|
|
Bear Commodities Corporation
Bear Commodities Corporation Level 2 (Prop)New
|
|
|
26.09
|
26.09 |
- |
-53.48 |
130k |
30k |
6/1/2011 |
|
|
Greenwave Capital Management
Greenwave Alpha Plus
|
|
|
13.21
|
13.21 |
- |
-18.91 |
400k |
400k |
3/1/2011 |
|
|
Seneca Invest AG
Procyon Galaxy Trading (P)
|
|
|
12.48
|
12.48 |
75.46 |
-28.76 |
40k |
10k |
1/1/2009 |
|
|
AFB LLC
FortyEighters II Gold Program
|
|
|
11.40
|
11.40 |
62.22
|
-28.90 |
1.1M |
50k |
7/1/2009 |
|
|
Sparta Administradora de Recursos Ltda.
Sparta Cíclico Fundo de Investimento Multimercado
|
|
|
11.10
|
11.10 |
45.53 |
-42.73 |
47.1M |
10k |
10/1/2005 |
|
|
Sparta Administradora de Recursos Ltda.
Sparta Anti-Cíclico Fundo de Investimento Multimercado
|
|
|
10.94
|
10.94 |
34.81 |
-38.63 |
13.0M |
10k |
10/1/2005 |
|
|
PRIM' Alternative Investment
PRIM Gold
|
|
|
10.76
|
10.76 |
13.37 |
-33.21 |
40.1M |
10k |
11/1/2005 |
|
|
RY Capital
RY Capital - Multi Asset
|
|
|
9.24
|
9.24 |
30.60 |
-28.09 |
61k |
0k |
1/1/2005 |
|
|
Keck Capital Management LLC
The Keck Program
|
|
|
8.88
|
8.88 |
20.63 |
-29.25 |
34.0M |
2,000k |
12/1/2003 |
|
|
Paramount Capital Management LLC
Commodity Trading Program
|
|
|
8.74
|
8.74 |
4.46 |
-57.77 |
292k |
100k |
7/1/2008 |
|
|
KeyQuant
Key Trends
|
|
|
7.30
|
7.30 |
28.33 |
-10.53 |
58.0M |
100k |
1/1/2010 |
|
|
Stein Investment Management
Trading Edge
|
|
|
7.22
|
7.22
|
6.61 |
-76.95 |
1.4M |
60k |
6/1/2006 |
|
|
Stein Investment Management
Trading Edge Select
|
|
|
6.81
|
6.81 |
21.53 |
-12.79 |
576k |
72k |
11/1/2009 |
|
|
White River Group
Diversified Option Writing Strategy
|
|
|
5.77
|
5.77 |
32.93 |
-15.08 |
13.8M |
20k |
11/1/2008 |
|
|
Angle Capital Management LLC
AIP Program
|
|
|
5.71
|
5.71 |
27.19 |
-17.32
|
19.8M |
100k |
1/1/2010 |
|
|
Junzi Capital Engineering, LLC
Tang Gamma Opportunity (Aggressive)
|
|
|
5.25
|
5.25 |
34.00 |
-9.04 |
4.8M |
250k |
10/1/2009 |
|
|
Tellurian Capital
Tellurian Long Active (Ascend Fund)
|
|
|
4.76
|
4.76 |
12.11 |
-22.50 |
19.3M |
500k |
1/1/2010 |
|
|
OptHedge Advisors LLC
Diversified Options & Futures Program
|
|
|
4.66
|
4.66 |
32.74 |
-4.08 |
5.4M |
250k |
10/1/2008 |
|
|
FTC Capital GmbH
FTC Futures Fund Dynamic
|
|
|
4.43
|
4.43 |
8.74 |
-49.27 |
17.8M |
100k |
5/1/2002
|
|
|
Quality Capital Management
Enhanced Commodity Beta Programme
|
|
|
4.41
|
4.41 |
7.59 |
-62.86 |
4.0M |
5,000k |
4/1/2005 |
|
|
Insignia Futures & Options, Inc.
Epoch3
|
|
|
4.26
|
4.26 |
11.02
|
-22.31 |
25k |
20k |
7/1/2009 |
|
|
FORT LP
Fort Global Diversified
|
|
|
4.24
|
4.24 |
18.41 |
-26.55 |
91.1M |
100k |
10/1/1993 |
|
|
Quantis Asset Management
PFM Systematic
|
|
|
3.95
|
3.95 |
- |
-13.88 |
4.7M |
100k |
5/1/2010 |
|
|
Triple Alpha LLC
Triple Alpha ProgramNew
|
|
|
3.93
|
3.93 |
19.23 |
-8.98 |
1.0M |
1,000k |
2/1/2010 |
|
|
Greenwave Capital Management
GDS (Dollar Short) Alpha
|
|
|
3.83
|
3.83 |
6.14 |
-9.48 |
7.0M |
1,000k |
11/1/2009 |
|
|
Red Oak Commodity Advisors
Investment Program
|
|
|
3.80
|
3.80 |
16.46 |
-37.32
|
124.2M |
10,000k |
12/1/1989 |
|
|
White River Group
Stock Index Option Writing Strategy
|
|
|
3.79
|
3.79 |
14.81 |
-18.73 |
847k |
10k |
11/1/2008 |
|
|
FTC Capital GmbH
FTC Commodity Fund Alpha
|
|
|
3.72
|
3.72
|
3.20 |
-34.77 |
12.8M |
100k |
4/1/2005 |
|
|
Frontera Management, LLC
Frontera Global Opportunity Program
|
|
|
3.65
|
3.65 |
5.82
|
-12.64 |
15.0M |
1,000k |
4/1/2009 |
|
|
Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
|
|
|
3.61
|
3.61 |
7.59 |
-12.50 |
4.7M |
500k |
4/1/2009 |
|
|
PRIM' Alternative Investment
PRIM Energies
|
|
|
3.61
|
3.61 |
2.62
|
-71.64 |
4.3M |
10k |
5/1/2005 |
|
|
Greenwave Capital Management
GDS (Dollar Short) Beta
|
|
|
3.56
|
3.56 |
3.60 |
-8.10 |
1.0M |
1,000k |
11/1/2009 |
|
|
FTC Capital GmbH
FTC Futures Fund Classic
|
|
|
3.31
|
3.31 |
9.68 |
-33.77 |
84.6M |
10k |
11/1/1994 |
|
|
Quality Capital Management
Global Natural Resources Programme
|
|
|
3.17
|
3.17 |
4.67 |
-60.81 |
1.0M |
5,000k |
8/1/2000 |
|
|
Genuine Trading Solutions
Genuine USA Index
|
|
|
3.15
|
3.15 |
- |
-8.92
|
2.0M |
200k |
9/1/2010 |
|
|
ALFAKRAFT
ALFA Energy Fund
|
|
|
2.88
|
2.88 |
- |
-16.36 |
1.0M |
8k |
9/1/2010 |
|
|
FORT LP
Fort Global Contrarian
|
|
|
2.68
|
2.68 |
15.17 |
-17.42
|
124.6M |
100k |
10/1/2002
|
|
|
2100 Xenon Group LLC
Managed Futures (2x) Program
|
|
|
2.63
|
2.63 |
9.44 |
-18.40 |
76.7M |
5,000k |
6/1/2006 |
|
|
Eclipse Capital Management
Global Monetary
|
|
|
2.63
|
2.63 |
9.01 |
-25.95 |
491.1M |
5,000k |
8/1/1990 |
|
|
Quality Capital Management
Global Diversified Programme
|
|
|
2.58
|
2.58 |
12.98 |
-23.73 |
849.0M |
10,000k |
12/1/1995 |
|
|
Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
|
|
|
2.58
|
2.58 |
17.54 |
-39.54 |
3.7M |
200k |
11/1/1999 |
|
|
Quantica Capital AG
Quantica Diversified FX
|
|
|
2.56
|
2.56 |
2.55 |
-15.58 |
35.2M |
5,000k |
3/1/2007 |
|
|
Insignia Futures & Options, Inc.
Medallion
|
|
|
2.55
|
2.55 |
22.53 |
-30.78 |
341k |
50k |
2/1/2009 |
|
|
Vantage Capital Management
VCM Growth Program
|
|
|
2.36
|
2.36 |
- |
-31.38 |
288k |
100k |
1/1/2011 |
|
|
Pukula & Co.
YOOF
|
|
|
2.20
|
2.20 |
- |
-18.06 |
112k |
100k |
6/1/2010 |
|
|
FTC Capital GmbH
FTC Systematic Macro EUR
|
|
|
2.13
|
2.13 |
-5.13 |
-12.35 |
4.5M |
250k |
1/1/2010 |
|
|
UNISystems Research Inc.
ODI Index Program
|
|
|
2.10
|
2.10 |
-1.55 |
-23.21 |
155k |
20k |
1/1/2009 |
|
|
Global Edge Capital Management
Kondor Edge
|
|
|
2.09
|
2.09 |
11.21 |
-35.14 |
3.4M |
1,000k |
2/1/2008 |
|
|
SMN Investment Services
smn Diversified Futures Fund
|
|
|
2.08
|
2.08 |
9.20 |
-29.09 |
324.1M |
13k |
11/1/1996 |
|
|
FTC Capital GmbH
FTC Systematic Macro USD
|
|
|
2.05
|
2.05 |
-5.13 |
-12.03 |
2.8M |
250k |
2/1/2010 |
|
|
Rho Asset Management
Rho Altius 1XL Program (EUR)
|
|
|
1.85
|
1.85 |
7.93 |
-22.66 |
22.1M |
10,000k |
11/1/2007 |
|
|
Schindler Trading
International Equity Plus
|
|
|
1.82
|
1.82
|
-0.98 |
-47.92
|
7.6M |
25k |
3/1/2008 |
|
|
ALFAKRAFT
ALFA Commodity Fund
|
|
|
1.77
|
1.77 |
- |
-11.38 |
3.0M |
16k |
6/1/2010 |
|
|
Robust Methods LLC
Macro Managed Account
|
|
|
1.76
|
1.76 |
6.78 |
-11.58 |
1k |
10,000k |
1/1/2005 |
|
|
Global Domain Partners, LLC
Global Domain Vector Fund - Series A
|
|
|
1.65
|
1.65 |
4.62
|
-8.71 |
5.6M |
500k |
1/1/2006 |
|
|
Mapleridge Fund Limited
Class B (Div 2.5X)
|
|
|
1.59
|
1.59 |
4.28 |
-34.45 |
1.0M |
1,000k |
9/1/2001 |
|
|
Alder Capital
Global 20
|
|
|
1.50
|
1.50 |
7.39 |
-28.59 |
570.0M |
5,000k |
2/1/2001 |
|
|
CEC CAPITAL, LLC
CEC Ocean Fund, LP
|
|
|
1.35
|
1.35 |
- |
-12.29 |
5.2M |
250k |
10/1/2010 |
|
|
Global Sigma Group, LLC
Global Sigma Plus
|
|
|
1.26
|
1.26 |
21.64 |
-1.55 |
19.5M |
250k |
11/1/2009 |
|
|
Sparta Administradora de Recursos Ltda.
Sparta Global Funds - Trends SP - Class B
|
|
|
1.17
|
1.17 |
-2.75 |
-39.88 |
5.8M |
100k |
10/1/2008 |
|
|
Heritage Ltd
Var5 Fund
|
|
|
1.08
|
1.08 |
- |
-1.50 |
1.5M |
15k |
11/1/2010 |
|
|
TrendConcept Fund MAA
Investment Program
|
|
|
1.01
|
1.01 |
2.49 |
-7.04 |
98.4M |
0k |
9/1/2005 |
|
|
EMC Capital Management
Classic
|
|
|
1.00
|
1.00
|
21.66 |
-45.35 |
105.9M |
5,000k |
1/1/1985 |
|
|
Drury Capital
Diversified Trend-Following Program
|
|
|
0.98
|
0.98 |
12.22
|
-32.52
|
392.8M |
5,000k |
5/1/1997 |
|
|
Endeavour Capital LLP
Endeavour Pembroke
|
|
|
0.98
|
0.98 |
7.90 |
-8.53 |
29.1M |
2,000k |
7/1/2007 |
|
|
Heritage Ltd
Eurostoxx 50 / Dax / Bund Options
|
|
|
0.89
|
0.89 |
20.78 |
-15.84 |
2.0M |
200k |
1/1/2009 |
|
|
Alder Capital
Global 10
|
|
|
0.80
|
0.80 |
6.20 |
-13.35 |
13.2M |
5,000k |
10/1/2000 |
|
|
Kelly Angle Inc.
Genesis Program
|
|
|
0.64
|
0.64 |
16.77 |
-45.55 |
28.8M |
2,000k |
4/1/2000 |
|
|
Spectrum Asset Management LLC
Global Diversified
|
|
|
0.61
|
0.61 |
7.03 |
-21.77 |
265.0M |
2,000k |
1/1/2001 |
|
|
Mapleridge Fund Limited
Class A (Div)
|
|
|
0.58
|
0.58 |
2.24 |
-15.91 |
14.0M |
1,000k |
9/1/2001 |
|
|
Gap Partners LLC
Gap
|
|
|
0.57
|
0.57 |
8.61 |
-7.32
|
4.8M |
250k |
11/1/2009 |
|
|
Vanguard Axis LLC
Vanguard Axis Managed Currency Series
|
|
|
0.55
|
0.55 |
- |
-2.42
|
80.5M |
150k |
6/1/2010 |
|
|
Quantica Capital AG
Quantica Managed Futures
|
|
|
0.54
|
0.54 |
11.36 |
-9.85 |
213.0M |
5,000k |
1/1/2005 |
|
|
Lexington Asset Management
Lexington Keystone Trading Program
|
|
|
0.50
|
0.50 |
4.30 |
-28.28 |
22.9M |
100k |
10/1/2006 |
|
|
SYSTEMA Capital (a subsidiary of Taler Asset Management)
SYSTEMA Trend FundNew
|
|
|
0.50
|
0.50 |
- |
-5.41 |
0k |
130k |
4/1/2010 |
|
|
Rivercast Capital LLC
Managed Account Program
|
|
|
0.42
|
0.42
|
11.69 |
-21.27 |
1.1M |
250k |
1/1/2004 |
|
|
Brandywine Asset Management
Brandywine's Symphony Program (Prop)
|
|
|
0.41
|
0.41 |
- |
-0.45 |
12.1M |
100k |
7/1/2011 |
|
|
Gables Capital Management, Inc.
GCM Global FX
|
|
|
0.40
|
0.40 |
-0.72
|
-18.22
|
32.0M |
1,000k |
1/1/2009 |
|
|
Esulep LLC MAX
Esulep LLC MAX
|
|
|
0.29
|
0.29 |
21.22
|
-12.74 |
19.2M |
250k |
5/1/2008 |
|
|
Stein Investment Management
Trading Edge ST
|
|
|
0.27
|
0.27 |
7.04 |
-26.56 |
30k |
120k |
10/1/2008 |
|
|
Swiss Managed Futures
Eurostoxx 50 Market Neutral Aggressive
|
|
|
0.24
|
0.24 |
- |
-1.39 |
21k |
50k |
9/1/2011 |
|
|
Greenwave Capital Management
Greenwave Flaghsip (Futures Only)
|
|
|
0.20
|
0.20 |
1.19 |
-0.79 |
124.0M |
4,000k |
7/1/2008 |
|
|
Greenwave Capital Management
Greenwave Flagship
|
|
|
0.17
|
0.17 |
1.45 |
-1.47 |
30.0M |
4,000k |
6/1/2008 |
|
|
Stein Investment Management
Trading Edge LT
|
|
|
0.14
|
0.14 |
-2.98 |
-29.37 |
3.1M |
300k |
6/1/2007 |
|
|
KMJ Capital
KMJ Capital Currency
|
|
|
0.11
|
0.11 |
17.91 |
-13.28 |
1.0M |
1,000k |
8/1/1994 |
|
|
Blake Capital Management, Inc.
SRD Commodities
|
|
|
0.10
|
0.10 |
- |
-0.45 |
75k |
25k |
8/1/2011 |
|
|
A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
|
|
|
0.08
|
0.08 |
38.01 |
-2.96 |
40.4M |
50k |
10/1/2007 |
|
|
Fenix Capital Management, LLC
Action Trading System I
|
|
|
0.06
|
0.06 |
6.04 |
N/A |
98k |
|
8/1/2007 |
|
|
Westphal Trading
Trend-following Proprietary
|
|
|
0.05
|
0.05 |
- |
-6.01 |
377k |
1,000k |
5/1/2010 |
|
|
Hyman Beck and Company
Volatility Analytics
|
|
|
0.05
|
0.05 |
2.43 |
-8.47 |
99.9M |
1,000k |
12/1/2006 |
|
|
QQFund.com
QQFund.com Stock Index Trend Program (QSITP)
|
|
|
0.03
|
0.03 |
17.18 |
-35.81 |
245k |
100k |
9/1/2008 |
|
|
London Systematic Advisors
Futures Statistical ArbitrageNew
|
|
|
-0.04
|
-0.04 |
- |
-8.91 |
10.3M |
5,000k |
4/1/2011 |
|
|
Swiss Managed Futures
S&P 500 Market Neutral
|
|
|
-0.17
|
-0.17 |
- |
-5.05 |
528k |
50k |
2/1/2011 |
|
|
Strategic Global Advisors LLC
Global Select L/S
|
|
|
-0.26
|
-0.26 |
3.12
|
-5.15 |
2.0M |
1,000k |
12/1/2006 |
|
|
2100 Xenon Group LLC
Long/Short Global Fixed Income Program
|
|
|
-0.36
|
-0.36 |
3.87 |
-7.47 |
126.8M |
2,000k |
8/1/2004 |
|
|
Noho Capital Management Ltd
Managed Futures on Asian Equity Indices
|
|
|
-0.36
|
-0.36 |
- |
-2.60 |
5.0M |
5,000k |
5/1/2011 |
|
|
Blake Capital Management, Inc.
SRD AggressiveMaxDD
|
|
|
-0.38
|
-0.38 |
- |
-2.60 |
24k |
25k |
1/1/2011 |
|
|
Concorde Finance S. A.
Concorde Diversified Futures
|
|
|
-0.44
|
-0.44 |
9.55 |
-12.58 |
2.2M |
500k |
2/1/2003 |
|
|
Metolius Capital LLC
Metolius Diversified
|
|
|
-0.48
|
-0.48 |
- |
-4.26 |
129.0M |
100k |
6/1/2010 |
|
|
Olsen Ltd
AF
|
|
|
-0.50
|
-0.50 |
4.13 |
-6.15 |
30.0M |
10k |
7/1/2009 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.