07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20040.94%-3.27%0.00%50.00
2The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/2006-0.01%5.72%-0.01%48.00
3Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.27%-2.51%0.00%47.77
4Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-0.18%-1.71%-0.18%47.71
5Deep Field Capital AG: SINGULARITY Program *QEP*07/20100.24%-3.40%0.00%41.50
6NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/20161.51%2.99%0.00%37.53
7Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/2014-0.07%-6.20%-0.07%36.50
8NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-3.49%2.53%-3.49%36.20
9Eckhardt Trading Company: Standard Plus Program *QEP*10/1991-0.60%-2.60%-0.60%36.20
10Abingdon Global, LLC: Macro Catalyst Driven Strategy04/2016-2.04%3.09%-2.04%35.51
11Portfolio Concept GmbH: PC Global Systematic *QEP*01/2007-0.71%1.25%-0.71%33.30
12Red Rock Capital, LLC: Commodity Long-Short Program09/2013-7.67%-13.64%-7.67%33.03
13Integrated Managed Futures Corp.: IMFC Global Investment Program *QEP*02/20071.96%-9.56%0.00%31.94
14Red Rock Capital, LLC: Systematic Global Macro Program09/2003-3.57%-3.67%-3.57%31.78
15Systematic Alpha Management LLC: Systematic Alpha Intraday Program *QEP*12/20160.04%4.19%0.00%30.00
16Covenant Capital Management LLC: CCM Original Program *QEP*09/19991.23%0.29%0.00%28.00
17Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20114.86%28.63%0.00%27.34
18Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19893.20%-3.06%0.00%24.85
19NuWave Investment Management Corp: Matrix Portfolio *QEP*09/2015-6.27%-2.51%-6.27%24.05
20Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/20051.41%4.31%0.00%24.00
21Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20110.96%2.47%0.00%23.00
22Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/20000.73%2.50%0.00%19.00
23Valia Capital Management LLC: Global Tactical Program05/2014-0.85%-1.01%-0.85%18.68
24Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20142.36%6.25%0.00%18.54
25GNE Management LLC: S&P Futures & Options Strategies12/20130.70%9.90%0.00%18.20
26Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/20100.72%-4.07%0.00%18.00
27Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/2008-2.45%-5.50%-2.45%17.86
28Sandpiper Asset Managment: SAM Liquid Program *QEP*08/20120.36%-11.91%0.00%17.00
29Clarke Capital Management, Inc.: Jupiter Program05/20050.58%-11.23%0.00%16.50
30Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20150.34%2.14%0.00%14.62
31Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20120.20%4.37%0.00%14.50
32Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/2006-0.65%4.29%-0.65%14.00
33Dynamica Global Investments LLC: Dynamica Energy Trading Strategy09/20150.80%-3.02%0.00%13.96
34Demeter Capital Management: Livestock & Grain Trading Program03/20102.51%13.86%0.00%13.75
35AIS Capital Management LP: MAAP (3x-6x) Composite *QEP*07/199210.55%-3.60%0.00%13.47
36Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19990.85%-2.31%0.00%13.28
37Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20021.59%8.31%0.00%12.10
38Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/20135.27%38.16%0.00%12.07
39Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/2013-0.45%-2.04%-0.45%12.00
40County Cork LLC: The County Cork Ag Long Short Program *QEP*02/2013-0.55%0.29%-0.55%12.00