Program08/200910.77%-0.40%-5.13%5.40
12Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20003.72%0.09%-5.94%3.32
13Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20099.82%-4.98%-6.01%90.41
14FORT LP: FORT Global Contrarian *QEP*10/20024.43%3.80%-6.09%1,714.74
15Tyche Capital Advisors, LLC: TCA Institutional Energy Spreads Program03/20141.11%-1.45%-6.25%5.20
16Auctos Capital Management LLC: Global Diversified Program *QEP*11/20073.32%1.71%-6.31%37.00
17The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200410.62%2.79%-6.45%2.00
18Sophic Associates, LLC: Sophic Macro *QEP*01/20132.67%-2.20%-6.61%0.00
19Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19975.98%1.12%-6.69%0.00
20Millburn Corporation: Diversified Program02/197711.62%2.33%-6.81%2,000.00
21NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-2.34%-0.29%-6.86%0.80
22Millburn Corporation: Millburn Multi-Markets Program10/200411.99%2.10%-6.87%398.00
23Rivercast Capital LLC: Rivercast Program *QEP*10/20121.33%0.46%-6.99%6.50
24Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.03%4.54%-7.07%11.50
25Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.58%1.85%-7.11%1.80
26County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20138.32%0.95%-7.12%3.50
27Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.32%4.54%-7.18%56.00
28Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20122.01%-0.01%-7.22%47.10
29Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.34%-0.11%-7.30%13.25
30Chesapeake Capital Corporation: Diversified Program *QEP*02/19885.51%3.10%-7.45%201.46
31Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20057.74%3.21%-7.45%0.07
32Revolution Capital Management, LLC: Alpha Program *QEP*06/20075.65%2.73%-7.53%493.00
33Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201115.59%0.03%-7.59%452.00
34Ancile Capital Management, LLC: Global Markets Program04/200519.86%1.65%-7.86%3.50
35Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20114.21%-1.73%-8.02%3.68
36Millburn Corporation: Commodity Program03/200514.25%0.77%-8.29%225.00
37Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199712.71%-0.53%-8.46%5.00
38Crescendo Capital Management: Neutron Decay Client Strategy07/20126.02%1.03%-8.75%1.30
39Witter & Lester, Inc.: Diversified Trading Program *QEP*04/20132.33%0.73%-8.79%1.86
40Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20036.41%-0.83%-8.98%168.00