05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/20134.73%28.89%0.00%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/2013-2.78%18.21%-2.78%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/20122.05%14.22%0.00%0.38
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/20153.37%12.57%0.00%0.50
5Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-0.18%11.92%-0.18%4.77
6The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20041.86%10.86%0.00%2.00
7Covenant Capital Management LLC: CCM Tactical Growth Program *QEP*12/20161.00%10.65%0.00%3.80
8Buckingham Global Advisors LLC: WEP Managed Trading Program03/20152.10%10.36%0.00%5.66
9Camkay Capital Management, LLC: Stock Indices Short-Term03/20123.91%9.26%0.00%3.14
10Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20051.78%9.07%0.00%0.03
11Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/20111.28%8.96%0.00%4.60
12Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/20070.58%7.42%0.00%1.10
13Omni Trading, LLC: S&P 500 Option Overwriting Program01/20040.40%7.06%0.00%6.15
14Demeter Capital Management: Livestock & Grain Trading Program03/20102.33%7.06%0.00%12.95
15Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/2013-0.45%6.83%-0.45%8.11
16NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20051.73%6.40%0.00%36.50
17Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20021.00%6.24%0.00%11.70
18Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20072.68%5.82%0.00%1.12
19Westphal Trading: Diversified Trend-Following *PROP*05/20102.90%4.83%0.00%0.28
20Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/2006-0.21%4.80%-0.21%14.00
21Claughton Capital, LLC: ARP Institutional Program *QEP*10/20055.60%4.79%0.00%0.00
22Value & Growth CTA, LLC: Value & Growth Program06/20141.98%4.70%0.00%0.05
23Crescendo Capital Management: Neutron Decay Client Strategy07/2012-0.84%4.47%-0.84%1.50
24Warrington Asset Management, LLC: Tactical Program05/20120.82%4.44%0.00%0.00
25Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/2013-0.26%4.20%-0.26%47.00
26White Indian Trading Company Limited: SCS *PROP*08/2010-0.59%4.17%-0.59%0.00
27Pinstripe Trading, LLC: Standard Trading Program08/20090.00%4.08%0.00%7.40
28Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-4.82%3.96%-4.82%22.62
29Auctos Capital Management LLC: Global Diversified Program *QEP*11/20070.83%3.90%0.00%0.00
30Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/2013-1.21%3.71%-1.21%1.00
31Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/2014-2.60%3.65%-2.60%0.20
32Cayler Capital LLC: The Cayler Energy Program01/2017-0.50%3.65%-0.50%0.00
33Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20150.69%3.64%0.00%14.82
34Ancile Capital Management, LLC: Global Markets Program04/20051.03%3.60%0.00%3.50
35Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/20051.72%3.55%0.00%26.00
36Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20061.67%3.51%0.00%0.00
37Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20082.05%3.36%0.00%0.00
38Tlaloc Capital, LLC: Grains Program *QEP*04/20101.21%3.35%0.00%3.90
39Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20141.55%3.24%0.00%18.11
40County Cork LLC: Macro Equity Hedge Program *QEP*02/20160.94%3.07%0.00%1.00