03/14 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-14.70%25.67%-70.03%4.50
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201310.46%19.95%-14.76%6.11
3Kinkopf Capital Management, LLC: Kinkopf S&P Program *PROP*01/1999-13.31%12.72%-57.31%0.16
4AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-31.94%11.01%-74.07%16.30
5AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-22.16%7.42%-58.53%12.22
6Vision Capital Management, LLC: Neptune02/20124.23%6.73%-28.05%0.50
7Ring Capital Management, LLC: S&P E-Mini Select Program01/20128.34%6.62%-26.73%3.91
8Novus Investments, LLC: Precious Commodities *QEP*01/20070.10%6.09%-14.07%2.60
9Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-1.99%5.32%-25.58%22.10
10Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19895.61%5.06%-28.64%28.10
11White Indian Trading Company Limited: Alternative Hedge *PROP*04/20129.63%4.85%-14.02%0.38
12Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.03%4.54%-7.07%11.50
13Quality Capital Management Ltd: Global Diversified Programme *QEP*12/19950.70%3.29%-29.67%23.60
14Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20057.74%3.21%-7.45%0.07
15Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-1.43%3.10%-25.60%22.37
16Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201364.94%2.91%-24.12%7.88
17Omni Trading, LLC: S&P 500 Option Overwriting Program01/2004-3.89%2.82%-35.50%6.00
18The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200410.62%2.79%-6.45%2.00
19Camkay Capital Management, LLC: Stock Indices Short-Term03/20122.52%2.73%-20.79%4.10
20Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20074.03%2.65%-13.93%0.00
21Bluenose Capital Management, LLC: BNC EI Program07/2010-0.98%2.34%-22.48%2.07
22WestCay LLC: Tropicals Program01/20145.32%2.31%-3.67%2.50
23Bluenose Capital Management, LLC: BNC BI Program10/20086.06%2.27%-12.08%2.82
24Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/2007-1.27%2.11%-28.33%1.08
25Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.58%1.85%-7.11%1.80
26Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.36%1.81%-1.99%0.03
27Auctos Capital Management LLC: Global Diversified Program *QEP*11/20073.32%1.71%-6.31%37.00
28Ancile Capital Management, LLC: Global Markets Program04/200519.86%1.65%-7.86%3.50
29County Cork LLC: The County Cork B&B Program *QEP*11/2009-7.27%1.65%-27.75%1.00
30Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20084.26%1.33%-2.03%0.03
31Alder Capital Limited: Global 20 Program02/20010.94%1.20%-17.21%0.00
32Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19975.98%1.12%-6.69%0.00
33Ditsch Trading, LLC: Discretionary Trading Program01/2011-0.41%1.11%-19.63%7.79
34Tlaloc Capital, LLC: Grains Program *QEP*04/2010-1.62%1.10%-14.46%3.80
35Crescendo Capital Management: Neutron Decay Client Strategy07/20126.02%1.03%-8.75%1.30
36County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20138.32%0.95%-7.12%3.50
37Westphal Trading: Diversified Trend-Following *PROP*05/20109.86%0.91%-21.64%0.26
38Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-0.83%0.75%-11.36%8.00
39Witter & Lester, Inc.: Diversified Trading Program *QEP*04/20132.33%0.73%-8.79%1.86
40Zoi Capital, LLC: Telio Program Client Accounts04/2010-2.20%0.71%-25.84%1.14