03/12 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.81%1.71%-7.45%37.00
2Covenant Capital Management LLC: CCM Original Program *QEP*09/19990.70%-0.40%-21.00%37.00
3Integrated Managed Futures Corp.: IMFC Global Investment Program *QEP*02/20070.66%-3.32%-26.50%35.76
4NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-1.02%0.58%-28.10%35.60
5Red Rock Capital, LLC: Systematic Global Macro Program09/20035.20%-1.55%-9.01%34.58
6Deep Field Capital AG: SINGULARITY Program *QEP*07/20100.54%-4.46%-37.58%32.01
7Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-4.14%-2.75%-25.60%30.00
8Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19892.76%5.06%-28.64%28.10
9Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-4.89%0.15%-22.46%28.00
10Clarke Capital Management, Inc.: Jupiter Program05/2005-1.43%-7.43%-39.36%23.80
11Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-4.61%3.29%-29.67%23.60
12Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201119.67%3.10%-27.50%22.37
13Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20110.19%5.32%-25.58%22.10
14Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20088.24%-0.75%-10.15%18.00
15Portfolio Concept GmbH: PC Global Systematic *QEP*01/20074.20%-0.13%-5.97%16.80
16AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-27.13%11.01%-83.85%16.30
17Bocken Trading, LLC: Bocken Trading LLC06/20116.14%-1.39%-24.00%15.92
18Covenant Capital Management LLC: CCM Aggressive Program *QEP*02/2004-0.21%-0.51%-25.29%15.00
19Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19991.47%-1.31%-22.39%13.63
20Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.03%-0.11%-7.78%13.25
21AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-18.36%7.42%-69.14%12.22
22Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20028.50%4.54%-7.07%11.50
23Clarke Capital Management, Inc.: Worldwide Program01/1996-4.03%-0.80%-39.62%9.60
24Southwest Managed Investments, LLC: Global Diversified Program01/20025.92%-12.36%-32.79%8.82
25Dreiss Research Corporation: Global Diversified Program *QEP*05/199112.07%-5.89%-37.96%8.27
26Clarke Capital Management, Inc.: Millennium Program01/1998-3.02%-8.90%-44.21%8.10
27Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20111.89%0.75%-11.36%8.00
28Ditsch Trading, LLC: Discretionary Trading Program01/201112.51%1.11%-45.84%7.79
29Schindler Capital Management, LLC: Dairy Advantage Program08/20058.28%-1.76%-22.85%6.79
30Omni Trading, LLC: S&P 500 Option Overwriting Program01/200415.13%2.82%-35.50%6.00
31James H. Jones Capital Management LLC: Diversified Program09/2001-8.85%-0.90%-44.72%5.85
32Pinstripe Trading, LLC: Standard Trading Program08/20099.13%-0.40%-9.70%5.40
33Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19977.96%-0.53%-16.28%5.00
34Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-5.07%25.67%-70.03%4.50
35Camkay Capital Management, LLC: Stock Indices Short-Term03/20129.85%2.73%-20.79%4.10
36Mehnert Capital Management, LLC: Diversified Trading Program *PROP* *QEP*02/20127.30%-7.35%-17.00%4.03
37Clarke Capital Management, Inc.: Global Magnum Program08/1997-6.57%-5.92%-48.92%4.00
38Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.42%6.62%-26.73%3.91
39Tlaloc Capital, LLC: Grains Program *QEP*04/20101.93%1.10%-14.46%3.80
40Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20112.41%-1.73%-8.02%3.68