Inception - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201361.05%21.82%-24.12%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201313.25%20.81%-19.17%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/20111.25%15.62%-70.03%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.16%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*07/200712.57%7.28%-28.33%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.93%7.18%-31.63%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20138.04%7.13%-10.56%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20116.61%6.67%-50.62%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/201210.41%6.25%-20.79%4.11
11Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.66%6.22%-6.09%4.15
12Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.36%5.86%-26.46%0.03
13Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/20092.32%5.38%-46.99%1.00
14Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20074.46%5.34%-39.38%1.33
15Quantitative Investment Management, LLC: Global Program *QEP*10/200310.07%5.30%-16.63%2,087.00
16Zoi Capital, LLC: Telio Program Client Accounts04/201011.33%4.85%-26.61%1.19
17The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.56%4.83%-10.76%106.00
18Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/20016.87%4.45%-49.84%186.37
19Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200530.58%4.39%-81.79%2.15
20Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.64%4.37%-28.41%143.23
21County Cork LLC: The County Cork B&B Program *QEP*11/20091.12%4.34%-31.49%1.00
22DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.79%4.34%-60.22%603.00
23Bluenose Capital Management, LLC: BNC EI Program07/20105.90%4.32%-22.48%2.10
24Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200615.79%4.11%-36.21%13.00
25Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20079.19%4.10%-13.93%0.00
26County Cork LLC: The County Cork B&R Program *QEP*05/20101.08%4.05%-26.46%1.00
27Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20136.75%3.85%-9.59%50.00
28Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20111.69%3.79%-25.58%22.50
29Bluenose Capital Management, LLC: BNC BI Program10/200810.80%3.74%-16.81%2.82
30The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.14%3.67%-9.33%51.00
31Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.49%3.36%-18.26%452.00
32Fort LP: FORT Global Contrarian *QEP*10/200210.75%3.36%-17.42%1,769.45
33Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198111.91%3.35%-83.16%2.63
34Millburn Corporation: Diversified Program02/197714.86%3.24%-25.65%2,230.00
35Millburn Corporation: Millburn Multi-Markets Program10/20047.44%3.00%-23.80%492.00
36EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20149.88%2.84%-11.69%21.00
37Cayler Capital LLC: The Cayler Energy Program01/20172.64%2.64%-1.67%0.00
38Ditsch Trading, LLC: Discretionary Trading Program01/20118.36%2.62%-45.84%8.01
39Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.54%2.59%-11.63%193.00
40White Indian Trading Company Limited: 24 Program *PROP*01/201618.57%2.56%-2.09%0.25