|
|
K.C. Capital Management, Inc.
Capital Management Arbitrage and Risk Management
|
|
|
63.41
|
30.86
|
-
|
-34.48
|
79k
|
100k
|
11/1/2011
|
|
|
Ditsch Trading, LLC
Discretionary Trading Program
|
|
|
34.03
|
72.98
|
-
|
-22.70
|
13.6M
|
100k
|
7/1/2010
|
|
|
Opus Futures LLC
Diversified Futures Trading Program
|
|
|
22.42
|
21.13
|
-
|
-50.66
|
530k
|
100k
|
3/1/2011
|
|
|
Global AG LLC
Global AG LLC
|
|
|
14.48
|
35.84
|
41.23
|
-17.57
|
310.9M
|
1,000k
|
12/1/2008
|
|
|
Adantia LLC
Foreign Exchange Volatility Strategy Very Aggressive Program (Prop)
|
|
|
12.63
|
8.97
|
35.05
|
-19.77
|
1.0M
|
50k
|
11/1/2009
|
|
|
BOT Trading LLC
BOT Ltd. Edition
|
|
|
12.23
|
30.59
|
-
|
-0.15
|
1.0M
|
100k
|
11/1/2011
|
|
|
Adantia LLC
Foreign Exchange Volatility Strategy Aggressive Program (Prop)
|
|
|
10.50
|
6.43
|
36.15
|
-6.53
|
2.9M
|
50k
|
12/1/2009
|
|
|
Insignia Futures & Options, Inc.
Epoch3
|
|
|
9.51
|
26.00
|
17.60
|
-22.31
|
31k
|
20k
|
7/1/2009
|
|
|
Bocken Trading LLC
Managed Account Program
|
|
|
9.33
|
24.53
|
-
|
-2.82
|
2.6M
|
100k
|
7/1/2011
|
|
|
Sparta Administradora de Recursos Ltda.
Sparta Global Funds - Trends SP - Class B
|
|
|
8.94
|
11.14
|
0.03
|
-39.88
|
6.2M
|
100k
|
10/1/2008
|
|
|
GLOBIVEST LLC
Alpha Program
|
|
|
8.28
|
14.55
|
22.81
|
-9.80
|
732k
|
50k
|
4/1/2009
|
|
|
Intex Capital
Arborvitae Options Program
|
|
|
8.19
|
37.74
|
16.30
|
-52.01
|
68k
|
50k
|
5/1/2007
|
|
|
Estlander & Partners
Alpha Trend II - Class P
|
|
|
7.72
|
0.22
|
-4.80
|
-51.26
|
41.2M
|
100k
|
12/1/2008
|
|
|
Liberty Funds Group, Inc
Liberty Diversified Option Strategy
|
|
|
7.52
|
11.43
|
1.20
|
-27.20
|
13.1M
|
750k
|
1/1/2009
|
|
|
Kinkopf Capital Management
Investment Program
|
|
|
7.44
|
19.11
|
13.81
|
-37.04
|
119k
|
100k
|
1/1/1999
|
|
|
ACE Investment Strategists
Diversified Premium Collection (Under 45K)
|
|
|
7.28
|
8.72
|
-5.56
|
-70.85
|
2.5M
|
75k
|
8/1/2004
|
|
|
FXQU
FXQU D1
|
|
|
7.10
|
19.37
|
-
|
-6.61
|
6k
|
50k
|
1/1/2011
|
|
|
Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
|
|
|
6.94
|
-10.70
|
15.01
|
-34.10
|
2.1M
|
100k
|
3/1/2003
|
|
|
Clarke Capital Management
Worldwide
|
|
|
6.88
|
7.91
|
14.18
|
-27.15
|
26.7M
|
250k
|
1/1/1996
|
|
|
LJM Partners
LJM Aggressive Strategy
|
|
|
6.80
|
18.19
|
19.66
|
-63.83
|
39.0M
|
500k
|
7/1/1998
|
|
|
Adantia LLC
Foreign Exchange Volatility Strategy Moderate Program (Prop)
|
|
|
6.59
|
4.06
|
-23.13
|
-68.07
|
700k
|
50k
|
12/1/2009
|
|
|
Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
|
|
|
6.54
|
-10.11
|
5.34
|
-15.63
|
8.0M
|
100k
|
10/1/2009
|
|
|
Seneca Invest AG
Procyon Galaxy Trading (P)
|
|
|
6.34
|
-0.49
|
62.14
|
-28.76
|
36k
|
10k
|
1/1/2009
|
|
|
Blackheath Fund Management Inc.
Blackheath Sentiment Strategy
|
|
|
6.31
|
-10.03
|
14.43
|
-33.91
|
29.1M
|
500k
|
3/1/2003
|
|
|
Clarity Capital Management
Clarity Capital Management
|
|
|
6.13
|
4.94
|
-2.14
|
-36.34
|
427k
|
20k
|
5/1/2009
|
|
|
LJM Partners
LJM Moderately Aggressive Strategy
|
|
|
6.01
|
14.48
|
21.18
|
-42.26
|
105.0M
|
1,000k
|
4/1/2003
|
|
|
Pere Trading Group, LLC
Pere Trading Program
|
|
|
5.62
|
5.35
|
36.66
|
-60.73
|
15.5M
|
50k
|
6/1/2005
|
|
|
T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Program
|
|
|
5.52
|
-13.73
|
47.59
|
-19.18
|
3.8M
|
250k
|
4/1/2010
|
|
|
Clarke Capital Management
Global Magnum
|
|
|
5.46
|
38.57
|
16.61
|
-41.53
|
13.8M
|
100k
|
8/1/1997
|
|
|
Emil van Essen
Emil van Essen Spread Trading Program
|
|
|
5.24
|
-2.86
|
32.86
|
-36.21
|
420.0M
|
5,000k
|
1/1/2007
|
|
|
Clarke Capital Management
Orion
|
|
|
5.20
|
1.81
|
6.63
|
-28.86
|
2.1M
|
200k
|
7/1/1999
|
|
|
Quantum Leap Capital Management
Managed Account Program
|
|
|
5.10
|
1.45
|
19.78
|
-24.45
|
10.0M
|
150k
|
8/1/2006
|
|
|
Swiss Managed Futures
Eurostoxx 50 Market Neutral Aggressive
|
|
|
4.74
|
3.76
|
-
|
-3.22
|
22k
|
50k
|
9/1/2011
|
|
|
Newport Private Capital, LLC
TEOW
|
|
|
4.59
|
4.97
|
10.38
|
-49.29
|
3.1M
|
100k
|
12/1/2001
|
|
|
Atlas One LP
Investment Program
|
|
|
4.31
|
9.78
|
4.62
|
-18.55
|
3.5M
|
50k
|
4/1/2006
|
|
|
Diamond Peak Capital LLC
Northstar Aggressive (2x) program
|
|
|
4.24
|
7.11
|
9.31
|
-26.28
|
5.0M
|
250k
|
10/1/2008
|
|
|
ACE Investment Strategists
Diversified Premium Collection (45K+)
|
|
|
4.14
|
-4.04
|
-14.70
|
-82.88
|
1.4M
|
75k
|
8/1/2004
|
|
|
White River Group
Stock Index Option Writing Strategy
|
|
|
4.05
|
12.81
|
16.42
|
-18.73
|
1.5M
|
10k
|
11/1/2008
|
|
|
Parizek Capital
Currency Program
|
|
|
3.92
|
6.65
|
-1.37
|
-46.76
|
317k
|
1,000k
|
4/1/2006
|
|
|
Financial Commodity Investments
Option Selling Strategy
|
|
|
3.85
|
-19.23
|
6.01
|
-59.95
|
2.8M
|
50k
|
7/1/2004
|
|
|
DUNN Capital Management
DUNN Combined Fund (DCF)
|
|
|
3.66
|
-0.90
|
13.14
|
-71.10
|
23.6M
|
100k
|
5/1/1989
|
|
|
Non Correlated Capital
Positive Theta Fund
|
|
|
3.63
|
11.47
|
55.92
|
-14.55
|
1.5M
|
50k
|
10/1/2007
|
|
|
Non Correlated Capital
Positive Theta Programme New
|
|
|
3.63
|
11.39
|
45.53
|
-14.08
|
3.3M
|
250k
|
10/1/2007
|
|
|
Systematic Alpha Management
Systematic Alpha MultiStrategy Futures Program (P)
|
|
|
3.62
|
2.39
|
-
|
-2.44
|
11.2M
|
5,000k
|
2/1/2012
|
|
|
Anello Asset Management LLP
AAM Diversified Futures Program (Prop)
|
|
|
3.56
|
1.81
|
20.10
|
-34.40
|
25k
|
150k
|
1/1/2006
|
|
|
American Optimal Advisors
AORDA Portfolio 2
|
|
|
3.53
|
5.66
|
21.95
|
-28.17
|
156k
|
200k
|
1/1/2005
|
|
|
Altradis Capital AG
AlphAlgo
|
|
|
3.46
|
-4.00
|
9.13
|
-15.82
|
8.4M
|
100k
|
5/1/2007
|
|
|
Adantia LLC
Foreign Exchange Volatility Strategy Conservative Program (Prop)
|
|
|
3.42
|
1.71
|
-
|
-6.10
|
50k
|
50k
|
11/1/2010
|
|
|
ACE Investment Strategists
Energy Sector Hybrid Approach (ESHA)
|
|
|
3.42
|
14.13
|
-
|
-5.45
|
9.6M
|
20k
|
4/1/2011
|
|
|
Endeavour Capital LLP
Endeavour Pembroke
|
|
|
3.40
|
0.60
|
7.39
|
-8.53
|
28.3M
|
2,000k
|
7/1/2007
|
|
|
Clarke Capital Management
Global Basic
|
|
|
3.36
|
30.90
|
23.06
|
-46.51
|
10.2M
|
50k
|
2/1/1996
|
|
|
Insignia Futures & Options, Inc.
Medallion
|
|
|
3.33
|
14.70
|
24.86
|
-30.78
|
714k
|
50k
|
2/1/2009
|
|
|
Swiss Managed Futures
Eurostoxx 50 Market Neutral
|
|
|
3.33
|
2.49
|
-
|
-2.35
|
50k
|
50k
|
9/1/2011
|
|
|
Ceres Funds Management, LLC
Agriculture Program 1.5X
|
|
|
3.27
|
6.22
|
21.00
|
-40.13
|
5.3M
|
500k
|
2/1/2008
|
|
|
Abraham Investment Management
Diversified Trading Program (Proprietary)
|
|
|
3.22
|
1.95
|
3.06
|
-10.50
|
363k
|
300k
|
9/1/2009
|
|
|
JKI-Futures, LLC
ETIRON Large 2x
|
|
|
3.21
|
14.10
|
12.90
|
-35.86
|
1.1M
|
1,000k
|
9/1/2008
|
|
|
Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Strategy
|
|
|
3.20
|
13.33
|
24.12
|
-10.69
|
7.7M
|
500k
|
1/1/2009
|
|
|
Integrated Managed Futures Corp
IMFC Global Investment Program
|
|
|
3.16
|
-3.90
|
11.90
|
-14.03
|
47.1M
|
2,000k
|
2/1/2007
|
|
|
Pelican Bay Futures Management
Futures Spread Strategy
|
|
|
3.13
|
10.22
|
4.08
|
-21.90
|
2.4M
|
150k
|
9/1/2007
|
|
|
Financial Commodity Investments
Credit Premium Program (CPP)
|
|
|
3.12
|
-21.19
|
11.01
|
-31.49
|
11.8M
|
50k
|
5/1/2006
|
|
|
Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
|
|
|
3.11
|
12.72
|
-
|
-11.69
|
2.7M
|
100k
|
10/1/2010
|
|
|
Systematic Alpha Management
Systematic Alpha Futures Program
|
|
|
3.10
|
-2.75
|
6.77
|
-19.22
|
75.0M
|
5,000k
|
6/1/2004
|
|
|
Paskewitz Asset Management LLC
Contrarian S&P Stock Index
|
|
|
3.06
|
1.31
|
16.45
|
-18.07
|
163.0M
|
1,000k
|
12/1/2003
|
|
|
Livestock CTA LLC
Livestock Trading Program
|
|
|
3.05
|
12.95
|
3.91
|
-22.89
|
569k
|
25k
|
1/1/2010
|
|
|
JLC Futures Management Company
JLC Managed Futures Fund I, LP.
|
|
|
3.03
|
4.24
|
-3.01
|
-22.31
|
4.9M
|
250k
|
8/1/2009
|
|
|
AIS Capital and AIS Futures MGT
MAAP (3x-6x) Composite
|
|
|
3.01
|
19.26
|
15.31
|
-89.67
|
98.1M
|
5,000k
|
7/1/1992
|
|
|
Global Vista
Global Vista Options
|
|
|
2.92
|
21.11
|
-
|
-14.24
|
901k
|
25k
|
10/1/2010
|
|
|
Mapleridge Fund Limited
Class B (Div 2.5X)
|
|
|
2.91
|
1.55
|
4.17
|
-34.76
|
276k
|
1,000k
|
9/1/2001
|
|
|
Revolution Capital Management
Mosaic Program
|
|
|
2.83
|
6.64
|
17.87
|
-43.22
|
101.0M
|
10,000k
|
10/1/2006
|
|
|
LJM Partners
LJM Preservation & Growth Strategy
|
|
|
2.80
|
4.95
|
11.38
|
-10.89
|
36.0M
|
250k
|
5/1/2006
|
|
|
ACE Investment Strategists
Multi-Market Hybrid Approach (MMHA)
|
|
|
2.80
|
6.49
|
-
|
-6.91
|
9.1M
|
100k
|
1/1/2011
|
|
|
Intex Capital
Covered Options ProgramNew
|
|
|
2.80
|
13.31
|
-
|
N/A
|
30k
|
25k
|
1/1/2012
|
|
|
Ansbacher Investment Management
Market Neutral Put Skew Program
|
|
|
2.77
|
16.91
|
9.13
|
-41.88
|
11.0M
|
250k
|
1/1/1996
|
|
|
DUNN Capital Management
World Monetary and Agriculture Program (WMA)
|
|
|
2.77
|
-8.16
|
14.27
|
-57.66
|
309.2M
|
10,000k
|
11/1/1984
|
|
|
Liberty Funds Group, Inc
Liberty Wealth Protection Fund
|
|
|
2.63
|
2.11
|
1.05
|
-26.41
|
32.1M
|
250k
|
10/1/2009
|
|
|
Crescent Bay Capital Management
Balance Volatility Program
|
|
|
2.59
|
2.38
|
9.53
|
-32.69
|
5.0M
|
50k
|
8/1/2007
|
|
|
Aurapoint
Vakt
|
|
|
2.55
|
6.94
|
-
|
-1.86
|
60k
|
50k
|
1/1/2011
|
|
|
Linn Hare & Huckabay
Apex Trading Program (Client)
|
|
|
2.52
|
8.19
|
19.40
|
-25.90
|
10.0M
|
100k
|
8/1/2007
|
|
|
Bayou City Capital
Bayou City Capital, L.P.
|
|
|
2.50
|
49.57
|
16.30
|
-80.35
|
2.3M
|
10k
|
1/1/2001
|
|
|
Robert Charles & Co., L.P.
Diversified Trading Program - QEP
|
|
|
2.48
|
11.77
|
-
|
N/A
|
3.4M
|
50k
|
9/1/2011
|
|
|
Macrotheme Capital Management LLC
Commercial Hedge Grantor
|
|
|
2.47
|
0.77
|
5.17
|
-38.93
|
172k
|
50k
|
7/1/2009
|
|
|
Liberty Funds Group, Inc
Liberty Global Fund
|
|
|
2.43
|
1.25
|
14.61
|
-48.30
|
4.8M
|
250k
|
6/1/1988
|
|
|
DQS
Absolute Return Fund
|
|
|
2.40
|
-8.65
|
3.93
|
-27.58
|
3.0M
|
100k
|
8/1/2006
|
|
|
Estlander & Partners
Alpha Trend
|
|
|
2.39
|
0.40
|
11.95
|
-18.12
|
592.4M
|
20,000k
|
10/1/1991
|
|
|
Abraham Investment Management
Global Diversified Trading (Proprietary)
|
|
|
2.39
|
-7.98
|
3.18
|
-22.71
|
415k
|
150k
|
11/1/2009
|
|
|
Ceres Funds Management, LLC
Agriculture Program
|
|
|
2.35
|
5.47
|
-
|
-15.64
|
1.1M
|
100k
|
6/1/2011
|
|
|
2100 Xenon Group LLC
Long/Short Global Fixed Income Program
|
|
|
2.29
|
-1.51
|
3.59
|
-7.47
|
123.9M
|
2,000k
|
8/1/2004
|
|
|
PRIM' Finance
PRIM KappaVol
|
|
|
2.28
|
-1.22
|
1.29
|
-17.61
|
2.7M
|
10k
|
12/1/2002
|
|
|
Robert Charles & Co., L.P.
Diversified Trading Program - ProprietaryNew
|
|
|
2.22
|
12.26
|
-
|
N/A
|
2.8M
|
50k
|
9/1/2011
|
|
|
Soaring Pelican
Soaring Pelican Managed Futures
|
|
|
2.22
|
3.71
|
-
|
-6.77
|
3.7M
|
50k
|
1/1/2011
|
|
|
Chesapeake Capital
Diversified
|
|
|
2.17
|
-2.03
|
12.66
|
-27.84
|
794.0M
|
10,000k
|
2/1/1988
|
|
|
Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
|
|
|
2.17
|
8.00
|
8.40
|
-12.50
|
4.9M
|
500k
|
4/1/2009
|
|
|
Rehn Capital Management LLC
ULTREND (Proprietary Account)
|
|
|
2.14
|
-9.80
|
2.49
|
-37.99
|
125k
|
50k
|
1/1/2010
|
|
|
Stein Investment Management
Trading Edge
|
|
|
2.09
|
8.97
|
6.61
|
-76.95
|
1.4M
|
60k
|
6/1/2006
|
|
|
DUNN Capital Management
D'Best Futures Fund, L.P.
|
|
|
2.03
|
-1.32
|
11.80
|
-52.07
|
54.5M
|
100k
|
6/1/1994
|
|
|
Crescent Bay Capital Management
Premium Stock Index Program
|
|
|
2.03
|
11.17
|
7.93
|
-26.46
|
670k
|
25k
|
10/1/2005
|
|
|
Lynx Asset Management AB
Lynx Program
|
|
|
2.01
|
-1.06
|
13.74
|
-11.59
|
5,263.0M
|
40k
|
5/1/2000
|
|
|
Iron Fortress FX Management, Ltd.
IFFX Foreign Exchange Program
|
|
|
2.01
|
-3.18
|
28.19
|
-11.28
|
6.7M
|
500k
|
3/1/2010
|
|
|
Futures Truth Company, FTC-CTA
SAM 101
|
|
|
2.00
|
-6.06
|
9.51
|
-17.49
|
1.0M
|
200k
|
10/1/2007
|
|
|
Clinamen Financial Group LLC
Volatility Arbitrage Program
|
|
|
1.96
|
3.24
|
-23.33
|
-57.11
|
438k
|
100k
|
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.