03/14 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Blake Capital Management, Inc.: SRD Currencies03/2013-0.21%-0.30%-1.27%0.20
2Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.36%1.81%-1.99%0.03
3Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20084.26%1.33%-2.03%0.03
4Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201116.74%-0.23%-2.39%0.00
5Portfolio Concept GmbH: PC Global Systematic *QEP*01/20071.76%-0.13%-2.45%16.80
6Witter & Lester, Inc.: Redstone Program *QEP*09/19940.53%0.48%-2.91%2.11
7WestCay LLC: Tropicals Program01/20145.32%2.31%-3.67%2.50
8Schindler Capital Management, LLC: Dairy Advantage Program08/200510.27%-1.76%-4.27%6.79
9Pinstripe Trading, LLC: Standard Trading Program08/200910.77%-0.40%-5.13%5.40
10Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20003.72%0.09%-5.94%3.32
11Tyche Capital Advisors, LLC: TCA Institutional Energy Spreads Program03/20141.11%-1.45%-6.25%5.20
12Auctos Capital Management LLC: Global Diversified Program *QEP*11/20073.32%1.71%-6.31%37.00
13The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200410.62%2.79%-6.45%2.00
14Sophic Associates, LLC: Sophic Macro *QEP*01/20132.67%-2.20%-6.61%0.00
15Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19975.98%1.12%-6.69%0.00
16NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-2.34%-0.29%-6.86%0.80
17Rivercast Capital LLC: Rivercast Program *QEP*10/20121.33%0.46%-6.99%6.50
18Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.03%4.54%-7.07%11.50
19Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.58%1.85%-7.11%1.80
20County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20138.32%0.95%-7.12%3.50
21Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20122.01%-0.01%-7.22%47.10
22Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.34%-0.11%-7.30%13.25
23Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20057.74%3.21%-7.45%0.07
24Ancile Capital Management, LLC: Global Markets Program04/200519.86%1.65%-7.86%3.50
25Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20114.21%-1.73%-8.02%3.68
26Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199712.71%-0.53%-8.46%5.00
27Crescendo Capital Management: Neutron Decay Client Strategy07/20126.02%1.03%-8.75%1.30
28Witter & Lester, Inc.: Diversified Trading Program *QEP*04/20132.33%0.73%-8.79%1.86
29Red Rock Capital, LLC: Systematic Global Macro Program09/20038.39%-1.55%-9.01%34.58
30Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/2013-0.05%-1.00%-9.68%40.00
31Sandpiper Asset Managment: SAM Liquid Program *QEP*08/201215.65%-6.65%-9.69%23.00
32Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20085.03%-0.75%-10.15%18.00
33NovoDyn Advisors LLC: NDC Mean Reversion FT - A *QEP*03/2013-3.24%0.38%-10.32%0.50
34Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-3.58%-0.32%-10.67%0.00
35Mobius Asset Management, Inc.: Energy Trading Program01/2005-3.86%-0.70%-11.14%1.25
36Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-0.83%0.75%-11.36%8.00
37Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-2.18%-2.75%-11.43%30.00
38Bluenose Capital Management, LLC: BNC BI Program10/20086.06%2.27%-12.08%2.82
39Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20012.53%-1.35%-12.27%2.94
40NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20055.71%0.58%-13.08%35.60