08/16 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Warrington Asset Management, LLC: Tactical Program05/20128.14%5.67%0.00%0.00
2Global Sigma Group, LLC: Global Sigma Equity Advantage (GSEA)05/20163.85%2.27%0.00%5.02
3Buckingham Global Advisors LLC: WEP Managed Trading Program03/201525.29%13.95%0.00%9.74
4Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.51%4.37%-0.41%14.50
5Katonah Capital Partners Management LLC: KCP Strategy07/20166.40%6.18%-0.51%0.00
6Rivercast Capital LLC: Rivercast Program *QEP*10/20122.76%1.82%-0.52%0.00
7White Indian Trading Company Limited: SCS Client02/201111.92%2.45%-0.59%0.25
8Value & Growth CTA, LLC: Value & Growth Program06/20148.27%7.85%-0.64%0.05
9Bluenose Capital Management, LLC: BNC EI Program07/201018.83%7.93%-0.82%1.86
10CTS Asset Management LLC: Flagship Program SV (Standard Volatility) *PROP* *QEP*01/201620.51%15.59%-0.99%1.58
11Portfolio Concept GmbH: PC Global Systematic *QEP*01/20072.12%1.25%-1.09%33.30
12White Indian Trading Company Limited: SCS *PROP*08/201016.28%4.37%-1.18%0.20
13Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201528.86%20.10%-1.23%1.20
14Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20064.78%4.29%-1.25%14.00
15The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.70%5.72%-1.32%48.00
16Tlaloc Capital, LLC: Grains Program *QEP*04/20107.76%4.81%-1.47%4.00
17Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201363.07%38.16%-1.52%12.07
18NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/20167.38%2.99%-1.60%37.53
19Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200211.17%8.31%-1.67%12.10
20Pinstripe Trading, LLC: Standard Trading Program08/200910.26%4.08%-1.84%7.90
21Synergie Capital Management LLC: Synergie Focused Stratgey01/201529.91%21.28%-1.90%0.00
22Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20118.35%0.52%-1.97%3.77
23White Indian Trading Company Limited: 24 Program *PROP*01/20168.75%3.89%-2.09%0.25
24Covenant Capital Management LLC: CCM Original Program *QEP*09/19990.38%0.29%-2.10%28.00
25Gamma Q, LLC: Commodity Program Managed Account04/201110.76%9.83%-2.23%0.00
26Sinopac Asset Management (Asia) Limited: SinoPac Multi Strategy Quant Master Strategy *FRN* *QEP*10/20096.44%2.17%-2.29%7.96
27Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20134.32%6.34%-2.30%1.00
28Amapa Capital Advisors LLC: Amapa Investment Program02/200710.07%0.64%-2.30%8.40
29Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/2008-2.00%-1.06%-2.36%0.03
30Crescendo Capital Management: Neutron Decay Client Strategy07/201213.09%2.94%-2.43%1.50
31Orion Capital Advisors Inc: Beta opportunity Strategy *PROP*11/201521.10%14.45%-2.45%1.20
32Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-2.59%-1.04%-2.59%0.00
33Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/20132.67%-2.04%-2.59%12.00
34Centurion Investment Management, LLC: Zero Margin Program06/2016-1.12%-1.29%-2.63%0.00
35Covenant Capital Management LLC: CCM Aggressive Program *QEP*02/2004-2.44%-1.39%-2.66%6.00
36Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-0.34%0.54%-2.88%0.00
37Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/2012-1.43%-1.17%-2.93%0.03
38Abingdon Global, LLC: Macro Catalyst Driven Strategy04/20163.95%3.09%-2.96%35.51
39Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20012.23%-1.92%-3.08%0.00
40Ring Capital Management, LLC: S&P E-Mini Select Program01/201218.06%15.43%-3.14%5.77