08/15 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20142.14%0.02%-0.93%225.00
2White Indian Trading Company Limited: SCS *PROP*08/201015.11%4.37%-1.21%0.20
3Warrington Asset Management, LLC: Tactical Program05/20126.86%5.67%-1.28%0.00
4NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.24%0.83%-1.63%64.00
5Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.58%0.21%-1.70%316.00
6White Indian Trading Company Limited: SCS Client02/201111.81%2.45%-1.70%0.25
7Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.92%1.96%-2.16%57.91
8Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20082.67%-1.06%-2.36%0.03
9Crescendo Capital Management: Neutron Decay Client Strategy07/201213.60%2.94%-2.43%1.50
10Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.58%1.25%-2.45%33.30
11Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20122.43%-1.17%-2.93%0.03
12Quantitative Investment Management, LLC: Global Program *QEP*10/200316.75%5.47%-2.98%2,177.00
13Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.31%0.29%-3.09%145.00
14Pinstripe Trading, LLC: Standard Trading Program08/20096.53%4.08%-3.10%7.90
15Gamma Q, LLC: Commodity Program Managed Account04/20117.11%9.83%-3.54%0.00
16Valia Capital Management LLC: Global Tactical Program05/20144.57%-1.01%-3.81%18.68
17Millburn Corporation: Diversified Program02/19776.57%0.28%-4.61%2,900.00
18Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20147.73%4.98%-4.73%61.00
19Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20122.76%4.37%-4.77%14.50
20Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199716.49%3.92%-4.92%5.00
21Millburn Corporation: Millburn Multi-Markets Program10/20047.03%-0.06%-5.00%591.00
22Amapa Capital Advisors LLC: Amapa Investment Program02/200710.38%0.64%-5.28%8.40
23Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20139.12%3.42%-5.31%51.00
24Schindler Capital Management, LLC: Dairy Advantage Program08/20052.07%-3.96%-5.36%7.80
25Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20003.87%3.44%-5.70%3.32
26The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20048.72%9.89%-5.86%2.00
27Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-0.68%-1.37%-5.93%10,900.00
28Fort LP: FORT Global Contrarian *QEP*10/20020.46%2.94%-6.06%1,906.16
29Buckingham Global Advisors LLC: WEP Managed Trading Program03/201518.64%13.95%-6.28%9.74
30Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-1.10%2.32%-6.28%0.00
31Rivercast Capital LLC: Rivercast Program *QEP*10/2012-2.05%1.82%-6.84%0.00
32Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.07%8.31%-6.96%12.10
33Demeter Capital Management: Livestock & Grain Trading Program03/20104.83%13.86%-7.04%13.75
34Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20066.08%4.29%-7.12%14.00
35Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.28%8.53%-7.13%60.00
36Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20109.55%4.25%-7.22%126.00
37Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20137.88%6.34%-7.27%1.00
38Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-3.79%-1.98%-7.44%133.00
39Covenant Capital Management LLC: CCM Original Program *QEP*09/1999-2.69%0.29%-7.56%28.00
40County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.78%0.29%-7.57%12.00