06/16 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201358.94%28.89%-1.94%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201316.31%18.21%-5.78%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201223.72%14.22%-4.70%0.38
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201512.01%12.57%-7.26%0.50
5Ring Capital Management, LLC: S&P E-Mini Select Program01/201218.93%11.92%-3.14%4.77
6The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20047.21%10.86%-5.02%2.00
7Buckingham Global Advisors LLC: WEP Managed Trading Program03/201525.69%10.36%0.00%5.66
8Camkay Capital Management, LLC: Stock Indices Short-Term03/201212.04%9.26%-7.58%3.14
9Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/200511.54%9.07%-5.78%0.03
10Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-6.23%9.01%-21.42%195.31
11Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-2.61%8.96%-31.62%4.60
12Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-2.28%8.50%-18.37%137.13
13Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20059.37%7.54%-6.49%474.00
14Amplitude Capital International Limited: Klassik Strategy *QEP*09/200919.54%7.43%-6.24%991.41
15Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.00%7.42%-1.99%1.10
16Omni Trading, LLC: S&P 500 Option Overwriting Program01/200413.29%7.06%-3.03%6.15
17Demeter Capital Management: Livestock & Grain Trading Program03/201010.92%7.06%-4.47%12.95
18Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20137.36%6.83%-1.22%8.11
19NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/200516.09%6.40%-7.38%36.50
20Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201212.73%6.39%-1.70%57.00
21Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200212.22%6.24%-1.67%11.70
22Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20074.68%5.82%-14.34%1.12
23EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20144.74%5.73%-11.69%148.40
24Fort LP: FORT Global Contrarian *QEP*10/20026.62%5.42%-6.06%1,870.78
25Quantitative Investment Management, LLC: Global Program *QEP*10/200314.13%5.15%-1.26%2,205.00
26The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-4.30%5.10%-8.94%106.00
27M6 Capital Management, LLC: Standard Program *QEP*07/20057.31%5.10%-7.42%118.26
28The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.71%4.89%-2.41%51.00
29Westphal Trading: Diversified Trend-Following *PROP*05/20105.48%4.83%-8.09%0.28
30Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200612.29%4.80%-1.25%14.00
31Claughton Capital, LLC: ARP Institutional Program *QEP*10/2005-2.46%4.79%-16.03%0.00
32Value & Growth CTA, LLC: Value & Growth Program06/20145.83%4.70%-0.64%0.05
33Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.29%4.57%0.00%199.17
34Crescendo Capital Management: Neutron Decay Client Strategy07/201214.70%4.47%-2.05%1.50
35Warrington Asset Management, LLC: Tactical Program05/20128.38%4.44%0.00%0.00
36Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201312.72%4.20%-1.12%47.00
37White Indian Trading Company Limited: SCS *PROP*08/201020.53%4.17%-1.18%0.00
38Pinstripe Trading, LLC: Standard Trading Program08/200914.96%4.08%-1.84%7.40
39Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20058.51%4.07%-10.20%442.64
40Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20148.16%3.98%-0.93%77.00