05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Mark J. Walsh & Company: Standard Program09/19850.50%-13.67%0.00%49.90
2Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/2013-0.26%4.20%-0.26%47.00
3Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/2014-0.53%-1.89%-0.53%45.00
4Deep Field Capital AG: SINGULARITY Program *QEP*07/20104.11%-0.38%0.00%41.68
5Hawksbill Capital Management: Global Diversified Program *QEP*11/1988-2.64%-25.43%-2.64%37.50
6NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20051.73%6.40%0.00%36.50
7NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/2016-0.36%2.74%-0.36%36.40
8Eckhardt Trading Company: Standard Plus Program *QEP*10/19910.19%-4.74%0.00%35.80
9Red Rock Capital, LLC: Commodity Long-Short Program09/2013-1.56%-10.62%-1.56%35.14
10Abingdon Global, LLC: Macro Catalyst Driven Strategy04/20160.43%2.74%0.00%34.19
11Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20110.03%1.60%0.00%32.00
12Red Rock Capital, LLC: Systematic Global Macro Program09/2003-0.77%-2.76%-0.77%31.39
13Integrated Managed Futures Corp.: IMFC Global Investment Program *QEP*02/2007-2.99%-9.99%-2.99%28.52
14Systematic Alpha Management LLC: Systematic Alpha Intraday Program12/20160.26%3.01%0.00%27.00
15Turning Wheel Capital Inc.: Pure Alpha Program *QEP*01/2012-0.64%-2.27%-0.64%27.00
16Covenant Capital Management LLC: CCM Original Program *QEP*09/19991.23%-0.89%0.00%27.00
17NuWave Investment Management Corp: Matrix Portfolio *QEP*09/20152.70%2.47%0.00%26.00
18Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/20051.72%3.55%0.00%26.00
19Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-4.70%-8.72%-4.70%23.30
20Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20110.30%2.78%0.00%23.00
21Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-4.82%3.96%-4.82%22.62
22Quality Capital Management Ltd: Global Diversified Programme *QEP*12/19950.39%1.46%0.00%22.13
23Rotella Capital Management Inc.: Orion Program *QEP*07/20061.14%-15.91%0.00%20.21
24Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.69%2.36%0.00%20.20
25Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-1.09%-4.53%-1.09%20.00
26Buttonwood, LLC: Energy Diversified 107/20140.54%-1.15%0.00%19.90
27Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/20001.82%2.77%0.00%19.00
28Clarke Capital Management, Inc.: Jupiter Program05/20051.36%-10.82%0.00%18.90
29Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20141.55%3.24%0.00%18.11
30Sandpiper Asset Managment: SAM Liquid Program *QEP*08/2012-3.25%-12.59%-3.25%18.00
31Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20080.73%3.01%0.00%17.25
32Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20150.69%3.64%0.00%14.82
33Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/2010-1.00%-0.71%-1.00%14.00
34Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/2006-0.21%4.80%-0.21%14.00
35Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19990.87%0.05%0.00%13.74
36Demeter Capital Management: Livestock & Grain Trading Program03/20102.33%7.06%0.00%12.95
37AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/1992-5.88%-9.22%-5.88%12.72
38Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/2013-0.82%-2.68%-0.82%12.00
39Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20021.00%6.24%0.00%11.70
40AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-3.57%-5.99%-3.57%10.43