06/16 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201358.94%28.89%-1.94%10.19
2Buckingham Global Advisors LLC: WEP Managed Trading Program03/201525.69%10.36%0.00%5.66
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201223.72%14.22%-4.70%0.38
4White Indian Trading Company Limited: SCS *PROP*08/201020.53%4.17%-1.18%0.00
5Amplitude Capital International Limited: Klassik Strategy *QEP*09/200919.54%7.43%-6.24%991.41
6Ring Capital Management, LLC: S&P E-Mini Select Program01/201218.93%11.92%-3.14%4.77
7Ancile Capital Management, LLC: Global Markets Program04/200517.43%3.60%-4.35%3.50
8Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201316.31%18.21%-5.78%8.11
9NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/200516.09%6.40%-7.38%36.50
10Pinstripe Trading, LLC: Standard Trading Program08/200914.96%4.08%-1.84%7.40
11Crescendo Capital Management: Neutron Decay Client Strategy07/201214.70%4.47%-2.05%1.50
12Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199714.34%1.45%-4.92%5.00
13Quantitative Investment Management, LLC: Global Program *QEP*10/200314.13%5.15%-1.26%2,205.00
14White Indian Trading Company Limited: 24 Program *PROP*01/201613.97%3.01%-2.09%0.25
15Covenant Capital Management LLC: CCM Optimal Program *QEP*02/201413.51%-9.58%-35.71%2.20
16Omni Trading, LLC: S&P 500 Option Overwriting Program01/200413.29%7.06%-3.03%6.15
17Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.00%7.42%-1.99%1.10
18Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201212.73%6.39%-1.70%57.00
19Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201312.72%4.20%-1.12%47.00
20Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200612.29%4.80%-1.25%14.00
21Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200212.22%6.24%-1.67%11.70
22Camkay Capital Management, LLC: Stock Indices Short-Term03/201212.04%9.26%-7.58%3.14
23Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201512.01%12.57%-7.26%0.50
24Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/200511.54%9.07%-5.78%0.03
25Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199911.27%2.39%-21.20%164.00
26Meliora Capital SA: Commodity Absolute Return Program (3X)11/201411.23%-9.84%-13.33%0.00
27Demeter Capital Management: Livestock & Grain Trading Program03/201010.92%7.06%-4.47%12.95
28County Cork LLC: The County Cork RLA I Program *QEP*12/200810.52%-0.97%-7.09%3.00
29Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198110.42%1.43%-7.55%2.56
30Schindler Capital Management, LLC: Dairy Advantage Program08/200510.39%0.73%-2.58%7.97
31Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.29%4.57%0.00%199.17
32Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200310.16%2.55%-1.83%182.00
33Welton Investment Partners LLC: Welton Global *QEP*06/20049.63%1.64%-7.73%522.00
34Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20059.37%7.54%-6.49%474.00
35Millburn Corporation: Millburn Multi-Markets Program10/20049.31%3.67%-3.57%538.00
36Dreiss Research Corporation: Global Diversified Program *QEP*05/19918.79%-10.50%-21.19%2.54
37Millburn Corporation: Diversified Program02/19778.66%3.87%-3.80%2,745.00
38Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.64%3.65%-4.39%0.20
39Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20058.51%4.07%-10.20%442.64
40Warrington Asset Management, LLC: Tactical Program05/20128.38%4.44%0.00%0.00