08/12 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.20%-1.06%-2.36%0.03
2Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20124.84%-1.17%-2.93%0.03
3Warrington Asset Management, LLC: Tactical Program05/20129.03%5.67%-4.12%0.00
4Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.32%4.37%-5.96%14.50
5Portfolio Concept GmbH: PC Global Systematic *QEP*01/20073.05%1.25%-5.97%33.30
6Auctos Capital Management LLC: Global Diversified Program *QEP*11/20072.19%2.32%-6.68%0.00
7Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-6.87%7.90
8Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.53%8.31%-7.07%12.10
9Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20113.52%0.52%-8.02%3.77
10The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.51%5.72%-9.33%48.00
11Crescendo Capital Management: Neutron Decay Client Strategy07/20126.33%2.94%-10.24%1.50
12Demeter Capital Management: Livestock & Grain Trading Program03/20106.08%13.86%-10.39%13.75
13Red Rock Capital, LLC: Systematic Global Macro Program09/20034.79%-3.67%-10.96%31.78
14Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20084.50%-5.50%-12.24%17.86
15Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20011.92%-1.92%-12.27%0.00
16The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.42%9.89%-12.60%2.00
17Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20062.70%4.29%-12.93%14.00
18Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.55%3.44%-13.66%3.32
19Ancile Capital Management, LLC: Global Markets Program04/200513.03%1.57%-13.86%3.50
20Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-2.94%-1.04%-13.86%0.00
21Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20077.08%3.22%-13.93%0.00
22Tlaloc Capital, LLC: Grains Program *QEP*04/20101.33%4.81%-14.46%4.00
23Sandpiper Asset Managment: SAM Liquid Program *QEP*08/20127.58%-11.91%-14.72%17.00
24Sinopac Asset Management (Asia) Limited: SinoPac Multi Strategy Quant Master Strategy *FRN* *QEP*10/2009-0.87%2.17%-14.88%7.96
25Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-2.34%4.31%-15.29%24.00
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-0.24%-3.27%-15.53%50.00
27Gamma Q, LLC: Commodity Program Managed Account04/20116.90%9.83%-15.78%0.00
28Amapa Capital Advisors LLC: Amapa Investment Program02/20071.74%0.64%-16.19%8.40
29Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19976.96%3.92%-16.28%5.00
30Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20062.84%0.54%-16.54%0.00
31Mehnert Capital Management, LLC: Diversified Trading Program *QEP*03/20121.77%-3.29%-16.75%1.24
32Eckhardt Trading Company: Standard Plus Program *QEP*10/19910.68%-2.60%-16.81%36.20
33Bluenose Capital Management, LLC: BNC BI Program10/20085.27%9.06%-16.81%2.61
34Centurion Investment Management, LLC: Diversified 2X (Composite)08/20122.06%-5.79%-16.90%0.00
35Mehnert Capital Management, LLC: Diversified Trading Program *PROP* *QEP*02/201210.56%-1.67%-17.00%2.62
36County Cork LLC: The County Cork RLA I Program *QEP*12/20085.97%2.65%-17.13%3.00
37Mobius Asset Management, Inc.: Energy Trading Program01/2005-3.61%-2.02%-17.57%1.00
38Emil Van Essen, LLC: EvE Systematic Global Opportunities Program09/20072.44%-5.17%-18.09%11.00
39Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19992.30%-2.31%-18.33%13.28
40White Indian Trading Company Limited: SCS Client02/20112.89%2.45%-19.44%0.25