06/15 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201362.53%28.89%-24.12%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20134.81%18.21%-14.76%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201217.60%14.22%-5.43%0.38
4Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-0.94%11.92%-26.73%4.77
5The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20048.30%10.86%-5.86%2.00
6Buckingham Global Advisors LLC: WEP Managed Trading Program03/201519.37%10.36%-6.28%5.66
7Camkay Capital Management, LLC: Stock Indices Short-Term03/20126.07%9.26%-7.58%3.14
8Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.38%9.07%-7.45%0.03
9Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-13.31%9.01%-31.33%195.31
10Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-22.25%8.96%-59.32%4.60
11Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-8.27%8.50%-24.40%137.13
12Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-1.21%7.54%-15.74%474.00
13Amplitude Capital International Limited: Klassik Strategy *QEP*09/20097.25%7.43%-17.09%991.41
14Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.24%7.42%-7.11%1.10
15Omni Trading, LLC: S&P 500 Option Overwriting Program01/20040.50%7.06%-22.10%6.15
16Demeter Capital Management: Livestock & Grain Trading Program03/20101.01%7.06%-8.21%12.95
17Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20130.22%6.83%-10.56%8.11
18NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/200513.79%6.40%-13.08%36.50
19Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20125.20%6.39%-7.18%57.00
20Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20025.00%6.24%-7.07%11.70
21Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20076.21%5.82%-17.61%1.12
22EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20140.69%5.73%-11.69%148.40
23Fort LP: FORT Global Contrarian *QEP*10/20021.13%5.42%-6.06%1,870.78
24Quantitative Investment Management, LLC: Global Program *QEP*10/200317.97%5.15%-2.98%2,205.00
25The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.77%5.10%-9.16%106.00
26M6 Capital Management, LLC: Standard Program *QEP*07/20055.43%5.10%-8.22%118.26
27The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20061.21%4.89%-9.33%51.00
28Westphal Trading: Diversified Trend-Following *PROP*05/2010-2.10%4.83%-10.76%0.28
29Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20065.92%4.80%-7.12%14.00
30Claughton Capital, LLC: ARP Institutional Program *QEP*10/2005-0.67%4.79%-17.44%0.00
31Value & Growth CTA, LLC: Value & Growth Program06/20141.19%4.70%-7.79%0.05
32Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.25%4.57%-11.63%199.17
33Crescendo Capital Management: Neutron Decay Client Strategy07/201214.44%4.47%-2.05%1.50
34Warrington Asset Management, LLC: Tactical Program05/20126.92%4.44%-1.28%0.00
35Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201310.80%4.20%-5.31%47.00
36White Indian Trading Company Limited: SCS *PROP*08/20102.66%4.17%-20.74%0.00
37Pinstripe Trading, LLC: Standard Trading Program08/20099.36%4.08%-3.10%7.40
38Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.29%4.07%-19.79%442.64
39Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.45%3.98%-5.67%77.00
40Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-4.52%3.96%-25.60%22.62