03/15 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-13.44%25.67%-59.51%4.50
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20135.86%19.95%-14.76%6.11
3Kinkopf Capital Management, LLC: Kinkopf S&P Program *PROP*01/1999-3.61%12.72%-36.45%0.16
4AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-14.61%11.01%-40.49%16.30
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20146.87%7.48%-23.38%3.15
6AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-10.05%7.42%-29.07%12.22
7Vision Capital Management, LLC: Neptune02/2012-9.14%6.73%-28.05%0.50
8Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-2.84%6.62%-26.73%3.91
9Novus Investments, LLC: Precious Commodities *QEP*01/20070.28%6.09%-9.74%2.60
10Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-0.69%5.32%-18.60%22.10
11Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-3.30%5.06%-28.64%28.10
12White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.64%4.85%-5.43%0.38
13EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-0.33%4.79%-11.69%21.70
14Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20024.33%4.54%-7.07%11.50
15Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.33%4.00%-6.09%3.30
16Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-12.55%3.29%-29.67%23.60
17Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20055.35%3.21%-7.45%0.07
18Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20116.58%3.10%-25.60%22.37
19Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201365.20%2.91%-24.12%7.88
20Omni Trading, LLC: S&P 500 Option Overwriting Program01/2004-2.09%2.82%-22.10%6.00
21The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.54%2.79%-6.45%2.00
22Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.03%2.73%-7.58%4.10
23Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/2007-5.30%2.65%-13.93%0.00
24Bluenose Capital Management, LLC: BNC EI Program07/20102.43%2.34%-18.07%2.07
25WestCay LLC: Tropicals Program01/20146.16%2.31%-3.67%2.50
26Bluenose Capital Management, LLC: BNC BI Program10/20086.20%2.27%-8.19%2.82
27Bensboro Advisors, LLC: Bensboro Seasonal Spread Trading Program *QEP*01/2015-1.77%2.12%-18.74%3.51
28Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/2007-4.59%2.11%-23.34%1.08
29Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.37%1.85%-7.11%1.80
30Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.39%1.81%-1.99%0.03
31Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-1.62%1.71%-6.31%37.00
32Ancile Capital Management, LLC: Global Markets Program04/200511.71%1.65%-7.86%3.50
33County Cork LLC: The County Cork B&B Program *QEP*11/2009-7.47%1.65%-19.15%1.00
34Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20085.08%1.33%-2.03%0.03
35Alder Capital Limited: Global 20 Program02/2001-4.76%1.20%-17.21%0.00
36Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19970.30%1.12%-6.69%0.00
37Ditsch Trading, LLC: Discretionary Trading Program01/2011-0.62%1.11%-19.63%7.79
38Tlaloc Capital, LLC: Grains Program *QEP*04/2010-1.62%1.10%-11.61%3.80
39Crescendo Capital Management: Neutron Decay Client Strategy07/201212.54%1.03%-2.05%1.30
40County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.18%0.95%-4.11%3.50