Inception - 08/14
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Diversified Capital Management: Alpha Return01/20140.97%0.97%-0.31%0.23
2Bluegrass Capital Management: Cross Market Bias Model *PROP* *QEP*01/20134.97%1.03%-1.25%24.00
31900 Investments Asset Management: Dynamic Oil Strategy01/20144.92%4.92%-1.26%8.50
4Lillian Nicola Asset Management LLC: LNAM Diversified Futures *QEP*06/2014-1.34%-1.34%-1.34%7.42
5Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.15%2.43%-1.36%0.03
6Lillian Nicola Asset Management LLC: LNAM Diversified Futures *PROP* *QEP*05/2014-1.55%-1.55%-1.55%2.44
7Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200917.82%7.93%-1.55%218.00
8Leupold Capital Management, LLC: Short Term Systematic *QEP*01/20140.12%0.12%-1.80%1.00
9Blake Capital Management, Inc.: SRD Currencies03/2013-1.12%-0.31%-1.97%0.20
10NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-1.51%-1.80%-2.16%2.18
11Intercontinental Managed Futures, LLC.: ICMF Global Futures Momentum Program11/20120.09%0.00%-2.18%0.80
12NovoDyn Advisors LLC: NDC Mean Reversion FT - A *QEP*03/20134.31%-2.50%-2.50%4.25
13Blake Capital Management, Inc.: SRD Energies08/2011-0.91%-1.10%-2.79%0.10
14Value & Growth CTA, LLC: Value & Growth Program06/2014-2.63%-2.63%-2.87%0.05
15Stenger Capital Management, LLC: Diversified Trading Program04/20107.85%-0.65%-3.03%84.44
16Mesirow Financial Commodities Management LLC: Financial Absolute Return Commodity Program *QEP* *CLSD*06/20057.93%-1.77%-3.23%0.00
17Bay Hill Capital Advisors: Bay Hill Commodity Alpha *PROP*07/20126.04%-0.78%-3.77%37.00
18Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20148.76%8.76%-4.04%6.30
19Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20052.96%-0.74%-4.06%6.93
20OptHedge Advisors, LLC: Covered Spreads and Option Writing *QEP*10/200819.87%3.78%-4.08%24.61
21SHARPE+SIGNA LLC: SHARPE+SIGNA Managed Currency Series *QEP*06/201025.75%-0.88%-4.12%135.00
22Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*05/2013-3.07%-1.62%-4.29%0.00
23Old Park Capital Ltd.: Maestro *QEP* *FRN*09/20109.48%10.58%-4.29%168.00
24Madison Park Capital Partners, LLC: Madison Park Capital Sentiment Strategy08/201115.79%8.08%-4.50%54.04
25Schindler Capital Management, LLC: Grain Advantage Program06/20133.53%3.67%-4.63%0.05
26Witter & Lester, Inc.: Diversified Trading Program *QEP*04/201315.26%3.44%-4.67%1.34
27Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20138.67%3.03%-4.77%20.00
28Blake Capital Management, Inc.: SRD Short Equities01/2011-1.31%-0.26%-4.87%0.10
29Infinity Advisors, LLC: Treasury Trading *QEP*09/20122.42%-1.17%-5.08%1.65
30White Indian Trading Company Limited: SC Strangle *PROP*04/201215.40%7.97%-5.36%0.15
31Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 1 *QEP*05/201313.95%19.61%-5.61%1.31
32Bluegrass Capital Management: Bluegrass Equity Model *QEP*01/20127.70%10.62%-5.72%2.40
33Red Rock Capital, LLC: Commodity Long-Short09/201325.36%17.53%-5.92%10.18
34SA2 Advisors LLP: SA2 Bellwether Plus *FRN* *QEP*06/20128.96%-2.27%-6.05%0.00
35Tiber Capital LLP: Tiber Strategic *PROP*06/20123.42%3.50%-6.09%5.00
36August Management Inc: August S&P 500 Program *QEP*12/201222.09%5.00%-6.15%0.20
37Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.51%2.05%-6.34%0.03
38Vallen Advisors, LLC: Vallen Advisors Short Term Systematic *QEP*03/200913.08%1.82%-6.36%80.90
39NickJen Capital Management & Consultants: Natural Resource Discretionary Fund - NDR1 *QEP*04/20084.95%0.68%-6.72%6.00
40Kottke Associates, LLC: Kottke-Commodity Capital *QEP*01/20064.88%-0.83%-6.73%77.00