02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1CTS Asset Management LLC: Flagship Program SV (Standard Volatility) *PROP* *QEP*01/20161.35%2.44%0.00%1.15
2Global Sigma Group, LLC: Global Sigma Equity Advantage (GSEA)05/20160.25%0.48%0.00%3.00
3County Cork LLC: Macro Equity Hedge Program *QEP*02/20162.38%2.87%0.00%1.00
4NuWave Investment Management Corp: Matrix Portfolio *QEP*09/20151.32%-0.15%0.00%29.70
5Crescendo Capital Management: Neutron Decay Client Strategy07/20120.35%1.03%0.00%1.30
6Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20110.56%-0.23%0.00%0.00
7County Cork LLC: County Cork Acclivity Program *QEP*01/20160.92%2.81%0.00%4.00
8Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20110.65%0.75%0.00%8.00
9Ditsch Trading, LLC: Discretionary Trading Program01/20110.15%1.11%0.00%7.79
10White Indian Trading Company Limited: 24 Program *PROP*01/20161.90%0.92%0.00%0.25
11Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/20154.58%8.75%0.00%0.50
12Turk Capital LLC: Turk Capital US Market Hedge Strategy *QEP*12/20150.45%0.53%0.00%2.48
13M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20143.13%7.48%0.00%3.15
14Buckingham Global Advisors LLC: WEP Managed Trading Program03/20151.96%4.00%0.00%3.30
15Vision Capital Management, LLC: Neptune02/20121.19%6.73%0.00%0.50
16Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20144.01%0.01%0.00%40.00
17Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20072.98%2.65%0.00%0.00
18EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20143.79%4.79%0.00%21.70
19Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20140.53%0.64%0.00%17.27
20Pinstripe Trading, LLC: Standard Trading Program08/20090.00%-0.40%0.00%5.40
21Rivercast Capital LLC: Rivercast Program *QEP*10/20120.03%0.46%0.00%6.50
22Covenant Capital Management LLC: CCM Optimal Program *QEP*02/20149.65%-3.10%0.00%2.90
23GHR Investment Management: GMASS *QEP*09/20131.50%-0.31%0.00%3.00
24Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20132.12%19.95%0.00%6.11
25County Cork LLC: The County Cork RLA I Program *QEP*12/20082.37%-1.12%0.00%3.00
26NovoDyn Advisors LLC: NDC Mean Reversion FT - A *QEP*03/20130.19%0.38%0.00%0.50
27Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20070.06%2.11%0.00%1.08
28Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19970.88%-0.53%0.00%5.00
29Zoi Capital, LLC: Telio Program Client Accounts04/20100.10%0.71%0.00%1.14
30Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20000.02%0.09%0.00%3.32
31Omni Trading, LLC: S&P 500 Option Overwriting Program01/20040.99%2.82%0.00%6.00
32The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.25%2.79%0.00%2.00
33Blake Capital Management, Inc.: SRD Currencies03/20130.05%-0.30%0.00%0.20
34Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20023.10%4.54%0.00%11.50
35Novus Investments, LLC: Precious Commodities *QEP*01/20074.01%6.09%0.00%2.60
36Quality Capital Management Ltd: Alpha Financials Programme *QEP*06/20124.06%0.52%0.00%4.30
37Tlaloc Capital, LLC: Grains Program *QEP*04/20100.57%1.10%0.00%3.80
38Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20120.82%1.81%0.00%0.03
39White Indian Trading Company Limited: Alternative Hedge *PROP*04/20121.93%4.85%0.00%0.38
40AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/19925.08%11.01%0.00%16.30