08/12 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201112.16%28.63%-27.50%27.34
2Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19811.54%18.65%-30.18%2.99
3Ring Capital Management, LLC: S&P E-Mini Select Program01/201212.52%15.43%-26.73%5.77
4Demeter Capital Management: Livestock & Grain Trading Program03/20106.08%13.86%-10.39%13.75
5Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200517.05%13.56%-20.51%3.60
6HB Capital Management, Inc.: Diversified Program03/20082.78%9.99%-23.71%5.94
7The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.42%9.89%-12.60%2.00
8Gamma Q, LLC: Commodity Program Managed Account04/20116.90%9.83%-15.78%0.00
9Bluenose Capital Management, LLC: BNC BI Program10/20085.27%9.06%-16.81%2.61
10Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.53%8.31%-7.07%12.10
11Claughton Capital, LLC: ARP Institutional Program *QEP*10/20052.61%8.28%-25.54%0.00
12Tomas Capital Pty Ltd: GCAF USD07/20119.07%8.13%-41.93%1.16
13Bluenose Capital Management, LLC: BNC EI Program07/20102.25%7.93%-22.48%1.86
14Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.06%7.39%-20.79%3.08
15Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-7.42%6.07%-70.03%4.60
16Ditsch Trading, LLC: Agricultural Trading Program01/2011-4.11%6.01%-45.84%8.28
17Clarke Capital Management, Inc.: FXF-Plus Program05/20043.18%5.74%-20.34%4.80
18The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.51%5.72%-9.33%48.00
19Warrington Asset Management, LLC: Tactical Program05/20129.03%5.67%-4.12%0.00
20Tlaloc Capital, LLC: Grains Program *QEP*04/20101.33%4.81%-14.46%4.00
21White Indian Trading Company Limited: STAIRS Program10/2008-0.94%4.75%-34.15%0.84
22Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.32%4.37%-5.96%14.50
23White Indian Trading Company Limited: SCS *PROP*08/20104.11%4.37%-22.47%0.20
24Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-2.34%4.31%-15.29%24.00
25Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20062.70%4.29%-12.93%14.00
26Westphal Trading: Diversified Trend-Following *PROP*05/20101.90%4.17%-24.32%0.28
27Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-6.87%7.90
28Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19976.96%3.92%-16.28%5.00
29Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.55%3.44%-13.66%3.32
30Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20077.08%3.22%-13.93%0.00
31Crescendo Capital Management: Neutron Decay Client Strategy07/20126.33%2.94%-10.24%1.50
32County Cork LLC: The County Cork RLA I Program *QEP*12/20085.97%2.65%-17.13%3.00
33NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-0.11%2.53%-22.86%36.20
34Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/2000-2.88%2.50%-21.85%19.00
35Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-0.14%2.47%-25.58%23.00
36White Indian Trading Company Limited: SCS Client02/20112.89%2.45%-19.44%0.25
37Auctos Capital Management LLC: Global Diversified Program *QEP*11/20072.19%2.32%-6.68%0.00
38Sinopac Asset Management (Asia) Limited: SinoPac Multi Strategy Quant Master Strategy *FRN* *QEP*10/2009-0.87%2.17%-14.88%7.96
39Ancile Capital Management, LLC: Global Markets Program04/200513.03%1.57%-13.86%3.50
40Portfolio Concept GmbH: PC Global Systematic *QEP*01/20073.05%1.25%-5.97%33.30