06/14 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201369.19%28.89%-24.12%10.19
2Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201310.11%18.21%-14.76%8.11
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201211.81%14.22%-14.02%0.38
4Ring Capital Management, LLC: S&P E-Mini Select Program01/20127.00%11.92%-26.73%4.77
5The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200414.15%10.86%-6.45%2.00
6Camkay Capital Management, LLC: Stock Indices Short-Term03/20122.76%9.26%-20.79%3.14
7Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20059.01%9.07%-7.45%0.03
8Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-21.72%8.96%-70.03%4.60
9Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.71%7.42%-7.11%1.10
10Omni Trading, LLC: S&P 500 Option Overwriting Program01/2004-4.51%7.06%-35.50%6.15
11Demeter Capital Management: Livestock & Grain Trading Program03/20103.75%7.06%-10.39%12.95
12Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20134.88%6.83%-10.56%8.11
13NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20059.01%6.40%-13.08%36.50
14Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20025.91%6.24%-7.07%11.70
15Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/2007-1.42%5.82%-28.33%1.12
16Westphal Trading: Diversified Trend-Following *PROP*05/201012.86%4.83%-21.64%0.28
17Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20066.82%4.80%-9.32%14.00
18Claughton Capital, LLC: ARP Institutional Program *QEP*10/20052.20%4.79%-25.54%0.00
19Value & Growth CTA, LLC: Value & Growth Program06/2014-1.14%4.70%-11.97%0.05
20Crescendo Capital Management: Neutron Decay Client Strategy07/20126.12%4.47%-8.75%1.50
21Warrington Asset Management, LLC: Tactical Program05/20127.62%4.44%-4.12%0.00
22Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20139.66%4.20%-9.59%47.00
23White Indian Trading Company Limited: SCS *PROP*08/20103.37%4.17%-22.47%0.00
24Pinstripe Trading, LLC: Standard Trading Program08/20099.60%4.08%-5.13%7.40
25Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20117.44%3.96%-25.60%22.62
26Auctos Capital Management LLC: Global Diversified Program *QEP*11/20073.11%3.90%-6.31%0.00
27Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20135.04%3.71%-12.45%1.00
28Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.42%3.65%-11.75%0.20
29Ancile Capital Management, LLC: Global Markets Program04/200518.97%3.60%-7.86%3.50
30Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-0.95%3.55%-15.01%26.00
31Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20060.21%3.51%-16.54%0.00
32Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20085.89%3.36%-10.15%0.00
33Tlaloc Capital, LLC: Grains Program *QEP*04/2010-0.13%3.35%-14.46%3.90
34Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-2.11%3.24%-21.22%18.11
35Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20083.03%3.01%-7.30%17.25
36Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-4.07%2.78%-25.58%23.00
37Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/2000-1.76%2.77%-21.85%19.00
38Zoi Capital, LLC: Telio Program Client Accounts04/2010-2.84%2.72%-25.84%1.16
39Portfolio Concept GmbH: PC Global Systematic *QEP*01/20071.73%2.36%-2.45%20.20
40Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-0.29%1.95%-11.36%7.90