04/15 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201371.04%21.82%-24.12%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20136.33%20.81%-14.76%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-16.14%15.62%-59.51%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-2.58%8.61%-26.73%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20144.72%8.32%-23.38%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20075.75%7.28%-17.61%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.62%7.18%-6.45%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20130.52%7.13%-10.56%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20114.33%6.67%-25.60%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/20125.91%6.25%-7.58%4.11
11Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.11%6.22%-6.09%4.15
12Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.07%5.86%-7.45%0.03
13Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/2009-17.83%5.38%-43.60%1.00
14Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.52%5.34%-7.11%1.33
15Zoi Capital, LLC: Telio Program Client Accounts04/20103.23%4.85%-16.93%1.19
16Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200518.29%4.39%-20.51%2.15
17County Cork LLC: The County Cork B&B Program *QEP*11/2009-6.54%4.34%-19.15%1.00
18Bluenose Capital Management, LLC: BNC EI Program07/20102.16%4.32%-18.07%2.10
19Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20069.33%4.11%-7.12%13.00
20Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/2007-4.28%4.10%-13.30%0.00
21County Cork LLC: The County Cork B&R Program *QEP*05/2010-3.32%4.05%-21.52%1.00
22Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201312.71%3.85%-5.31%50.00
23Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-1.12%3.79%-18.60%22.50
24Bluenose Capital Management, LLC: BNC BI Program10/20085.75%3.74%-8.19%2.82
25Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19815.78%3.35%-11.77%2.63
26EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-2.06%2.84%-11.69%21.00
27Ditsch Trading, LLC: Discretionary Trading Program01/20110.12%2.62%-19.63%8.01
28Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-6.94%2.33%-28.64%25.90
29White Indian Trading Company Limited: SCS Client02/20111.78%2.32%-19.16%0.25
30Ancile Capital Management, LLC: Global Markets Program04/200510.59%2.18%-7.86%3.50
31AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-16.61%2.11%-40.49%14.94
32Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-2.21%1.94%-6.31%33.50
33Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-14.44%1.94%-29.67%23.00
34Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-7.25%1.44%-15.58%0.00
35Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-1.73%1.43%-11.36%7.90
36Pinstripe Trading, LLC: Standard Trading Program08/20098.72%1.40%-3.10%5.70
37Value & Growth CTA, LLC: Value & Growth Program06/20140.91%1.40%-7.79%0.05
38Tlaloc Capital, LLC: Grains Program *QEP*04/2010-2.53%1.35%-11.61%3.80
39Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.78%1.34%-2.45%17.00
40Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-4.77%1.30%-13.62%28.00