09/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20040.15%-3.41%0.00%50.00
2Acorn Global Investments Inc: Acorn Diversified Program *QEP*07/2005-3.54%-28.00%-3.54%49.00
3Mark J. Walsh & Company: Standard Program09/1985-2.56%-13.48%-2.56%48.10
4EMC Capital Advisors LLC: EMC Classic Program *QEP*01/1985-6.69%-9.64%-6.69%46.00
5Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-3.76%-3.25%-3.76%45.30
6Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/2013-4.23%-2.44%-4.23%45.00
7The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/2006-1.96%-0.75%-1.96%42.00
8Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-2.25%-2.56%-2.25%38.11
9Abingdon Global, LLC: Macro Catalyst Driven Strategy04/20160.35%5.44%0.00%37.34
10Hawksbill Capital Management: Global Diversified Program *QEP*11/1988-6.81%-26.07%-6.81%36.80
11Eckhardt Trading Company: Standard Plus Program *QEP*10/1991-0.07%-1.69%-0.07%36.50
12NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/2016-0.30%0.08%-0.30%36.48
13NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-5.13%3.54%-5.13%35.55
14Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20110.21%2.35%0.00%32.00
15Systematic Alpha Management LLC: Systematic Alpha Intraday Program *QEP*12/20160.19%2.92%0.00%30.00
16Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20110.42%33.25%0.00%29.35
17WaveFront Global Asset Management Corp: IMFC Global Investment Program *QEP*02/2007-3.35%-11.24%-3.35%28.52
18Red Rock Capital, LLC: Commodity Long-Short Program09/2013-6.14%-13.01%-6.14%24.00
19Covenant Capital Management LLC: CCM Original Program *QEP*09/1999-2.60%-3.25%-2.60%24.00
20Eamon Capital LLC: The Zephyr Program *QEP*01/20160.65%16.68%0.00%23.80
21NuWave Investment Management Corp: Matrix Portfolio *QEP*09/2015-3.34%-4.77%-3.34%23.49
22GNE Management LLC: S&P Futures & Options Strategies12/2013-0.15%12.38%-0.15%22.50
23Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-2.44%-8.22%-2.44%21.80
24Buttonwood, LLC: Energy Diversified 107/20142.40%3.35%0.00%20.30
25Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20080.65%2.83%0.00%19.25
26Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-0.42%-4.76%-0.42%18.00
27Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/20002.57%5.42%0.00%18.00
28Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20082.53%-6.70%0.00%17.80
29Demeter Capital Management: Livestock & Grain Trading Program03/20103.10%18.86%0.00%17.00
30Clarke Capital Management, Inc.: Jupiter Program05/2005-6.67%-19.43%-6.67%15.00
31Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/2006-4.49%-1.09%-4.49%14.00
32Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/2015-0.51%2.58%-0.51%13.71
33Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.00%1.60%0.00%13.50
34Rotella Capital Management Inc.: Orion Program *QEP*07/20060.77%-17.57%0.00%13.33
35AIS Capital Management LP: MAAP (3x-6x) Composite *QEP*07/19923.32%-3.69%0.00%13.28
36Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/20133.58%47.73%0.00%13.19
37Pinstripe Trading, LLC: Standard Trading Program08/20090.21%9.30%0.00%12.80
38Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20021.55%10.15%0.00%12.80
39County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20130.37%-3.10%0.00%12.50
40Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/20130.89%-1.87%0.00%12.00