06/16 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Warrington Asset Management, LLC: Tactical Program05/20128.38%4.44%0.00%0.00
2Global Sigma Group, LLC: Global Sigma Equity Advantage (GSEA)05/20163.99%1.49%0.00%4.01
3Buckingham Global Advisors LLC: WEP Managed Trading Program03/201525.69%10.36%0.00%5.66
4Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.29%4.57%0.00%199.17
5Rivercast Capital LLC: Rivercast Program *QEP*10/20121.87%0.73%-0.52%6.00
6Value & Growth CTA, LLC: Value & Growth Program06/20145.83%4.70%-0.64%0.05
7NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/20167.67%2.74%-0.69%36.40
8Blake Capital Management, Inc.: SRD Currencies03/2013-0.34%-0.88%-0.88%0.20
9Portfolio Concept GmbH: PC Global Systematic *QEP*01/20072.71%2.36%-0.90%20.20
10Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20148.16%3.98%-0.93%77.00
11NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.01%0.40%-1.11%63.00
12Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201312.72%4.20%-1.12%47.00
13White Indian Trading Company Limited: SCS *PROP*08/201020.53%4.17%-1.18%0.00
14Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20137.36%6.83%-1.22%8.11
15Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200612.29%4.80%-1.25%14.00
16Quantitative Investment Management, LLC: Global Program *QEP*10/200314.13%5.15%-1.26%2,205.00
17Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.87%-0.71%-1.59%14.00
18Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200212.22%6.24%-1.67%11.70
19Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201212.73%6.39%-1.70%57.00
20Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.43%-0.61%-1.70%315.00
21Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200310.16%2.55%-1.83%182.00
22Pinstripe Trading, LLC: Standard Trading Program08/200914.96%4.08%-1.84%7.40
23Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201358.94%28.89%-1.94%10.19
24Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.00%7.42%-1.99%1.10
25Crescendo Capital Management: Neutron Decay Client Strategy07/201214.70%4.47%-2.05%1.50
26White Indian Trading Company Limited: 24 Program *PROP*01/201613.97%3.01%-2.09%0.25
27Covenant Capital Management LLC: CCM Original Program *QEP*09/19990.02%-0.89%-2.10%27.00
28Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.02%1.64%-2.16%58.32
29Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20133.33%3.71%-2.30%1.00
30Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20111.24%1.60%-2.39%32.00
31Typhon Capital Management, LLC: Chiron Currency Program *QEP*02/2008-0.47%-2.41%-2.41%2.00
32The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.71%4.89%-2.41%51.00
33Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20083.13%3.01%-2.43%17.25
34Schindler Capital Management, LLC: Dairy Advantage Program08/200510.39%0.73%-2.58%7.97
35Covenant Capital Management LLC: CCM Aggressive Program *QEP*02/2004-0.17%-0.40%-2.66%7.00
36Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/20130.86%-2.68%-2.68%12.00
37Buttonwood, LLC: Energy Diversified 107/20141.59%-1.15%-2.70%19.90
38DeltaHedge: DH NIX Alpha Program11/20150.33%-2.91%-2.91%4.93
39Abingdon Global, LLC: Macro Catalyst Driven Strategy04/20164.73%2.74%-2.96%34.19
40Omni Trading, LLC: S&P 500 Option Overwriting Program01/200413.29%7.06%-3.03%6.15