Inception - 04/13
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Greenwave Capital Management, LLC: Greenwave Flagship Discretionary Plus *QEP*09/20123.50%1.25%0.00%14.00
2Hallenborg & Sandström: FX MOMENTUM PROGRAM07/201244.64%23.12%-0.30%0.55
3Stenger Capital Management, LLC: Diversified Trading Program04/201012.26%0.52%-0.55%204.17
4Quant Trading, LLC: FX Index Arb - Currency Trading Program *PROP* *QEP*09/20125.46%3.43%-0.56%0.03
5EF Financial Services: EF Xi08/20122.36%1.76%-0.60%0.07
6Ritenour Investment Group, LLC: RIG_ES03/20134.22%4.22%-0.66%0.84
7Greenwave Capital Management, LLC: Greenwave Flagship Futures Only *QEP*07/20081.02%0.19%-0.82%331.20
8Greenwave Capital Management, LLC: Greenwave Flagship *QEP*06/20081.29%0.20%-1.31%91.00
9Newport Private Capital (formerly Censura Futures Mgmt): Optimum Income Program02/20087.49%-0.16%-1.42%49.04
10Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200919.00%4.06%-1.55%63.00
11Ritenour Investment Group, LLC: RIG_ES *PROP*08/201211.08%2.84%-1.82%0.03
12Blake Capital Management, Inc.: SRD Energies08/2011-0.95%-0.07%-1.96%0.10
13PRT Capital: PRT Alpha 2X *QEP*08/20125.22%2.49%-2.16%7.89
14Intercontinental Managed Futures, LLC.: ICMF Global Futures Momentum Program11/20120.16%1.46%-2.18%0.40
15White Indian Trading Company Limited: SC Strangle *PROP*04/201220.17%1.37%-2.44%0.15
16Degraves Capital Management: Degraves Global Diversified Program *QEP*01/201310.97%10.97%-2.50%5.00
17JE Moody & Company LLC: JEM Commodity Relative Value Program *QEP*05/20067.83%-1.83%-2.75%351.00
18Systematic Alpha Management LLC: Multi Strategy *QEP*02/201211.22%2.49%-2.87%60.00
19Lillian Nicola Asset Management LLC: LNAM Diversified Forex *FXE* *QEP*07/20125.43%0.89%-2.92%1.65
20Blake Capital Management, Inc.: SRD Short Equities01/2011-1.37%-0.37%-3.16%0.05
21Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20053.55%0.74%-3.43%8.32
22Matic Capital Allocation LLC: Managed Account Program *QEP*01/20136.12%6.12%-3.57%4.00
23Advanced Arbitrage Concepts: Advanced Arbitrage Concepts10/20125.43%-2.13%-3.70%1.11
24SHARPE+SIGNA LLC: SHARPE+SIGNA Managed Currency Series *QEP*06/201040.24%7.77%-4.12%102.00
25Trycon GCM AG: TRYCON Basic Invest HAIG Class C *FRN*02/20102.38%2.14%-4.39%8.19
26Quality Capital Management Ltd: Alpha Financials Programme *QEP*06/201216.13%12.55%-4.64%71.00
27Urban Tree Capital, LLC: UTC Plus *PROP*01/201245.92%11.54%-4.68%0.28
28Salus Alpha Capital GmbH: Salus Alpha Commodity Arbitrage*FRN*12/200311.02%-0.47%-4.76%196.00
29Coloma Capital Futures, LLC: Coloma Capital Futures *PROP* *QEP*08/20101.84%-1.99%-4.77%20.90
30Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities01/20115.02%-0.08%-4.82%0.78
31Atlantic Capital Advisors, LLC: Discretionary Multi-Manager Commodities Program *QEP*01/20085.49%1.55%-4.94%15.70
32TallShip Capital Management: TallShip Capital Program*QEP*06/2011-1.15%0.80%-5.03%6.00
33ISATYS Advisory AG: SINGULARITY - Managed Futures Program (Trading System) *FRN*07/201029.60%4.04%-5.07%10.40
34Sequoia Hill Capital Management: SHCM Gold AP *QEP*05/201228.23%1.21%-5.09%0.18
35Rhicon Currency Management (UK) Ltd.: Rhicon Strategic Currency Program *FRN*01/20044.90%-1.81%-5.41%337.00
36Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20117.07%4.84%-5.51%23.60
37Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201211.22%9.73%-5.60%32.00
38Sequoia Hill Capital Management: SHCM DIVERSIFIED SST *QEP*01/201138.11%-1.44%-5.87%2.99
39QuantMetrics Capital Management, LLP: QM Premier Strategy Program *QEP* *CLSD*03/20043.60%-2.54%-5.90%265.00
40Atlantic Capital Advisors, LLC: Systematic Macro - Commodities *QEP* *PROP*12/20104.77%2.19%-6.08%1.21