08/14 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201376.59%38.16%-24.12%12.07
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20119.11%28.63%-25.60%27.34
3Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19810.89%18.65%-25.28%2.99
4Ring Capital Management, LLC: S&P E-Mini Select Program01/20127.31%15.43%-26.73%5.77
5Demeter Capital Management: Livestock & Grain Trading Program03/20103.25%13.86%-10.39%13.75
6Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200517.20%13.56%-20.51%3.60
7Robot Futures, LLC: Climatic Prophets *QEP*04/2014-0.78%10.01%-29.95%0.00
8HB Capital Management, Inc.: Diversified Program03/20080.52%9.99%-23.71%5.94
9GNE Management LLC: S&P Futures & Options Strategies12/201320.96%9.90%-8.87%18.20
10The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200413.45%9.89%-6.45%2.00
11Gamma Q, LLC: Commodity Program Managed Account04/20114.50%9.83%-15.78%0.00
12Bluenose Capital Management, LLC: BNC BI Program10/20086.29%9.06%-12.08%2.61
13Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.54%8.31%-7.07%12.10
14Claughton Capital, LLC: ARP Institutional Program *QEP*10/20052.07%8.28%-25.54%0.00
15Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20137.23%8.23%-14.76%9.10
16Tomas Capital Pty Ltd: GCAF USD *QEP*07/20116.10%8.13%-41.93%1.16
17Bluenose Capital Management, LLC: BNC EI Program07/20100.46%7.93%-22.48%1.86
18Value & Growth CTA, LLC: Value & Growth Program06/20140.23%7.85%-10.72%0.05
19Camkay Capital Management, LLC: Stock Indices Short-Term03/20124.26%7.39%-13.54%3.08
20Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20135.69%6.34%-12.45%1.00
21Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-0.34%6.25%-21.22%18.54
22Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-20.97%6.07%-70.03%4.60
23Ditsch Trading, LLC: Agricultural Trading Program01/20111.17%6.01%-19.63%8.28
24Covenant Capital Management LLC: CCM Optimal Program *QEP*02/2014-32.07%5.89%-93.93%3.30
25Clarke Capital Management, Inc.: FXF-Plus Program05/20044.83%5.74%-18.10%4.80
26The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.18%5.72%-9.33%48.00
27Warrington Asset Management, LLC: Tactical Program05/20126.87%5.67%-4.12%0.00
28Tlaloc Capital, LLC: Grains Program *QEP*04/2010-0.42%4.81%-14.46%4.00
29Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.97%4.80%-11.75%0.20
30White Indian Trading Company Limited: STAIRS Program10/2008-4.18%4.75%-30.41%0.84
31Urban Tree Capital, LLC: UTC Client Plus Program03/20133.20%4.65%-13.72%0.47
32Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20122.97%4.37%-5.96%14.50
33White Indian Trading Company Limited: SCS *PROP*08/20102.01%4.37%-22.47%0.20
34Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-1.70%4.31%-15.00%24.00
35Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20064.81%4.29%-9.32%14.00
36Westphal Trading: Diversified Trend-Following *PROP*05/201010.87%4.17%-21.64%0.28
37Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-5.13%7.90
38Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199715.77%3.92%-6.42%5.00
39Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20006.50%3.44%-5.73%3.32
40Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20071.42%3.22%-13.93%0.00