08/14 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20144.44%0.02%-0.93%225.00
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.38%0.83%-1.63%64.00
3Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.54%-1.06%-2.36%0.03
4Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.85%1.25%-2.45%33.30
5Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20124.34%-1.17%-2.93%0.03
6Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20102.63%0.29%-3.09%145.00
7Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.88%0.21%-3.43%316.00
8Warrington Asset Management, LLC: Tactical Program05/20126.87%5.67%-4.12%0.00
9Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-5.13%7.90
10Amapa Capital Advisors LLC: Amapa Investment Program02/20078.00%0.64%-5.28%8.40
11Schindler Capital Management, LLC: Dairy Advantage Program08/20055.57%-3.96%-5.36%7.80
12Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20006.50%3.44%-5.73%3.32
13Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20122.97%4.37%-5.96%14.50
14Crescendo Capital Management: Neutron Decay Client Strategy07/20127.23%2.94%-6.00%1.50
15Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.76%4.98%-6.03%61.00
16Fort LP: FORT Global Contrarian *QEP*10/20022.84%2.94%-6.09%1,906.16
17Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.98%2.32%-6.31%0.00
18Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199715.77%3.92%-6.42%5.00
19The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200413.45%9.89%-6.45%2.00
20Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.68%-1.37%-6.69%10,900.00
21Millburn Corporation: Diversified Program02/19778.21%0.28%-6.81%2,900.00
22Millburn Corporation: Millburn Multi-Markets Program10/20048.55%-0.06%-6.87%591.00
23Quantitative Investment Management, LLC: Global Program *QEP*10/200311.95%5.47%-6.92%2,177.00
24Rivercast Capital LLC: Rivercast Program *QEP*10/20120.79%1.82%-6.99%0.00
25Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.54%8.31%-7.07%12.10
26Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.87%8.53%-7.18%60.00
27Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.88%1.96%-7.22%57.91
28County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.81%0.29%-7.57%12.00
29Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20141.19%-6.20%-7.64%36.50
30Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201111.77%-6.00%-7.78%436.00
31Ancile Capital Management, LLC: Global Markets Program04/200517.93%1.57%-7.86%3.50
32Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20114.14%0.52%-8.02%3.77
33Chesapeake Capital Corporation: Diversified Program *QEP*02/19883.08%-1.98%-8.28%133.00
34GNE Management LLC: S&P Futures & Options Strategies12/201320.96%9.90%-8.87%18.20
35Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20035.54%2.92%-8.98%194.00
36The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.24%2.40%-9.16%142.00
37Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20064.81%4.29%-9.32%14.00
38The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.18%5.72%-9.33%48.00
39Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20137.69%3.42%-9.59%51.00
40Mobius Asset Management, Inc.: Energy Trading Program01/2005-3.31%-2.02%-9.60%1.00