Dighton's Swiss Futures Trading 2X program is a successful combination of systematic, technical analysis along with fundamental analysis of global economic data and trading expertise. This program trades accross a diverse group of commodities markets which include currency, interest rate, energy, grain, and stock index markets. Chart analysis techniques include (but are not limited to) Elliot Wave analysis, W.D. Gann principles, Fibonacci retracements, and time cycles, divergences, and pattern analysis. In general, the approach utilizes trend anticipation techniques by trading pull-back's or price retracements in the direction of a market's overall trend. Given that entry and exit's are largely done at the discretionary level this program is potentially negatively correlated to other CTA programs and indices.

Since Inception Compounded Annual Return 58.05% As of FEB 2008 Assets Under Management $32.78M

Dighton's average monthly rate of return stands at an impressive 4.74% and an compounded annual rate of return of 58.05%. This program has a current Sharpe Ratio of 1.20.

Source: See Disclosure below.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Compound Annual Rate of Return (%)
2008	9.20	6.06	-4.29	7.76									19.45
2007	1.34	3.79	-5.04	-33.56	30.39	12.15	9.94	-15.38	35.48	-7.30	-4.44	22.65	32.89
2006	1.72	3.65	2.00	8.50	-3.33	-1.97	0.61	13.93	-5.70	4.49	9.54	4.20	42.55
2005	-4.29	14.30	6.14	5.91	2.67	3.69	3.42	-5.54	7.45	4.07	-4.33	5.09	43.79
2004	8.75	6.71	9.66	8.78	8.22	5.52	-16.78	28.56	2.28	-21.73	33.55	8.06	95.39
2003	--	--	--	--	--	--	1.29	12.67	-24.38	40.88	7.91	12.44	43.76

Mr. Alex Moiseyev is a principal and the trader for Dighton Capital USA.  He brings over 15 years of experience in trading the financial markets. His experience with physical commodities has exposed him to alternative investment strategies and he became one of the first members of the Russian Stock & Commodity Exchange in 1990, where he traded until 1994.  He has developed hedging techniques for Brazilian coffee growers as well as Russian coffee importers.  In 1994, Mr. Moiseyev began research into nonconventional trading techniques and systems.  In 2003, he began to manage funds for select individuals and institutions.  He is one of the founders of Dighton Worldwide Investments.

Recommended Minimum Investment:  US$100,000 or US$50,000 for Notional Program

Dighton Capital USA
The date of first intended use of this Disclosure Document is August 31, 2007.

FCI 's Option Selling Strategy utilizes a market neutral trading strategy that does not attempt to forecast market direction.  FCI utilizes options on futures to initiate market neutral positions by simultaneously writing out of the money call and put options, followed by appropriate adjustments based on movement of the underlying futures contract.  Profits are derived when the price of the options that have been written declines such that the options can be purchased for amounts less than the price at which those options were initially sold.  Profits also are realized when options expire worthless, providing full profit on the option premium sold (after commission and other fees).  FCI's primary trading philosophy is for profits to be made when the value of options are reduced as a function of time, rather than a function of market direction.

Since Inception Compounded Annual Return 35.14% As of MAR 2008 Assets Under Management $28.43M

FCI has a compounded annual rate of return of 35.14%, an average monthly return of 2.67% since beginning trading in July 2004. This program has a current Sharpe Ratio of 1.72.

Source: See Disclosure below.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Compound Annual Rate of Return (%)
2008	3.88	-1.15	2.37	3.34									8.63
2007	1.30	0.39	-0.18	7.10	1.70	1.61	1.08	4.65	-4.50	-8.84	0.51	1.44	5.53
2006	4.40	3.10	4.20	3.20	9.40	3.70	0.50	14.00	-1.80	-1.70	1.72	7.28	58.48
2005	-0.60	2.90	0.60	-8.30	-1.60	-2.00	-5.30	14.00	20.30	4.50	6.60	5.00	38.22
2004	--	--	--	--	--	--	5.90	-1.00	9.80	2.00	5.70	1.80	26.34

 

Craig B. Kendall, is the owner and manager of Kendall & Company, CPA's, Financial Investment, Inc. and Financial Investments, LP.  Mr. Kendall, is a CPA licensed in the state of Virginia.  Kendall & Company tailors its services to entrepreneurial businesses needing comprehensive CPA and Chief Financial Officer, "CFO Services for Hire".

In 1997, Mr. Kendall, founded Financial Investments, Inc. an investment firm participating in the acquisition of equities, private placement memorandums (PMM), and has participated in other investments securities.  In 2001, Financial Investments, Inc. developed and Mr. Kendall is the general manager of Financial Investments, LP (FILP), a limited partnership developed to capitalize on the opportunities available using alternative investment vehicles.

Mr. Kendall is Series 3 and Series 66 licensed in the state of Virginia. He is a Registered Investment Advisor, and serves as a firm investment advisor.  His business experience includes over twenty years in the finance, accounting and investment banking industry.

Recommended Minimum Investment:  US$100,000

FCI Disclosure Document
The date of first intended use of this Disclosure Document is June 30, 2007.

The Barbashop buys or sells futures, options, or option spreads on futures contacts using a technical discretionary approach which attempts to stay out of the market as much as possible until there is a high probability trade. Incentive fee is charged on monthly profits in excess of 1%.

Since Inception Compounded Annual Return 45.15% As of FEB 2008 Assets Under Management $4.10M

The Barbashop has a compounded annual rate of return of 45.15% and an average monthly return of 4.49% since beginning trading in February 2005. This program has a current Sharpe Ratio of 0.76.

Source: See Disclosure below.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Compound Annual Rate of Return (%)
2008	24.10	16.44	12.49										62.55
2007	26.24	39.62	6.99	1.52	20.25	-14.18	8.01	-29.03	34.73	-12.96	-0.78	-25.58	31.14
2006	5.75	3.45	2.59	6.24	9.98	1.75	10.62	4.84	10.86	2.76	17.46	-46.69	10.39
2005	--	3.06	2.08	4.60	1.59	1.39	3.26	2.51	4.48	5.83	1.68	2.54	38.32

Ronald Barba is the owner and managing director of The Barbashop, LLC. Formerly, he managed Futures Investment Company. Mr. Barba is a graduate of Brown University and has been registered as a CTA since October 1994.

Recommended Minimum Investment:  US$25,000

Barbashop Due Disclosure Document
The date of first intended use of this document is August 1, 2007.

Rosetta's trading system is discretionary but relies on fundamentals with technical overlays. It utilizes a technical system that relies on data intrinsic to the market, such as price action, volatility, breadth and volume. For example, Rosetta focuses on absolute price movement in the short and medium term in its efforts to identify market trends. Rosetta's program uses analytical tools such as oscillators, moving averages and support and resistance levels in it's evaluation of data.

Since Inception Compounded Annual Return 65.83% As of MAR 2008 Assets Under Management $79.80M

Rosetta Capital Management has had a compounded annual rate of return of 65.83%, an average monthly return of 5.42%, and a Sharpe Ratio of 1.10 since beginning trading in April 2000.

Source: See Disclosure below.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Compound Annual Rate of Return (%)
2008	13.85	7.21	3.14	-2.19									22.23
2007	-5.22	3.09	-7.75	-3.41	-0.09	12.37	-17.38	1.41	8.57	10.48	-1.20	7.45	4.28
2006	10.48	1.17	10.97	-0.12	0.32	-5.92	-2.27	-7.32	-1.39	3.37	14.87	3.42	28.25
2005	-0.82	0.86	3.18	1.06	6.47	1.57	2.25	-9.36	5.27	7.25	2.85	0.42	21.93
2004	5.07	-2.04	22.77	12.05	0.38	-3.28	-2.73	11.26	5.30	4.61	13.80	3.68	93.34
2003	-12.68	11.04	-11.10	-6.18	-5.61	8.93	94.99	30.15	14.37	31.08	-9.02	-14.77	145.30
2002	-5.12	7.49	-7.92	3.54	11.19	6.66	23.64	13.21	9.64	14.44	59.95	-20.96	123.86
2001	-6.10	9.51	-1.09	-0.01	7.89	-7.37	-0.61	-9.79	31.75	40.67	5.41	-10.53	59.51
2000	--	--	--	-8.70	0.28	18.66	4.81	-34.33	40.39	3.09	7.89	49.41	74.46

 

James Green is the Manager of the LIVESTOCK DIVISION of Rosenthal Collins Group. Mr. Green gained farming experience early in his life, growing up on a grain and livestock farm in Henderson County in Western Illinois. He attended Western Illinois University in Macomb, Illinois, where he earned a bachelor's degree in Finance with a minor in Economics. Mr. Green supported himself through college by working for DeKalb Ag Research. His efforts were rewarded after his graduation with a full-time position as District Sales Manager with the company. In 1979, Mr. Green entered the Management Trainee Program at Heinold Commodities. After completion of the program he was appointed Regional Sales Manager of Heinold Commodities Central Region until 1985. In 1985, Mr. Green applied his skills and experience to Merchants Trading as National Sales Manager. At Merchant's he diversified his pursuits by establishing a retail business for Merchant's, and helping it grow into one of the larger firms for locals and introducing brokers. In 1988 he joined Balfour Maclaine and as Senior Vice-President returned their Chicago operations to profitability. Mr. Green joined the Rosenthal Collins Group in 1990.

Michael Swinford is a Senior Livestock Analyst with the LIVESTOCK DIVISION of Rosenthal Collins Group. He brings over 30 + years of experience in the futures markets, having joined Heinold Commodities in 1971. He was a Research Analyst and Series 3 registered Associated Person with Heinold until 1985. Following his stint with Heinold, Mr. Swinford and several colleagues affiliated with Saul Stone and Company, a Chicago futures brokerage firm, as a Series 3 registered broker. Mr. Swinford was with Saul Stone from 1985 until 1989 and acted as a livestock analyst and broker/trader. In the spring of 1989, the group reunited with Mr. Green at Balfour Maclaine Futures, Inc, a subsidiary of Balfour Maclaine, Inc. At Balfour Maclaine Futures, Mr. Swinford again acted as a livestock analyst and broker/trader. This association remained until the fall of 1990, when the entire group became the LIVESTOCK DIVISION of Rosenthal Collins Group. Mr. Swinford was raised in Windfall, Indiana, located in the north central portion of the state. He spent many years working on the family grain and livestock farm. Following his junior year at Purdue University in Lafayette, Indiana, where he was studying Animal Science at the School of Agriculture, Mr. Swinford returned to work at his family's farm following the death of his father. He remained in charge of the farm for five years. In 1971, the opportunity to learn the futures markets presented itself and he joined Heinold Commodities, bringing with him an invaluable background in cash commodities.

Recommended Minimum Investment:  US$50,000

Rosetta Capital Management Disclosure Document
The date of first intended use of this Disclosure Document is January 1, 2007.

LJM utilizes a market neutral trading strategy. LJM believes the S&P 500 market to be efficiently priced and LJM does not attempt to forecast market direction. LJM utilizes S&P 500 options on futures to initiate market neutral positions by simultaneously writing deep-out-of-the-money call and put options. LJM’s primary trading pattern is profiting from the reduction of an option’s value as a function of time rather than market direction.

Since Inception Compounded Annual Return 31.07% As of MAR 2008 Assets Under Management $181.39M

LJM Partner’s Neutral S&P Option strategy has consistently been ranked as a top performer with a compounded annual rate of return of 31.07% ,an average monthly return of 2.68%, and a Sharpe Ratio of 0.99.

Source: See Disclosure below.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Compound Annual Rate of Return (%)
2008	-12.39	14.99	7.13	4.65									12.94
2007	5.07	-2.98	0.07	-11.58	-0.64	4.77	-5.42	8.60	7.14	4.08	5.65	6.80	21.25
2006	3.08	4.00	4.00	3.34	-1.86	4.55	0.92	5.27	1.34	1.81	2.81	3.38	37.72
2005	6.73	1.54	1.38	2.26	3.33	4.02	0.54	4.87	5.08	0.88	-0.58	5.97	42.20
2004	4.11	8.27	3.63	4.22	4.85	4.40	4.66	3.63	4.77	-1.74	-0.16	3.51	53.77
2003	0.98	13.53	4.39	7.84	2.26	1.93	5.52	4.20	2.70	10.00	3.15	-2.48	68.20
2002	6.40	4.49	3.34	2.08	7.90	-0.68	-46.17	4.42	6.16	3.59	5.65	16.68