05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Kronos Management LLC: EMMA Program05/20171.20%1.20%0.00%1.00
2Emil Van Essen, LLC: EvE Systematic Global Opportunities Program09/20070.87%-6.88%0.00%10.00
3Warrington Asset Management, LLC: Tactical Program05/20120.82%4.44%0.00%0.00
4Systematic Alpha Management LLC: Systematic Alpha Intraday Program12/20160.26%3.01%0.00%27.00
5Centurion Investment Management, LLC: Diversified 2X (Composite)08/20120.82%-3.95%0.00%0.00
6Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20082.05%3.36%0.00%0.00
7Kronos Management LLC: Simplicity Program11/20166.30%-5.45%0.00%0.00
8Global Sigma Group, LLC: Global Sigma Equity Advantage (GSEA)05/20160.34%1.49%0.00%4.01
9Meliora Capital SA: Commodity Absolute Return Program (3X)11/20144.02%-9.84%0.00%0.00
10Covenant Capital Management LLC: CCM Tactical Growth Program *QEP*12/20161.00%10.65%0.00%3.80
11Centurion Investment Management, LLC: Zero Margin Program06/20160.16%-1.18%0.00%0.00
12County Cork LLC: Macro Equity Hedge Program *QEP*02/20160.94%3.07%0.00%1.00
13NuWave Investment Management Corp: Matrix Portfolio *QEP*09/20152.70%2.47%0.00%26.00
14Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20110.03%1.60%0.00%32.00
15County Cork LLC: County Cork Acclivity Program *QEP*01/20160.23%0.60%0.00%4.00
16Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20110.09%1.95%0.00%7.90
17White Indian Trading Company Limited: 24 Program *PROP*01/20160.14%3.01%0.00%0.25
18Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/20153.37%12.57%0.00%0.50
19Abingdon Global, LLC: Macro Catalyst Driven Strategy04/20160.43%2.74%0.00%34.19
20Turk Capital LLC: Turk Capital US Market Hedge Strategy *QEP*12/20150.78%1.78%0.00%2.53
21Buckingham Global Advisors LLC: WEP Managed Trading Program03/20152.10%10.36%0.00%5.66
22Demeter Capital Management: Livestock & Grain Trading Program03/20102.33%7.06%0.00%12.95
23Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20150.69%3.64%0.00%14.82
24Totem Asset Group LLC: Orca Program (Quantitative Directional, Zero-Equity)01/20140.26%-3.20%0.00%0.00
25Buttonwood, LLC: Energy Diversified 107/20140.54%-1.15%0.00%19.90
26Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.69%2.36%0.00%20.20
27Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/20134.73%28.89%0.00%10.19
28Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20141.55%3.24%0.00%18.11
29Value & Growth CTA, LLC: Value & Growth Program06/20141.98%4.70%0.00%0.05
30Pinstripe Trading, LLC: Standard Trading Program08/20090.00%4.08%0.00%7.40
31Covenant Capital Management LLC: CCM Optimal Program *QEP*02/201421.09%-9.58%0.00%2.20
32GHR Investment Management: GMASS *QEP*09/20130.55%-1.76%0.00%3.00
33County Cork LLC: The County Cork RLA I Program *QEP*12/20080.59%-0.97%0.00%3.00
34Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20072.68%5.82%0.00%1.12
35Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19974.85%1.45%0.00%5.00
36Zoi Capital, LLC: Telio Program Client Accounts04/20102.16%2.72%0.00%1.16
37Omni Trading, LLC: S&P 500 Option Overwriting Program01/20040.40%7.06%0.00%6.15
38The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20041.86%10.86%0.00%2.00
39Urban Tree Capital, LLC: UTC Client Plus Program03/201310.94%0.47%0.00%0.75
40Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20021.00%6.24%0.00%11.70