|
|
Insignia Futures & Options, Inc.
Epoch3
|
|
|
9.51
|
26.00
|
17.60
|
-22.31
|
31k
|
20k
|
7/1/2009
|
|
|
Liberty Funds Group, Inc
Liberty Diversified Option Strategy
|
|
|
7.52
|
11.43
|
1.20
|
-27.20
|
13.1M
|
750k
|
1/1/2009
|
|
|
Blackheath Fund Management Inc.
Blackheath Sentiment Strategy
|
|
|
6.31
|
-10.03
|
14.43
|
-33.91
|
29.1M
|
500k
|
3/1/2003
|
|
|
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
|
|
|
DUNN Capital Management
DUNN Combined Fund (DCF)
|
|
|
3.66
|
-0.90
|
13.14
|
-71.10
|
23.6M
|
100k
|
5/1/1989
|
|
|
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
|
|
|
Insignia Futures & Options, Inc.
Medallion
|
|
|
3.33
|
14.70
|
24.86
|
-30.78
|
714k
|
50k
|
2/1/2009
|
|
|
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
|
|
|
Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
|
|
|
3.11
|
12.72
|
-
|
-11.69
|
2.7M
|
100k
|
10/1/2010
|
|
|
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
|
|
|
Global Vista
Global Vista Options
|
|
|
2.92
|
21.11
|
-
|
-14.24
|
901k
|
25k
|
10/1/2010
|
|
|
Revolution Capital Management
Mosaic Program
|
|
|
2.83
|
6.64
|
17.87
|
-43.22
|
101.0M
|
10,000k
|
10/1/2006
|
|
|
ACE Investment Strategists
Multi-Market Hybrid Approach (MMHA)
|
|
|
2.80
|
6.49
|
-
|
-6.91
|
9.1M
|
100k
|
1/1/2011
|
|
|
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
|
|
|
Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
|
|
|
2.17
|
8.00
|
8.40
|
-12.50
|
4.9M
|
500k
|
4/1/2009
|
|
|
DUNN Capital Management
D'Best Futures Fund, L.P.
|
|
|
2.03
|
-1.32
|
11.80
|
-52.07
|
54.5M
|
100k
|
6/1/1994
|
|
|
Atlantic-Pacific Trading Group
Enhanced Turtle Trader 25
|
|
|
1.93
|
27.32
|
-
|
N/A
|
27k
|
25k
|
3/1/2012
|
|
|
M.S. Capital Management
Proprietary Program
|
|
|
1.91
|
-4.86
|
11.14
|
-23.76
|
3.9M
|
2,000k
|
9/1/1997
|
|
|
KeyQuant
Key Trends
|
|
|
1.75
|
6.89
|
24.74
|
-10.53
|
62.0M
|
100k
|
1/1/2010
|
|
|
Xplor Capital Management, LLC
Global CTA Program
|
|
|
1.70
|
1.76
|
4.43
|
-36.84
|
11.0M
|
1,500k
|
7/1/2004
|
|
|
Abraham Trading Company
Diversified Program
|
|
|
1.69
|
-5.16
|
18.32
|
-31.96
|
484.1M
|
10,000k
|
1/1/1988
|
|
|
County Cork LLC
Cro Marc I (Prop)
|
|
|
1.64
|
5.98
|
-
|
-9.27
|
1.0M
|
250k
|
8/1/2010
|
|
|
Global Edge Capital Management
Kondor Edge
|
|
|
1.61
|
8.29
|
12.06
|
-35.14
|
3.6M
|
1,000k
|
2/1/2008
|
|
|
Junzi Capital Engineering, LLC
Tang Gamma Opportunity (Aggressive)
|
|
|
1.59
|
21.01
|
37.49
|
-9.04
|
5.8M
|
250k
|
10/1/2009
|
|
|
M.S. Capital Management
Global Diversified Program
|
|
|
1.45
|
-3.95
|
3.44
|
-25.27
|
5.1M
|
2,000k
|
11/1/1998
|
|
|
Revolution Capital Management
Alpha Program
|
|
|
1.44
|
8.71
|
10.91
|
-13.77
|
15.5M
|
5,000k
|
6/1/2007
|
|
|
Adamah Capital LLC
Global Macro Program
|
|
|
1.20
|
-2.01
|
-
|
-14.60
|
450k
|
450k
|
3/1/2011
|
|
|
London Systematic Advisors
Futures Statistical Arbitrage
|
|
|
1.15
|
0.92
|
-
|
-8.91
|
10.4M
|
5,000k
|
4/1/2011
|
|
|
Global Domain Partners, LLC
Global Domain Vector Fund - Series A
|
|
|
1.11
|
3.76
|
4.78
|
-8.71
|
5.8M
|
500k
|
1/1/2006
|
|
|
Quicksilver Trading
Diversified Program
|
|
|
1.11
|
-19.82
|
20.91
|
-27.97
|
138.3M
|
1,000k
|
8/1/1995
|
|
|
Melissinos Trading
Eupatrid Commodity Program
|
|
|
1.00
|
-5.34
|
-
|
-19.32
|
671k
|
20k
|
1/1/2011
|
|
|
Welton Investment Corp
GDP Program
|
|
|
0.89
|
-0.39
|
8.71
|
-19.43
|
931.0M
|
10,000k
|
6/1/2004
|
|
|
Clarke Capital Management
Millennium
|
|
|
0.89
|
3.17
|
14.82
|
-60.98
|
33.5M
|
1,000k
|
1/1/1998
|
|
|
County Cork LLC
B & R (Prop)
|
|
|
0.83
|
1.54
|
5.36
|
-8.02
|
1.0M
|
500k
|
5/1/2010
|
|
|
Covenant Capital Management of Tennessee LLC
Long Commodity Program
|
|
|
0.80
|
2.16
|
6.03
|
-13.90
|
363.7M
|
25,000k
|
3/1/2009
|
|
|
FTC Capital GmbH
FTC Futures Fund Classic
|
|
|
0.71
|
4.20
|
9.59
|
-33.77
|
73.8M
|
10k
|
11/1/1994
|
|
|
Beryl Investment Group LLC
Nominal Discretionary System
|
|
|
0.68
|
2.30
|
7.74
|
-11.88
|
3.5M
|
50k
|
7/1/2007
|
|
|
EMC Capital Management
Classic
|
|
|
0.63
|
4.37
|
21.59
|
-45.35
|
101.0M
|
5,000k
|
1/1/1985
|
|
|
Global Vista
Global Vista Options Fund
|
|
|
0.62
|
2.02
|
-
|
-33.08
|
57k
|
50k
|
8/1/2011
|
|
|
FTC Capital GmbH
FTC Futures Fund Dynamic
|
|
|
0.61
|
6.45
|
8.72
|
-49.27
|
18.0M
|
100k
|
5/1/2002
|
|
|
Ancile Capital Management
Global Markets Program
|
|
|
0.55
|
-6.28
|
11.66
|
-11.64
|
1.4M
|
1,000k
|
4/1/2005
|
|
|
Adamah Capital LLC
Diversified Program
|
|
|
0.50
|
-5.25
|
-
|
-16.34
|
250k
|
250k
|
3/1/2011
|
|
|
Guarda Capital Management
Low-Volatility Institutional Program
|
|
|
0.47
|
-1.03
|
4.67
|
-21.04
|
90.5M
|
1,000k
|
4/1/2004
|
|
|
JKI-Futures, LLC
ETIRON Access
|
|
|
0.38
|
0.50
|
-
|
-7.07
|
500k
|
500k
|
4/1/2011
|
|
|
Concorde Finance S. A.
Concorde Diversified Futures
|
|
|
0.34
|
-0.10
|
9.32
|
-12.58
|
1.2M
|
500k
|
2/1/2003
|
|
|
Stenger Capital Management, LLC
Diversified Trading Program
|
|
|
0.28
|
2.02
|
17.64
|
-0.55
|
21.7M
|
200k
|
4/1/2010
|
|
|
Systema Capital limited
SYSTEMA Trend Fund - Multi Diversified Program© (EUR)
|
|
|
0.25
|
-0.51
|
9.37
|
-3.94
|
1.6M
|
130k
|
4/1/2010
|
|
|
Malachi Capital Management
Malachi Red Deer Program
|
|
|
0.17
|
0.13
|
-
|
-0.66
|
1.4M
|
200k
|
8/1/2011
|
|
|
Rosetta Capital Management
Rosetta Trading Program
|
|
|
0.16
|
2.23
|
42.59
|
-39.67
|
102.0M
|
250k
|
4/1/2000
|
|
|
Greenwave Capital Management
Greenwave Flagship
|
|
|
0.08
|
0.65
|
1.48
|
-1.47
|
30.0M
|
4,000k
|
6/1/2008
|
|
|
Greenwave Capital Management
Greenwave Flaghsip (Futures Only)
|
|
|
0.08
|
0.64
|
1.23
|
-0.79
|
178.0M
|
4,000k
|
7/1/2008
|
|
|
everTrend Global, LLC
everTrend Global, LLC
|
|
|
0.05
|
5.24
|
-
|
-20.18
|
1.7M
|
50k
|
7/1/2011
|
|
|
Four Seasons Commodities Corp
Lone Star Program
|
|
|
0.01
|
0.72
|
5.76
|
-7.40
|
15.4M
|
200k
|
1/1/2005
|
|
|
Revolution Capital Management
Alpha Fund
|
|
|
0.00
|
0.00
|
12.77
|
-14.69
|
1.9M
|
50k
|
1/1/2005
|
|
|
Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
|
|
|
-0.10
|
-0.10
|
-
|
-0.80
|
89.0M
|
500k
|
8/1/2010
|
|
|
FTC Capital GmbH
FTC Commodity Fund Alpha
|
|
|
-0.15
|
14.67
|
4.55
|
-34.77
|
6.1M
|
100k
|
4/1/2005
|
|
|
Tamarkin Managed Futures LLC
Investment Program
|
|
|
-0.17
|
-3.22
|
8.45
|
-23.08
|
1.0M
|
250k
|
1/1/2004
|
|
|
County Cork LLC
Long Only Agricultural Program
|
|
|
-0.17
|
-0.68
|
0.04
|
-16.72
|
3.9M
|
5,000k
|
8/1/2007
|
|
|
County Cork LLC
The Long and Short Agricultural ProgramMaxDD
|
|
|
-0.17
|
-0.68
|
-0.10
|
-26.54
|
2.8M
|
5,000k
|
11/1/2007
|
|
|
Coloma Capital Futures(r), LLC
ColoCap Commodities Partners, LP
|
|
|
-0.20
|
-0.60
|
4.54
|
-4.44
|
1.4M
|
25k
|
8/1/2009
|
|
|
Beach Horizon LLP
Managed Account
|
|
|
-0.22
|
-7.96
|
12.71
|
-15.63
|
889.0M
|
100k
|
5/1/2005
|
|
|
JPD Enterprises, Inc.
Global Diversified Program
|
|
|
-0.30
|
-2.59
|
8.22
|
-25.22
|
12.5M
|
3,000k
|
6/1/1988
|
|
|
Granat Fund, LLC
Granat Fund, LLC (Granat Fund - Class A)
|
|
|
-0.32
|
1.05
|
9.26
|
-10.16
|
27.5M
|
500k
|
4/1/2004
|
|
|
Rabar Market Research
Diversified Program
|
|
|
-0.32
|
-1.76
|
12.64
|
-29.82
|
258.2M
|
2,000k
|
1/1/1989
|
|
|
Quality Capital Management
Global Diversified Programme
|
|
|
-0.35
|
4.78
|
12.92
|
-23.73
|
865.0M
|
10,000k
|
12/1/1995
|
|
|
TrendConcept Fund MAA
Investment Program
|
|
|
-0.39
|
0.00
|
2.24
|
-7.04
|
93.5M
|
0k
|
9/1/2005
|
|
|
Postrock Capital Management
AgMeat Spread Program
|
|
|
-0.50
|
-1.17
|
8.49
|
-25.69
|
1.8M
|
50k
|
5/1/2008
|
|
|
Granat Fund, LLC
Granat Fund LLC (Granat Fund - Class B)
|
|
|
-0.68
|
-0.56
|
13.39
|
-19.90
|
27.5M
|
500k
|
3/1/2004
|
|
|
Rosetta Capital Management
Macro Program
|
|
|
-0.84
|
-10.17
|
18.77
|
-17.36
|
2.4M
|
50k
|
1/1/2009
|
|
|
DKR Fusion Management
DKR Fusion Quantitative StrategiesMaxDD
|
|
|
-0.85
|
-4.23
|
7.35
|
-18.52
|
20.5M
|
1,000k
|
9/1/2000
|
|
|
Quality Capital Management
Global Natural Resources Programme
|
|
|
-0.87
|
6.08
|
4.82
|
-60.81
|
1.0M
|
5,000k
|
8/1/2000
|
|
|
Fall River Capital
Global Opportunities
|
|
|
-0.88
|
-2.86
|
5.05
|
-13.45
|
31.5M
|
1,000k
|
9/1/2007
|
|
|
Sona Trading Strategies LLC.
Investment Program
|
|
|
-0.94
|
1.26
|
5.24
|
-15.34
|
3.1M
|
1,000k
|
9/1/2006
|
|
|
Di Tomasso Group Inc.
Equilibrium ProgramMaxDD
|
|
|
-1.05
|
-19.47
|
27.22
|
-31.40
|
43.0M
|
5,000k
|
1/1/2002
|
|
|
Paskewitz Asset Management LLC
Multi-strategy Futures ProgramMaxDD
|
|
|
-1.14
|
-5.92
|
4.22
|
-10.75
|
117.0M
|
3,000k
|
5/1/2010
|
|
|
Haar Capital Management
Discretionary Commodity Trading Program
|
|
|
-1.17
|
-1.65
|
7.68
|
-17.67
|
123.4M
|
250k
|
12/1/2005
|
|
|
Dixon Midland Company LLC
Dixon Midland Managed Futures LLCMaxDD
|
|
|
-1.22
|
-17.52
|
-
|
-27.02
|
10.8M
|
250k
|
5/1/2011
|
|
|
Millburn Corporation
Commodity Program
|
|
|
-1.23
|
-2.55
|
8.02
|
-17.74
|
117.0M
|
25,000k
|
3/1/2005
|
|
|
Spectrum Asset Management LLC
Global Diversified
|
|
|
-1.33
|
-4.31
|
6.40
|
-21.77
|
265.0M
|
2,000k
|
1/1/2001
|
|
|
James River Capital Corp.
James River Navigator Futures Fund LLC, Class AMaxDD
|
|
|
-1.43
|
-7.25
|
4.20
|
-24.23
|
14.0M
|
1,000k
|
9/1/2005
|
|
|
James River Capital Corp.
James River Navigator Fund Ltd., Class AMaxDD
|
|
|
-1.43
|
-7.41
|
4.49
|
-23.88
|
19.0M
|
1,000k
|
7/1/2005
|
|
|
Wizard Trading Inc.
Systematic ProgramMaxDD
|
|
|
-1.54
|
-4.31
|
5.80
|
-16.28
|
40.5M
|
1,000k
|
5/1/2008
|
|
|
Quality Capital Management
Enhanced Commodity Beta Programme
|
|
|
-1.57
|
14.05
|
8.66
|
-62.86
|
3.0M
|
5,000k
|
4/1/2005
|
|
|
County Cork LLC
B & B (Prop)
|
|
|
-1.59
|
6.78
|
9.27
|
-31.49
|
493k
|
500k
|
11/1/2009
|
|
|
Frontera Management, LLC
Frontera Global Opportunity Program
|
|
|
-1.63
|
6.67
|
6.32
|
-12.64
|
15.4M
|
1,000k
|
4/1/2009
|
|
|
Bouchard Capital, LLC
Bouchard short Term Multi Market (C)
|
|
|
-1.82
|
-4.28
|
-
|
-17.55
|
4.3M
|
250k
|
9/1/2010
|
|
|
Red Oak Commodity Advisors
Investment Program
|
|
|
-2.00
|
4.10
|
15.95
|
-37.32
|
120.1M
|
10,000k
|
12/1/1989
|
|
|
Availeth Capital
Small ProgramMaxDD
|
|
|
-2.08
|
-18.66
|
-
|
-28.28
|
241k
|
50k
|
2/1/2011
|
|
|
Covenant Capital Management of Tennessee LLC
Original Program
|
|
|
-2.22
|
-3.56
|
13.50
|
-28.61
|
44.4M
|
5,000k
|
9/1/1999
|
|
|
Bouchard Capital, LLC
Bouchard Short Term Multi Market (P)
|
|
|
-2.24
|
-5.97
|
18.66
|
-21.43
|
1.7M
|
250k
|
2/1/2010
|
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.