09/14 - 08/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201373.54%42.62%-24.12%11.90
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20116.60%32.70%-25.60%28.20
3Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19812.62%23.73%-24.59%3.12
4White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.34%22.74%-9.53%0.38
5Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-21.61%17.85%-70.03%4.80
6Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20138.19%17.01%-14.76%12.11
7Demeter Capital Management: Livestock & Grain Trading Program03/20103.33%15.28%-10.39%14.25
8Ring Capital Management, LLC: S&P E-Mini Select Program01/20126.52%15.28%-26.73%5.73
9HB Capital Management, Inc.: Diversified Program03/20080.51%14.82%-23.71%6.20
10Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.71%13.25%-28.41%144.01
11The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200413.02%12.58%-6.45%2.00
12GNE Management LLC: S&P Futures & Options Strategies12/201319.63%12.54%-8.87%20.50
13Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20137.02%11.30%-12.45%1.00
14Value & Growth CTA, LLC: Value & Growth Program06/20141.66%10.85%-9.37%0.06
15Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/201411.20%10.29%-11.75%0.20
16Bluenose Capital Management, LLC: BNC BI Program10/20084.70%10.11%-12.08%2.63
17Bluenose Capital Management, LLC: BNC EI Program07/20100.28%9.31%-22.48%1.28
18NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/200510.30%9.14%-13.08%37.47
19Pinstripe Trading, LLC: Standard Trading Program08/200910.97%9.08%-5.13%9.20
20Automaton Trading LLC: Diversified Program *QEP*07/20145.35%8.94%-10.82%3.06
21Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199312.65%8.89%-15.87%71.90
22Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20125.81%8.72%-7.18%62.00
23Gamma Q, LLC: Commodity Program Managed Account04/20113.64%8.48%-15.78%0.00
24Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20025.58%8.47%-7.07%12.50
25EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20147.78%8.41%-11.69%160.20
26Amplitude Capital International Ltd: Klassik Strategy *QEP*09/20098.08%7.51%-21.48%1,015.88
27Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20146.58%7.33%-6.03%61.00
28Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/2005-2.68%7.31%-26.52%455.49
29M6 Capital Management, LLC: Standard Program *QEP*07/2005-0.17%6.91%-15.74%121.93
30Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.66%6.56%-35.32%189.00
31Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20051.61%6.55%-18.26%450.00
32Tomas Capital Pty Ltd: GCAF USD *QEP*07/20113.44%6.54%-41.93%1.14
33Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.40%6.46%-11.63%194.50
34Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-2.56%6.26%-21.22%18.54
35Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20124.21%6.19%-5.96%14.50
36Warrington Asset Management, LLC: Tactical Program05/20126.69%6.07%-4.12%0.00
37Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-3.07%5.79%-15.00%24.00
38Fort LP: FORT Global Contrarian Program *QEP*10/20022.69%5.75%-6.09%2,004.86
39Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201011.83%5.66%-10.69%132.00
40Ditsch Trading, LLC: Agricultural Trading Program01/20110.96%5.34%-19.63%8.23