03/15 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Blake Capital Management, Inc.: SRD Currencies03/2013-0.35%-0.30%-1.10%0.20
2NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-0.64%-0.29%-1.70%0.80
3Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.39%1.81%-1.99%0.03
4Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20085.08%1.33%-2.03%0.03
5Crescendo Capital Management: Neutron Decay Client Strategy07/201212.54%1.03%-2.05%1.30
6Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.30%-0.01%-2.16%47.10
7Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201112.82%-0.23%-2.39%0.00
8Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.08%-0.13%-2.45%16.80
9Witter & Lester, Inc.: Redstone Program *QEP*09/19940.38%0.48%-2.91%2.11
10Pinstripe Trading, LLC: Standard Trading Program08/20098.36%-0.40%-3.10%5.40
11Schindler Capital Management, LLC: Dairy Advantage Program08/20052.85%-1.76%-3.13%6.79
12Buttonwood, LLC: Energy Diversified 107/20143.45%-2.70%-3.30%19.90
13WestCay LLC: Tropicals Program01/20146.16%2.31%-3.67%2.50
14County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.18%0.95%-4.11%3.50
15Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20143.90%0.01%-5.33%40.00
16White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.64%4.85%-5.43%0.38
17Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.72%0.09%-5.73%3.32
18Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.33%4.00%-6.09%3.30
19Tyche Capital Advisors, LLC: TCA Institutional Energy Spreads Program03/2014-3.04%-1.45%-6.25%5.20
20Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-1.62%1.71%-6.31%37.00
21Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199710.64%-0.53%-6.42%5.00
22Sophic Associates, LLC: Sophic Macro *QEP*01/20131.27%-2.20%-6.43%0.00
23The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.54%2.79%-6.45%2.00
24Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19970.30%1.12%-6.69%0.00
25Rivercast Capital LLC: Rivercast Program *QEP*10/2012-1.84%0.46%-6.99%6.50
26Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20024.33%4.54%-7.07%11.50
27Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.37%1.85%-7.11%1.80
28NovoDyn Advisors LLC: NDC Mean Reversion FT - A *QEP*03/2013-3.46%0.38%-7.16%0.50
29Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20080.83%-0.11%-7.30%13.25
30Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20055.35%3.21%-7.45%0.07
31James H. Jones Capital Management LLC: Diversified Program09/2001-3.81%-0.90%-7.48%5.85
32Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.03%2.73%-7.58%4.10
33Value & Growth CTA, LLC: Value & Growth Program06/20140.02%0.66%-7.79%0.05
34Ancile Capital Management, LLC: Global Markets Program04/200511.71%1.65%-7.86%3.50
35Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20111.17%-1.73%-8.02%3.68
36Bluenose Capital Management, LLC: BNC BI Program10/20086.20%2.27%-8.19%2.82
37Mobius Asset Management, Inc.: Energy Trading Program01/2005-2.86%-0.70%-8.32%1.25
38Witter & Lester, Inc.: Diversified Trading Program *QEP*04/20130.77%0.73%-8.79%1.86
39Red Rock Capital, LLC: Systematic Global Macro Program09/20030.57%-1.55%-9.01%34.58
40Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/2013-2.44%-1.00%-9.68%40.00