03/16 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/201167.13%25.67%-31.62%4.50
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20132.94%19.95%-14.76%6.11
3Kinkopf Capital Management, LLC: Kinkopf S&P Program *PROP*01/199920.37%12.72%-20.10%0.16
4AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/19925.17%11.01%-16.90%16.30
5Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201511.27%8.75%-7.26%0.50
6M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201422.78%7.48%-9.78%3.15
7AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/19923.23%7.42%-11.86%12.22
8Vision Capital Management, LLC: Neptune02/2012-19.04%6.73%-25.02%0.50
9Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-13.01%6.62%-23.23%3.91
10Novus Investments, LLC: Precious Commodities *QEP*01/2007-1.87%6.09%-9.74%2.60
11Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/201116.64%5.32%-6.57%22.10
12Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/198910.23%5.06%-14.35%28.10
13White Indian Trading Company Limited: Alternative Hedge *PROP*04/201218.79%4.85%-4.70%0.38
14EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-1.39%4.79%-11.69%21.70
15Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200216.88%4.54%-1.60%11.50
16Buckingham Global Advisors LLC: WEP Managed Trading Program03/201526.51%4.00%0.00%3.30
17Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-5.82%3.29%-10.69%23.60
18Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20059.34%3.21%-5.78%0.07
19Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-13.62%3.10%-25.60%22.37
20Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201372.98%2.91%-1.94%7.88
21County Cork LLC: Macro Equity Hedge Program *QEP*02/20165.06%2.87%-5.60%1.00
22Omni Trading, LLC: S&P 500 Option Overwriting Program01/200416.17%2.82%-3.03%6.00
23County Cork LLC: County Cork Acclivity Program *QEP*01/20168.70%2.81%-7.37%4.00
24The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.84%2.79%-5.86%2.00
25Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.60%2.73%-7.58%4.10
26Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20070.82%2.65%-3.25%0.00
27CTS Asset Management LLC: Flagship Program SV (Standard Volatility) *PROP* *QEP*01/20165.06%2.44%-2.22%1.15
28Bluenose Capital Management, LLC: BNC EI Program07/201015.02%2.34%-1.97%2.07
29WestCay LLC: Tropicals Program01/201411.97%2.31%-1.89%2.50
30Bluenose Capital Management, LLC: BNC BI Program10/200810.14%2.27%-3.78%2.82
31Bensboro Advisors, LLC: Bensboro Seasonal Spread Trading Program *QEP*01/201516.29%2.12%-3.43%3.51
32Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20075.61%2.11%-17.61%1.08
33Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20074.27%1.85%-5.32%1.80
34Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20123.29%1.81%-1.99%0.03
35Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-4.68%1.71%-6.28%37.00
36Ancile Capital Management, LLC: Global Markets Program04/20057.92%1.65%-7.86%3.50
37County Cork LLC: The County Cork B&B Program *QEP*11/2009-14.30%1.65%-18.57%1.00
38Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.53%1.33%-1.48%0.03
39Alder Capital Limited: Global 20 Program02/2001-11.07%1.20%-14.61%0.00
40Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-3.45%1.12%-5.93%0.00