Inception - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201361.05%21.82%-24.12%9.13
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201313.25%20.81%-19.17%6.12
3Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/20111.25%15.62%-70.03%4.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.16%8.61%-26.73%3.91
5M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201434.37%8.32%-23.38%3.18
6Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/200712.57%7.28%-28.33%1.13
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.93%7.18%-31.63%2.00
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20138.04%7.13%-10.56%6.12
9Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20116.61%6.67%-50.62%22.81
10Camkay Capital Management, LLC: Stock Indices Short-Term03/201210.41%6.25%-20.79%4.11
11Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.66%6.22%-6.09%4.15
12Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.36%5.86%-26.46%0.03
13Novus Investments, LLC: Precious Commodities *QEP*01/200718.20%5.64%-39.84%2.60
14Rcube Asset Management: Singularis Program01/201515.57%5.39%-3.91%0.00
15Rosetta Capital Management LLC: Rosetta Macro Program *QEP*01/20092.32%5.38%-46.99%1.00
16Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20074.46%5.34%-39.38%1.33
17Zoi Capital, LLC: Telio Program Client Accounts04/201011.33%4.85%-26.61%1.19
18GNE Management LLC: S&P Futures & Options Strategies12/201322.23%4.59%-8.87%9.35
19Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200530.58%4.39%-81.79%2.15
20County Cork LLC: The County Cork B&B Program *QEP*11/20091.12%4.34%-31.49%1.00
21Bluenose Capital Management, LLC: BNC EI Program07/20105.90%4.32%-22.48%2.10
22Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200615.79%4.11%-36.21%13.00
23Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20079.19%4.10%-13.93%0.00
24JTM Capital Management, LLC: JTM Absolute Return Strategy10/20164.73%4.08%-0.50%0.00
25County Cork LLC: The County Cork B&R Program *QEP*05/20101.08%4.05%-26.46%1.00
26Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20136.75%3.85%-9.59%50.00
27Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20111.69%3.79%-25.58%22.50
28Bluenose Capital Management, LLC: BNC BI Program10/200810.80%3.74%-16.81%2.82
29Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198111.91%3.35%-83.16%2.63
30EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20149.88%2.84%-11.69%21.00
31Cayler Capital LLC: The Cayler Energy Program01/20172.64%2.64%-1.67%0.00
32Ditsch Trading, LLC: Discretionary Trading Program01/20118.36%2.62%-45.84%8.01
33White Indian Trading Company Limited: 24 Program *PROP*01/201618.57%2.56%-2.09%0.25
34Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/198913.44%2.33%-37.32%25.90
35White Indian Trading Company Limited: SCS Client02/20114.00%2.32%-19.44%0.25
36Covenant Capital Management LLC: CCM Tactical Growth Program *QEP*12/20161.05%2.30%-1.22%0.00
37NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/20167.16%2.25%-0.69%32.30
38Ancile Capital Management, LLC: Global Markets Program04/200512.53%2.18%-16.18%3.50
39AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/19924.80%2.11%-92.19%14.94
40Pearl Capital Advisors, LLC: Hedged VIX Program10/201510.31%2.08%-3.71%15.00