Inception - 09/14
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Diversified Capital Management: Alpha Return01/20141.33%1.33%-0.31%0.23
2Bluegrass Capital Management: Cross Market Bias Model *PROP* *QEP*01/20135.04%1.56%-1.25%24.00
31900 Investments Asset Management: Dynamic Oil Strategy01/20147.10%7.10%-1.26%8.00
4Lillian Nicola Asset Management LLC: LNAM Diversified Futures *QEP*06/2014-0.87%-0.87%-1.34%7.45
5Lillian Nicola Asset Management LLC: LNAM Diversified Futures *PROP* *QEP*05/2014-1.00%-1.00%-1.55%2.44
6Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200917.83%9.43%-1.55%203.00
7Leupold Capital Management, LLC: Short Term Systematic *QEP*01/20142.23%2.23%-1.80%1.00
8Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20124.59%1.72%-1.85%0.03
9Blake Capital Management, Inc.: SRD Currencies03/2013-1.02%-0.25%-1.97%0.20
10NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-1.78%-2.08%-2.16%2.00
11Intercontinental Managed Futures, LLC.: ICMF Global Futures Momentum Program11/20120.08%0.00%-2.18%0.80
12NovoDyn Advisors LLC: NDC Mean Reversion FT - A *QEP*03/20134.11%-2.44%-2.49%4.00
13Blake Capital Management, Inc.: SRD Energies08/2011-0.94%-1.27%-2.96%0.10
14Stenger Capital Management, LLC: Diversified Trading Program04/20107.65%-0.85%-3.03%79.59
15Mesirow Financial Commodities Management LLC: Financial Absolute Return Commodity Program *QEP* *CLSD*06/20057.82%-2.04%-3.23%39.20
16Bay Hill Capital Advisors: Bay Hill Commodity Alpha *PROP*07/20127.20%2.18%-3.77%37.00
17Value & Growth CTA, LLC: Value & Growth Program06/2014-3.55%-3.55%-3.79%0.04
18Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20146.31%6.31%-4.04%7.09
19Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20052.96%-0.50%-4.06%6.94
20OptHedge Advisors, LLC: Covered Spreads and Option Writing *QEP*10/200819.24%2.11%-4.08%25.47
21SHARPE+SIGNA LLC: SHARPE+SIGNA Managed Currency Series *QEP*06/201025.52%0.23%-4.12%135.00
22Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*05/2013-1.03%1.05%-4.29%14.00
23Old Park Capital Ltd.: Maestro *QEP* *FRN*09/20109.62%12.10%-4.29%268.00
24Madison Park Capital Partners, LLC: Madison Park Capital Sentiment Strategy08/201115.65%8.99%-4.50%62.50
25Schindler Capital Management, LLC: Grain Advantage Program06/20132.02%1.96%-4.63%0.05
26Witter & Lester, Inc.: Diversified Trading Program *QEP*04/201315.08%4.42%-4.67%1.34
27Degraves Capital Management: Degraves Global Diversified Program *QEP*01/201311.15%7.93%-4.77%20.00
28Blake Capital Management, Inc.: SRD Short Equities01/2011-1.28%-0.25%-4.87%0.10
29Infinity Advisors, LLC: Treasury Trading *QEP*09/20122.26%-1.29%-5.08%1.65
30Robot Futures, LLC: Climatic Prophets *QEP*04/201425.04%25.04%-5.47%0.00
31Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/201313.08%19.61%-5.61%1.31
32Bluegrass Capital Management: Bluegrass Equity Model *QEP*01/20127.36%10.33%-5.72%2.00
33Red Rock Capital, LLC: Commodity Long-Short09/201342.45%37.55%-5.92%12.90
34SA2 Advisors LLP: SA2 Bellwether Plus *FRN* *QEP*06/20129.35%-0.74%-6.05%0.00
35Tiber Capital LLP: Tiber Strategic *PROP*06/20122.82%2.40%-6.09%5.00
36August Management Inc: August S&P 500 Program *QEP*12/201221.31%5.51%-6.15%0.20
37Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.37%1.53%-6.34%0.03
38Vallen Advisors, LLC: Vallen Advisors Short Term Systematic *QEP*03/200912.83%0.21%-6.36%73.90
39NickJen Capital Management & Consultants: Natural Resource Discretionary Fund - NDR1 *QEP*04/20084.81%0.19%-6.72%6.00
40Kottke Associates, LLC: Kottke-Commodity Capital *QEP*01/20064.83%-0.84%-6.73%85.00