Inception - 11/16
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.88%4.82%-1.99%0.03
2DeltaHedge: DH NIX Alpha Program11/20152.72%3.00%-2.32%1.03
3Buttonwood, LLC: Energy Diversified 107/201412.03%5.00%-3.23%20.20
4Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*05/20131.17%2.95%-4.29%340.00
5Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20144.56%2.55%-4.69%35.00
6Abingdon Global, LLC: Global Macro Strategy04/2016-2.19%-2.19%-5.34%5.91
7NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20083.28%0.71%-5.46%58.00
8Tyche Capital Advisors, LLC: TCA Institutional Energy Spreads Program03/20142.04%-0.38%-6.25%5.80
9Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20084.00%5.26%-6.34%0.03
10Dynamica Global Investments LLC: Dynamica Energy Trading Strategy09/201524.04%5.92%-6.53%14.88
11Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20052.12%-1.58%-6.72%2.81
12Kottke Associates, LLC: Kottke-Commodity Capital *QEP*01/20063.76%-0.67%-6.73%0.00
13Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20128.58%6.11%-7.10%45.00
14Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201122.69%23.13%-7.71%382.00
15Turk Capital LLC: Turk Capital US Market Hedge Strategy *QEP*12/2015-7.81%-7.80%-7.81%1.52
16Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20114.88%3.01%-8.02%3.74
17Caddo Capital Management, LLC: Caddo Tactical Diversification Program *QEP*01/20123.25%2.44%-8.06%0.00
18ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20116.71%-0.60%-8.89%644.00
19Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20138.17%1.70%-8.93%97.00
20Kinkopf Capital Management, LLC: KCM S&P SELECT *PROP*07/201524.41%7.49%-9.66%0.11
21Salus Alpha Capital GmbH: Salus Alpha Commodity Arbitrage Stategy *FRN*12/20038.54%6.48%-10.00%0.00
22Xenfin Capital Limited: XenfinCRT Prime FX Program *QEP*07/201410.12%2.00%-10.32%5.30
23Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20136.74%-9.77%-10.56%6.10
24Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201040.99%9.12%-10.69%106.00
25Sophic Associates, LLC: Sophic Macro *QEP*01/20131.44%7.31%-10.71%0.00
26Pinstripe Trading, LLC: Standard Trading Program08/20098.50%9.34%-11.31%5.50
27GHR Investment Management: GMASS *QEP*09/20132.49%-2.00%-11.34%3.00
28Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.72%9.53%-11.63%197.03
29EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20149.40%1.74%-11.80%22.10
30Value & Growth CTA, LLC: Value & Growth Program06/2014-3.06%-1.36%-11.97%0.09
31Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.28%-6.16%-13.09%445.26
32Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20012.80%-4.50%-13.19%3.05
33Eco Capital Management, LLC: Global Opportunities Program *QEP*09/20075.14%-1.45%-13.45%0.00
34Salus Alpha Capital GmbH: Salus Alpha Global Alpha *QEP* *FRN*03/200312.36%7.07%-13.49%0.00
35Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20102.10%-1.52%-13.58%169.00
36Urban Tree Capital, LLC: UTC Client Plus Program03/20132.66%11.60%-13.72%0.84
37Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.52%5.12%-13.77%430.00
38Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200211.96%5.95%-14.44%10.00
39Sandpiper Asset Managment: SAM Liquid Program *QEP*08/201212.02%4.73%-14.72%26.50
40Willowbridge Associates Inc.: wPraxis Futures Trading Approach (3X net)05/200819.25%-0.26%-14.89%1,306.45