04/16 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201371.11%21.82%-1.94%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20134.62%20.81%-14.00%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/201141.12%15.62%-31.62%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/201215.05%8.61%-3.14%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201421.62%8.32%-9.78%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20072.82%7.28%-17.61%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20041.93%7.18%-5.86%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/2013-2.86%7.13%-10.13%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-3.88%6.67%-25.60%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/201211.35%6.25%-7.58%4.11
11Buckingham Global Advisors LLC: WEP Managed Trading Program03/201526.39%6.22%0.00%4.15
12Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/200510.70%5.86%-5.78%0.03
13Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/2009-23.52%5.38%-28.59%1.00
14Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200711.10%5.34%-2.46%1.33
15Zoi Capital, LLC: Telio Program Client Accounts04/2010-4.40%4.85%-16.93%1.19
16Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200520.21%4.39%-20.51%2.15
17County Cork LLC: The County Cork B&B Program *QEP*11/2009-10.10%4.34%-16.79%1.00
18Bluenose Capital Management, LLC: BNC EI Program07/201019.59%4.32%-0.60%2.10
19Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200610.12%4.11%-1.40%13.00
20Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20072.61%4.10%-2.90%0.00
21County Cork LLC: The County Cork B&R Program *QEP*05/201011.49%4.05%-4.80%1.00
22Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201311.62%3.85%-1.12%50.00
23Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/201112.54%3.79%-6.57%22.50
24Bluenose Capital Management, LLC: BNC BI Program10/200814.88%3.74%-3.78%2.82
25Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198116.98%3.35%-8.27%2.63
26EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-1.34%2.84%-11.69%21.00
27Ditsch Trading, LLC: Discretionary Trading Program01/2011-0.55%2.62%-19.63%8.01
28White Indian Trading Company Limited: 24 Program *PROP*01/201617.90%2.56%-2.09%0.25
29Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/198917.14%2.33%-14.35%25.90
30White Indian Trading Company Limited: SCS Client02/201118.96%2.32%-0.59%0.25
31Ancile Capital Management, LLC: Global Markets Program04/200514.97%2.18%-4.35%3.50
32AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/19920.30%2.11%-16.90%14.94
33County Cork LLC: Macro Equity Hedge Program *QEP*02/20162.78%2.01%-5.60%1.00
34Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-0.93%1.94%-5.90%33.50
35Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-1.86%1.94%-9.26%23.00
36Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-3.82%1.44%-5.62%0.00
37Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-2.05%1.43%-6.28%7.90
38Pinstripe Trading, LLC: Standard Trading Program08/200914.04%1.40%-1.84%5.70
39Value & Growth CTA, LLC: Value & Growth Program06/20144.29%1.40%-0.64%0.05
40Tlaloc Capital, LLC: Grains Program *QEP*04/2010-1.48%1.35%-9.81%3.80