06/14 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201369.19%28.89%-24.12%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201310.11%18.21%-14.76%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201211.81%14.22%-14.02%0.38
4Ring Capital Management, LLC: S&P E-Mini Select Program01/20127.00%11.92%-26.73%4.77
5The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200414.15%10.86%-6.45%2.00
6Camkay Capital Management, LLC: Stock Indices Short-Term03/20122.76%9.26%-20.79%3.14
7Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20059.01%9.07%-7.45%0.03
8Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-0.85%9.01%-35.32%195.31
9Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-21.72%8.96%-70.03%4.60
10Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19902.91%8.50%-28.41%137.13
11Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20053.11%7.54%-18.26%474.00
12Amplitude Capital International Limited: Klassik Strategy *QEP*09/200910.37%7.43%-21.48%991.41
13Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.71%7.42%-7.11%1.10
14Omni Trading, LLC: S&P 500 Option Overwriting Program01/2004-4.51%7.06%-35.50%6.15
15Demeter Capital Management: Livestock & Grain Trading Program03/20103.75%7.06%-10.39%12.95
16Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20134.88%6.83%-10.56%8.11
17NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20059.01%6.40%-13.08%36.50
18Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.23%6.39%-7.18%57.00
19Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20025.91%6.24%-7.07%11.70
20Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/2007-1.42%5.82%-28.33%1.12
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201410.24%5.73%-11.69%148.40
22Fort LP: FORT Global Contrarian *QEP*10/20023.73%5.42%-6.09%1,870.78
23Quantitative Investment Management, LLC: Global Program *QEP*10/200311.51%5.15%-6.92%2,205.00
24The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.81%5.10%-9.16%106.00
25M6 Capital Management, LLC: Standard Program *QEP*07/20050.08%5.10%-15.74%118.26
26The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.01%4.89%-9.33%51.00
27Westphal Trading: Diversified Trend-Following *PROP*05/201012.86%4.83%-21.64%0.28
28Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20066.82%4.80%-9.32%14.00
29Claughton Capital, LLC: ARP Institutional Program *QEP*10/20052.20%4.79%-25.54%0.00
30Value & Growth CTA, LLC: Value & Growth Program06/2014-1.14%4.70%-11.97%0.05
31Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.46%4.57%-11.63%199.17
32Crescendo Capital Management: Neutron Decay Client Strategy07/20126.12%4.47%-8.75%1.50
33Warrington Asset Management, LLC: Tactical Program05/20127.62%4.44%-4.12%0.00
34Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20139.66%4.20%-9.59%47.00
35White Indian Trading Company Limited: SCS *PROP*08/20103.37%4.17%-22.47%0.00
36Pinstripe Trading, LLC: Standard Trading Program08/20099.60%4.08%-5.13%7.40
37Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-3.56%4.07%-26.52%442.64
38Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20146.51%3.98%-6.03%77.00
39Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20117.44%3.96%-25.60%22.62
40Auctos Capital Management LLC: Global Diversified Program *QEP*11/20073.11%3.90%-6.31%0.00