Three Rock Capital Mgmt

(Global Macro)

Fund Investment Objectives

The THREE ROCK CAPITAL MANAGEMENT GLOBAL MACRO PROGRAM trades exchange traded futures in foreign exchange, interest rates, metals and equity indices. The trading style is short term tactical within a broader macro economic framework. The key features of the program are concentrated risk, nimble position taking and aggressive downside management. The program has low correlation with traditional long only indices and many Macro / CTA indices. Margin to equity levels are historically sub 10%.