03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201316.27%21.82%0.00%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20130.72%20.81%0.00%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-8.00%15.62%-8.00%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/20121.87%8.61%0.00%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20140.78%8.32%0.00%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20075.06%7.28%0.00%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20044.28%7.18%0.00%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20130.34%7.13%0.00%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20113.47%6.67%0.00%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/20123.43%6.25%0.00%4.11
11Buckingham Global Advisors LLC: WEP Managed Trading Program03/20152.14%6.22%0.00%4.15
12Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20052.57%5.86%0.00%0.03
13Novus Investments, LLC: Precious Commodities *QEP*01/2007-0.42%5.64%-0.42%2.60
14Rcube Asset Management: Singularis Program01/20153.29%5.39%0.00%0.00
15Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/20093.27%5.38%0.00%1.00
16Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20073.43%5.34%0.00%1.33
17Zoi Capital, LLC: Telio Program Client Accounts04/20104.11%4.85%0.00%1.19
18GNE Management LLC: S&P Futures & Options Strategies12/20135.11%4.59%0.00%9.35
19Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200521.78%4.39%0.00%2.15
20County Cork LLC: The County Cork B&B Program *QEP*11/20092.65%4.34%0.00%1.00
21Bluenose Capital Management, LLC: BNC EI Program07/20101.93%4.32%0.00%2.10
22Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20060.56%4.11%0.00%13.00
23Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20071.41%4.10%0.00%0.00
24JTM Capital Management, LLC: JTM Absolute Return Strategy10/20162.34%4.08%0.00%0.00
25County Cork LLC: The County Cork B&R Program *QEP*05/20104.28%4.05%0.00%1.00
26Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20130.50%3.85%0.00%50.00
27Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-1.45%3.79%-1.45%22.50
28Bluenose Capital Management, LLC: BNC BI Program10/20081.44%3.74%0.00%2.82
29Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19812.87%3.35%0.00%2.63
30EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-1.88%2.84%-1.88%21.00
31Cayler Capital LLC: The Cayler Energy Program01/20174.38%2.64%0.00%0.00
32Ditsch Trading, LLC: Discretionary Trading Program01/20111.49%2.62%0.00%8.01
33White Indian Trading Company Limited: 24 Program *PROP*01/20161.62%2.56%0.00%0.25
34Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-2.60%2.33%-2.60%25.90
35White Indian Trading Company Limited: SCS Client02/20111.85%2.32%0.00%0.25
36Covenant Capital Management LLC: CCM Tactical Growth Program *QEP*12/20160.23%2.30%0.00%0.00
37NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/20160.89%2.25%0.00%32.30
38Ancile Capital Management, LLC: Global Markets Program04/20050.52%2.18%0.00%3.50
39AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-8.01%2.11%-8.01%14.94
40Pearl Capital Advisors, LLC: Hedged VIX Program10/20151.17%2.08%0.00%15.00