06/16 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201358.94%28.89%-1.94%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201316.31%18.21%-5.78%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201223.72%14.22%-4.70%0.38
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201512.01%12.57%-7.26%0.50
5Ring Capital Management, LLC: S&P E-Mini Select Program01/201218.93%11.92%-3.14%4.77
6The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20047.21%10.86%-5.02%2.00
7Buckingham Global Advisors LLC: WEP Managed Trading Program03/201525.69%10.36%0.00%5.66
8Camkay Capital Management, LLC: Stock Indices Short-Term03/201212.04%9.26%-7.58%3.14
9Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/200511.54%9.07%-5.78%0.03
10Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-2.61%8.96%-31.62%4.60
11Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.00%7.42%-1.99%1.10
12Omni Trading, LLC: S&P 500 Option Overwriting Program01/200413.29%7.06%-3.03%6.15
13Demeter Capital Management: Livestock & Grain Trading Program03/201010.92%7.06%-4.47%12.95
14Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20137.36%6.83%-1.22%8.11
15NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/200516.09%6.40%-7.38%36.50
16Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200212.22%6.24%-1.67%11.70
17Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20074.68%5.82%-14.34%1.12
18Westphal Trading: Diversified Trend-Following *PROP*05/20105.48%4.83%-8.09%0.28
19Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200612.29%4.80%-1.25%14.00
20Claughton Capital, LLC: ARP Institutional Program *QEP*10/2005-2.46%4.79%-16.03%0.00
21Value & Growth CTA, LLC: Value & Growth Program06/20145.83%4.70%-0.64%0.05
22Crescendo Capital Management: Neutron Decay Client Strategy07/201214.70%4.47%-2.05%1.50
23Warrington Asset Management, LLC: Tactical Program05/20128.38%4.44%0.00%0.00
24Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201312.72%4.20%-1.12%47.00
25White Indian Trading Company Limited: SCS *PROP*08/201020.53%4.17%-1.18%0.00
26Pinstripe Trading, LLC: Standard Trading Program08/200914.96%4.08%-1.84%7.40
27Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-11.55%3.96%-25.60%22.62
28Auctos Capital Management LLC: Global Diversified Program *QEP*11/20072.61%3.90%-5.90%0.00
29Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20133.33%3.71%-2.30%1.00
30Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.64%3.65%-4.39%0.20
31Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/2015-6.15%3.64%-9.45%14.82
32Ancile Capital Management, LLC: Global Markets Program04/200517.43%3.60%-4.35%3.50
33Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-3.77%3.55%-13.24%26.00
34Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-0.77%3.51%-4.58%0.00
35Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/2008-3.86%3.36%-10.01%0.00
36Tlaloc Capital, LLC: Grains Program *QEP*04/2010-2.63%3.35%-9.81%3.90
37Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-0.91%3.24%-5.53%18.11
38County Cork LLC: Macro Equity Hedge Program *QEP*02/20162.86%3.07%-5.60%1.00
39Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20083.13%3.01%-2.43%17.25
40White Indian Trading Company Limited: 24 Program *PROP*01/201613.97%3.01%-2.09%0.25