06/15 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201362.53%28.89%-24.12%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20134.81%18.21%-14.76%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201217.60%14.22%-5.43%0.38
4Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-0.94%11.92%-26.73%4.77
5The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20048.30%10.86%-5.86%2.00
6Buckingham Global Advisors LLC: WEP Managed Trading Program03/201519.37%10.36%-6.28%5.66
7Camkay Capital Management, LLC: Stock Indices Short-Term03/20126.07%9.26%-7.58%3.14
8Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.38%9.07%-7.45%0.03
9Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-22.25%8.96%-59.32%4.60
10Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.24%7.42%-7.11%1.10
11Omni Trading, LLC: S&P 500 Option Overwriting Program01/20040.50%7.06%-22.10%6.15
12Demeter Capital Management: Livestock & Grain Trading Program03/20101.01%7.06%-8.21%12.95
13Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20130.22%6.83%-10.56%8.11
14NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/200513.79%6.40%-13.08%36.50
15Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20025.00%6.24%-7.07%11.70
16Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20076.21%5.82%-17.61%1.12
17Westphal Trading: Diversified Trend-Following *PROP*05/2010-2.10%4.83%-10.76%0.28
18Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20065.92%4.80%-7.12%14.00
19Claughton Capital, LLC: ARP Institutional Program *QEP*10/2005-0.67%4.79%-17.44%0.00
20Value & Growth CTA, LLC: Value & Growth Program06/20141.19%4.70%-7.79%0.05
21Crescendo Capital Management: Neutron Decay Client Strategy07/201214.44%4.47%-2.05%1.50
22Warrington Asset Management, LLC: Tactical Program05/20126.92%4.44%-1.28%0.00
23Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201310.80%4.20%-5.31%47.00
24White Indian Trading Company Limited: SCS *PROP*08/20102.66%4.17%-20.74%0.00
25Pinstripe Trading, LLC: Standard Trading Program08/20099.36%4.08%-3.10%7.40
26Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-4.52%3.96%-25.60%22.62
27Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-1.07%3.90%-6.28%0.00
28Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20133.31%3.71%-7.27%1.00
29Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.26%3.65%-11.02%0.20
30Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20154.22%3.64%-9.64%14.82
31Ancile Capital Management, LLC: Global Markets Program04/20059.89%3.60%-7.86%3.50
32Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-3.24%3.55%-13.62%26.00
33Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-5.74%3.51%-15.17%0.00
34Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20088.36%3.36%-10.15%0.00
35Tlaloc Capital, LLC: Grains Program *QEP*04/2010-2.32%3.35%-11.61%3.90
36Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-9.82%3.24%-21.22%18.11
37Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20080.55%3.01%-7.30%17.25
38Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-3.14%2.78%-18.60%23.00
39Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/2000-6.11%2.77%-17.77%19.00
40Zoi Capital, LLC: Telio Program Client Accounts04/20103.32%2.72%-16.93%1.16