03/15 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201365.20%2.91%-24.12%7.88
2Buckingham Global Advisors LLC: WEP Managed Trading Program03/201520.33%4.00%-6.09%3.30
3Quantitative Investment Management, LLC: Global Program *QEP*10/200320.00%4.26%-2.98%2,079.00
4Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.71%0.03%-7.59%452.00
5White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.64%4.85%-5.43%0.38
6Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201112.82%-0.23%-2.39%0.00
7Crescendo Capital Management: Neutron Decay Client Strategy07/201212.54%1.03%-2.05%1.30
8Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.37%1.85%-7.11%1.80
9Ancile Capital Management, LLC: Global Markets Program04/200511.71%1.65%-7.86%3.50
10Millburn Corporation: Commodity Program03/200510.86%0.77%-8.29%225.00
11Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199710.64%-0.53%-6.42%5.00
12Millburn Corporation: Millburn Multi-Markets Program10/20049.44%2.10%-6.87%398.00
13NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20059.44%0.58%-13.08%35.60
14Millburn Corporation: Diversified Program02/19778.75%2.33%-6.81%2,000.00
15Pinstripe Trading, LLC: Standard Trading Program08/20098.36%-0.40%-3.10%5.40
16Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.03%2.73%-7.58%4.10
17Red Rock Capital, LLC: Commodity Long-Short Program09/20137.02%-6.35%-15.83%43.43
18M&R Capital, LLC: M&R Capital Discretionary Trading Program05/20146.87%7.48%-23.38%3.15
19Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20116.58%3.10%-25.60%22.37
20Bluenose Capital Management, LLC: BNC BI Program10/20086.20%2.27%-8.19%2.82
21County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.18%0.95%-4.11%3.50
22WestCay LLC: Tropicals Program01/20146.16%2.31%-3.67%2.50
23Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20135.86%19.95%-14.76%6.11
24Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20085.70%-0.75%-10.15%18.00
25Revolution Capital Management, LLC: Alpha Program *QEP*06/20075.65%2.73%-7.53%493.00
26The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.54%2.79%-6.45%2.00
27Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.39%1.81%-1.99%0.03
28Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20055.35%3.21%-7.45%0.07
29Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20095.08%-4.98%-6.01%90.41
30Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20085.08%1.33%-2.03%0.03
31Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.93%-0.83%-8.98%168.00
32Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20124.49%4.54%-7.18%56.00
33Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20024.33%4.54%-7.07%11.50
34Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20143.90%0.01%-5.33%40.00
35Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.62%1.78%-11.63%193.06
36Buttonwood, LLC: Energy Diversified 107/20143.45%-2.70%-3.30%19.90
37Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.95%-1.69%-2.32%321.00
38DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19842.93%5.33%-17.25%614.00
39Schindler Capital Management, LLC: Dairy Advantage Program08/20052.85%-1.76%-3.13%6.79
40Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19812.77%0.46%-11.77%1.97