06/15 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201362.53%28.89%-24.12%10.19
2Buckingham Global Advisors LLC: WEP Managed Trading Program03/201519.37%10.36%-6.28%5.66
3Quantitative Investment Management, LLC: Global Program *QEP*10/200317.97%5.15%-2.98%2,205.00
4White Indian Trading Company Limited: Alternative Hedge *PROP*04/201217.60%14.22%-5.43%0.38
5Kinkopf Capital Management, LLC: Kinkopf S&P Select Program *PROP*07/201515.37%-3.32%-11.12%0.14
6Crescendo Capital Management: Neutron Decay Client Strategy07/201214.44%4.47%-2.05%1.50
7NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/200513.79%6.40%-13.08%36.50
8Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.24%7.42%-7.11%1.10
9Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199711.87%1.45%-6.42%5.00
10Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201111.68%1.60%-2.39%32.00
11Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201310.80%4.20%-5.31%47.00
12Millburn Corporation: Millburn Multi-Markets Program10/200410.30%3.67%-3.57%538.00
13Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20109.99%3.18%-7.22%111.00
14Ancile Capital Management, LLC: Global Markets Program04/20059.89%3.60%-7.86%3.50
15Millburn Corporation: Diversified Program02/19779.64%3.87%-3.80%2,745.00
16Pinstripe Trading, LLC: Standard Trading Program08/20099.36%4.08%-3.10%7.40
17Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20088.36%3.36%-10.15%0.00
18The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20048.30%10.86%-5.86%2.00
19Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.26%3.65%-11.02%0.20
20Meliora Capital SA: Commodity Absolute Return Program (3X)11/20147.27%-9.84%-19.43%0.00
21Amplitude Capital International Limited: Klassik Strategy *QEP*09/20097.25%7.43%-17.09%991.41
22Warrington Asset Management, LLC: Tactical Program05/20126.92%4.44%-1.28%0.00
23Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/20116.79%-5.76%-7.59%429.00
24Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.38%9.07%-7.45%0.03
25White Indian Trading Company Limited: STAIRS Program10/20086.26%-2.72%-16.24%0.78
26Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20076.21%5.82%-17.61%1.12
27Millburn Corporation: Commodity Program03/20056.13%-3.96%-11.93%202.00
28Camkay Capital Management, LLC: Stock Indices Short-Term03/20126.07%9.26%-7.58%3.14
29Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20065.92%4.80%-7.12%14.00
30Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.45%3.98%-5.67%77.00
31M6 Capital Management, LLC: Standard Program *QEP*07/20055.43%5.10%-8.22%118.26
32Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20125.20%6.39%-7.18%57.00
33County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20135.09%-5.17%-7.57%7.50
34Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20025.00%6.24%-7.07%11.70
35Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20134.81%18.21%-14.76%8.11
36Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20094.59%-4.71%-9.23%96.00
37Urban Tree Capital, LLC: UTC Client Plus Program03/20134.50%0.47%-10.64%0.75
38Schindler Capital Management, LLC: Dairy Advantage Program08/20054.50%0.73%-2.58%7.97
39Red Rock Capital, LLC: Commodity Long-Short Program09/20134.47%-10.62%-17.05%35.14
40Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20154.22%3.64%-9.64%14.82