Inception - 03/14
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Red Rock Capital, LLC: Commodity Long/Short09/201327.39%19.43%0.00%1.87
21900 Investments Asset Management: Dynamic Oil Strategy01/20145.39%5.39%-0.72%6.50
3Leupold Capital Management, LLC: Short Term Systematic *QEP*01/20141.18%1.18%-0.90%1.00
4Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20126.85%2.89%-1.36%0.03
5Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200918.70%4.16%-1.55%212.50
6Blake Capital Management, Inc.: SRD Currencies03/2013-0.88%0.42%-1.69%0.10
7Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *PROP* *QEP*10/20131.91%1.10%-2.05%1.00
8NovoDyn Advisors LLC: NDC Mean Reversion FT - A03/20136.67%-1.84%-2.12%7.96
9Intercontinental Managed Futures, LLC.: ICMF Global Futures Momentum Program11/20120.11%0.00%-2.18%0.40
10Greenwave Capital Management, LLC: Greenwave Flagship Discretionary Plus *QEP*09/20121.21%-0.17%-2.20%0.00
11Blake Capital Management, Inc.: SRD Energies08/2011-0.63%0.05%-2.30%0.10
12Mesirow Financial Commodities Management LLC: Financial Absolute Return Commodity Program *QEP* *CLSD*06/20058.37%-1.32%-2.35%331.04
13Stenger Capital Management, LLC: Diversified Trading Program04/20108.68%-0.72%-2.79%134.27
14Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20053.11%-0.63%-3.43%16.98
15Bay Hill Capital Advisors: Bay Hill Commodity Alpha *PROP*07/20127.24%-1.24%-3.49%25.00
16Greenwave Capital Management, LLC: Greenwave Flagship Plus05/2013-2.72%-0.24%-3.49%0.00
17Schindler Capital Management, LLC: Grain Advantage Program06/20134.54%3.79%-3.56%0.05
18Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20137.95%1.65%-3.63%7.00
19Robot Futures, LLC: Climatic Prophets *PROP*05/2013361.32%35.54%-3.85%0.72
20OptHedge Advisors, LLC: Covered Spreads and Option Writing *QEP*10/200820.72%0.04%-4.08%20.64
21SHARPE+SIGNA LLC: SHARPE+SIGNA Managed Currency Series *QEP*06/201029.36%0.40%-4.12%140.00
22Blake Capital Management, Inc.: SRD Short Equities01/2011-1.45%-0.16%-4.64%0.10
23Degraves Capital Management: Degraves Global Diversified Program *QEP*01/201313.82%5.46%-4.77%14.00
24Infinity Advisors, LLC: Treasury Trading *QEP*09/20122.43%-2.14%-5.13%1.84
25White Indian Trading Company Limited: SC Strangle *PROP*04/201217.74%5.86%-5.36%0.15
26Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201213.47%1.10%-5.60%60.00
27Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 1 *QEP*05/201317.03%17.62%-5.61%1.22
28Rhicon Currency Management (UK) Ltd.: Rhicon Strategic Currency Program *FRN*01/20044.29%-2.22%-5.78%485.00
29QuantMetrics Capital Management, LLP: QM Premier Strategy Program *QEP* *CLSD*03/20043.56%0.62%-5.90%210.00
30Quantum Peak Capital, LLC: Quantum I Program08/20139.71%11.01%-5.97%1.15
31SA2 Advisors LLP: SA2 Bellwether Plus *FRN* *QEP*06/201211.79%-1.17%-6.05%0.00
32Systematic Alpha Management LLC: Multi Strategy *QEP*02/20124.55%-5.42%-6.14%27.00
33August Management Inc: August S&P 500 Program *QEP*12/201223.21%-2.20%-6.15%0.20
34Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.94%2.88%-6.34%0.03
35Vallen Advisors, LLC: Vallen Advisors Short Term Systematic *QEP*03/200914.14%1.98%-6.36%41.50
36Old Park Capital Ltd.: Maestro *QEP* *FRN*09/20105.93%0.35%-6.66%135.00
37QuantMetrics Capital Management, LLP: QM Directional Program *QEP*01/20076.02%2.41%-6.79%250.00
38The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.91%-0.10%-6.85%75.00
39Silicon Valley Quantitative Advisors (SV Quant): Contrarian S&P500 Quantitative Program (CSQP) *PROP*09/201311.07%4.76%-7.18%0.16
40Bleecker Street Capital, LLC: Systematic Global Macro Program *QEP*05/20092.99%-2.66%-7.24%83.00