08/12 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200517.05%13.56%-20.51%3.60
2Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201115.33%-6.00%-7.78%436.00
3Ancile Capital Management, LLC: Global Markets Program04/200513.03%1.57%-13.86%3.50
4Ring Capital Management, LLC: S&P E-Mini Select Program01/201212.52%15.43%-26.73%5.77
5Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201112.16%28.63%-27.50%27.34
6Dreiss Research Corporation: Global Diversified Program *QEP*05/199112.07%-12.78%-33.06%2.52
7DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198411.05%-2.52%-17.58%559.00
8Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.63%4.25%-10.69%126.00
9Mehnert Capital Management, LLC: Diversified Trading Program *PROP* *QEP*02/201210.56%-1.67%-17.00%2.62
10Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.92%8.53%-7.18%60.00
11Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.89%5.63%-11.63%191.33
12Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.53%8.31%-7.07%12.10
13Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/19999.40%-7.53%-27.92%149.00
14Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-6.87%7.90
15Tomas Capital Pty Ltd: GCAF USD *QEP*07/20119.07%8.13%-41.93%1.16
16Warrington Asset Management, LLC: Tactical Program05/20129.03%5.67%-4.12%0.00
17Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.06%7.39%-20.79%3.08
18Sandpiper Asset Managment: SAM Liquid Program *QEP*08/20127.58%-11.91%-14.72%17.00
19Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20077.08%3.22%-13.93%0.00
20Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19976.96%3.92%-16.28%5.00
21Gamma Q, LLC: Commodity Program Managed Account04/20116.90%9.83%-15.78%0.00
22Crescendo Capital Management: Neutron Decay Client Strategy07/20126.33%2.94%-10.24%1.50
23Schindler Capital Management, LLC: Dairy Advantage Program08/20056.26%-3.96%-22.82%7.80
24Demeter Capital Management: Livestock & Grain Trading Program03/20106.08%13.86%-10.39%13.75
25County Cork LLC: The County Cork RLA I Program *QEP*12/20085.97%2.65%-17.13%3.00
26Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20095.85%-8.41%-10.07%128.34
27Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.76%5.05%-21.48%979.40
28The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20085.47%2.40%-10.76%142.00
29The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.42%9.89%-12.60%2.00
30Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.32%4.37%-5.96%14.50
31Bluenose Capital Management, LLC: BNC BI Program10/20085.27%9.06%-16.81%2.61
32Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19935.27%2.60%-24.89%68.15
33QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20104.91%-9.26%-26.10%2,660.00
34Quantitative Investment Management, LLC: Global Program *QEP*10/20034.86%5.47%-15.60%2,177.00
35Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20124.84%-1.17%-2.93%0.03
36Red Rock Capital, LLC: Systematic Global Macro Program09/20034.79%-3.67%-10.96%31.78
37Millburn Corporation: Diversified Program02/19774.73%0.28%-13.26%2,905.00
38Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20084.50%-5.50%-12.24%17.86
39Millburn Corporation: Millburn Multi-Markets Program10/20044.49%-0.06%-13.80%591.00
40Millburn Corporation: Commodity Program03/20054.13%-5.95%-17.67%177.00