06/14 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201369.19%28.89%-24.12%10.19
2M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201428.02%-2.50%-23.38%3.06
3Ancile Capital Management, LLC: Global Markets Program04/200518.97%3.60%-7.86%3.50
4Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199917.66%2.39%-22.99%164.00
5DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198416.90%3.27%-17.25%595.00
6ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200115.48%-3.69%-22.76%2,740.00
7KeyQuant SAS: Key Trends Program *FRN*01/201014.78%3.19%-17.95%390.00
8Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201114.60%1.60%-2.39%32.00
9The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200414.15%10.86%-6.45%2.00
10Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199714.08%1.45%-6.95%5.00
11Dreiss Research Corporation: Global Diversified Program *QEP*05/199113.71%-10.50%-22.81%2.54
12Red Rock Capital, LLC: Commodity Long-Short Program09/201312.96%-10.62%-17.05%35.14
13Westphal Trading: Diversified Trend-Following *PROP*05/201012.86%4.83%-21.64%0.28
14Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.71%7.42%-7.11%1.10
15White Indian Trading Company Limited: Alternative Hedge *PROP*04/201211.81%14.22%-14.02%0.38
16Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201111.69%-5.76%-7.59%429.00
17Quantitative Investment Management, LLC: Global Program *QEP*10/200311.51%5.15%-6.92%2,205.00
18Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.83%3.18%-10.69%111.00
19Millburn Corporation: Commodity Program03/200510.79%-3.96%-11.93%202.00
20Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.39%-7.17%-8.27%131.40
21Amplitude Capital International Limited: Klassik Strategy *QEP*09/200910.37%7.43%-21.48%991.41
22Millburn Corporation: Millburn Multi-Markets Program10/200410.34%3.67%-6.87%538.00
23EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201410.24%5.73%-11.69%148.40
24Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201310.11%18.21%-14.76%8.11
25Sandpiper Asset Managment: SAM Liquid Program *QEP*08/201210.09%-12.59%-14.24%18.00
26Buttonwood, LLC: Energy Diversified 107/20149.90%-1.15%-3.30%19.90
27Millburn Corporation: Diversified Program02/19779.90%3.87%-6.81%2,745.00
28Southwest Managed Investments, LLC: Global Diversified Program01/20029.71%-15.83%-20.32%8.31
29Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20139.66%4.20%-9.59%47.00
30Pinstripe Trading, LLC: Standard Trading Program08/20099.60%4.08%-5.13%7.40
31Welton Investment Partners LLC: Welton Global *QEP*06/20049.25%1.64%-14.58%522.00
32Aspect Capital Limited: Aspect Diversified Program *QEP*12/19989.16%-1.32%-14.88%4,064.00
33Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20059.01%9.07%-7.45%0.03
34NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20059.01%6.40%-13.08%36.50
35Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.42%3.65%-11.75%0.20
36County Cork LLC: The County Cork RLA I Program *QEP*12/20088.42%-0.97%-17.13%3.00
37The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.81%5.10%-9.16%106.00
38Warrington Asset Management, LLC: Tactical Program05/20127.62%4.44%-4.12%0.00
39Schindler Capital Management, LLC: Dairy Advantage Program08/20057.55%0.73%-4.27%7.97
40Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20117.44%3.96%-25.60%22.62