04/14 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201370.76%21.82%-24.12%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201310.79%20.81%-14.76%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-18.41%15.62%-70.03%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/20129.07%8.61%-26.73%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201434.37%8.32%-23.38%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/2007-1.09%7.28%-28.33%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200412.62%7.18%-6.45%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20134.97%7.13%-10.56%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20112.60%6.67%-25.60%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/20122.07%6.25%-20.79%4.11
11Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20057.68%5.86%-7.45%0.03
12Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/2009-7.12%5.38%-43.60%1.00
13Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.57%5.34%-7.11%1.33
14Quantitative Investment Management, LLC: Global Program *QEP*10/20039.57%5.30%-11.54%2,087.00
15Zoi Capital, LLC: Telio Program Client Accounts04/2010-2.32%4.85%-25.84%1.19
16The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.91%4.83%-9.04%106.00
17Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.56%4.45%-35.32%186.37
18Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200513.03%4.39%-20.51%2.15
19Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19902.85%4.37%-28.41%143.23
20County Cork LLC: The County Cork B&B Program *QEP*11/2009-6.39%4.34%-27.75%1.00
21DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198417.24%4.34%-17.25%603.00
22Bluenose Capital Management, LLC: BNC EI Program07/2010-1.75%4.32%-22.48%2.10
23Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20067.06%4.11%-9.32%13.00
24Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20073.52%4.10%-13.93%0.00
25County Cork LLC: The County Cork B&R Program *QEP*05/2010-0.90%4.05%-22.89%1.00
26Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201310.16%3.85%-9.59%50.00
27Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-3.02%3.79%-25.58%22.50
28Bluenose Capital Management, LLC: BNC BI Program10/20084.90%3.74%-12.08%2.82
29The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.05%3.67%-9.33%51.00
30Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.37%3.36%-18.26%452.00
31Fort LP: FORT Global Contrarian *QEP*10/20024.36%3.36%-6.09%1,769.45
32Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/1981-1.04%3.35%-25.28%2.63
33Millburn Corporation: Diversified Program02/197711.99%3.24%-6.81%2,230.00
34Millburn Corporation: Millburn Multi-Markets Program10/200412.33%3.00%-6.87%492.00
35EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20149.88%2.84%-11.69%21.00
36Ditsch Trading, LLC: Discretionary Trading Program01/20110.08%2.62%-19.63%8.01
37Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.35%2.59%-11.63%193.00
38Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-3.59%2.46%-26.52%431.16
39Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19894.97%2.33%-28.64%25.90
40White Indian Trading Company Limited: SCS Client02/20115.55%2.32%-19.44%0.25