|
|
AFB LLC
FortyEighters II Gold Program
|
|
|
16.52
|
-33.00
|
9.71
|
-66.63
|
1.6M
|
50k
|
7/1/2009
|
|
|
|
Di Tomasso Group Inc.
Equilibrium Program
|
|
|
9.22
|
5.89
|
24.75
|
-37.02
|
34.3M
|
5,000k
|
1/1/2002
|
|
|
|
GT CAPITAL CTA
GT CAPITAL CTA
|
|
|
6.02
|
7.40
|
9.57
|
-11.79
|
8.7M
|
150k
|
6/1/2009
|
|
|
|
Ditsch Trading, LLC
Discretionary Trading Program
|
|
|
5.58
|
-0.65
|
17.07
|
-44.31
|
13.2M
|
100k
|
1/1/2011
|
|
|
|
Protec Energy Partners LLC
ET1
|
|
|
3.90
|
15.27
|
45.80
|
-14.43
|
48.5M
|
500k
|
4/1/2010
|
|
|
|
Global AG LLC
Global Ag LLC
|
|
|
3.73
|
5.47
|
32.06
|
-17.57
|
371.5M
|
1,000k
|
12/1/2008
|
|
|
|
IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
|
|
|
3.42
|
9.72
|
-
|
-4.47
|
64.1M
|
100k
|
1/1/2012
|
|
|
|
Estlander & Partners
Freedom
|
|
|
3.27
|
9.51
|
2.25
|
-20.55
|
219.7M
|
20,000k
|
8/1/2010
|
|
|
|
Strategic Ag Trading
SAT PREMIUM
|
|
|
3.07
|
4.10
|
9.84
|
-9.08
|
5.9M
|
100k
|
12/1/2008
|
|
|
|
Paramount Capital Management LLC
Commodity Trading Program
|
|
|
2.88
|
14.72
|
18.75
|
-57.77
|
2.0M
|
100k
|
7/1/2008
|
|
|
|
JKI-Futures, LLC
ETIRON Access
|
|
|
2.87
|
8.54
|
4.26
|
-10.57
|
0k
|
500k
|
4/1/2011
|
|
|
|
Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
|
|
|
2.83
|
-3.19
|
11.05
|
-9.25
|
15.2M
|
5,000k
|
3/1/2009
|
|
|
|
Range Wise
Investment Program
|
|
|
2.50
|
-0.23
|
10.40
|
-23.64
|
3.5M
|
500k
|
2/1/1991
|
|
|
|
Lekka Capital Management, LLC
EuroDocII
|
|
|
2.30
|
-12.42
|
-
|
-15.29
|
859k
|
100k
|
8/1/2012
|
|
|
|
Millburn Corporation
Multi-Markets Program
|
|
|
2.12
|
4.30
|
7.74
|
-18.07
|
431.0M
|
25,000k
|
10/1/2004
|
|
|
|
Schindler Capital Management, LLC
Dairy Advantage Program
|
|
|
2.12
|
2.55
|
54.03
|
-41.49
|
5.4M
|
250k
|
8/1/2005
|
|
|
|
Opus Futures LLC
Diversified Futures Trading Program
|
|
|
1.89
|
11.72
|
7.15
|
-50.66
|
2.8M
|
100k
|
3/1/2011
|
|
|
|
SHARPE+SIGNA LLC
SHARPE+SIGNA Managed Currency Series
|
|
|
1.79
|
7.77
|
40.24
|
-4.12
|
102.0M
|
1,000k
|
6/1/2010
|
|
|
|
Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
|
|
|
1.71
|
1.53
|
7.83
|
-8.24
|
37.7M
|
1,000k
|
6/1/2007
|
|
|
|
Beam Bayesian Efficient Asset Management LLC
SBF (Proprietary)
|
|
|
1.58
|
-5.59
|
7.18
|
-11.55
|
2.7M
|
5,000k
|
10/1/2006
|
|
|
|
Welton Investment Corporation
GDP Program
|
|
|
1.56
|
4.15
|
7.21
|
-25.02
|
677.0M
|
10,000k
|
6/1/2004
|
|
|
|
Tlaloc Capital LLC
Grains Program
|
|
|
1.45
|
3.53
|
17.96
|
-3.47
|
43.3M
|
1,000k
|
4/1/2010
|
|
|
|
Kottke Associates
Law - Managed Account Program
|
|
|
1.42
|
2.77
|
25.87
|
-17.26
|
2.5M
|
500k
|
1/1/2006
|
|
|
|
Haar Capital Management
Discretionary Commodity Trading Program
|
|
|
1.33
|
0.14
|
7.26
|
-17.67
|
123.6M
|
250k
|
12/1/2005
|
|
|
|
Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
|
|
|
1.33
|
2.45
|
N/A
|
-12.56
|
10.4M
|
5,000k
|
1/1/2005
|
|
|
|
Capricorn Currency Management
Capricorn FXG10
|
|
|
1.29
|
5.17
|
12.75
|
-2.18
|
37.0M
|
50k
|
4/1/2008
|
|
|
|
Goldman Management, Inc
Stock Index Futures (Prop)
|
|
|
1.20
|
9.64
|
13.49
|
-14.44
|
6.2M
|
300k
|
2/1/2002
|
|
|
|
Greenwave Capital Management
Greenwave Alpha Plus
|
|
|
1.15
|
19.16
|
10.90
|
-19.65
|
400k
|
400k
|
3/1/2011
|
|
|
|
Esulep LLC MAX
Esulep LLC MAX
|
|
|
1.10
|
2.25
|
13.21
|
-12.74
|
56.3M
|
250k
|
5/1/2008
|
|
|
|
B.A.M. Investments AG
BAM Espresso Fund SPC
|
|
|
1.07
|
-13.57
|
-
|
-21.01
|
8.0M
|
1,000k
|
4/1/2012
|
|
|
|
MatadorFX LLC
Emerging Currency Strategy
|
|
|
1.04
|
1.41
|
-
|
-6.61
|
180k
|
100k
|
10/1/2011
|
|
|
|
Capricorn Currency Management
Capricorn FXG10 EUR
|
|
|
0.95
|
4.72
|
11.16
|
-1.77
|
2.0M
|
50k
|
5/1/2009
|
|
|
|
Rosetta Capital Management
Macro Program
|
|
|
0.82
|
0.88
|
17.69
|
-17.36
|
5.3M
|
50k
|
1/1/2009
|
|
|
|
Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
|
|
|
0.79
|
-6.55
|
3.90
|
-16.29
|
424.5M
|
25,000k
|
3/1/2010
|
|
|
|
Global Sigma Group, LLC
Global Sigma Plus
|
|
|
0.78
|
4.06
|
19.00
|
-1.55
|
63.0M
|
250k
|
11/1/2009
|
|
|
|
Capricorn Currency Management
Capricorn FXG10 USD
|
|
|
0.78
|
3.20
|
11.03
|
-1.30
|
16.0M
|
100k
|
3/1/2009
|
|
|
|
Metolius Capital LLC
Metolius Diversified
|
|
|
0.72
|
2.50
|
2.68
|
-10.05
|
136.0M
|
100k
|
6/1/2010
|
|
|
|
Endeavour Capital LLP
Endeavour Pembroke
|
|
|
0.70
|
-0.27
|
5.58
|
-10.21
|
31.9M
|
2,000k
|
7/1/2007
|
|
|
|
Hoss Capital Management, LLC
Hoss Agricultural Futures Program
|
|
|
0.68
|
1.83
|
-
|
-1.98
|
1.1M
|
100k
|
1/1/2012
|
|
|
|
Wallwood Consultants
Quantaur FXcel X 5 Managed Program
|
|
|
0.64
|
-2.06
|
19.15
|
-9.60
|
230k
|
30k
|
1/1/2011
|
|
|
|
Aventis Asset Managment LLC
Aventis Diversified Commodity Fund (Barbarian Program)
|
|
|
0.59
|
2.34
|
15.34
|
-20.86
|
445.0M
|
10,000k
|
9/1/2006
|
|
|
|
Three Rock Capital Management
Global Macro Program (Proprietary)
|
|
|
0.55
|
2.36
|
7.44
|
-15.72
|
5.1M
|
100k
|
1/1/2009
|
|
|
|
JLC Futures Management Company
JLC Managed Futures Fund I, LP.
|
|
|
0.50
|
1.57
|
-0.87
|
-22.31
|
5.5M
|
100k
|
8/1/2009
|
|
|
|
Red Oak Commodity Advisors
Investment Program
|
|
|
0.50
|
4.59
|
15.33
|
-37.32
|
144.2M
|
10,000k
|
12/1/1989
|
|
|
|
Greenwave Capital Management
GDS (Dollar Short) Beta
|
|
|
0.22
|
-1.90
|
1.33
|
-8.59
|
1.0M
|
1,000k
|
11/1/2009
|
|
|
|
Bayou City Capital
Bayou City Capital, L.P.
|
|
|
0.20
|
13.78
|
18.80
|
-80.35
|
5.4M
|
10k
|
1/1/2001
|
|
|
|
Cypress Energy Capital Management, LP
Cypress Energy, LP
|
|
|
0.14
|
1.21
|
17.25
|
-20.25
|
28.2M
|
250k
|
7/1/2008
|
|
|
|
Greenwave Capital Management
Greenwave Flagship Discretionary Plus
|
|
|
0.11
|
1.25
|
-
|
N/A
|
14.4M
|
4,000k
|
9/1/2012
|
|
|
|
JPD Enterprises, Inc.
Global Diversified Program
|
|
|
0.10
|
-0.61
|
7.71
|
-25.22
|
11.2M
|
3,000k
|
6/1/1988
|
|
|
|
Valhalla Capital Group, LLC
MS1
|
|
|
0.06
|
4.40
|
13.95
|
-9.74
|
661k
|
250k
|
1/1/2010
|
|
|
|
Greenwave Capital Management
Greenwave Flagship
|
|
|
0.03
|
0.20
|
1.22
|
-1.47
|
91.0M
|
4,000k
|
6/1/2008
|
|
|
|
Greenwave Capital Management
Greenwave Flaghship (Futures Only)
|
|
|
0.02
|
0.19
|
1.02
|
-0.79
|
331.2M
|
4,000k
|
7/1/2008
|
|
|
|
Intercontinental Managed Futures
ICMF Global Momentum Trading Program
|
|
|
0.00
|
1.46
|
-
|
-2.18
|
400k
|
50k
|
10/1/2012
|
|
|
|
County Cork LLC
RLA II
|
|
|
-0.05
|
-0.90
|
8.34
|
-10.48
|
2.0M
|
2,000k
|
1/1/2009
|
|
|
|
Principle Capital Management LLC
Principle Commodity Futures - Separate AccountMaxDD
|
|
|
-0.05
|
-0.82
|
-
|
-2.37
|
31.5M
|
500k
|
9/1/2012
|
|
|
|
Principle Capital Management LLC
Principle Commodity Futures (Prop)
|
|
|
-0.06
|
-1.17
|
8.76
|
-6.60
|
2.5M
|
500k
|
5/1/2010
|
|
|
|
Stenger Capital Management, LLC
Diversified Trading Program
|
|
|
-0.07
|
0.52
|
12.26
|
-0.55
|
204.2M
|
200k
|
4/1/2010
|
|
|
|
Brandywine Asset Management
Brandywine's Symphony Program
|
|
|
-0.09
|
4.84
|
-
|
-5.51
|
23.6M
|
100k
|
7/1/2011
|
|
|
|
Beryl Investment Group LLC
Nominal Discretionary System
|
|
|
-0.10
|
-0.54
|
6.66
|
-11.88
|
3.3M
|
50k
|
7/1/2007
|
|
|
|
Greenwave Capital Management
GDS (Dollar Short) AlphaMaxDD
|
|
|
-0.10
|
-2.66
|
-0.08
|
-16.24
|
2.0M
|
1,000k
|
11/1/2009
|
|
|
|
Vista CTA LLC
Index Plus
|
|
|
-0.13
|
-8.24
|
-3.04
|
-32.42
|
423k
|
100k
|
9/1/2009
|
|
|
|
Millburn Corporation
Commodity ProgramMaxDD
|
|
|
-0.13
|
-2.47
|
4.87
|
-26.96
|
74.0M
|
25,000k
|
3/1/2005
|
|
|
|
Beam Bayesian Efficient Asset Management LLC
FX (Proprietary)MaxDD
|
|
|
-0.23
|
-4.07
|
5.79
|
-14.21
|
1.8M
|
5,000k
|
10/1/1997
|
|
|
|
Third Street AG Investments, LLC
Fundamental Discretionary AG
|
|
|
-0.25
|
-0.07
|
6.30
|
-53.53
|
21.0M
|
500k
|
12/1/2008
|
|
|
|
Xplor Capital Management, LLC
Global CTA Program
|
|
|
-0.29
|
-2.42
|
3.62
|
-36.83
|
30.0M
|
1,500k
|
7/1/2004
|
|
|
|
County Cork LLC
B & B (Prop)
|
|
|
-0.32
|
-6.95
|
7.50
|
-31.49
|
500k
|
500k
|
11/1/2009
|
|
|
|
Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
|
|
|
-0.38
|
18.38
|
-
|
-20.28
|
6.8M
|
100k
|
7/1/2011
|
|
|
|
County Cork LLC
B & R (Prop)MaxDD
|
|
|
-0.46
|
-3.50
|
4.37
|
-8.93
|
1.0M
|
500k
|
5/1/2010
|
|
|
|
M6 Capital Management LLC
Standard Program
|
|
|
-0.47
|
2.40
|
8.25
|
-15.40
|
31.9M
|
300k
|
7/1/2005
|
|
|
|
Rosetta Capital Management
Rosetta Trading Program
|
|
|
-0.58
|
-0.41
|
40.09
|
-39.67
|
124.4M
|
250k
|
4/1/2000
|
|
|
|
Eclipse Capital Management
Global Monetary
|
|
|
-0.66
|
10.44
|
9.18
|
-25.95
|
536.3M
|
5,000k
|
8/1/1990
|
|
|
|
JKI-Futures, LLC
ETIRON Large 2x
|
|
|
-0.70
|
16.23
|
9.98
|
-37.26
|
2.1M
|
1,000k
|
9/1/2008
|
|
|
|
KMJ Capital
KMJ Capital Currency
|
|
|
-0.72
|
-1.03
|
17.37
|
-13.28
|
15.0M
|
1,000k
|
8/1/1994
|
|
|
|
Frontera Management, LLC
Frontera Global Opportunity Program
|
|
|
-1.52
|
-1.03
|
4.61
|
-12.64
|
12.4M
|
1,000k
|
4/1/2009
|
|
|
|
Kottke Associates
Lark - Cattle Program
|
|
|
-1.58
|
-5.76
|
7.95
|
-16.16
|
6.5M
|
500k
|
2/1/2008
|
|
|
|
Insignia Futures & Options, Inc.
Medallion
|
|
|
-1.98
|
1.73
|
17.24
|
-30.78
|
1.1M
|
50k
|
2/1/2009
|
|
|
|
Beam Bayesian Efficient Asset Management LLC
Commodities (Proprietary)MaxDD
|
|
|
-2.09
|
-0.06
|
3.79
|
-14.02
|
3.6M
|
5,000k
|
3/1/2006
|
|
|
|
County Cork LLC
Cro Marc I (Prop)
|
|
|
-2.35
|
0.14
|
2.68
|
-26.10
|
250k
|
250k
|
8/1/2010
|
|
|
|
County Cork LLC
RLA I (Prop)
|
|
|
-2.37
|
4.09
|
4.73
|
-38.16
|
500k
|
500k
|
10/1/2007
|
|
|
|
Novus Investments, LLC
Novus Precious Commodities
|
|
|
-3.08
|
0.26
|
33.56
|
-39.84
|
6.0M
|
200k
|
1/1/2007
|
|
|
|
B G Asset Management LLC
Futures Trend Trading Programme
|
|
|
-3.77
|
3.94
|
-
|
-4.05
|
50k
|
100k
|
1/1/2013
|
|
|
|
Valu-Trac Investment Management
USD CompositeMaxDD
|
|
|
-4.36
|
-8.81
|
5.06
|
-29.61
|
160.6M
|
1,000k
|
10/1/2002
|
|
|
|
Bifrost Quest Capital LLC
IndexQuest (Client)NewMaxDD
|
|
|
-4.96
|
-5.40
|
-
|
-14.31
|
1.0M
|
500k
|
11/1/2011
|
|
|
|
AIS Capital and AIS Futures MGT
MAAP (2x-4x) Composite
|
|
|
-5.31
|
-10.33
|
10.50
|
-74.76
|
123.9M
|
5,000k
|
10/1/1992
|
|
|
|
Gables Capital Management, Inc.
GCM Global FX
|
|
|
-6.29
|
8.86
|
1.06
|
-18.82
|
18.0M
|
1,000k
|
1/1/2009
|
|
|
|
AIS Capital and AIS Futures MGT
MAAP (3x-6x) Composite
|
|
|
-7.97
|
-15.46
|
13.35
|
-89.67
|
74.6M
|
3,000k
|
7/1/1992
|
|
|
|
Iron Fortress FX Management, Ltd.
Iron Fortress FX USAMaxDD
|
|
|
-19.97
|
-7.11
|
-
|
-24.79
|
689k
|
100k
|
12/1/2011
|
|
|
|
County Cork LLC
Long Only Agricultural Program
|
|
|
|
-0.51
|
-0.30
|
-16.72
|
2.7M
|
5,000k
|
8/1/2007
|
|
|
|
County Cork LLC
The Long and Short Agricultural Program
|
|
|
|
-0.51
|
-0.43
|
-27.91
|
2.0M
|
5,000k
|
11/1/2007
|
|
|
|
Carrousel Capital Ltd
Centrix IX Fund Ltd
|
|
|
|
0.67
|
-1.62
|
-12.07
|
3.3M
|
100k
|
6/1/2010
|
|
|
|
Ceres Funds Management, LLC
Agriculture Program 1.5X
|
|
|
|
4.47
|
16.16
|
-40.13
|
3.7M
|
500k
|
2/1/2008
|
|
|
|
Ceres Funds Management, LLC
Agriculture Program
|
|
|
|
2.92
|
-
|
-15.64
|
700k
|
100k
|
6/1/2011
|
|
|
|
Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
|
|
|
|
0.16
|
-
|
-2.43
|
500k
|
100k
|
1/1/2012
|
|
|
|
Typhon Capital Management, LLC
Plutus Grain Strategy
|
|
|
|
1.69
|
12.07
|
-10.13
|
32.5M
|
250k
|
4/1/2008
|
|
|
|
Tejas Advisors LLC
Tejas Advisors
|
|
|
|
1.58
|
-3.65
|
-24.18
|
30.0M
|
250k
|
5/1/2010
|
|
|
|
Oak Investment Group
Blue Star
|
|
|
|
-49.77
|
-55.11
|
-90.33
|
1.0M
|
50k
|
4/1/2010
|
|
|
|
Strategic Ag Trading
SAT GRAINS
|
|
|
|
0.24
|
11.11
|
-20.27
|
13.9M
|
100k
|
4/1/2002
|
|
|
|
Tanyard Creek Capital
Livestock Program
|
|
|
|
-4.83
|
30.72
|
-14.17
|
60.6M
|
100k
|
6/1/2008
|
|
|
|
Strategic Ag Trading
SAT BALANCED
|
|
|
|
-3.53
|
-0.39
|
-40.43
|
582k
|
100k
|
1/1/2005
|
|
|
|
Bear Commodities Corporation
Bear Commodities Corporation Level 2 (Prop)
|
|
|
|
12.94
|
-
|
-53.48
|
717k
|
50k
|
6/1/2011
|
|
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.