04/14 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201370.76%21.82%-24.12%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201310.79%20.81%-14.76%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-18.41%15.62%-70.03%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/20129.07%8.61%-26.73%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201434.37%8.32%-23.38%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/2007-1.09%7.28%-28.33%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200412.62%7.18%-6.45%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20134.97%7.13%-10.56%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20112.60%6.67%-25.60%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/20122.07%6.25%-20.79%4.11
11Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20057.68%5.86%-7.45%0.03
12Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/2009-7.12%5.38%-43.60%1.00
13Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.57%5.34%-7.11%1.33
14Zoi Capital, LLC: Telio Program Client Accounts04/2010-2.32%4.85%-25.84%1.19
15Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200513.03%4.39%-20.51%2.15
16County Cork LLC: The County Cork B&B Program *QEP*11/2009-6.39%4.34%-27.75%1.00
17Bluenose Capital Management, LLC: BNC EI Program07/2010-1.75%4.32%-22.48%2.10
18Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20067.06%4.11%-9.32%13.00
19Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20073.52%4.10%-13.93%0.00
20County Cork LLC: The County Cork B&R Program *QEP*05/2010-0.90%4.05%-22.89%1.00
21Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201310.16%3.85%-9.59%50.00
22Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-3.02%3.79%-25.58%22.50
23Bluenose Capital Management, LLC: BNC BI Program10/20084.90%3.74%-12.08%2.82
24Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/1981-1.04%3.35%-25.28%2.63
25EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20149.88%2.84%-11.69%21.00
26Ditsch Trading, LLC: Discretionary Trading Program01/20110.08%2.62%-19.63%8.01
27Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19894.97%2.33%-28.64%25.90
28White Indian Trading Company Limited: SCS Client02/20115.55%2.32%-19.44%0.25
29Ancile Capital Management, LLC: Global Markets Program04/200520.91%2.18%-7.86%3.50
30AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-34.23%2.11%-74.07%14.94
31Auctos Capital Management LLC: Global Diversified Program *QEP*11/20073.55%1.94%-6.31%33.50
32Quality Capital Management Ltd: Global Diversified Programme *QEP*12/19951.18%1.94%-29.67%23.00
33Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-0.11%1.44%-16.54%0.00
34Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-0.07%1.43%-11.36%7.90
35Pinstripe Trading, LLC: Standard Trading Program08/20099.69%1.40%-5.13%5.70
36Tlaloc Capital, LLC: Grains Program *QEP*04/2010-0.73%1.35%-14.46%3.80
37Portfolio Concept GmbH: PC Global Systematic *QEP*01/20071.71%1.34%-2.45%17.00
38Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-0.73%1.30%-15.01%28.00
39Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201117.06%1.25%-2.39%31.00
40Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19976.19%1.15%-6.69%0.00