02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/201113.68%25.67%0.00%4.50
2Covenant Capital Management LLC: CCM Optimal Program *QEP*02/20149.65%-3.10%0.00%2.90
3Kinkopf Capital Management, LLC: Kinkopf S&P Program *PROP*01/19998.29%12.72%0.00%0.16
4AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/19925.08%11.01%0.00%16.30
5Quality Capital Management Ltd: Global Diversified Programme *QEP*12/19954.65%3.29%0.00%23.60
6Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/20154.58%8.75%0.00%0.50
7Quality Capital Management Ltd: Alpha Financials Programme *QEP*06/20124.06%0.52%0.00%4.30
8Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20144.01%0.01%0.00%40.00
9Novus Investments, LLC: Precious Commodities *QEP*01/20074.01%6.09%0.00%2.60
10Alder Capital Limited: Global 20 Program02/20013.80%1.20%0.00%0.00
11EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20143.79%4.79%0.00%21.70
12Westphal Trading: Diversified Trend-Following *PROP*05/20103.39%0.91%0.00%0.26
13AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/19923.34%7.42%0.00%12.22
14The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.25%2.79%0.00%2.00
15M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20143.13%7.48%0.00%3.15
16Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20023.10%4.54%0.00%11.50
17Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20113.02%5.32%0.00%22.10
18Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20072.98%2.65%0.00%0.00
19County Cork LLC: Macro Equity Hedge Program *QEP*02/20162.38%2.87%0.00%1.00
20County Cork LLC: The County Cork RLA I Program *QEP*12/20082.37%-1.12%0.00%3.00
21Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19892.30%5.06%0.00%28.10
22Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19972.27%1.12%0.00%0.00
23Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20132.12%19.95%0.00%6.11
24Buckingham Global Advisors LLC: WEP Managed Trading Program03/20151.96%4.00%0.00%3.30
25White Indian Trading Company Limited: Alternative Hedge *PROP*04/20121.93%4.85%0.00%0.38
26White Indian Trading Company Limited: 24 Program *PROP*01/20161.90%0.92%0.00%0.25
27Melissinos Trading, LLC: Eupatrid Commodity Program*QEP*01/20111.90%0.08%0.00%3.00
28Auspice Capital Advisors, Ltd.: Auspice Diversified Program *QEP*02/20061.89%-1.84%0.00%0.00
29Clarke Capital Management, Inc.: Worldwide Program01/19961.50%-0.80%0.00%9.60
30Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.50%1.71%0.00%37.00
31GHR Investment Management: GMASS *QEP*09/20131.50%-0.31%0.00%3.00
32CTS Asset Management LLC: Flagship Program SV (Standard Volatility) *PROP* *QEP*01/20161.35%2.44%0.00%1.15
33NuWave Investment Management Corp: Matrix Portfolio *QEP*09/20151.32%-0.15%0.00%29.70
34Vision Capital Management, LLC: Neptune02/20121.19%6.73%0.00%0.50
35Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19811.15%0.46%0.00%1.97
36NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20051.03%0.58%0.00%35.60
37Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.03%-0.11%0.00%13.25
38Omni Trading, LLC: S&P 500 Option Overwriting Program01/20040.99%2.82%0.00%6.00
39Somers Brothers Capital, LLC: Diversified Futures Program #1 *QEP*01/20050.98%-1.89%0.00%2.20
40County Cork LLC: County Cork Acclivity Program *QEP*01/20160.92%2.81%0.00%4.00