08/16 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201363.07%38.16%-1.52%12.07
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201111.74%28.63%-16.98%27.34
3Synergie Capital Management LLC: Synergie Focused Stratgey01/201529.91%21.28%-1.90%0.00
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201528.86%20.10%-1.23%1.20
5Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198118.63%18.65%-7.55%2.99
6CTS Asset Management LLC: Flagship Program SV (Standard Volatility) *PROP* *QEP*01/201620.51%15.59%-0.99%1.58
7Ring Capital Management, LLC: S&P E-Mini Select Program01/201218.06%15.43%-3.14%5.77
8Orion Capital Advisors Inc: Beta opportunity Strategy *PROP*11/201521.10%14.45%-2.45%1.20
9Buckingham Global Advisors LLC: WEP Managed Trading Program03/201525.29%13.95%0.00%9.74
10Demeter Capital Management: Livestock & Grain Trading Program03/201013.45%13.86%-4.47%13.75
11Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200531.42%13.56%-20.51%3.60
12Robot Futures, LLC: Climatic Prophets *QEP*04/20143.36%10.01%-9.82%0.00
13HB Capital Management, Inc.: Diversified Program03/200810.73%9.99%-3.18%5.94
14GNE Management LLC: S&P Futures & Options Strategies12/201323.66%9.90%-3.24%18.20
15The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20046.14%9.89%-4.10%2.00
16Gamma Q, LLC: Commodity Program Managed Account04/201110.76%9.83%-2.23%0.00
17Bluenose Capital Management, LLC: BNC BI Program10/200816.12%9.06%-3.78%2.61
18Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200211.17%8.31%-1.67%12.10
19Claughton Capital, LLC: ARP Institutional Program *QEP*10/20050.43%8.28%-16.03%0.00
20Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20134.33%8.23%-10.98%9.10
21Tomas Capital Pty Ltd: GCAF USD *QEP*07/2011-2.31%8.13%-11.46%1.16
22Bluenose Capital Management, LLC: BNC EI Program07/201018.83%7.93%-0.82%1.86
23Value & Growth CTA, LLC: Value & Growth Program06/20148.27%7.85%-0.64%0.05
24Camkay Capital Management, LLC: Stock Indices Short-Term03/20125.55%7.39%-7.58%3.08
25Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20134.32%6.34%-2.30%1.00
26Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20142.14%6.25%-5.53%18.54
27Katonah Capital Partners Management LLC: KCP Strategy07/20166.40%6.18%-0.51%0.00
28Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-7.12%6.07%-27.86%4.60
29Ditsch Trading, LLC: Agricultural Trading Program01/2011-0.35%6.01%-6.00%8.28
30Covenant Capital Management LLC: CCM Optimal Program *QEP*02/20140.77%5.89%-35.71%3.30
31Clarke Capital Management, Inc.: FXF-Plus Program05/2004-6.26%5.74%-17.34%4.80
32The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.70%5.72%-1.32%48.00
33Warrington Asset Management, LLC: Tactical Program05/20128.14%5.67%0.00%0.00
34Tlaloc Capital, LLC: Grains Program *QEP*04/20107.76%4.81%-1.47%4.00
35Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20145.01%4.80%-4.39%0.20
36White Indian Trading Company Limited: STAIRS Program10/20089.34%4.75%-16.24%0.84
37Urban Tree Capital, LLC: UTC Client Plus Program03/20137.31%4.65%-10.64%0.47
38Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.51%4.37%-0.41%14.50
39White Indian Trading Company Limited: SCS *PROP*08/201016.28%4.37%-1.18%0.20
40Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-9.31%4.31%-13.23%24.00