05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/20134.73%28.89%0.00%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/2013-2.78%18.21%-2.78%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/20122.05%14.22%0.00%0.38
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/20153.37%12.57%0.00%0.50
5Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-0.18%11.92%-0.18%4.77
6The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20041.86%10.86%0.00%2.00
7Covenant Capital Management LLC: CCM Tactical Growth Program *QEP*12/20161.00%10.65%0.00%3.80
8Buckingham Global Advisors LLC: WEP Managed Trading Program03/20152.10%10.36%0.00%5.66
9Camkay Capital Management, LLC: Stock Indices Short-Term03/20123.91%9.26%0.00%3.14
10Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20051.78%9.07%0.00%0.03
11Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/20012.13%9.01%0.00%195.31
12Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/20111.28%8.96%0.00%4.60
13Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19904.15%8.50%0.00%137.13
14Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.30%7.54%0.00%474.00
15Amplitude Capital International Limited: Klassik Strategy *QEP*09/20093.14%7.43%0.00%991.41
16Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20070.58%7.42%0.00%1.10
17Omni Trading, LLC: S&P 500 Option Overwriting Program01/20040.40%7.06%0.00%6.15
18Demeter Capital Management: Livestock & Grain Trading Program03/20102.33%7.06%0.00%12.95
19Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/2013-0.45%6.83%-0.45%8.11
20NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20051.73%6.40%0.00%36.50
21Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20121.00%6.39%0.00%57.00
22Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20021.00%6.24%0.00%11.70
23Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20072.68%5.82%0.00%1.12
24EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20142.06%5.73%0.00%148.40
25Fort LP: FORT Global Contrarian *QEP*10/20020.90%5.42%0.00%1,870.78
26Quantitative Investment Management, LLC: Global Program *QEP*10/2003-0.05%5.15%-0.05%2,205.00
27The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-0.37%5.10%-0.37%106.00
28M6 Capital Management, LLC: Standard Program *QEP*07/20052.19%5.10%0.00%118.26
29The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.62%4.89%0.00%51.00
30Westphal Trading: Diversified Trend-Following *PROP*05/20102.90%4.83%0.00%0.28
31Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/2006-0.21%4.80%-0.21%14.00
32Claughton Capital, LLC: ARP Institutional Program *QEP*10/20055.60%4.79%0.00%0.00
33Value & Growth CTA, LLC: Value & Growth Program06/20141.98%4.70%0.00%0.05
34Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20091.12%4.57%0.00%199.17
35Crescendo Capital Management: Neutron Decay Client Strategy07/2012-0.84%4.47%-0.84%1.50
36Warrington Asset Management, LLC: Tactical Program05/20120.82%4.44%0.00%0.00
37Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/2013-0.26%4.20%-0.26%47.00
38White Indian Trading Company Limited: SCS *PROP*08/2010-0.59%4.17%-0.59%0.00
39Pinstripe Trading, LLC: Standard Trading Program08/20090.00%4.08%0.00%7.40
40Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20051.33%4.07%0.00%442.64