|
|
Bharwani Asset Management LLC
Alpha
|
|
|
9.14
|
15.28
|
-
|
-7.23
|
190k
|
25k
|
1/1/2012
|
|
|
|
GT CAPITAL CTA
GT CAPITAL CTA
|
|
|
6.02
|
7.40
|
9.57
|
-11.79
|
8.7M
|
150k
|
6/1/2009
|
|
|
|
White Indian Trading Co.
SC Strangle Currencies (Proprietary)
|
|
|
5.76
|
-1.87
|
-
|
-16.59
|
50k
|
50k
|
7/1/2012
|
|
|
|
Newport Private Capital, LLC
TEOW
|
|
|
5.74
|
-2.55
|
8.37
|
-49.29
|
2.5M
|
100k
|
12/1/2001
|
|
|
|
DeltaHedge
DH Toutatis Program
|
|
|
4.94
|
-3.65
|
25.25
|
-14.43
|
23.4M
|
2,000k
|
4/1/2011
|
|
|
|
Acorn Global Investments Inc.
Acorn Diversified Trust
|
|
|
3.70
|
10.74
|
9.61
|
-22.96
|
45.0M
|
5,000k
|
7/1/2005
|
|
|
|
Cauldron Investment Co., LLC
Stock Index Plus
|
|
|
3.14
|
9.97
|
21.38
|
-10.80
|
5.9M
|
1,000k
|
7/1/2009
|
|
|
|
Diamond Capital Management
Enhanced S&P Program
|
|
|
2.37
|
9.20
|
20.59
|
-10.82
|
3.4M
|
140k
|
7/1/2009
|
|
|
|
GSM Alpha Capital, LLC
GSM ALPHA (Proprietary)
|
|
|
2.34
|
3.85
|
16.09
|
-2.17
|
452k
|
100k
|
5/1/2011
|
|
|
|
Harbor Financial LLC
Voltage Aggressive
|
|
|
2.30
|
7.12
|
11.06
|
-13.15
|
350k
|
40k
|
4/1/2010
|
|
|
|
Double Helix Capital Management
Double Helix
|
|
|
2.21
|
7.87
|
-
|
-2.63
|
4.2M
|
15k
|
1/1/2012
|
|
|
|
Diamond Capital Management
Enhanced S&P Program - proprietary
|
|
|
2.02
|
8.72
|
21.94
|
-10.52
|
251k
|
140k
|
7/1/2009
|
|
|
|
Harbor Financial LLC
Voltage Balanced
|
|
|
1.90
|
4.98
|
9.31
|
-7.38
|
9.5M
|
40k
|
2/1/2009
|
|
|
|
Ancile Capital Management
Global Markets Program
|
|
|
1.56
|
11.25
|
11.13
|
-16.24
|
1.5M
|
1,000k
|
4/1/2005
|
|
|
|
Esulep LLC MAX
Esulep LLC MAX
|
|
|
1.10
|
2.25
|
13.21
|
-12.74
|
56.3M
|
250k
|
5/1/2008
|
|
|
|
Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
|
|
|
1.07
|
8.04
|
32.15
|
-25.35
|
1.7M
|
50k
|
9/1/2009
|
|
|
|
Global Sigma Group, LLC
Global Sigma Plus
|
|
|
0.78
|
4.06
|
19.00
|
-1.55
|
63.0M
|
250k
|
11/1/2009
|
|
|
|
Castle Peak Trading
Castle Peak Trading Program I
|
|
|
0.76
|
-0.57
|
9.17
|
-28.52
|
342k
|
25k
|
5/1/2009
|
|
|
|
JLC Futures Management Company
JLC Managed Futures Fund I, LP.
|
|
|
0.50
|
1.57
|
-0.87
|
-22.31
|
5.5M
|
100k
|
8/1/2009
|
|
|
|
GSM Alpha Capital, LLC
GSM Alpha (Client)
|
|
|
0.44
|
-0.04
|
-
|
-2.80
|
1.0M
|
100k
|
6/1/2012
|
|
|
|
Bayou City Capital
Bayou City Capital, L.P.
|
|
|
0.20
|
13.78
|
18.80
|
-80.35
|
5.4M
|
10k
|
1/1/2001
|
|
|
|
Aire Capital Management LLC
General Program (Proprietary)
|
|
|
-0.05
|
0.63
|
-
|
-1.57
|
200k
|
50k
|
1/1/2012
|
|
|
|
County Cork LLC
RLA II
|
|
|
-0.05
|
-0.90
|
8.34
|
-10.48
|
2.0M
|
2,000k
|
1/1/2009
|
|
|
|
ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
|
|
|
-0.08
|
1.36
|
6.98
|
-29.29
|
21.2M
|
200k
|
1/1/2007
|
|
|
|
ITB Capital Management, LLC
ITB Premium Fund II, LTD
|
|
|
-0.10
|
1.14
|
6.35
|
-25.27
|
74.9M
|
200k
|
1/1/2007
|
|
|
|
ITB Capital Management, LLC
ITB Premium Fund I, LTD
|
|
|
-0.12
|
1.22
|
10.59
|
-20.71
|
79.8M
|
1,000k
|
1/1/2006
|
|
|
|
White River Group
Stock Index Option Writing Strategy
|
|
|
-0.41
|
1.42
|
15.37
|
-18.73
|
9.8M
|
10k
|
11/1/2008
|
|
|
|
County Cork LLC
B & R (Prop)MaxDD
|
|
|
-0.46
|
-3.50
|
4.37
|
-8.93
|
1.0M
|
500k
|
5/1/2010
|
|
|
|
White Indian Trading Co.
SC Strangle (Prop)
|
|
|
-0.65
|
1.37
|
-
|
-2.44
|
150k
|
150k
|
4/1/2012
|
|
|
|
White Indian Trading Co.
SCS Energy (Proprietary)
|
|
|
-0.78
|
0.91
|
-
|
-9.64
|
75k
|
75k
|
8/1/2011
|
|
|
|
Vantage Capital Management
VCM Growth Program
|
|
|
-1.02
|
2.29
|
-6.43
|
-32.99
|
369k
|
100k
|
1/1/2011
|
|
|
|
Junzi Capital Engineering, LLC
Tang Gamma Opportunity (Aggressive)
|
|
|
-1.42
|
4.91
|
33.66
|
-9.04
|
22.1M
|
1,000k
|
10/1/2009
|
|
|
|
CM Capital Management
Discretionary Program
|
|
|
-1.68
|
0.08
|
-
|
-4.70
|
1.3M
|
100k
|
7/1/2011
|
|
|
|
LJM Partners
LJM Moderately Aggressive Strategy
|
|
|
-1.69
|
-1.38
|
20.63
|
-42.26
|
133.0M
|
1,000k
|
4/1/2003
|
|
|
|
Blackheath Fund Management Inc.
Blackheath Vol Arb Offshore LTD.NewMaxDD
|
|
|
-1.91
|
-2.18
|
-
|
-2.18
|
2.8M
|
100k
|
1/1/2013
|
|
|
|
Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Strategy
|
|
|
-1.91
|
-2.15
|
18.00
|
-10.60
|
46.5M
|
375k
|
1/1/2009
|
|
|
|
Insignia Futures & Options, Inc.
Epoch3
|
|
|
-1.95
|
3.40
|
12.99
|
-22.31
|
95k
|
20k
|
7/1/2009
|
|
|
|
Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
|
|
|
-2.04
|
-1.73
|
10.90
|
-11.69
|
2.8M
|
100k
|
10/1/2010
|
|
|
|
Macrotheme Capital Management LLC
Commercial Hedge Grantor (Prop)
|
|
|
-2.04
|
-3.07
|
4.55
|
-38.93
|
207k
|
50k
|
7/1/2009
|
|
|
|
ACE Investment Strategists
Multi-Market Hybrid Approach (MMHA)
|
|
|
-2.23
|
-1.88
|
15.71
|
-6.91
|
9.7M
|
100k
|
1/1/2011
|
|
|
|
LJM Partners
LJM Preservation & Growth Strategy
|
|
|
-2.67
|
-3.85
|
9.96
|
-10.89
|
50.0M
|
250k
|
5/1/2006
|
|
|
|
LJM Partners
LJM Aggressive Strategy
|
|
|
-2.79
|
-1.71
|
19.80
|
-63.83
|
94.0M
|
500k
|
7/1/1998
|
|
|
|
Financial Options Group Portfolio B
Abundance Blueprint (Proprietary)
|
|
|
-2.80
|
-4.30
|
15.71
|
-10.76
|
150k
|
15k
|
12/1/2009
|
|
|
|
Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
|
|
|
-2.82
|
-3.81
|
1.31
|
-11.93
|
50.3M
|
1,500k
|
1/1/2009
|
|
|
|
Non Correlated Capital
Positive Theta Program
|
|
|
-3.10
|
-0.72
|
38.75
|
-14.08
|
23.3M
|
250k
|
10/1/2007
|
|
|
|
Non Correlated Capital
Positive Theta Fund
|
|
|
-3.14
|
0.07
|
47.47
|
-14.55
|
1.5M
|
50k
|
10/1/2007
|
|
|
|
Altradis Capital AG
AllvegaMaxDD
|
|
|
-3.51
|
-11.86
|
15.01
|
-18.33
|
500k
|
250k
|
5/1/2007
|
|
|
|
White Indian Trading Co.
SCS Interest Rate Program (Client)
|
|
|
-3.53
|
2.46
|
-
|
-7.95
|
355k
|
50k
|
8/1/2011
|
|
|
|
White Indian Trading Co.
SCS Interest Rate Program (Proprietary)
|
|
|
-4.03
|
2.59
|
-
|
-10.28
|
50k
|
50k
|
8/1/2011
|
|
|
|
HB Capital Management Inc.
Diversified ProgramMaxDD
|
|
|
-4.57
|
-6.43
|
2.60
|
-18.79
|
13.9M
|
200k
|
3/1/2008
|
|
|
|
White Indian Trading Co.
SC Strangle Energy (Proprietary)MaxDD
|
|
|
-5.20
|
0.94
|
-
|
-5.20
|
50k
|
50k
|
7/1/2012
|
|
|
|
White Indian Trading Co.
SCS Program (Client)
|
|
|
-5.25
|
-3.21
|
5.72
|
-16.45
|
226k
|
200k
|
2/1/2011
|
|
|
|
Liberty Funds Group, Inc
Liberty Diversified Option Strategy
|
|
|
-5.25
|
-8.41
|
-0.17
|
-27.20
|
20.3M
|
750k
|
1/1/2009
|
|
|
|
Liberty Funds Group, Inc
Liberty Wealth Protection FundMaxDD
|
|
|
-5.67
|
-7.61
|
-1.03
|
-27.07
|
26.4M
|
250k
|
10/1/2009
|
|
|
|
White Indian Trading Co.
SCS Program (Proprietary)
|
|
|
-5.83
|
-2.82
|
9.28
|
-14.69
|
200k
|
200k
|
8/1/2010
|
|
|
|
Global Vista Advisors, LLC
Global Vista Options
|
|
|
-6.31
|
1.42
|
35.03
|
-26.79
|
923k
|
25k
|
10/1/2010
|
|
|
|
White Indian Trading Co.
SCS Currency (Proprietary)MaxDD
|
|
|
-9.25
|
-9.89
|
-
|
-16.12
|
100k
|
100k
|
8/1/2011
|
|
|
|
Globalprice Inc.
GP Dragon ProgramMaxDD
|
|
|
-13.00
|
-14.18
|
-
|
-17.10
|
260k
|
20k
|
5/1/2012
|
|
|
|
ACE Investment Strategists
Energy Sector Hybrid Approach (ESHA) MaxDD
|
|
|
-14.57
|
-14.79
|
13.56
|
-16.12
|
24.6M
|
20k
|
4/1/2011
|
|
|
|
ACE Investment Strategists
Diversified Premium Collection (45K+)MaxDD
|
|
|
-17.66
|
-24.31
|
-18.27
|
-87.83
|
300k
|
75k
|
8/1/2004
|
|
|
|
Alesia Capital Management
Discretionary Managed Account ProgramMaxDD
|
|
|
-19.41
|
-17.06
|
4.52
|
-19.41
|
539k
|
30k
|
5/1/2011
|
|
|
|
ACE Investment Strategists
Diversified Premium Collection (Under 45K)MaxDD
|
|
|
-21.02
|
-31.63
|
-12.71
|
-79.45
|
900k
|
75k
|
8/1/2004
|
|
|
|
White River Group
Diversified Option Writing StrategyMaxDD
|
|
|
-30.79
|
-27.33
|
18.83
|
-30.79
|
24.2M
|
20k
|
11/1/2008
|
|
|
|
Genesis Research & Asset Management
Genesis Multi Manager Futures Fund - Series A
|
|
|
|
-0.47
|
-1.61
|
-7.28
|
8.9M
|
100k
|
11/1/2010
|
|
|
|
Diversified Capital Management
Diversified Strategies Investment Fund
|
|
|
|
0.13
|
-
|
-0.04
|
1k
|
100k
|
11/1/2012
|
|
|
|
OptHedge Advisors LLC
Diversified Options & Futures Program
|
|
|
|
0.49
|
25.75
|
-4.08
|
21.4M
|
250k
|
10/1/2008
|
|
|
|
Anthony W Madia
Global Diversified
|
|
|
|
-2.56
|
5.64
|
-34.44
|
714k
|
500k
|
3/1/2007
|
|
|
|
Opes Capital Group, LLC
Opes Capital Group Trading Program
|
|
|
|
-1.18
|
18.70
|
-2.05
|
7.6M
|
100k
|
10/1/2009
|
|
|
|
Lotus Investment Management, LLC
Option-Writing - Proprietary
|
|
|
|
3.11
|
9.91
|
-53.96
|
1.0M
|
50k
|
3/1/2002
|
|
|
|
Kingsview Management
Theta Stock Index Strategy
|
|
|
|
4.57
|
5.76
|
-41.75
|
7.4M
|
50k
|
10/1/2008
|
|
|
|
Bluenose Capital Management, LLC
BNC EI
|
|
|
|
0.98
|
25.45
|
-9.98
|
2.9M
|
15k
|
10/1/2008
|
|
|
|
Bluenose Capital Management, LLC
BNC BI
|
|
|
|
1.54
|
17.90
|
-5.77
|
10.8M
|
30k
|
10/1/2008
|
|
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.