Inception - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201360.11%28.89%-24.12%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201312.05%18.21%-19.17%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201213.99%14.22%-14.02%0.38
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201511.64%12.57%-7.26%0.50
5Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.42%11.92%-26.73%4.77
6The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.93%10.86%-33.48%2.00
7Covenant Capital Management LLC: CCM Tactical Growth Program *QEP*12/20169.30%10.65%-1.22%3.80
8Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.67%10.36%-6.28%5.66
9Camkay Capital Management, LLC: Stock Indices Short-Term03/201210.65%9.26%-20.79%3.14
10Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.54%9.07%-26.46%0.03
11Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/20017.08%9.01%-49.84%195.31
12Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/20110.21%8.96%-70.03%4.60
13Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.75%8.50%-28.41%137.13
14Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.73%7.54%-18.26%474.00
15Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.61%7.43%-21.48%991.41
16Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20074.59%7.42%-39.38%1.10
17Omni Trading, LLC: S&P 500 Option Overwriting Program01/200420.96%7.06%-79.93%6.15
18Demeter Capital Management: Livestock & Grain Trading Program03/201010.29%7.06%-20.92%12.95
19Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20137.63%6.83%-10.56%8.11
20NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20055.08%6.40%-31.39%36.50
21Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.28%6.39%-7.18%57.00
22Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200212.08%6.24%-14.44%11.70
23Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/200712.20%5.82%-28.33%1.12
24EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201410.31%5.73%-11.69%148.40
25Fort LP: FORT Global Contrarian *QEP*10/200210.77%5.42%-17.42%1,870.78
26Quantitative Investment Management, LLC: Global Program *QEP*10/20039.93%5.15%-16.63%2,205.00
27The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.43%5.10%-10.76%106.00
28M6 Capital Management, LLC: Standard Program *QEP*07/20055.14%5.10%-17.27%118.26
29The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.17%4.89%-9.33%51.00
30Westphal Trading: Diversified Trend-Following *PROP*05/20102.19%4.83%-27.54%0.28
31Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200615.59%4.80%-36.21%14.00
32Claughton Capital, LLC: ARP Institutional Program *QEP*10/20055.17%4.79%-25.54%0.00
33Value & Growth CTA, LLC: Value & Growth Program06/2014-1.14%4.70%-11.97%0.05
34Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.51%4.57%-11.63%199.17
35Crescendo Capital Management: Neutron Decay Client Strategy07/20126.77%4.47%-10.24%1.50
36Warrington Asset Management, LLC: Tactical Program05/20128.80%4.44%-4.12%0.00
37Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20136.55%4.20%-9.59%47.00
38White Indian Trading Company Limited: SCS *PROP*08/20106.02%4.17%-22.47%0.00
39Pinstripe Trading, LLC: Standard Trading Program08/20098.49%4.08%-11.31%7.40
40Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20056.14%4.07%-26.52%442.64