08/14 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201376.59%38.16%-24.12%12.07
2M&R Capital, LLC: Discretionary Futures Trading Program05/201426.18%1.55%-23.38%2.89
3GNE Management LLC: S&P Futures & Options Strategies12/201320.96%9.90%-8.87%18.20
4Ancile Capital Management, LLC: Global Markets Program04/200517.93%1.57%-7.86%3.50
5Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200517.20%13.56%-20.51%3.60
6Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199715.77%3.92%-6.42%5.00
7DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.59%-2.52%-17.58%559.00
8The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200413.45%9.89%-6.45%2.00
9KeyQuant SAS: Key Trends Program *FRN*01/201012.73%-8.80%-20.93%350.00
10Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199912.01%-7.53%-22.99%149.00
11Quantitative Investment Management, LLC: Global Program *QEP*10/200311.95%5.47%-6.92%2,177.00
12Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201011.89%4.25%-10.69%126.00
13Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201111.77%-6.00%-7.78%436.00
14Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199311.29%2.60%-15.87%68.15
15ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200111.08%-7.63%-25.92%2,830.00
16Westphal Trading: Diversified Trend-Following *PROP*05/201010.87%4.17%-21.64%0.28
17Sandpiper Asset Managment: SAM Liquid Program *QEP*08/201210.37%-11.91%-14.24%17.00
18Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.19%-8.41%-10.07%128.34
19Amplitude Capital International Limited: Klassik Strategy *QEP*09/20099.68%5.05%-21.48%979.40
20Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-5.13%7.90
21Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20119.11%28.63%-25.60%27.34
22County Cork LLC: The County Cork RLA I Program *QEP*12/20089.09%2.65%-17.13%3.00
23Red Rock Capital, LLC: Commodity Long-Short Program09/20139.05%-13.64%-19.85%33.03
24Millburn Corporation: Commodity Program03/20059.01%-5.96%-13.76%177.00
25Alder Capital DAC: Global 20 Program02/20018.99%7.69%-18.50%339.00
26Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.97%4.80%-11.75%0.20
27EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20148.56%4.73%-11.69%150.20
28Millburn Corporation: Millburn Multi-Markets Program10/20048.55%-0.06%-6.87%591.00
29NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20058.39%2.53%-13.08%36.20
30Millburn Corporation: Diversified Program02/19778.21%0.28%-6.81%2,900.00
31Southwest Managed Investments, LLC: Global Diversified Program01/20028.10%-14.37%-23.47%8.28
32Amapa Capital Advisors LLC: Amapa Investment Program02/20078.00%0.64%-5.28%8.40
33Welton Investment Partners LLC: Welton Global *QEP*06/20047.93%-2.63%-14.58%466.00
34Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.80%-3.39%-17.04%3,934.00
35Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20137.69%3.42%-9.59%51.00
36Ring Capital Management, LLC: S&P E-Mini Select Program01/20127.31%15.43%-26.73%5.77
37The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.24%2.40%-9.16%142.00
38Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20137.23%8.23%-14.76%9.10
39Crescendo Capital Management: Neutron Decay Client Strategy07/20127.23%2.94%-6.00%1.50
40Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19997.09%-2.31%-17.42%13.28