06/12 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.50%14.22%-14.02%0.38
2Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.75%11.92%-26.73%4.77
3The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.47%10.86%-13.30%2.00
4Camkay Capital Management, LLC: Stock Indices Short-Term03/201212.94%9.26%-20.79%3.14
5Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20051.37%9.07%-22.49%0.03
6Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-3.47%8.96%-70.03%4.60
7Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/2007-0.23%7.42%-38.65%1.10
8Omni Trading, LLC: S&P 500 Option Overwriting Program01/200414.15%7.06%-35.50%6.15
9Demeter Capital Management: Livestock & Grain Trading Program03/20108.37%7.06%-10.39%12.95
10NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-0.77%6.40%-28.10%36.50
11Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.48%6.24%-7.07%11.70
12Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20071.48%5.82%-28.33%1.12
13Westphal Trading: Diversified Trend-Following *PROP*05/20101.64%4.83%-24.56%0.28
14Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20060.57%4.80%-19.34%14.00
15Claughton Capital, LLC: ARP Institutional Program *QEP*10/20051.01%4.79%-25.54%0.00
16Crescendo Capital Management: Neutron Decay Client Strategy07/20126.77%4.47%-10.24%1.50
17Warrington Asset Management, LLC: Tactical Program05/20128.98%4.44%-4.12%0.00
18White Indian Trading Company Limited: SCS *PROP*08/20103.70%4.17%-22.47%0.00
19Pinstripe Trading, LLC: Standard Trading Program08/200911.39%4.08%-6.87%7.40
20Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201120.74%3.96%-27.50%22.62
21Auctos Capital Management LLC: Global Diversified Program *QEP*11/20072.62%3.90%-6.68%0.00
22Ancile Capital Management, LLC: Global Markets Program04/200516.45%3.60%-13.86%3.50
23Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-3.92%3.55%-21.10%26.00
24Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20063.78%3.51%-16.54%0.00
25Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20087.39%3.36%-10.15%0.00
26Tlaloc Capital, LLC: Grains Program *QEP*04/20102.14%3.35%-14.46%3.90
27Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20082.41%3.01%-7.78%17.25
28Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20110.84%2.78%-25.58%23.00
29Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/20000.20%2.77%-21.85%19.00
30Zoi Capital, LLC: Telio Program Client Accounts04/20100.07%2.72%-26.61%1.16
31Portfolio Concept GmbH: PC Global Systematic *QEP*01/20074.74%2.36%-5.97%20.20
32Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20112.79%1.95%-11.36%7.90
33Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201117.44%1.60%-2.81%32.00
34Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-4.37%1.46%-29.67%22.13
35Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19977.07%1.45%-16.28%5.00
36Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/1981-2.23%1.43%-30.18%2.56
37Ditsch Trading, LLC: Discretionary Trading Program01/201110.77%0.99%-45.84%8.08
38Schindler Capital Management, LLC: Dairy Advantage Program08/20058.57%0.73%-22.85%7.97
39Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.54%0.61%-7.89%0.00
40Quality Capital Management Ltd: Alpha Financials Programme *QEP*06/2012-0.73%0.39%-29.42%4.03