04/15 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201371.04%21.82%-24.12%9.13
2Quantitative Investment Management, LLC: Global Program *QEP*10/200321.45%5.30%-2.98%2,087.00
3Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.11%6.22%-6.09%4.15
4GNE Management LLC: S&P Futures & Options Strategies12/201319.91%4.59%-8.87%9.35
5Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200518.29%4.39%-20.51%2.15
6Rcube Asset Management: Singularis Program01/201516.93%5.39%-3.91%0.00
7Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201114.30%-0.72%-7.59%450.00
8Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200713.52%5.34%-7.11%1.33
9Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201113.07%1.25%-2.39%31.00
10Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201312.71%3.85%-5.31%50.00
11Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199711.12%-2.73%-6.42%5.00
12Ancile Capital Management, LLC: Global Markets Program04/200510.59%2.18%-7.86%3.50
13Amapa Capital Advisors LLC: Amapa Investment Program02/20079.36%-1.08%-5.28%8.30
14Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20069.33%4.11%-7.12%13.00
15Millburn Corporation: Commodity Program03/20058.75%0.74%-8.29%218.00
16Pinstripe Trading, LLC: Standard Trading Program08/20098.72%1.40%-3.10%5.70
17Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20108.69%0.40%-7.22%108.00
18White Indian Trading Company Limited: STAIRS Program10/20088.47%0.21%-16.24%0.83
19NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20058.32%0.32%-13.08%34.40
20Millburn Corporation: Millburn Multi-Markets Program10/20047.71%3.00%-6.87%492.00
21Millburn Corporation: Diversified Program02/19777.18%3.24%-6.81%2,230.00
22Valia Capital Management: Global Tactical Program05/20146.36%0.79%-3.30%16.40
23Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20136.33%20.81%-14.76%6.12
24Revolution Capital Management, LLC: Alpha Program *QEP*06/20076.13%-0.59%-4.62%476.00
25Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20056.07%5.86%-7.45%0.03
26Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20086.03%-0.66%-10.15%0.00
27Camkay Capital Management, LLC: Stock Indices Short-Term03/20125.91%6.25%-7.58%4.11
28County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20135.83%-3.11%-5.56%4.00
29Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19815.78%3.35%-11.77%2.63
30Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20075.75%7.28%-17.61%1.13
31Bluenose Capital Management, LLC: BNC BI Program10/20085.75%3.74%-8.19%2.82
32The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.62%7.18%-6.45%2.00
33Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.23%2.23%-6.03%82.00
34Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20125.18%4.50%-7.18%56.00
35M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20144.72%8.32%-23.38%3.18
36Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20114.33%6.67%-25.60%22.81
37Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.21%0.67%-8.98%171.00
38Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20093.84%-1.85%-10.04%195.00
39Buttonwood, LLC: Energy Diversified 107/20143.83%-1.49%-3.30%19.90
40Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20143.48%-0.36%-5.33%40.00