Inception - 08/16
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1County Cork LLC: Macro Equity Hedge Program02/20167.95%7.95%-0.96%0.00
2Centurion Investment Management, LLC: Zero Margin Program05/2016-1.22%-1.22%-1.22%30.50
3Bluegrass Capital Management: Cross Market Bias Model *PROP* *QEP*01/20132.96%0.98%-1.25%157.00
4Whitman Asset Management: WAM Global Macro Program (1X)10/20145.52%-0.21%-1.40%0.00
5Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20126.38%5.30%-1.95%0.03
6Blake Capital Management, Inc.: SRD Currencies03/2013-0.59%-0.36%-2.47%0.20
7Buttonwood, LLC: Energy Diversified 107/201412.15%2.31%-3.23%20.60
8Stenger Capital Management, LLC: Diversified Trading Program04/20105.33%-0.43%-3.76%44.25
9Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20146.63%6.16%-4.25%24.00
10Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*05/20130.82%1.46%-4.29%367.00
11Abingdon Global, LLC: Global Macro Strategy04/2016-3.40%-3.40%-5.34%2.40
12NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20083.31%0.18%-5.46%48.00
13Bluegrass Capital Management: Bluegrass Equity Model *QEP*01/20125.17%3.72%-5.96%13.00
14Dynamica Global Investments LLC: Dynamica Energy Trading Strategy09/201537.10%10.93%-6.20%14.51
15Tyche Capital Advisors, LLC: TCA Institutional Energy Spreads Program03/20142.04%-0.89%-6.25%4.72
16Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20084.29%6.51%-6.34%0.03
17Turk Capital LLC: Turk Capital US Market Hedge Strategy *QEP*12/2015-5.09%-5.08%-6.62%1.75
18Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20052.19%-1.28%-6.72%2.80
19nordIX AG: NordIX Government Bond Strategy (GBS)01/200913.46%-2.01%-6.85%0.00
20Altavest Wealth Management, LLC: Legend Multi-Strategy CTA *QEP*08/201519.89%12.45%-6.95%0.00
21Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20128.77%4.79%-7.10%45.00
22Coloma Capital Futures, LLC: Coloma Capital Futures *QEP*08/20101.97%-0.45%-7.18%12.50
23Typhon Capital Management, LLC: Chiron Currency Program *QEP*02/20082.92%1.95%-7.29%2.00
24Turning Wheel Capital Inc.: Pure Alpha Program *QEP*01/20123.75%-5.40%-7.42%48.00
25NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-2.75%-0.70%-7.66%0.80
26Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201122.51%16.16%-7.71%362.00
27Boston & Zechiel Management, LLC: Annual Cycle Trading Strategy - Conservative Variant10/20099.05%2.74%-7.97%1.62
28Caddo Capital Management, LLC: Caddo Tactical Diversification Program *QEP*01/20123.58%3.15%-8.06%0.00
29GHR Investment Management: GMASS *QEP*09/20135.53%6.31%-8.47%7.27
30Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Program *FRN*01/20044.18%2.04%-8.57%588.00
31ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20118.68%6.82%-8.89%552.00
32Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20139.83%5.44%-8.93%72.00
33Third Street Ag Investments LLC *QEP*: Fundamental Discretionary Ag Program *QEP*08/20124.13%1.65%-8.98%46.90
34ACT Currency Partner AG: ACT Alpha Strategy *FRN* *PROP*11/20036.00%0.94%-9.14%34.29
35Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/2013-1.79%-4.41%-9.22%57.00
36QuantScape Asset Management LLC: U.S. Equity Index Program *QEP*01/201015.15%4.17%-9.36%6.56
37Atlantic Capital Advisors, LLC: Macro Commodities Program *QEP*02/20065.51%8.32%-9.57%0.00
38FDO Partners, LLC: FDO Developed Currency Strategy 10% Composite *QEP*06/20147.19%-5.81%-10.21%0.00
39Xenfin Capital Limited: XenfinCRT Prime FX Program *QEP*07/201410.31%-0.06%-10.32%5.27
40Atlantic Capital Advisors, LLC: Global Macro Diversified Program *QEP*02/20065.05%8.66%-10.47%6.00