03/14 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-14.70%25.67%-70.03%4.50
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201310.46%19.95%-14.76%6.11
3Kinkopf Capital Management, LLC: Kinkopf S&P Program *PROP*01/1999-13.31%12.72%-57.31%0.16
4AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-31.94%11.01%-74.07%16.30
5Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.15%7.59%-35.32%192.00
6AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-22.16%7.42%-58.53%12.22
7Vision Capital Management, LLC: Neptune02/20124.23%6.73%-28.05%0.50
8Ring Capital Management, LLC: S&P E-Mini Select Program01/20128.34%6.62%-26.73%3.91
9Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.47%6.47%-28.41%146.26
10Novus Investments, LLC: Precious Commodities *QEP*01/20070.10%6.09%-14.07%2.60
11DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198416.86%5.33%-17.25%614.00
12Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-1.99%5.32%-25.58%22.10
13Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.31%5.27%-14.96%244.00
14Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19895.61%5.06%-28.64%28.10
15White Indian Trading Company Limited: Alternative Hedge *PROP*04/20129.63%4.85%-14.02%0.38
16Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.03%4.54%-7.07%11.50
17Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.32%4.54%-7.18%56.00
18QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20105.19%4.33%-18.56%2,720.00
19Quantitative Investment Management, LLC: Global Program *QEP*10/20038.32%4.26%-13.69%2,079.00
20KeyQuant SAS: Key Trends Program *FRN*01/201017.29%3.89%-17.95%385.00
21EMC Capital Advisors LLC: Classic Program *QEP*01/19855.61%3.81%-25.08%65.60
22FORT LP: FORT Global Contrarian *QEP*10/20024.43%3.80%-6.09%1,714.74
23The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.83%3.72%-9.04%122.00
24Quality Capital Management Ltd: Global Diversified Programme *QEP*12/19950.70%3.29%-29.67%23.60
25Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.40%3.26%-18.26%435.00
26Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20057.74%3.21%-7.45%0.07
27Chesapeake Capital Corporation: Diversified Program *QEP*02/19885.51%3.10%-7.45%201.46
28Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-1.43%3.10%-25.60%22.37
29Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201364.94%2.91%-24.12%7.88
30Omni Trading, LLC: S&P 500 Option Overwriting Program01/2004-3.89%2.82%-35.50%6.00
31The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200410.62%2.79%-6.45%2.00
32Camkay Capital Management, LLC: Stock Indices Short-Term03/20122.52%2.73%-20.79%4.10
33Revolution Capital Management, LLC: Alpha Program *QEP*06/20075.65%2.73%-7.53%493.00
34Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20074.03%2.65%-13.93%0.00
35Bluenose Capital Management, LLC: BNC EI Program07/2010-0.98%2.34%-22.48%2.07
36Millburn Corporation: Diversified Program02/197711.62%2.33%-6.81%2,000.00
37Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199918.66%2.32%-22.99%197.00
38WestCay LLC: Tropicals Program01/20145.32%2.31%-3.67%2.50
39Bluenose Capital Management, LLC: BNC BI Program10/20086.06%2.27%-12.08%2.82
40Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/2007-1.27%2.11%-28.33%1.08