07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/20135.27%38.16%0.00%12.07
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20114.86%28.63%0.00%27.34
3Synergie Capital Management LLC: Synergie Focused Stratgey01/20154.46%21.28%0.00%0.00
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/20152.35%20.10%0.00%1.20
5Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19818.07%18.65%0.00%2.99
6CTS Asset Management LLC: Flagship Program SV (Standard Volatility) *PROP* *QEP*01/20163.45%15.59%0.00%1.58
7Ring Capital Management, LLC: S&P E-Mini Select Program01/20123.30%15.43%0.00%5.77
8Orion Capital Advisors Inc: Beta opportunity Strategy *PROP*11/20150.66%14.45%0.00%1.20
9Buckingham Global Advisors LLC: WEP Managed Trading Program03/20151.54%13.95%0.00%9.74
10Demeter Capital Management: Livestock & Grain Trading Program03/20102.51%13.86%0.00%13.75
11Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/20051.05%13.56%0.00%3.60
12Covenant Capital Management LLC: CCM Tactical Growth Program *QEP*12/20163.64%13.42%0.00%3.70
13M6 Capital Management, LLC: Standard Program *QEP*07/20055.12%11.42%0.00%133.63
14Robot Futures, LLC: Climatic Prophets *QEP*04/201410.74%10.01%0.00%0.00
15HB Capital Management, Inc.: Diversified Program03/2008-3.18%9.99%-3.18%5.94
16GNE Management LLC: S&P Futures & Options Strategies12/20130.70%9.90%0.00%18.20
17The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/2004-1.32%9.89%-1.32%2.00
18Gamma Q, LLC: Commodity Program Managed Account04/20111.55%9.83%0.00%0.00
19Bluenose Capital Management, LLC: BNC BI Program10/20081.24%9.06%0.00%2.61
20Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20121.60%8.53%0.00%60.00
21Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20021.59%8.31%0.00%12.10
22Claughton Capital, LLC: ARP Institutional Program *QEP*10/20051.12%8.28%0.00%0.00
23Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/2013-8.42%8.23%-8.42%9.10
24Tomas Capital Pty Ltd: GCAF USD07/20116.47%8.13%0.00%1.16
25Bluenose Capital Management, LLC: BNC EI Program07/20101.14%7.93%0.00%1.86
26Value & Growth CTA, LLC: Value & Growth Program06/20141.91%7.85%0.00%0.05
27Alder Capital DAC: Global 20 Program02/20017.10%7.69%0.00%339.00
28Camkay Capital Management, LLC: Stock Indices Short-Term03/2012-0.34%7.39%-0.34%3.08
29Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20132.85%6.34%0.00%1.00
30Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20142.36%6.25%0.00%18.54
31Katonah Capital Partners Management LLC: KCP Strategy07/2016-0.01%6.18%-0.01%0.00
32Cafe Trading Advisors: Coffee Trading Program04/201710.53%6.12%0.00%0.00
33Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/20114.33%6.07%0.00%4.60
34Ditsch Trading, LLC: Agricultural Trading Program01/20110.70%6.01%0.00%8.28
35Covenant Capital Management LLC: CCM Optimal Program *QEP*02/201419.74%5.89%0.00%3.30
36Clarke Capital Management, Inc.: FXF-Plus Program05/20045.50%5.74%0.00%4.80
37The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/2006-0.01%5.72%-0.01%48.00
38Warrington Asset Management, LLC: Tactical Program05/20120.58%5.67%0.00%0.00
39Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20090.44%5.63%0.00%191.33
40Quantitative Investment Management, LLC: Global Program *QEP*10/20030.13%5.47%0.00%2,177.00