Inception - 07/14
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Diversified Capital Management: Alpha Return01/20141.26%1.26%-0.31%0.23
21900 Investments Asset Management: Dynamic Oil Strategy01/20145.28%5.28%-1.02%9.50
3Lillian Nicola Asset Management LLC: LNAM Diversified Futures *QEP*06/2014-0.67%-0.67%-1.02%11.23
4Lillian Nicola Asset Management LLC: LNAM Diversified Futures *PROP* *QEP*06/2014-0.61%-0.61%-1.03%2.49
5Bluegrass Capital Management: Cross Market Bias Model *PROP* *QEP*01/20135.18%0.93%-1.25%21.00
6Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.62%2.88%-1.36%0.03
7Leupold Capital Management, LLC: Short Term Systematic *QEP*01/20140.87%0.87%-1.53%1.00
8Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200917.75%6.13%-1.55%229.00
9Blake Capital Management, Inc.: SRD Currencies03/2013-1.20%-0.34%-1.97%0.10
10NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-1.23%-1.53%-2.16%2.38
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*03/20134.78%-2.22%-2.22%5.25
13Diversified Capital Management: Delta Omega Program (Gamma Model)03/20143.09%3.09%-2.71%0.03
14Blake Capital Management, Inc.: SRD Energies08/2011-0.92%-1.03%-2.72%0.10
15Stenger Capital Management, LLC: Diversified Trading Program04/20107.97%-0.80%-3.03%85.87
16Mesirow Financial Commodities Management LLC: Financial Absolute Return Commodity Program *QEP* *CLSD*06/20058.02%-1.65%-3.23%0.00
17Bay Hill Capital Advisors: Bay Hill Commodity Alpha *PROP*07/20126.13%-1.09%-3.77%31.00
18Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*05/20140.59%0.59%-4.04%0.00
19Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20052.97%-0.88%-4.06%6.90
20OptHedge Advisors, LLC: Covered Spreads and Option Writing *QEP*10/200820.04%3.09%-4.08%22.78
21SHARPE+SIGNA LLC: SHARPE+SIGNA Managed Currency Series *QEP*06/201026.72%0.41%-4.12%125.00
22Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*05/2013-3.10%-1.40%-4.29%0.00
23Old Park Capital Ltd.: Maestro *QEP* *FRN*09/20109.66%10.46%-4.29%148.00
24Madison Park Capital Partners, LLC: Madison Park Capital Sentiment Strategy08/201115.06%4.76%-4.50%47.00
25Schindler Capital Management, LLC: Grain Advantage Program06/20134.40%4.39%-4.63%0.05
26Witter & Lester, Inc.: Diversified Trading Program *QEP*04/201316.25%3.39%-4.67%1.27
27Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20138.32%1.80%-4.77%20.00
28Blake Capital Management, Inc.: SRD Short Equities01/2011-1.38%-0.40%-4.87%0.10
29Infinity Advisors, LLC: Treasury Trading *QEP*09/20123.80%1.21%-5.08%1.69
30White Indian Trading Company Limited: SC Strangle *PROP*04/201215.88%7.72%-5.36%0.15
31Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201212.38%2.85%-5.60%65.00
32Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 1 *QEP*05/201313.68%17.97%-5.61%1.28
33Bluegrass Capital Management: Bluegrass Equity Model *QEP*01/20127.92%10.51%-5.72%2.00
34Red Rock Capital, LLC: Commodity Long-Short09/201329.31%21.24%-5.92%5.81
35SA2 Advisors LLP: SA2 Bellwether Plus *FRN* *QEP*06/201210.89%0.79%-6.05%0.00
36Tiber Capital LLP: Tiber Strategic *PROP*06/20123.83%4.10%-6.09%5.00
37August Management Inc: August S&P 500 Program *QEP*12/201220.29%0.74%-6.15%0.20
38Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.62%2.40%-6.34%0.03
39Vallen Advisors, LLC: Vallen Advisors Short Term Systematic *QEP*03/200913.54%3.06%-6.36%80.70
40Orchard Grove Asset Management: Orchard Grove Active Diversified Trading Program (LBCR) *QEP*04/20103.82%-0.28%-6.71%4.25