Portfolio Manager:

Jamie Charles
Advisor:
Greenwave Capital Management
Address:
504 Lavaca St, Suite 940
Austin, TX 78701
Phone:
(512) 651-0040
jamie@[Link]
Email:

Greenwave Flagship

For QEPs Only

CONTAINS HYPOTHETICAL RESULTS

Greenwave Capital Flagship Strategy - Investment Summary

Greenwave Flagship is a Discretionary Global Macro strategy with an emphasis on G20 Currencies. The strategy combines
medium to long term fundamental and technical analysis with short term trading in order to adapt to changing market
environments. The key differentiators are low downside volatility and the use of very low margin. The returns are
uncorrelated to actively managed FX, Macro, CTA, and equity strategies. The manager engages in rigorous risk management
with a focus on liquid markets and defined risk. Jamie Charles (CIO) has over 30 years of experience trading global markets.
Annualized ReturnAnnualized VolAnn Downside Vol Sortino Ratio
Greenwave Flagship - Customer Composite1.55%
Returns
1.99%
0.84%
1.85
Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2011
(0.17)% 0.13 % 0.33 % 0.31 % 0.06 % (0.03)% (0.53)% (0.35)% 1.69 % 0.75 % 0.50 % 0.25 % 2.97%
2010
(0.17)% 0.05 % 0.39 % 0.21 % 0.46 % 0.04 % 0.05 % 0.10 % 0.10 % (0.06)% 0.03 % (0.07)% 1.15%
2009
1.29 % 0.17 % (0.18)% 0.11 % (0.05)% (0.02)% (0.26)% (0.91)% 0.22 % 0.49 % (0.08)% (0.29)% 0.49%
2008
0.25 % (0.63)% 0.19 % (0.43)% 2.39 % (0.58)% (0.21)% 0.96%
Returns since June 2008 are Composite of Customer Accounts reported according to NFA Guidelines. The Trading methodology has not changed. Customer Composite
Performance includes the actual management fees charged to clients, which at times, varied from the 0.25% management fee set forth below. Performance fees range are 20%
for all accounts.

Annualized ReturnAnnualized VolAnn Downside Vol Sortino Ratio

7.15%
2.43
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
(1.56)% 1.23 % 3.18 % 2.67 % 0.63 % (0.38)% (4.65)% (3.21)% 15.95 % 6.17 % 3.88 % 1.94 % 27.33%
(1.36)% 0.77 % 4.02 % 2.21 % 4.05 % 1.10 % 0.51 % 0.95 % 0.96 % (0.50)% 0.33 % (0.64)% 12.96%
13.15 % 1.72 % (1.42)% 1.19 % (0.23)% 0.04 % (2.11)% (8.14)% 2.44 % 5.05 % (0.48)% (2.55)% 7.53%
3.23 % (5.27)% 2.91 % (3.50)% 25.42 % (4.51)% (1.34)% 14.74%

Greenwave Flagship Plus (6.2% Margin*) -17.36%

Hypothetical19.49%
Year
2011
2010
2009
2008

Returns are calculated on actual performance on a Composite of Client Accounts. The Trading methodology has not changed. Hypothetical Flagship Plus Performance includes
the following assumptions: One Tenth the Beginning Nominal Trading Level for each month. 2.5% Management Fees. 20% Performance Fees. Flagship Plus is not an offered
program of Greenwave Capital Management LLC. Leverage increases the risk of loss: losses are magnified, as well as gains.

Annualized ReturnAnnualized VolAnn Downside Vol Sortino Ratio

4.26%
1.69%
1.86
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
(0.04)% (0.12)% (0.62)% (0.34)% 1.87 % 0.67 % 0.46 % 0.18 % 2.36%
0.09 % 0.15 % (0.12)% 0.12 % 0.13 % (0.11)% 0.10 % (0.05)% 0.94%
(0.19)% (0.89)% 0.06 % (0.77)% 0.65 % 0.19 % (0.12)% (0.62)% (0.53)%
0.26 % 0.03 % (0.87)% (0.41)% (1.43)% 3.36 % (0.01)% (0.85)% 2.38%
(0.97)% 5.76 % 3.32 % (1.18)% 1.58 % 0.24 % 2.49 % 0.42 % 10.89%

Greenwave Flagship - Proprietary Returns3.13%

Year
2011
2010
2009
2008
2007

Jan
(0.15)%
0.05 %
1.85 %
1.96 %
0.90 %

Feb
0.07 %
0.07 %
(0.25)%
0.32 %
(1.21)%

Mar
0.18 %
0.56 %
(0.54)%
(0.74)%
(1.79)%

Apr
0.19 %
(0.06)%
0.13 %
0.84 %
1.07 %

Returns are from a Proprietary Account. The Trading methodology has not changed. Proprietary Performance includes Pro Forma adjustments to include fees below and
interest.

Annualized ReturnAnnualized VolAnn Downside Vol Sortino Ratio

0.53%
2.15
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
(0.10)% 0.12 % 0.16 % 0.20 % 0.06 % (0.03)% (0.37)% (0.34)% 1.56 % 0.78 % 0.00 % 0.11 % 2.16%
0.08 % 0.07 % 0.29 % (0.14)% 0.05 % 0.07 % (0.07)% 0.05 % 0.24 % (0.11)% 0.11 % (0.07)% 0.57%
0.69 % (0.17)% (0.24)% 0.29 % (0.02)% (0.50)% (0.01)% (0.14)% 0.50 % 0.16 % (0.19)% (0.47)% (0.11)%
0.17 % 0.40 % (0.19)% 1.06 % (0.07)% 0.01 % 1.38%

Greenwave Flagship Futures Only - Composite

Returns 1.33%
1.14%
Year
2011
2010
2009
2008

Returns are calculated on actual performance on a Composite of Customer Accounts. The Trading methodology has not changed. Hypothetical Flagship Plus Performance
includes the following assumptions: One Tenth the Beginning Nominal Trading Level for each month. 2.5% Management Fees. 20% Performance Fees. Flagship Plus is not an
offered program of Greenwave Capital Management LLC. Leverage increases the risk of loss: losses are magnified, as well as gains.

Performance & Statistics

Plus

Prop

Futures

Return to Max Drawdown

119.52% 165.65% 105.32% 144.01%
Return Since Inception5.67% 77.46% 16.67% 4.05%
Compounded Ann Return
1.55% 17.36% 3.13%
1.14%
Ann Standard Deviation
1.99% 19.49% 4.26%
1.33%
Ann Downside Volatility
0.84%
7.15%
1.69%
0.53%
Sharpe Ratio (0 RFR) 0.78
0.89
0.73
0.86
Sortino Ratio (0 MAR) 1.85
2.43
1.86
2.15
Best Monthly Return 2.39% 25.42% 5.76%
1.56%
Worst Monthly Return(0.91)% (8.14)% (1.79)% (0.50)%
Max Drawdown
(1.30)% ### (2.97)% (0.79)%
Average Margin to Equity*
0.62%
6.20%
0.62%
0.62%

Cumulative Performance VAMI

Flagship Plus

1750
1550
1350
1150

*Average Daily Margin to Equity is based on a Proprietary Account since April 2008

950
M
a
Ju y
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A Jul
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Se g
Op
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J c
Fan
Meb
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Ju y
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A Jul
Seug
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Meb
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a
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A Jul
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Meb
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Ju y
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A Jul
Sueg
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Dovt
ec

Flagship Return Statistics

Client

Sector Exposure
Greenwave Flagship
Margin to
Summary
ofEquity
Terms and Providers
Weekly

Minimum Investment:
$4,000,000*
Firm Assets Under Management
$158 million
Investor Qualification:
For QEPs Only

Management Fee:
Performance Fee:
High Water Mark:

0.25%
20%
Yes

FCM:
Administrator:
Legal:

Client Choice
CTA Services
Henderson & Lyman

*Greenwave reserves the right to alter the minimum investment at its discretion.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE
THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES
BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF
THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION,
HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF
FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF
TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED
TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE
PREPARATION
OF HYPOTHETICAL
PERFORMANCE
RESULTS AND
OF WHICH
CAN
ADVERSELY
AFFECT
TRADING
THE INFORMATION
PROVIDED REFLECTS
THE PERFORMANCE
ASALL
STATED
ABOVE,
WITH
INCEPTION
DATESACTUAL
OF JANUARY
2007RESULTS.
FOR GREENWAVE FLAGSHIP AND
JULY 2008 FOR GREENWAVE FLAGSHIP FUTURES ONLY. RETURNS ARE NET OF MANAGEMENT FEES, PERFORMANCE FEES, AND COMMISIONS. INDIVIDUAL
ACCOUNTS MAY EXPERIENCE RESULTS WHICH ARE MORE OR LESS FAVORABLE THAN THESE INDIVIDUALLY MANAGED ACCOUNTS, AND SUCH DIFFERENCES MAY
BE MATERIAL AS A RESULT OF, AMOUNG OTHER THINGS, FEES, SIZE, FUTURES INTEREST CONTRACTS TRADED AND THE DATE TRADING COMMENCED. PAST
PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. NO REPRESENTATION IS MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE
RESULTS SIMILAR TO THOSE SHOWN OR TO AVOID SUBSTANTIAL LOSSES. FUTURES TRADING IS SPECULATIVE AND INVOLVES SUBSTANTIAL RISK OF LOSS.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THIS SUMMARY IS QUALIFIED IN ITS ENTIRETY BY THE DISCLOSURE
DOCUMENT OF GREENWAVE CAPITAL MANAGEMENT, WHICH SHOULD BE READ COMPLETELY BEFORE MAKING ANY INVESTMENT.

Composite
(Dec )
2007 (Jan )
(Feb )
(Mar )
(Apr )
(May )
(June )
(July )
(Aug )
(Sep )
(Oct )
(Nov )
(Dec )
2008 (Jan )
(Feb )
(Mar )
(Apr )
2008 (May )
(Jun )
(Jul )
(Aug )
(Sep )
(Oct )
(Nov )
(Dec )
2009 (Jan )
(Feb )
(Mar )
(Apr )
(May )
(Jun )
(Jul )
(Aug )
(Sep )
(Oct )
(Nov )
(Dec )
2010 (Jan )
(Feb )
(Mar )
(Apr )
(May )
(Jun )
(Jul )
(Aug )
(Sep )
(Oct )
(Nov )
(Dec )
2011 (Jan )
(Feb )
(Mar )
(Apr )
(May )
(Jun )
(Jul )
(Aug )
(Sep )
(Oct )
(Nov )
(Dec )

Plus

ProprietaryFutures Only

0.25 %
-0.63%
0.19 %
-0.43%
2.39 %
-0.58%
-0.21%
1.29 %
0.17 %
-0.18%
0.11 %
-0.05%
-0.02%
-0.26%
-0.91%
0.22 %
0.49 %
-0.08%
-0.29%
-0.17%
0.05 %
0.39 %
0.21 %
0.46 %
0.04 %
0.05 %
0.10 %
0.10 %
-0.06%
0.03 %
-0.07%
-0.17%
0.13 %
0.33 %
0.31 %
0.06 %
-0.03%
-0.53%
-0.35%
1.69 %
0.75 %
0.50 %
0.25 %

3.23 %
-5.27%
2.91 %
-3.50%
25.42 %
-4.51%
-1.34%
13.15 %
1.72 %
-1.42%
1.19 %
-0.23%
0.04 %
-2.11%
-8.14%
2.44 %
5.05 %
-0.48%
-2.55%
-1.36%
0.77 %
4.02 %
2.21 %
4.05 %
1.10 %
0.51 %
0.95 %
0.96 %
-0.50%
0.33 %
-0.64%
-1.56%
1.23 %
3.18 %
2.67 %
0.63 %
-0.38%
-4.65%
-3.21%
15.95 %
6.17 %
3.88 %
1.94 %

0.90 %
-1.21%
-1.79%
1.07 %
-0.97%
5.76 %
3.32 %
-1.18%
1.58 %
0.24 %
2.49 %
0.42 %
1.96 %
0.32 %
-0.74%
0.84 %
0.26 %
0.03 %
-0.87%
-0.41%
-1.43%
3.36 %
-0.01%
-0.85%
1.85 %
-0.25%
-0.54%
0.13 %
-0.19%
-0.89%
0.06 %
-0.77%
0.65 %
0.19 %
-0.12%
-0.62%
0.05 %
0.07 %
0.56 %
-0.06%
0.09 %
0.15 %
-0.12%
0.12 %
0.13 %
-0.11%
0.10 %
-0.05%
-0.15%
0.07 %
0.18 %
0.19 %
-0.04%
-0.12%
-0.62%
-0.34%
1.87 %
0.67 %
0.46 %
0.18 %

Return Since Inception5.67%

YTD
2.97%
St Dev
0.58%
Ann St Dev
1.99%
Ave Mon.
0.13%
Ave Ann.
1.55%
Sharpe
0.78
Sortino
1.85

77.46%
27.33%
5.63%
19.49%
1.48%
17.36%
0.89
2.43

16.67%
2.36%
1.23%
4.26%
0.26%
3.13%
0.73
1.86

Beta (Flagship)
Alpha (Flagship)
Corr ( r ) (Flagship)
r-sq (Flagship)

Client YTD

0.00%

0.17 %
0.40 %
-0.19%
1.06 %
-0.07%
0.01 %
0.69 %
-0.17%
-0.24%
0.29 %
-0.02%
-0.50%
-0.01%
-0.14%
0.50 %
0.16 %
-0.19%
-0.47%
0.08 %
0.07 %
0.29 %
-0.14%
0.05 %
0.07 %
-0.07%
0.05 %
0.24 %
-0.11%
0.11 %
-0.07%
-0.10%
0.12 %
0.16 %
0.20 %
0.06 %
-0.03%
-0.37%
-0.34%
1.56 %
0.78 %
0.00 %
0.11 %
4.05%
2.16%
0.38%
1.33%
0.10%
1.14%
0.86
2.15

0.27
0.06
0.91
0.83

1.19
0.02
0.81
0.65

MAR
MAR (monthly)

0%
0.00%

0%
0.00%

0%
0.00%

0%
0.00%

Best Month
Worst Month
Max Drawdown

2.39 %
-0.91%
-1.30%

25.42 %
-8.14%
-10.48%

5.76 %
-1.79%
-2.97%

1.56 %
-0.50%
-0.79%

Downside Volatility

0.84%

7.15%

1.69%

0.53%

Below High Water

Rolling 12

0.00%

0.00%

0.00%

0.00%

0.96%

0.49%

1.15%

2.97%

Date

4/4/2008
4/7/2008
4/8/2008
4/9/2008
4/10/2008
4/11/2008
4/14/2008
4/15/2008
4/16/2008
4/17/2008
4/18/2008
4/21/2008
4/22/2008
4/23/2008
4/24/2008
4/25/2008
4/28/2008
4/29/2008
4/30/2008
5/1/2008
5/2/2008
5/5/2008
5/6/2008
5/7/2008
5/8/2008
5/9/2008
5/12/2008
5/13/2008
5/14/2008
5/15/2008
5/16/2008
5/19/2008
5/20/2008
5/21/2008
5/22/2008
5/23/2008
5/26/2008
5/27/2008
5/28/2008
5/29/2008
5/30/2008
6/2/2008
6/3/2008
6/4/2008
6/5/2008
6/6/2008
6/9/2008
6/10/2008
6/11/2008
6/12/2008
6/13/2008
6/16/2008
6/17/2008
6/18/2008
6/19/2008
6/20/2008
6/23/2008
6/24/2008
6/25/2008
6/26/2008
6/27/2008
6/30/2008
7/1/2008
7/2/2008
7/3/2008
7/4/2008
7/7/2008
7/8/2008
7/9/2008
7/10/2008
7/11/2008
7/14/2008
7/15/2008
7/16/2008
7/17/2008
7/18/2008
7/21/2008
7/22/2008
7/23/2008
7/24/2008
7/25/2008
7/28/2008
7/29/2008
7/30/2008
7/31/2008
8/1/2008
8/4/2008
8/5/2008
8/6/2008
8/7/2008
8/8/2008
8/11/2008
8/12/2008
8/13/2008
8/14/2008
8/15/2008
8/18/2008
8/19/2008
8/20/2008
8/21/2008
8/22/2008
8/25/2008
8/26/2008
8/27/2008
8/28/2008
8/29/2008
9/1/2008
9/2/2008
9/3/2008
9/4/2008
9/5/2008
9/8/2008
9/9/2008
9/10/2008
9/11/2008
9/12/2008
9/15/2008
9/16/2008
9/17/2008
9/18/2008
9/19/2008
9/22/2008
9/23/2008
9/24/2008
9/25/2008
9/26/2008
9/29/2008
9/30/2008
10/1/2008
10/2/2008
10/3/2008
10/6/2008
10/7/2008
10/8/2008
10/9/2008
10/10/2008
10/13/2008
10/14/2008
10/15/2008
10/16/2008
10/17/2008
10/20/2008
10/21/2008
10/22/2008
10/23/2008
10/24/2008
10/27/2008
10/28/2008
10/29/2008
10/30/2008
10/31/2008
11/3/2008
11/4/2008
11/5/2008
11/6/2008
11/7/2008
11/10/2008
11/11/2008
11/12/2008
11/13/2008
11/14/2008
11/17/2008
11/18/2008
11/19/2008
11/20/2008
11/21/2008
11/24/2008
11/25/2008
11/26/2008
11/27/2008
11/28/2008
12/1/2008
12/2/2008
12/3/2008
12/4/2008
12/5/2008
12/8/2008
12/9/2008
12/10/2008
12/11/2008
12/12/2008
12/15/2008
12/16/2008
12/17/2008
12/18/2008
12/19/2008
12/22/2008
12/23/2008
12/24/2008
12/25/2008
12/26/2008
12/29/2008
12/30/2008
12/31/2008
1/1/2009
1/2/2009
1/5/2009
1/6/2009
1/7/2009
1/8/2009
1/9/2009
1/12/2009
1/13/2009
1/14/2009
1/15/2009
1/16/2009
1/19/2009
1/20/2009
1/21/2009
1/22/2009
1/23/2009
1/26/2009
1/27/2009
1/28/2009
1/29/2009
1/30/2009
2/2/2009
2/3/2009
2/4/2009
2/5/2009
2/6/2009
2/9/2009
2/10/2009
2/11/2009
2/12/2009
2/13/2009
2/16/2009
2/17/2009
2/18/2009
2/19/2009
2/20/2009
2/23/2009
2/24/2009
2/25/2009
2/26/2009
2/27/2009
3/2/2009
3/3/2009
3/4/2009
3/5/2009
3/6/2009
3/9/2009
3/10/2009
3/11/2009
3/12/2009
3/13/2009
3/16/2009
3/17/2009
3/18/2009
3/19/2009
3/20/2009
3/23/2009
3/24/2009
3/25/2009
3/26/2009
3/27/2009
3/30/2009
3/31/2009
4/1/2009
4/2/2009
4/3/2009
4/6/2009
4/7/2009
4/8/2009
4/9/2009
4/10/2009
4/13/2009
4/14/2009
4/15/2009
4/16/2009
4/17/2009
4/20/2009
4/21/2009
4/22/2009
4/23/2009
4/24/2009
4/27/2009
4/28/2009
4/29/2009
4/30/2009
1-May-2009
4-May-2009
5-May-2009
6-May-2009
7-May-2009
8-May-2009
11-May-2009
12-May-2009
13-May-2009
14-May-2009
15-May-2009
18-May-2009
19-May-2009
20-May-2009
21-May-2009
22-May-2009
25-May-2009
26-May-2009
27-May-2009
28-May-2009
29-May-2009
1-Jun-2009
2-Jun-2009
3-Jun-2009
4-Jun-2009
5-Jun-2009
8-Jun-2009
9-Jun-2009
10-Jun-2009
11-Jun-2009
12-Jun-2009
15-Jun-2009
16-Jun-2009
17-Jun-2009
18-Jun-2009
19-Jun-2009
22-Jun-2009
23-Jun-2009
24-Jun-2009
25-Jun-2009
26-Jun-2009
29-Jun-2009
30-Jun-2009
1-Jul-2009
2-Jul-2009
3-Jul-2009
6-Jul-2009
7-Jul-2009
8-Jul-2009
9-Jul-2009
10-Jul-2009
13-Jul-2009
14-Jul-2009
15-Jul-2009
16-Jul-2009
17-Jul-2009
20-Jul-2009
21-Jul-2009
22-Jul-2009
23-Jul-2009
24-Jul-2009
27-Jul-2009
28-Jul-2009
29-Jul-2009
30-Jul-2009
31-Jul-2009
3-Aug-2009
4-Aug-2009
5-Aug-2009
6-Aug-2009
7-Aug-2009
10-Aug-2009
11-Aug-2009
12-Aug-2009
13-Aug-2009
14-Aug-2009
17-Aug-2009
18-Aug-2009
19-Aug-2009
20-Aug-2009
21-Aug-2009
24-Aug-2009
25-Aug-2009
26-Aug-2009
27-Aug-2009
28-Aug-2009
31-Aug-2009
1-Sep-2009
2-Sep-2009
3-Sep-2009
4-Sep-2009
7-Sep-2009
8-Sep-2009
9-Sep-2009
10-Sep-2009
11-Sep-2009
14-Sep-2009
15-Sep-2009
16-Sep-2009
17-Sep-2009
18-Sep-2009
21-Sep-2009
22-Sep-2009
23-Sep-2009
24-Sep-2009
25-Sep-2009
28-Sep-2009
29-Sep-2009
30-Sep-2009
1-Oct-2009
2-Oct-2009
5-Oct-2009
6-Oct-2009
7-Oct-2009
8-Oct-2009
9-Oct-2009
12-Oct-2009
13-Oct-2009
14-Oct-2009
15-Oct-2009
16-Oct-2009
19-Oct-2009
20-Oct-2009
21-Oct-2009
22-Oct-2009
23-Oct-2009
26-Oct-2009
27-Oct-2009
28-Oct-2009
29-Oct-2009
30-Oct-2009
2-Nov-2009
3-Nov-2009
4-Nov-2009
5-Nov-2009
6-Nov-2009
9-Nov-2009
10-Nov-2009
11-Nov-2009
12-Nov-2009
13-Nov-2009
16-Nov-2009
17-Nov-2009
18-Nov-2009
19-Nov-2009
20-Nov-2009
23-Nov-2009
24-Nov-2009
25-Nov-2009
26-Nov-2009
27-Nov-2009
30-Nov-2009
1-Dec-2009
2-Dec-2009
3-Dec-2009
4-Dec-2009
7-Dec-2009
8-Dec-09
9-Dec-09
10-Dec-09
11-Dec-09
14-Dec-09
15-Dec-09
16-Dec-09
17-Dec-09
18-Dec-09
21-Dec-09
22-Dec-09
23-Dec-09
24-Dec-09
25-Dec-09
28-Dec-09
29-Dec-09
30-Dec-09
31-Dec-09
4-Jan-10
5-Jan-10
6-Jan-10
7-Jan-10
8-Jan-10
11-Jan-10
12-Jan-10

Daily Margin to Equity Weekly Margin To Equity

1.39%
1.29%
1.32%
0.76%
1.66%
2.03%
1.53%
1.18%
1.96%
1.63%
1.35%
3.17%
4.71%
2.38%
0.79%
0.83%
0.62%
0.59%
0.20%
0.45%
0.30%
0.42%
0.70%
0.43%
0.79%
0.77%
1.09%
0.93%
0.45%
0.97%
1.33%
1.74%
1.80%
2.52%
2.69%
2.50%
2.45%
2.56%
2.12%
1.08%
0.42%
0.37%
0.48%
0.86%
0.26%
0.19%
0.04%
0.04%
0.37%
0.37%
0.37%
0.82%
0.68%
1.88%
1.84%
1.59%
1.94%
2.05%
1.67%
1.35%
1.61%
0.98%
1.83%
2.39%
1.55%
1.55%
1.35%
2.96%
2.10%
1.61%
1.02%
1.87%
1.52%
1.37%
1.77%
1.40%
1.38%
2.03%
1.24%
1.09%
1.40%
0.95%
1.06%
1.08%
0.96%
1.40%
1.32%
1.11%
0.98%
1.13%
0.04%
0.04%
0.29%
0.08%
0.14%
0.08%
0.04%
0.57%
0.38%
0.64%
0.30%
0.74%
1.35%
1.16%
0.53%
0.53%
0.52%
0.56%
0.93%
0.59%
1.03%
0.04%
0.43%
0.28%
0.61%
0.43%
1.34%
1.49%
1.79%
1.01%
1.00%
1.16%
1.54%
1.40%
1.03%
0.71%
0.67%
0.80%
2.16%
1.22%
1.17%
0.42%
0.49%
0.60%
0.54%
0.35%
0.78%
0.68%
1.49%
1.26%
0.94%
1.00%
0.56%
0.14%
0.28%
0.15%
0.12%
0.13%
0.01%
0.17%
0.05%
0.71%
0.32%
0.46%
0.05%
0.71%
0.86%
1.69%
0.90%
0.39%
0.36%
1.02%
1.14%
1.73%
2.34%
2.11%
1.98%
1.90%
1.36%
1.05%
0.41%
0.70%
0.32%
0.73%
1.27%
0.66%
1.05%
1.56%
0.91%
0.77%
0.28%
0.69%
0.70%
0.39%
0.87%
0.00%
0.01%
0.00%
0.00%
0.00%
0.00%
0.39%
0.39%
0.39%
0.34%
0.38%
1.20%
0.87%
0.55%
1.53%
1.26%
0.98%
0.88%
0.93%
0.63%
0.62%
0.66%
0.61%
0.78%
0.75%
0.69%
1.11%
0.70%
0.89%
0.50%
0.35%
0.57%
0.44%
0.72%
1.15%
1.23%
1.13%
0.52%
1.07%
1.03%
1.28%
1.41%
1.05%
0.92%
0.90%
0.78%
0.94%
0.82%
0.72%
0.61%
0.38%
0.61%
0.65%
0.39%
0.54%
0.28%
0.64%
0.64%
0.62%
0.78%
0.80%
0.78%
0.57%
0.69%
0.72%
0.40%
0.43%
0.88%
0.33%
0.28%
0.73%
1.34%
0.72%
1.67%
1.53%
1.31%
0.62%
1.22%
1.36%
0.96%
0.96%
0.56%
1.19%
0.43%
0.99%
1.07%
0.27%
0.72%
1.55%
0.30%
0.68%
0.44%
0.28%
0.46%
0.47%
0.44%
0.09%
0.21%
0.49%
0.29%
0.51%
0.91%
0.36%
0.69%
0.71%
0.75%
0.08%
0.29%
0.41%
0.87%
0.50%
0.50%
0.79%
1.64%
0.46%
0.48%
1.06%
0.94%
1.43%
0.84%
1.05%
1.76%
1.14%
1.10%
0.71%
0.55%
1.23%
1.59%
0.83%
0.54%
0.56%
0.90%
0.69%
1.38%
0.78%
0.46%
0.50%
0.30%
0.96%
1.19%
0.93%
0.72%
1.69%
1.25%
1.03%
1.27%
0.89%
0.54%
0.86%
1.08%
1.67%
1.23%
1.05%
0.97%
0.25%
0.60%
0.21%
0.64%
1.16%
0.31%
0.86%
0.94%
1.31%
0.91%
1.58%
1.08%
1.71%
0.68%
0.97%
0.84%
0.18%
0.55%
0.54%
0.27%
0.79%
1.02%
1.02%
1.34%
1.37%
0.97%
0.12%
0.00%
0.47%
0.85%
1.41%
0.40%
0.40%
0.28%
0.37%
0.55%
0.43%
0.70%
0.55%
0.33%
0.60%
0.77%
0.02%
0.02%
0.42%
0.33%
0.22%
1.05%
1.09%
0.34%
0.78%
0.51%
0.30%
0.67%
0.56%
1.16%
0.32%
0.49%
0.36%
0.23%
0.22%
0.32%
0.58%
0.79%
0.32%
0.47%
0.12%
0.37%
0.28%
0.23%
0.06%
0.19%
0.50%
0.49%
0.69%
0.83%
0.93%
0.71%
0.80%
0.20%
0.33%
0.40%
0.39%
0.45%
0.24%
0.05%
0.09%
0.16%
0.52%
0.14%
0.14%
0.14%
0.32%
0.50%
0.57%
0.35%
0.08%
0.10%
0.38%
0.21%
0.26%
0.45%
0.13%
0.31%
0.81%
0.82%
0.32%
0.63%
0.55%
0.23%
0.28%
0.28%
0.36%
0.41%
0.00%
0.00%
0.11%
0.04%
0.18%
0.44%
0.25%
0.91%
0.58%

1.28%
1.41%
1.46%
1.43%
1.67%
1.66%
1.53%
1.86%
2.57%
2.65%
2.48%
2.38%
1.87%
1.04%
0.61%
0.54%
0.43%
0.39%
0.42%
0.46%
0.53%
0.62%
0.76%
0.80%
0.81%
0.84%
0.95%
1.09%
1.26%
1.67%
2.02%
2.25%
2.39%
2.54%
2.46%
2.14%
1.73%
1.31%
0.89%
0.64%
0.48%
0.43%
0.36%
0.28%
0.18%
0.20%
0.24%
0.39%
0.52%
0.82%
1.12%
1.36%
1.58%
1.86%
1.82%
1.72%
1.73%
1.53%
1.49%
1.63%
1.67%
1.66%
1.73%
1.96%
1.90%
1.91%
1.81%
1.91%
1.62%
1.48%
1.51%
1.58%
1.49%
1.59%
1.56%
1.43%
1.43%
1.34%
1.15%
1.12%
1.09%
1.09%
1.17%
1.18%
1.16%
1.19%
0.92%
0.66%
0.50%
0.32%
0.12%
0.13%
0.13%
0.18%
0.24%
0.34%
0.39%
0.53%
0.68%
0.84%
0.82%
0.86%
0.82%
0.66%
0.61%
0.63%
0.72%
0.63%
0.60%
0.47%
0.48%
0.36%
0.62%
0.83%
1.13%
1.21%
1.32%
1.29%
1.30%
1.22%
1.23%
1.17%
1.07%
0.92%
1.07%
1.11%
1.20%
1.15%
1.09%
0.78%
0.64%
0.48%
0.55%
0.59%
0.77%
0.91%
1.03%
1.07%
1.05%
0.78%
0.58%
0.43%
0.25%
0.16%
0.14%
0.11%
0.10%
0.22%
0.25%
0.34%
0.32%
0.45%
0.48%
0.75%
0.84%
0.91%
0.84%
0.87%
0.76%
0.93%
1.32%
1.67%
1.86%
2.01%
1.94%
1.68%
1.34%
1.09%
0.77%
0.64%
0.69%
0.74%
0.81%
1.05%
1.09%
0.99%
0.91%
0.84%
0.67%
0.57%
0.59%
0.53%
0.39%
0.26%
0.18%
0.00%
0.00%
0.08%
0.16%
0.24%
0.30%
0.38%
0.54%
0.64%
0.67%
0.91%
1.08%
1.04%
1.04%
1.12%
0.94%
0.81%
0.74%
0.69%
0.66%
0.68%
0.70%
0.79%
0.81%
0.83%
0.78%
0.71%
0.60%
0.55%
0.51%
0.64%
0.82%
0.93%
0.95%
1.02%
0.99%
1.00%
1.06%
1.17%
1.14%
1.11%
1.01%
0.92%
0.87%
0.83%
0.77%
0.69%
0.63%
0.59%
0.53%
0.51%
0.49%
0.50%
0.50%
0.54%
0.59%
0.70%
0.72%
0.71%
0.72%
0.71%
0.63%
0.56%
0.63%
0.55%
0.46%
0.53%
0.71%
0.68%
0.95%
1.20%
1.31%
1.17%
1.27%
1.21%
1.09%
1.03%
1.01%
1.01%
0.82%
0.83%
0.85%
0.79%
0.70%
0.92%
0.78%
0.70%
0.74%
0.65%
0.43%
0.47%
0.42%
0.35%
0.33%
0.34%
0.30%
0.32%
0.48%
0.51%
0.55%
0.63%
0.68%
0.52%
0.50%
0.45%
0.48%
0.43%
0.51%
0.61%
0.86%
0.78%
0.77%
0.89%
0.91%
0.87%
0.95%
1.06%
1.20%
1.24%
1.18%
1.15%
1.05%
0.95%
1.04%
0.98%
0.95%
0.95%
0.88%
0.70%
0.81%
0.86%
0.84%
0.76%
0.69%
0.60%
0.68%
0.78%
0.82%
1.10%
1.16%
1.12%
1.19%
1.23%
1.00%
0.92%
0.93%
1.01%
1.08%
1.18%
1.20%
1.03%
0.82%
0.61%
0.53%
0.57%
0.58%
0.63%
0.78%
0.91%
0.87%
1.12%
1.16%
1.32%
1.19%
1.20%
1.06%
0.88%
0.64%
0.62%
0.48%
0.47%
0.63%
0.73%
0.89%
1.11%
1.14%
0.96%
0.76%
0.58%
0.48%
0.57%
0.63%
0.71%
0.67%
0.57%
0.40%
0.41%
0.47%
0.52%
0.51%
0.52%
0.59%
0.46%
0.35%
0.37%
0.31%
0.20%
0.41%
0.62%
0.61%
0.70%
0.75%
0.60%
0.52%
0.56%
0.64%
0.60%
0.64%
0.58%
0.51%
0.32%
0.32%
0.34%
0.43%
0.45%
0.50%
0.46%
0.41%
0.31%
0.29%
0.21%
0.23%
0.25%
0.29%
0.39%
0.54%
0.69%
0.73%
0.79%
0.69%
0.59%
0.49%
0.42%
0.35%
0.36%
0.31%
0.24%
0.20%
0.21%
0.19%
0.21%
0.22%
0.25%
0.25%
0.33%
0.38%
0.36%
0.32%
0.30%
0.22%
0.20%
0.28%
0.28%
0.27%
0.39%
0.50%
0.48%
0.58%
0.63%
0.51%
0.40%
0.39%
0.34%
0.31%
0.27%
0.21%
0.18%
0.11%
0.07%
0.16%
0.21%
0.36%
0.47%

Wee kly
Rolling Monthly 25 DayDaily
Average
PerformancePe rforman ce

1.30%
1.28%
1.27%
1.25%
1.24%
1.21%
1.18%
1.19%
1.22%
1.24%
1.28%
1.33%
1.30%
1.21%
1.20%
1.21%
1.20%
1.19%
1.18%
1.21%
1.20%
1.20%
1.18%
1.16%
1.15%
1.14%
1.12%
1.11%
1.10%
1.16%
1.19%
1.20%
1.21%
1.22%
1.19%
1.13%
1.10%
1.04%
1.01%
1.02%
1.04%
1.08%
1.12%
1.22%
1.27%
1.33%
1.36%
1.43%
1.49%
1.53%
1.59%
1.63%
1.65%
1.70%
1.68%
1.65%
1.64%
1.60%
1.56%
1.54%
1.52%
1.51%
1.53%
1.50%
1.44%
1.43%
1.37%
1.31%
1.21%
1.13%
1.07%
1.03%
0.96%
0.92%
0.88%
0.83%
0.79%
0.76%
0.74%
0.73%
0.71%
0.68%
0.66%
0.64%
0.63%
0.62%
0.60%
0.55%
0.53%
0.50%
0.48%
0.49%
0.54%
0.59%
0.66%
0.69%
0.73%
0.78%
0.81%
0.86%
0.87%
0.89%
0.89%
0.86%
0.90%
0.93%
0.96%
0.95%
0.95%
0.94%
0.93%
0.91%
0.94%
0.95%
1.00%
1.02%
1.04%
1.03%
0.99%
0.92%
0.90%
0.86%
0.82%
0.76%
0.71%
0.67%
0.65%
0.65%
0.63%
0.56%
0.51%
0.50%
0.51%
0.56%
0.57%
0.57%
0.57%
0.58%
0.60%
0.61%
0.65%
0.70%
0.74%
0.79%
0.84%
0.87%
0.88%
0.90%
0.91%
0.94%
0.98%
1.01%
1.02%
1.07%
1.09%
1.12%
1.10%
1.09%
1.05%
1.03%
1.05%
1.04%
1.00%
0.95%
0.88%
0.79%
0.71%
0.64%
0.58%
0.54%
0.51%
0.51%
0.53%
0.56%
0.55%
0.56%
0.58%
0.58%
0.55%
0.55%
0.55%
0.56%
0.56%
0.56%
0.57%
0.57%
0.59%
0.64%
0.67%
0.70%
0.72%
0.74%
0.74%
0.74%
0.76%
0.79%
0.82%
0.82%
0.81%
0.83%
0.81%
0.81%
0.82%
0.83%
0.83%
0.84%
0.85%
0.86%
0.87%
0.87%
0.86%
0.85%
0.83%
0.83%
0.81%
0.81%
0.80%
0.81%
0.81%
0.81%
0.80%
0.78%
0.77%
0.77%
0.75%
0.74%
0.70%
0.67%
0.66%
0.64%
0.61%
0.61%
0.62%
0.62%
0.66%
0.70%
0.73%
0.73%
0.76%
0.80%
0.81%
0.84%
0.84%
0.86%
0.85%
0.86%
0.87%
0.85%
0.86%
0.89%
0.87%
0.88%
0.89%
0.86%
0.87%
0.87%
0.86%
0.81%
0.79%
0.75%
0.70%
0.66%
0.67%
0.64%
0.61%
0.60%
0.59%
0.58%
0.54%
0.54%
0.53%
0.51%
0.52%
0.52%
0.53%
0.53%
0.53%
0.55%
0.58%
0.61%
0.63%
0.65%
0.72%
0.76%
0.78%
0.80%
0.80%
0.81%
0.86%
0.87%
0.86%
0.85%
0.89%
0.90%
0.94%
0.94%
0.94%
0.94%
0.92%
0.89%
0.92%
0.94%
0.92%
0.95%
0.95%
0.95%
0.96%
0.93%
0.90%
0.89%
0.91%
0.95%
0.95%
0.93%
0.94%
0.93%
0.93%
0.90%
0.90%
0.89%
0.87%
0.89%
0.90%
0.94%
0.94%
0.96%
0.96%
1.00%
0.96%
0.95%
0.94%
0.90%
0.89%
0.89%
0.86%
0.85%
0.83%
0.82%
0.83%
0.84%
0.87%
0.85%
0.85%
0.84%
0.83%
0.87%
0.85%
0.83%
0.79%
0.77%
0.73%
0.70%
0.66%
0.66%
0.63%
0.62%
0.64%
0.62%
0.60%
0.61%
0.59%
0.56%
0.56%
0.55%
0.51%
0.50%
0.52%
0.53%
0.54%
0.52%
0.51%
0.51%
0.51%
0.52%
0.51%
0.50%
0.49%
0.49%
0.50%
0.50%
0.49%
0.47%
0.48%
0.49%
0.48%
0.47%
0.47%
0.45%
0.43%
0.44%
0.44%
0.46%
0.48%
0.48%
0.47%
0.43%
0.44%
0.43%
0.44%
0.44%
0.43%
0.42%
0.40%
0.39%
0.39%
0.37%
0.37%
0.37%
0.38%
0.39%
0.41%
0.40%
0.39%
0.38%
0.36%
0.34%
0.32%
0.30%
0.28%
0.30%
0.32%
0.32%
0.33%
0.33%
0.33%
0.34%
0.35%
0.35%
0.35%
0.35%
0.34%
0.34%
0.33%
0.31%
0.31%
0.31%
0.34%
0.36%

-0.429%
1.106%
0.271%
-0.299%
-0.148%
-0.038%
-0.358%
0.336%
0.247%
-0.007%
0.849%
-0.593%
0.019%
-0.118%
0.172%
0.024%
-0.019%
-0.099%
0.058%
0.015%
0.115%
0.014%
0.103%
0.249%
-0.287%
-0.036%
-0.148%
0.080%
0.140%
-0.202%
-0.158%
0.066%
0.033%
0.712%
0.058%
-0.165%
0.110%
-0.137%
-0.145%
-0.156%
-0.066%
-0.040%
0.179%
0.064%
0.019%
0.089%
-0.384%
-0.008%
-0.138%
0.070%
0.106%
0.028%
-0.089%
0.031%
-0.101%
0.095%
-0.133%
-0.059%
-0.104%
0.190%
0.108%
0.015%
-0.057%
0.132%
-0.305%
0.022%
-0.259%
-0.178%
0.017%
-0.078%
-0.126%
-0.106%
0.666%
-0.210%
-0.250%
-0.209%
0.029%
-0.001%
0.095%
-0.166%
0.053%
-0.003%
0.005%
0.076%
-0.082%
0.077%
0.086%
0.057%
-0.029%
0.003%
-0.003%
-0.010%
-0.150%
0.011%
0.101%
0.051%
-0.104%
-0.041%
-0.060%
0.075%
0.065%
-0.127%
-0.156%
-0.222%
0.050%
-0.159%
-0.057%
-0.355%
-0.012%
0.466%
-0.041%
-0.498%
0.037%
-0.164%
-0.253%
0.121%
-0.295%
-0.254%
-0.224%
-0.160%
0.140%
0.270%
0.036%
-0.063%
-0.219%
0.090%
-0.072%
0.270%
-0.023%
0.527%
0.132%
1.508%
-0.159%
0.123%
0.076%
0.192%
-0.202%
-0.058%
0.336%
0.066%
0.193%
-0.142%
0.366%
0.082%
0.116%
0.078%
-0.149%
0.109%
-0.057%
0.111%
-0.065%
-0.250%
0.048%
-0.047%
0.153%
0.078%
0.136%
0.085%
0.036%
-0.154%
-0.094%
-0.203%
0.017%
0.152%
0.617%
0.089%
0.004%
0.167%
-0.628%
0.027%
-0.269%
-0.095%
-0.114%
0.049%
-0.068%
-0.405%
0.511%
-0.237%
0.185%
0.139%
-0.165%
0.270%
0.145%
0.043%
-0.508%
-0.587%
-0.001%
-0.001%
0.000%
0.000%
0.001%
-0.060%
-0.009%
0.014%
0.000%
-0.009%
-0.049%
-0.065%
-0.023%
-0.136%
0.485%
0.572%
0.212%
0.170%
-0.114%
-0.208%
0.124%
0.613%
0.387%
0.177%
0.130%
0.103%
-0.195%
-0.005%
-0.089%
0.060%
-0.028%
-0.157%
-0.058%
0.118%
-0.022%
0.073%
-0.245%
-0.065%
0.082%
-0.042%
-0.013%
0.313%
0.196%
-0.141%
-0.030%
-0.162%
0.026%
-0.055%
-0.097%
0.006%
0.012%
0.000%
-0.031%
-0.065%
-0.128%
0.001%
-0.063%
-0.147%
-0.059%
0.007%
0.064%
-0.119%
0.057%
0.177%
-0.055%
-0.140%
0.009%
-0.080%
-0.065%
-0.079%
0.176%
-0.148%
0.122%
0.314%
0.160%
-0.120%
0.093%
-0.040%
-0.015%
-0.012%
-0.273%
-0.015%
0.007%
-0.101%
0.550%
0.153%
-0.130%
-0.110%
-0.159%
0.006%
-0.255%
-0.043%
0.075%
-0.032%
-0.083%
-0.087%
-0.134%
-0.045%
-0.276%
0.211%
0.106%
0.036%
-0.041%
-0.045%
0.094%
-0.162%
0.074%
0.137%
0.108%
0.000%
-0.001%
-0.070%
-0.169%
0.065%
0.078%
0.109%
-0.063%
-0.137%
0.025%
0.153%
0.010%
-0.127%
-0.074%
-0.098%
-0.243%
0.304%
-0.042%
-0.145%
-0.045%
0.012%
0.099%
0.005%
-0.194%
-0.299%
0.006%
-0.064%
-0.076%
-0.072%
-0.120%
0.114%
-0.181%
0.019%
0.436%
-0.380%
0.124%
0.083%
0.209%
0.000%
0.021%
0.006%
0.534%
-0.090%
-0.165%
-0.160%
-0.036%
-0.145%
0.102%
0.017%
-0.116%
-0.125%
0.533%
0.067%
0.040%
-0.358%
-0.073%
0.008%
-0.365%
-0.197%
-0.087%
-0.047%
0.114%
-0.515%
-0.056%
0.021%
0.254%
-0.196%
0.115%
0.015%
0.103%
-0.161%
0.022%
-0.019%
-0.021%
0.038%
0.014%
-0.016%
0.202%
0.054%
0.093%
0.147%
-0.093%
0.115%
0.101%
-0.137%
-0.077%
0.110%
0.008%
-0.073%
-0.031%
0.160%
0.094%
-0.100%
0.096%
0.072%
0.048%
-0.011%
0.034%
-0.047%
0.173%
-0.122%
0.119%
0.077%
0.038%
-0.105%
-0.031%
0.018%
-0.013%
0.177%
-0.077%
-0.078%
0.058%
-0.032%
-0.028%
-0.085%
0.028%
-0.200%
0.119%
-0.010%
-0.150%
-0.076%
0.184%
-0.015%
-0.106%
-0.024%
-0.063%
0.092%
-0.064%
-0.127%
-0.044%
0.022%
0.061%
-0.032%
0.284%
0.040%
-0.056%
0.062%
0.015%
-0.102%
-0.037%
-0.008%
-0.132%
-0.001%
-0.107%
0.007%
-0.028%
-0.106%
0.024%
0.031%
-0.078%
-0.105%
-0.021%
0.088%
-0.056%
0.029%
-0.002%
-0.002%
-0.019%
0.015%
-0.010%
-0.003%
-0.010%
-0.008%
-0.055%
-0.120%
0.052%
-0.156%

Wee kly
Pe rfo rmance
Avg /Wee kly
Ma rgin to Eq uity

Total

Notional $

Greenwave 1x Margin to Equity

0.12
0.10%
0.18%
-0.11%
-0.10%
0.01%
0.04%
0.21%
0.17%
0.10%
0.03%
0.07%
-0.10%
0.02%
-0.01%
0.03%
0.00%
0.01%
0.02%
0.06%
0.10%
0.04%
0.01%
-0.02%
-0.03%
-0.05%
-0.03%
-0.06%
-0.01%
-0.02%
0.09%
0.14%
0.14%
0.15%
0.12%
-0.06%
-0.10%
-0.08%
-0.11%
-0.05%
0.00%
0.03%
0.06%
-0.01%
-0.04%
-0.08%
-0.07%
-0.07%
0.01%
0.00%
0.03%
0.00%
-0.01%
-0.04%
-0.03%
-0.06%
0.00%
0.00%
0.03%
0.03%
0.08%
-0.02%
-0.04%
-0.09%
-0.12%
-0.14%
-0.10%
-0.12%
-0.09%
0.07%
0.03%
-0.01%
-0.02%
0.01%
-0.13%
-0.07%
-0.05%
0.00%
0.00%
0.00%
-0.01%
0.01%
0.01%
0.03%
0.04%
0.02%
0.04%
0.02%
0.00%
-0.04%
-0.03%
-0.01%
0.00%
-0.02%
0.00%
-0.01%
-0.02%
-0.01%
-0.02%
-0.04%
-0.07%
-0.08%
-0.12%
-0.11%
-0.15%
-0.11%
-0.02%
0.00%
-0.09%
-0.01%
-0.04%
-0.18%
-0.15%
-0.11%
-0.17%
-0.18%
-0.16%
-0.16%
-0.05%
0.01%
0.04%
0.03%
0.02%
-0.05%
0.00%
0.01%
0.16%
0.17%
0.48%
0.40%
0.43%
0.34%
0.35%
0.01%
0.03%
0.07%
0.07%
0.07%
0.08%
0.16%
0.11%
0.12%
0.10%
0.10%
0.05%
0.02%
0.02%
-0.01%
-0.03%
-0.04%
-0.04%
-0.03%
0.00%
0.07%
0.08%
0.10%
0.04%
0.00%
-0.07%
-0.08%
-0.06%
0.10%
0.13%
0.18%
0.21%
0.05%
-0.07%
-0.14%
-0.16%
-0.22%
-0.08%
-0.10%
-0.13%
-0.01%
-0.03%
0.00%
0.04%
0.09%
0.04%
0.11%
0.09%
-0.04%
-0.13%
-0.18%
-0.21%
-0.22%
-0.12%
0.00%
-0.01%
-0.01%
-0.01%
-0.01%
-0.01%
-0.01%
-0.02%
-0.03%
-0.06%
0.04%
0.17%
0.22%
0.26%
0.27%
0.13%
0.04%
0.12%
0.16%
0.22%
0.29%
0.28%
0.12%
0.04%
-0.01%
-0.03%
-0.05%
-0.04%
-0.05%
-0.01%
-0.03%
-0.01%
-0.03%
-0.03%
-0.04%
-0.04%
-0.06%
0.05%
0.11%
0.06%
0.06%
0.04%
-0.02%
-0.07%
-0.06%
-0.06%
-0.02%
-0.03%
-0.02%
-0.02%
-0.04%
-0.04%
-0.06%
-0.08%
-0.08%
-0.05%
-0.04%
-0.05%
-0.01%
0.04%
0.03%
-0.02%
0.01%
-0.02%
-0.07%
-0.07%
-0.01%
-0.04%
0.00%
0.08%
0.12%
0.07%
0.11%
0.08%
0.02%
-0.02%
-0.05%
-0.07%
-0.06%
-0.08%
0.03%
0.12%
0.10%
0.07%
0.06%
-0.05%
-0.13%
-0.11%
-0.07%
-0.05%
-0.07%
-0.03%
-0.05%
-0.08%
-0.12%
-0.07%
-0.03%
0.01%
0.01%
0.05%
0.03%
-0.02%
-0.02%
0.02%
0.05%
0.03%
0.06%
0.03%
-0.03%
-0.04%
-0.02%
0.00%
0.00%
0.01%
0.00%
0.02%
0.00%
-0.02%
0.00%
-0.03%
-0.11%
-0.05%
-0.03%
-0.04%
-0.03%
0.02%
-0.02%
-0.01%
-0.02%
-0.08%
-0.08%
-0.11%
-0.13%
-0.10%
-0.07%
-0.04%
-0.07%
-0.05%
0.05%
0.00%
0.00%
0.06%
0.09%
0.01%
0.09%
0.06%
0.15%
0.09%
0.06%
0.02%
0.02%
-0.12%
-0.08%
-0.04%
-0.04%
-0.05%
0.08%
0.08%
0.08%
0.03%
0.04%
-0.06%
-0.15%
-0.20%
-0.14%
-0.14%
-0.12%
-0.15%
-0.12%
-0.10%
-0.04%
-0.10%
0.03%
0.04%
0.06%
-0.02%
0.02%
-0.01%
-0.02%
-0.03%
0.01%
0.00%
0.04%
0.06%
0.07%
0.10%
0.08%
0.06%
0.07%
0.03%
-0.02%
0.02%
0.00%
-0.03%
-0.01%
0.03%
0.03%
0.01%
0.04%
0.06%
0.04%
0.02%
0.05%
0.02%
0.04%
0.01%
0.03%
0.04%
0.06%
0.00%
0.02%
0.00%
-0.02%
0.01%
0.01%
0.01%
0.01%
0.01%
-0.03%
-0.03%
-0.01%
-0.06%
-0.03%
-0.03%
-0.04%
-0.06%
0.01%
-0.01%
-0.03%
-0.01%
0.00%
-0.02%
-0.03%
-0.04%
-0.04%
-0.02%
-0.03%
-0.02%
0.06%
0.07%
0.06%
0.06%
0.07%
-0.01%
-0.02%
-0.01%
-0.05%
-0.06%
-0.06%
-0.05%
-0.05%
-0.05%
-0.04%
-0.01%
-0.03%
-0.05%
-0.03%
-0.02%
-0.03%
-0.01%
0.01%
0.01%
-0.01%
0.00%
0.00%
0.00%
-0.01%
0.00%
-0.02%
-0.04%
-0.03%
-0.06%

7.80%
12.62%
-7.84%
-7.08%
0.47%
2.17%
13.96%
8.95%
4.02%
1.13%
2.65%
-4.17%
0.83%
-0.78%
4.46%
-0.80%
3.26%
5.27%
14.69%
21.51%
7.32%
1.36%
-3.14%
-3.53%
-6.22%
-3.93%
-6.02%
-1.36%
-1.92%
5.39%
7.05%
6.26%
6.26%
4.55%
-2.26%
-4.60%
-4.57%
-8.31%
-5.11%
-0.60%
6.52%
14.40%
-1.86%
-15.93%
-47.00%
-36.75%
-29.83%
2.92%
-0.87%
3.57%
-0.43%
-0.50%
-2.48%
-1.79%
-3.32%
-0.12%
0.02%
1.96%
2.04%
4.75%
-1.29%
-2.33%
-5.39%
-6.01%
-7.40%
-4.98%
-6.91%
-4.93%
4.59%
1.98%
-0.34%
-1.37%
0.36%
-8.06%
-4.29%
-3.53%
0.13%
-0.33%
-0.28%
-0.64%
0.89%
1.34%
2.78%
3.64%
1.89%
3.26%
2.47%
0.53%
-7.63%
-9.43%
-8.49%
0.67%
-14.41%
2.11%
-4.34%
-4.65%
-3.41%
-3.36%
-5.97%
-8.72%
-9.56%
-14.23%
-13.29%
-22.49%
-17.36%
-3.72%
0.03%
-13.97%
-1.60%
-8.45%
-38.42%
-42.16%
-17.94%
-20.37%
-15.99%
-13.41%
-11.98%
-3.55%
0.94%
3.64%
2.67%
1.95%
-4.26%
0.12%
0.83%
14.24%
13.85%
41.81%
36.30%
54.55%
52.10%
72.44%
1.06%
4.44%
8.96%
7.34%
6.51%
7.38%
15.62%
14.51%
21.06%
23.48%
39.42%
28.71%
14.13%
15.94%
-10.63%
-14.15%
-16.82%
-11.86%
-10.12%
-0.83%
15.32%
10.74%
11.59%
3.96%
0.19%
-7.61%
-10.48%
-6.09%
7.41%
8.06%
9.46%
10.22%
2.56%
-4.06%
-10.44%
-14.71%
-28.09%
-12.52%
-14.49%
-17.19%
-0.67%
-2.83%
-0.24%
3.91%
9.48%
4.55%
17.11%
15.26%
-7.33%
-24.01%
-46.12%
-82.57%
-123.13%
-2505.70%
-0.52%
-14.46%
-8.50%
-4.52%
-3.53%
-3.40%
-1.96%
-3.44%
-4.38%
-6.21%
3.91%
16.02%
21.35%
23.35%
28.31%
15.65%
4.93%
16.94%
24.33%
32.02%
41.12%
35.93%
14.96%
5.07%
-1.46%
-3.59%
-8.59%
-8.00%
-10.63%
-2.04%
-3.58%
-0.98%
-2.82%
-2.77%
-3.57%
-3.93%
-5.35%
4.69%
9.42%
5.62%
6.42%
3.82%
-2.57%
-8.71%
-8.21%
-8.12%
-3.45%
-4.53%
-4.19%
-3.08%
-8.66%
-9.00%
-11.56%
-14.86%
-13.43%
-7.53%
-5.49%
-7.16%
-1.36%
5.25%
3.95%
-2.78%
1.57%
-3.21%
-14.29%
-13.46%
-1.12%
-5.79%
0.11%
6.42%
9.50%
5.61%
8.96%
6.75%
1.44%
-1.81%
-4.85%
-7.02%
-7.48%
-9.53%
3.94%
14.99%
13.70%
7.85%
7.78%
-6.82%
-17.54%
-17.21%
-17.26%
-10.64%
-16.13%
-9.71%
-15.54%
-22.32%
-40.98%
-20.63%
-5.69%
1.28%
1.31%
8.42%
4.38%
-4.59%
-3.23%
4.34%
10.42%
7.29%
12.36%
5.67%
-3.08%
-4.54%
-2.55%
0.25%
0.40%
1.17%
0.25%
1.64%
-0.19%
-1.22%
-0.23%
-2.37%
-10.10%
-5.02%
-2.94%
-4.55%
-3.60%
1.76%
-2.75%
-2.11%
-3.01%
-8.74%
-9.09%
-14.31%
-18.29%
-16.81%
-9.54%
-5.61%
-8.17%
-4.37%
4.62%
0.13%
0.28%
4.58%
9.45%
0.78%
9.40%
6.32%
14.30%
7.98%
5.09%
2.41%
2.02%
-19.39%
-15.18%
-7.77%
-6.08%
-8.42%
10.55%
8.25%
9.24%
2.82%
3.60%
-4.80%
-12.55%
-16.36%
-13.52%
-15.70%
-18.05%
-23.71%
-24.73%
-20.65%
-5.72%
-13.49%
3.10%
3.78%
5.09%
-2.57%
2.47%
-1.40%
-3.22%
-5.01%
1.05%
-0.13%
6.48%
10.19%
17.35%
23.63%
17.29%
12.17%
14.16%
5.08%
-3.08%
4.93%
0.30%
-9.22%
-4.01%
17.08%
7.73%
1.62%
7.22%
9.23%
5.58%
3.49%
9.22%
3.45%
6.22%
0.93%
4.95%
6.95%
11.18%
0.45%
6.11%
-0.15%
-4.33%
2.04%
2.95%
1.14%
3.20%
3.03%
-10.71%
-15.60%
-5.27%
-25.19%
-11.32%
-7.64%
-7.87%
-9.21%
1.85%
-1.67%
-4.70%
-1.22%
-0.95%
-5.44%
-9.30%
-10.23%
-13.48%
-9.95%
-15.37%
-11.47%
30.41%
35.72%
26.86%
23.66%
27.77%
-2.43%
-6.20%
-3.75%
-16.33%
-18.80%
-25.39%
-23.45%
-18.71%
-16.54%
-15.51%
-3.64%
-6.21%
-9.78%
-5.16%
-2.70%
-6.72%
-3.23%
1.96%
3.40%
-3.23%
1.50%
-1.76%
-2.17%
-4.76%
-4.48%
-10.93%
-19.06%
-7.73%
-12.17%

5.00%

4.50%

4.00%

3.50%

3.00%

D ai ly M arg in to E q uit y
W ee kl y M a rgi n T o E qu it y
Ro lli ng M o nt h ly 25 D ay Av era ge

2.50%

2.00%

1.50%

1.00%

0.50%

0.00%

Greenwave 1x Margin to Equity

Daily
5.00%
4.50%
4.00%
3.50%
3.00%

D ai ly M arg in t o E q ui ty
L in ea r Re gre ssio n fo r Da il y Ma rgi n to
E q uit y

2.50%
2.00%
1.50%
1.00%
0.50%
0.00%

Greenwave Weekly Performance vs Weekly Margin to Equity

3.000%

2.500%

2.000%

1.500%

1.000%

0.500%

0.000%

- 0.500%

We ek ly Pe rf orma nc e
We ek ly M arg in To E q uit y

13-Jan-10
14-Jan-10
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1-Sep-2010
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6-Sep-2010
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13-Sep-2010
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20-Sep-2010
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28-Feb-2011
1-Mar-2011
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7-Mar-2011
8-Mar-2011
9-Mar-2011
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6/30/11

7/1/2011
7/4/2011
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7/11/2011
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7/27/2011
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7/29/2011
8/1/2011
8/2/2011
8/3/2011
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8/5/2011
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8/10/2011
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8/12/2011
8/15/2011
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10/17/2011
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10/21/2011
10/24/2011

0.95%
1.26%
1.38%
1.34%
1.42%
0.28%
0.27%
0.49%
0.34%
0.39%
0.46%
0.25%
0.00%
0.22%
0.52%
0.71%
0.51%
0.39%
1.22%
0.76%
1.60%
1.68%
1.58%
1.58%
2.66%
2.50%
1.43%
1.10%
1.21%
1.29%
1.12%
0.95%
0.53%
1.36%
1.44%
1.66%
1.69%
2.13%
2.29%
1.78%
1.32%
1.18%
0.28%
0.46%
0.37%
0.59%
0.84%
1.55%
0.70%
0.49%
0.49%
1.14%
-0.53%
0.56%
0.65%
1.63%
1.31%
1.36%
1.28%
0.48%
0.32%
0.55%
2.00%
0.39%
1.52%
2.06%
1.94%
1.32%
1.57%
1.54%
1.42%
1.40%
1.49%
1.53%
1.34%
1.60%
1.74%
1.48%
1.69%
1.37%
1.28%
1.36%
1.28%
1.25%
0.45%
0.52%
0.41%
0.35%
0.10%
0.03%
0.05%
0.05%
0.26%
0.47%
0.04%
0.10%
0.03%
0.69%
0.69%
0.62%
0.76%
0.61%
0.29%
0.46%
0.35%
0.06%
0.00%
0.04%
0.31%
0.36%
0.07%
0.11%
0.84%
1.06%
0.25%
0.00%
0.15%
0.59%
0.55%
0.26%
0.04%
0.00%
0.11%
0.11%
0.24%
0.93%
0.97%
0.11%
0.21%
0.43%
0.09%
0.11%
0.00%
0.48%
0.45%
0.56%
0.71%
0.99%
0.90%
1.76%
0.67%
0.69%
0.79%
0.59%
0.35%
0.68%
0.61%
0.16%
2.74%
0.14%
0.13%
0.08%
0.74%
0.60%
0.17%
0.69%
0.31%
0.16%
0.33%
0.00%
0.10%
0.13%
0.03%
0.28%
0.15%
0.32%
0.69%
0.65%
0.65%
0.13%
0.31%
0.51%
0.97%
0.85%
0.69%
0.58%
0.43%
0.23%
0.27%
0.20%
0.07%
0.19%
0.18%
0.34%
0.13%
0.00%
0.00%
0.12%
0.08%
0.08%
0.13%
0.17%
0.34%
0.29%
0.42%
0.30%
0.00%
0.13%
0.04%
0.00%
0.05%
0.16%
0.04%
0.00%
0.14%
0.03%
0.08%
0.00%
0.00%
0.09%
0.04%
0.31%
0.34%
0.39%
0.32%
0.12%
0.22%
0.27%
0.28%
0.19%
0.22%
0.32%
0.33%
0.22%
0.28%
0.35%
0.32%
0.32%
0.09%
0.11%
0.09%
0.39%
0.07%
0.26%
0.36%
0.26%
0.29%
0.21%
0.09%
0.00%
0.16%
0.18%
0.04%
0.12%
0.21%
0.30%
0.07%
0.12%
0.11%
0.13%
0.19%
0.10%
0.35%
0.16%
0.06%
0.00%
0.27%
0.15%
0.21%
0.15%
0.27%
0.48%
0.12%
0.42%
0.42%
0.40%
0.39%
0.07%
0.16%
0.14%
0.30%
0.19%
0.00%
0.00%
0.00%
0.13%
0.19%
0.64%
0.76%
0.73%
0.60%
0.55%
1.14%
1.11%
1.36%
0.83%
0.18%
0.16%
0.18%
0.18%
0.05%
0.14%
0.19%
0.26%
0.16%
0.15%
0.09%
0.27%
0.26%
0.32%
0.33%
0.27%
0.05%
0.00%
0.33%
0.33%
0.14%
0.14%
0.25%
0.36%
0.41%
0.41%
0.46%
0.46%
0.69%
0.30%
0.26%
0.21%
0.14%
0.15%
0.07%
0.19%

0.62%
0.79%
1.01%
1.10%
1.27%
1.14%
0.94%
0.76%
0.56%
0.35%
0.39%
0.39%
0.29%
0.26%
0.29%
0.34%
0.39%
0.47%
0.67%
0.72%
0.90%
1.13%
1.37%
1.44%
1.82%
2.00%
1.95%
1.85%
1.78%
1.51%
1.23%
1.13%
1.02%
1.05%
1.08%
1.19%
1.33%
1.65%
1.84%
1.91%
1.84%
1.74%
1.37%
1.01%
0.72%
0.58%
0.51%
0.76%
0.81%
0.83%
0.82%
0.87%
0.46%
0.43%
0.46%
0.69%
0.72%
1.10%
1.25%
1.21%
0.95%
0.80%
0.92%
0.75%
0.95%
1.30%
1.58%
1.45%
1.68%
1.69%
1.56%
1.45%
1.48%
1.48%
1.44%
1.47%
1.54%
1.54%
1.57%
1.58%
1.51%
1.44%
1.40%
1.31%
1.12%
0.97%
0.78%
0.59%
0.36%
0.28%
0.19%
0.11%
0.10%
0.17%
0.17%
0.18%
0.18%
0.27%
0.31%
0.43%
0.56%
0.67%
0.60%
0.55%
0.49%
0.35%
0.23%
0.18%
0.15%
0.15%
0.16%
0.18%
0.34%
0.49%
0.46%
0.45%
0.46%
0.41%
0.31%
0.31%
0.32%
0.29%
0.19%
0.11%
0.10%
0.28%
0.47%
0.47%
0.49%
0.53%
0.36%
0.19%
0.17%
0.22%
0.23%
0.32%
0.44%
0.64%
0.72%
0.99%
1.01%
1.00%
0.96%
0.90%
0.62%
0.62%
0.60%
0.48%
0.91%
0.86%
0.75%
0.65%
0.76%
0.34%
0.34%
0.46%
0.50%
0.38%
0.33%
0.30%
0.18%
0.14%
0.12%
0.11%
0.14%
0.18%
0.30%
0.42%
0.49%
0.49%
0.49%
0.45%
0.51%
0.56%
0.67%
0.72%
0.70%
0.55%
0.44%
0.34%
0.24%
0.19%
0.18%
0.20%
0.18%
0.17%
0.13%
0.12%
0.07%
0.06%
0.08%
0.12%
0.16%
0.20%
0.27%
0.30%
0.27%
0.23%
0.18%
0.10%
0.05%
0.08%
0.06%
0.05%
0.08%
0.07%
0.06%
0.05%
0.05%
0.04%
0.04%
0.09%
0.16%
0.23%
0.28%
0.30%
0.28%
0.27%
0.24%
0.22%
0.24%
0.26%
0.27%
0.25%
0.27%
0.30%
0.30%
0.30%
0.27%
0.24%
0.18%
0.20%
0.15%
0.18%
0.23%
0.27%
0.25%
0.27%
0.24%
0.17%
0.15%
0.13%
0.09%
0.10%
0.14%
0.17%
0.15%
0.16%
0.16%
0.15%
0.13%
0.13%
0.18%
0.19%
0.17%
0.13%
0.17%
0.13%
0.14%
0.16%
0.21%
0.25%
0.24%
0.29%
0.34%
0.37%
0.35%
0.34%
0.29%
0.23%
0.21%
0.17%
0.16%
0.12%
0.10%
0.06%
0.06%
0.19%
0.34%
0.49%
0.58%
0.66%
0.75%
0.83%
0.95%
1.00%
0.92%
0.73%
0.54%
0.31%
0.15%
0.14%
0.15%
0.16%
0.16%
0.18%
0.17%
0.19%
0.19%
0.22%
0.25%
0.29%
0.24%
0.19%
0.19%
0.19%
0.17%
0.19%
0.24%
0.24%
0.26%
0.31%
0.38%
0.42%
0.48%
0.46%
0.43%
0.38%
0.32%
0.21%
0.17%
0.15%

0.26%
0.15%
0.23%
0.24%
0.20%
0.31%
0.20%
0.10%
0.13%
0.10%
0.11%
0.14%
0.12%
0.13%
0.04%
0.09%
0.06%
0.08%
0.08%
0.08%
0.03%

0.16%
0.16%
0.18%
0.21%
0.22%
0.23%
0.24%
0.21%
0.19%
0.17%
0.13%
0.12%
0.12%
0.12%
0.11%
0.10%
0.09%
0.08%
0.07%
0.08%
0.07%

0.06%
0.05%

0.07%
0.06%

0.08%
0.11%
0.04%
0.19%
0.12%
0.07%
0.08%
0.40%

0.06%
0.07%
0.07%
0.10%
0.11%
0.11%
0.10%
0.17%

0.23%
0.00%

0.18%
0.16%

0.09%
0.09%
0.01%
0.00%
0.00%
0.19%
0.22%
0.15%

0.16%
0.16%
0.08%
0.04%
0.04%
0.06%
0.08%
0.11%

0.11%
0.10%

0.14%
0.16%

0.09%
0.09%
0.03%
0.11%
0.04%
0.05%
0.13%
0.03%

0.13%
0.11%
0.09%
0.09%
0.07%
0.07%
0.07%
0.07%

0.00%
0.05%

0.05%
0.05%

0.05%
0.18%
0.17%
0.21%
0.10%
0.14%
0.00%
0.12%
0.12%
0.22%
0.17%
0.29%
0.05%
0.10%
0.16%
0.00%
0.03%
0.03%
0.45%
0.11%
0.13%
0.00%
0.13%
0.20%
0.22%
0.08%
0.11%
0.00%
0.51%
0.20%
0.20%
0.10%
0.00%
0.11%
0.06%
0.26%
0.13%
0.20%
0.00%
0.08%
0.11%
0.20%
0.43%
0.44%
0.43%
0.00%
0.00%
0.01%
0.35%
0.20%
0.13%
0.54%
0.51%
0.51%
1.05%
1.62%
1.42%
0.63%
1.10%
1.07%
1.13%
0.80%
0.97%
1.45%
1.40%
1.35%
0.66%
0.68%
0.79%
0.58%
0.27%
0.36%
0.61%
1.93%
1.12%
1.32%
0.54%
0.51%
0.27%
0.05%
0.00%
0.05%
0.12%
0.24%
0.55%
0.55%
0.64%
0.28%
0.00%

0.05%
0.06%
0.09%
0.13%
0.14%
0.16%
0.13%
0.12%
0.10%
0.12%
0.13%
0.19%
0.17%
0.17%
0.15%
0.12%
0.07%
0.06%
0.13%
0.12%
0.15%
0.14%
0.17%
0.12%
0.14%
0.13%
0.15%
0.12%
0.18%
0.18%
0.21%
0.20%
0.20%
0.12%
0.10%
0.11%
0.11%
0.15%
0.13%
0.14%
0.11%
0.12%
0.17%
0.25%
0.32%
0.30%
0.26%
0.18%
0.16%
0.11%
0.13%
0.24%
0.34%
0.38%
0.55%
0.85%
1.02%
1.05%
1.16%
1.17%
1.07%
0.95%
1.02%
1.09%
1.15%
1.20%
1.17%
1.11%
0.98%
0.81%
0.60%
0.54%
0.52%
0.75%
0.86%
1.07%
1.11%
1.09%
0.75%
0.54%
0.27%
0.18%
0.10%
0.09%
0.19%
0.30%
0.42%
0.45%
0.41%

0.38%
0.42%
0.47%
0.50%
0.55%
0.55%
0.53%
0.52%
0.52%
0.51%
0.51%
0.51%
0.50%
0.49%
0.50%
0.51%
0.53%
0.55%
0.59%
0.62%
0.68%
0.73%
0.78%
0.81%
0.89%
0.95%
0.96%
0.95%
0.94%
0.94%
0.97%
1.00%
1.00%
1.04%
1.08%
1.13%
1.19%
1.27%
1.36%
1.41%
1.43%
1.46%
1.45%
1.42%
1.41%
1.37%
1.33%
1.33%
1.30%
1.21%
1.13%
1.12%
1.05%
1.03%
1.00%
1.02%
1.04%
1.07%
1.07%
1.03%
0.97%
0.93%
0.92%
0.85%
0.84%
0.87%
0.90%
0.94%
0.98%
1.03%
1.06%
1.09%
1.08%
1.12%
1.15%
1.19%
1.22%
1.30%
1.34%
1.37%
1.36%
1.36%
1.36%
1.36%
1.36%
1.36%
1.36%
1.29%
1.28%
1.22%
1.14%
1.06%
1.02%
0.98%
0.92%
0.87%
0.81%
0.78%
0.75%
0.72%
0.68%
0.64%
0.59%
0.54%
0.50%
0.45%
0.40%
0.35%
0.31%
0.31%
0.29%
0.28%
0.30%
0.33%
0.34%
0.34%
0.34%
0.36%
0.36%
0.37%
0.37%
0.37%
0.34%
0.32%
0.30%
0.31%
0.33%
0.32%
0.31%
0.31%
0.31%
0.32%
0.32%
0.32%
0.33%
0.35%
0.37%
0.38%
0.37%
0.43%
0.46%
0.48%
0.49%
0.49%
0.49%
0.52%
0.54%
0.54%
0.65%
0.64%
0.61%
0.58%
0.60%
0.62%
0.61%
0.63%
0.64%
0.64%
0.64%
0.62%
0.60%
0.58%
0.54%
0.52%
0.45%
0.44%
0.44%
0.43%
0.44%
0.43%
0.41%
0.41%
0.44%
0.36%
0.39%
0.41%
0.42%
0.40%
0.39%
0.39%
0.36%
0.36%
0.36%
0.36%
0.36%
0.36%
0.35%
0.36%
0.35%
0.35%
0.34%
0.32%
0.31%
0.29%
0.30%
0.30%
0.28%
0.25%
0.22%
0.19%
0.17%
0.16%
0.15%
0.14%
0.14%
0.13%
0.13%
0.12%
0.11%
0.11%
0.11%
0.12%
0.13%
0.14%
0.15%
0.15%
0.15%
0.15%
0.15%
0.14%
0.14%
0.15%
0.16%
0.17%
0.18%
0.19%
0.20%
0.21%
0.21%
0.21%
0.21%
0.22%
0.23%
0.24%
0.25%
0.26%
0.26%
0.25%
0.24%
0.23%
0.23%
0.23%
0.22%
0.21%
0.21%
0.21%
0.20%
0.20%
0.19%
0.19%
0.18%
0.17%
0.17%
0.17%
0.17%
0.17%
0.16%
0.17%
0.17%
0.16%
0.16%
0.16%
0.16%
0.17%
0.19%
0.20%
0.21%
0.21%
0.21%
0.21%
0.21%
0.21%
0.21%
0.20%
0.20%
0.20%
0.20%
0.21%
0.24%
0.26%
0.29%
0.30%
0.34%
0.37%
0.42%
0.44%
0.43%
0.43%
0.42%
0.41%
0.40%
0.39%
0.40%
0.40%
0.40%
0.40%
0.39%
0.40%
0.41%
0.42%
0.43%
0.44%
0.41%
0.38%
0.37%
0.36%
0.34%
0.30%
0.26%
0.22%
0.21%
0.22%
0.23%
0.24%
0.26%
0.27%
0.27%

-0.004%
-0.014%
-0.086%
0.022%
0.105%
0.154%
0.031%
0.052%
-0.055%
0.057%
-0.001%
-0.009%
0.119%
-0.020%
-0.050%
-0.006%
0.103%
0.189%
-0.032%
-0.277%
-0.010%
0.141%
-0.063%
0.025%
-0.036%
0.294%
-0.104%
0.088%
-0.031%
-0.036%
-0.041%
0.020%
-0.068%
0.023%
0.054%
0.058%
-0.091%
0.035%
0.009%
-0.106%
0.148%
-0.154%
0.115%
-0.065%
-0.032%
0.038%
-0.022%
-0.054%
-0.060%
0.081%
0.313%
0.164%
-0.171%
-0.116%
0.156%
0.245%
0.057%
0.110%
-0.077%
0.089%
-0.023%
0.008%
-0.053%
-0.074%
-0.078%
0.046%
-0.074%
0.017%
0.024%
-0.047%
0.079%
0.157%
-0.056%
0.000%
0.041%
-0.038%
-0.090%
-0.065%
0.005%
-0.043%
0.017%
0.022%
0.039%
0.008%
-0.025%
0.065%
-0.082%
0.017%
0.165%
0.026%
0.014%
-0.073%
-0.028%
-0.003%
0.139%
0.004%
-0.140%
-0.017%
-0.009%

-0.06%
-0.05%
-0.04%
-0.05%
0.00%
0.04%
0.05%
0.07%
0.06%
0.05%
0.02%
0.01%
0.02%
0.03%
0.01%
0.01%
0.03%
0.04%
0.04%
0.00%
-0.01%
0.00%
-0.05%
-0.04%
0.01%
0.07%
0.02%
0.05%
0.04%
0.04%
-0.02%
0.00%
-0.03%
-0.02%
0.00%
0.02%
0.00%
0.02%
0.01%
-0.02%
0.00%
-0.01%
0.00%
-0.01%
0.00%
-0.02%
0.01%
-0.03%
-0.03%
0.00%
0.05%
0.09%
0.07%
0.05%
0.07%
0.06%
0.03%
0.09%
0.10%
0.08%
0.03%
0.02%
-0.01%
-0.01%
-0.04%
-0.03%
-0.05%
-0.03%
-0.01%
-0.01%
0.00%
0.05%
0.03%
0.03%
0.04%
0.02%
-0.03%
-0.03%
-0.03%
-0.05%
-0.04%
-0.01%
0.01%
0.01%
0.01%
0.02%
0.00%
0.00%
0.03%
0.04%
0.03%
0.03%
0.02%
-0.01%
0.01%
0.01%
-0.01%
0.00%
0.00%

-9.07%
-6.15%
-4.11%
-4.34%
0.35%
3.17%
4.80%
9.56%
10.26%
13.51%
4.32%
2.31%
7.76%
11.14%
2.76%
2.02%
7.48%
9.25%
6.12%
-0.63%
-0.59%
0.21%
-3.52%
-2.55%
0.63%
3.60%
1.18%
2.88%
2.37%
2.81%
-2.01%
0.01%
-3.06%
-1.93%
-0.21%
1.48%
-0.36%
0.96%
0.71%
-1.00%
-0.05%
-0.77%
0.19%
-1.21%
0.36%
-3.38%
1.35%
-3.53%
-3.21%
-0.41%
6.33%
10.15%
14.25%
12.61%
14.96%
8.07%
4.72%
8.19%
7.87%
6.99%
3.25%
2.66%
-1.22%
-1.42%
-4.60%
-2.30%
-2.94%
-2.26%
-0.78%
-0.40%
-0.02%
3.17%
2.11%
1.80%
3.07%
1.41%
-1.85%
-1.97%
-1.87%
-2.93%
-2.33%
-0.89%
0.57%
0.66%
1.08%
2.24%
0.12%
-0.56%
7.71%
13.63%
15.04%
25.97%
21.23%
-7.40%
5.66%
4.31%
-3.05%
-1.30%
-1.52%

4/1/11
4/4/11
4/5/11
4/6/11
4/7/11
4/8/11
4/11/11
4/12/11
4/13/11
4/14/11
4/15/11
4/18/11
4/19/11
4/20/11
4/21/11
4/22/11
4/25/11
4/26/11
4/27/11
4/28/11
4/29/11
5/2/11
5/3/11
5/4/11
5/5/11
5/6/11
5/9/11
5/10/11
5/11/11
5/12/11
5/13/11
5/16/11
5/17/11
5/18/11
5/19/11
5/20/11
5/23/11
5/24/11
5/25/11
5/26/11
5/27/11
5/30/11
5/31/11
6/1/11
6/2/11
6/3/11
6/6/11
6/7/11
6/8/11
6/9/11
6/10/11
6/13/11
6/14/11
6/15/11
6/16/11
6/17/11
6/20/11
6/21/11
6/22/11
6/23/11
6/24/11
6/27/11
6/28/11
6/29/11
6/30/11
7/1/2011
7/4/2011
7/5/2011
7/6/2011
7/7/2011
7/8/2011
7/11/2011
7/12/2011
7/13/2011
7/14/2011
7/15/2011
7/18/2011
7/19/2011
7/20/2011
7/21/2011
7/22/2011
7/25/2011
7/26/2011
7/27/2011
7/28/2011
7/29/2011
8/1/2011
8/2/2011
8/3/2011
8/4/2011
8/5/2011
8/8/2011
8/9/2011
8/10/2011
8/11/2011
8/12/2011
8/15/2011
8/16/2011
8/17/2011
8/18/2011
8/19/2011
8/22/2011
8/23/2011
8/24/2011
8/25/2011
8/26/2011
8/29/2011
8/30/2011
8/31/2011
9/1/2011
9/2/2011
9/5/2011
9/6/2011
9/7/2011
9/8/2011
9/9/2011
9/12/2011
9/13/2011
9/14/2011
9/15/2011
9/16/2011
9/19/2011
9/20/2011
9/21/2011
9/22/2011
9/23/2011
9/26/2011
9/27/2011
9/28/2011
9/29/2011
9/30/2011

- 32,854.00
- 23,089.00
- 23,790.00
- 11,494.00
- 30,249.00
-

- 32,854.00
- 23,089.00
- 23,790.00
- 11,494.00
- 30,249.00

40,969.02
- 40,969.02
24,197.00
- 24,197.00
36,525.00
- 36,525.00
37,915.00
- 37,915.00
32,829.40
- 32,829.40
49,840.60
- 49,840.60
32,034.00
- 32,034.00
16,302.00
- 16,302.00
20,202.00 1,098.35 21,300.35
16,501.00
175.25 16,676.25
16,501.00
591.07 17,092.07
20,701.00 1,154.02 21,855.02
17,500.00 1,063.43 18,563.43
19,701.00 1,013.85 20,714.85
6,000.00
993.44 6,993.44
13,200.00 1,421.44 14,621.44
10,191.26
13,108.57
13,091.55
12,354.40
4,153.10

16,016,251
16,011,013
16,009,879
16,018,685
16,020,066
16,029,645
16,029,677
16,023,924
16,030,337
16,035,181
16,036,728
16,034,684
16,032,769
16,039,841
16,046,390
16,046,398
16,048,010
16,045,779
16,043,770
16,047,917
16,052,459
16,052,206 net of fees
16,051,762
16,052,597
16,055,445
16,056,764

10,435.89
8,588.56

16,056,402
16,056,723

13,239.81
18,085.15
6,124.31
30,744.95
18,715.25
11,674.98
12,474.98
64,136.59

16,058,533
16,056,505
16,058,064
16,056,238
16,058,563
16,056,962
16,057,508
16,055,203

36,731.94
-

16,051,130
16,049,418

14,273.51
14,007.09
827.28
469.85
756.72
30,427.40
35,680.54
23,501.00

16,046,837
16,046,202
16,047,790
16,048,344
16,049,303
16,048,695
16,043,338
16,048,874

18,173.13
16,793.09

16,044,847
16,043,294

13,715.46
14,358.85
5,363.55
18,273.88
5,704.59
8,662.55
20,127.03
4,854.75

16,041,822
16,037,458
16,034,411
16,029,489
16,025,962
16,028,607
16,028,612
16,022,328

8,000.00

16,021,018
16,023,796

8,088.63
29,343.66
27,316.49
33,110.42
16,601.20
22,908.55
549.15
19,987.36
19,290.40
35,803.12
27,114.89
47,197.81
8,448.90
15,621.84
25,121.07
593.97
4,705.38
4,936.78
72,062.12
17,158.88
21,298.10
36.44
21,495.28
32,424.12
34,822.55
13,449.88
16,903.08
413.59
81,689.62
32,277.26
32,369.48
16,319.88
47.07
18,200.00
9,778.94
41,620.93
21,389.91
31,882.98
139.70
13,016.72
18,186.16
32,348.68
68,662.53
69,178.49
68,935.49
514.97
839.69
54,876.04
31,100.69
19,938.47

16,023,327
16,022,709
16,027,331
16,025,462
16,027,481
16,031,140
16,033,234
16,032,770
16,037,994
16,024,692
16,021,986
16,020,622
15,991,622
15,989,140
15,988,509
15,983,381
15,983,287
15,982,953
15,980,033
15,966,170
15,966,695
15,974,818
15,977,260
15,976,077
15,981,070
15,962,293
15,959,575
15,936,847
15,933,148
15,912,912
15,896,772
15,896,758
15,894,085
15,891,675
15,879,208
15,889,012
15,884,982
15,890,425
15,904,880
15,905,245
15,918,114
15,909,632
15,906,719
15,899,697
15,897,993
15,886,569
15,887,116
15,886,569
15,886,250
15,885,669
15,885,720

10/25/2011
10/26/2011
10/27/2011
10/28/2011
10/31/2011
11/1/2011
11/2/2011
11/3/2011
11/4/2011
11/7/2011
11/8/2011
11/9/2011
11/10/2011
11/11/2011
11/14/2011
11/15/2011
11/16/2011
11/17/2011
11/18/2011
11/21/2011
11/22/2011
11/23/2011
11/24/2011
11/25/2011
11/28/2011
11/29/2011
11/30/2011

Average

0.23%
0.19%
0.00%
0.11%
0.00%
0.00%
0.10%
0.17%
0.14%
0.46%
0.78%
0.40%
0.59%
0.25%
0.57%
0.88%
0.36%
0.20%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.19%
0.00%
0.00%

0.62%

0.34%
0.27%
0.14%
0.11%
0.11%
0.06%
0.04%
0.08%
0.08%
0.18%
0.33%
0.39%
0.48%
0.50%
0.52%
0.54%
0.53%
0.45%
0.40%
0.29%
0.11%
0.04%
0.00%
0.00%
0.04%
0.04%
0.04%

Sectors Traded
Currencies (Futures)
Energies
Equity Indices
Exotics (lumber, dairy, etc)
FX (spot & forward currency)
Grains & Oilseeds
Interest Rates
Meats
Metals
Softs
Other
Total

Geographical Markets
Asia/Pacific Rim (excluding Japan)
Canada
Europe
Japan
United States
Emerging
Asia Pacific
Eastern Europe, Middle East, Africa
South America
Total

42.5%
2%
5%
42.5%

Sectors Traded
Currencies / FX (Spot, Forwards & Futures)
Equity Indices
Interest Rates
Metals
Energies
Other (softs, lumber, etc)

85%
5%
4%
3%
2%
1%

Total

100%

Geographical markets
Europe
Australia/New Zealand
United States
Japan
Canada
Asia Pacific (Emerging Markets)
South America
GCC, Other

25%
20%
15%
10%
10%
10%
5%
5%

4%
3%
1%
100%

20%
10%
25%
10%
15%
10%
5%
5%
100%

Geographic Trade Allocation

GCC, Other 5%
Europe 25%

Total

100%

South America 5%

Asia Pacific (Emerging Markets)

Canada 10%

Australia/New Zealand 20%

Japan 10%
United States 15%