Inception - 11/14
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201420.60%20.60%0.00%17.04
2Diversified Capital Management: Alpha Return01/20140.56%0.56%-0.77%0.23
3Bluegrass Capital Management: Cross Market Bias Model *PROP* *QEP*01/20134.76%1.87%-1.25%33.00
4Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200917.56%11.20%-1.55%220.00
5Leupold Capital Management, LLC: Short Term Systematic *QEP*01/20140.79%0.79%-1.80%1.00
6Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.72%5.01%-1.85%0.03
7Intercontinental Managed Futures, LLC.: ICMF Global Futures Momentum Program11/20120.08%0.00%-2.18%0.70
8Stenger Capital Management, LLC: Diversified Trading Program04/20107.22%-1.46%-3.61%39.59
9Bay Hill Capital Advisors: Bay Hill Commodity Alpha *PROP*07/20127.59%4.29%-3.77%40.00
10Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/201414.84%14.84%-4.04%8.44
11Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20052.85%-1.05%-4.06%6.97
12OptHedge Advisors, LLC: Covered Spreads and Option Writing *QEP*10/200818.48%1.05%-4.08%24.21
13NovoDyn Advisors LLC: NDC Mean Reversion FT - A *QEP*03/20132.64%-4.20%-4.20%2.70
14Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*05/2013-0.41%1.88%-4.29%15.00
15Old Park Capital Ltd.: Maestro *QEP* *FRN*09/20109.66%14.02%-4.29%288.00
161900 Investments Asset Management: Dynamic Oil Strategy01/20142.49%2.49%-4.30%0.50
17Manning & Napier: MN Xenon U.S. Fixed Income (2x) Program *QEP*07/2014-2.58%-2.58%-4.36%685.14
18Schindler Capital Management, LLC: Grain Advantage Program06/20132.35%2.79%-4.63%0.05
19Witter & Lester, Inc.: Diversified Trading Program *QEP*04/201311.74%1.78%-4.67%1.29
20Degraves Capital Management: Degraves Global Diversified Program *QEP*01/201310.68%8.97%-4.77%20.00
21NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-5.31%-5.59%-5.59%1.30
22Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/201311.62%19.61%-5.61%2.30
23Bluegrass Capital Management: Bluegrass Equity Model *QEP*01/20127.17%11.08%-5.72%3.20
24Red Rock Capital, LLC: Commodity Long-Short09/201339.08%41.60%-5.92%0.00
25Value & Growth CTA, LLC: Value & Growth Program06/2014-5.70%-5.70%-5.94%0.04
26Robot Futures, LLC: Climatic Prophets *QEP*04/201429.05%29.05%-6.00%1.60
27Tiber Capital LLP: Tiber Strategic *PROP*06/20122.27%1.50%-6.09%5.00
28Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.66%3.83%-6.34%0.03
29Vallen Advisors, LLC: Vallen Advisors Short Term Systematic *QEP*03/200912.20%-1.00%-6.45%52.00
30Kottke Associates, LLC: Kottke-Commodity Capital *QEP*01/20064.72%-0.99%-6.73%0.00
31The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20066.10%5.42%-6.96%0.00
32Madison Park Capital Partners, LLC: Madison Park Capital Sentiment Strategy08/201112.54%1.98%-6.96%59.01
33Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities01/20116.37%9.21%-6.97%0.85
34SA2 Advisors LLP: SA2 Bellwether Plus *FRN* *QEP*06/20127.42%-3.65%-7.04%0.00
35SAGAT Capital Ltd: SAGAT Capital Diversified Systematic Program *QEP*05/20118.68%9.02%-7.07%3.50
36Coloma Capital Futures, LLC: Coloma Capital Futures *QEP*08/20101.47%0.55%-7.18%5.00
37ROW Asset Management, LLC: ROW Diversified Program *QEP*11/201111.16%22.85%-7.37%8.00
38Diversified Capital Management: Delta Omega Program (Gamma Model)03/20141.77%1.77%-7.52%0.03
39Diversified Capital Management: Alpha Index (Enhanced Equity Index Program)08/201325.81%20.29%-7.59%0.04
40Trycon GCM AG: TRYCON Basic Invest HAIG Class C *FRN*02/20102.75%11.15%-7.61%23.10