|
|
Serac, LLC
Reversal Program
|
|
|
21.21
|
15.73
|
53.00
|
-16.37
|
132k
|
100k
|
4/1/2011
|
|
|
|
Structured Markets Inc.
Structured Markets Inc. 2x Standard Leverage
|
|
|
20.81
|
15.43
|
-
|
-7.34
|
0k
|
1,000k
|
3/1/2012
|
|
|
|
AFB LLC
FortyEighters II Gold Program
|
|
|
16.52
|
-33.00
|
9.71
|
-66.63
|
1.6M
|
50k
|
7/1/2009
|
|
|
|
Cardwell Investment Technologies
Cardwell Investment Technologies Global Fund 3x
|
|
|
15.52
|
19.87
|
16.11
|
-14.02
|
8.3M
|
100k
|
2/1/2011
|
|
|
|
Dominion Capital
Sapphire Program
|
|
|
13.85
|
2.86
|
5.09
|
-17.32
|
75.0M
|
3,000k
|
5/1/2005
|
|
|
|
Quest Partners LLC.
AlphaQuest Short Term Program
|
|
|
13.51
|
8.93
|
8.36
|
-22.89
|
140.0M
|
5,000k
|
8/1/2001
|
|
|
|
DeltaHedge
DH Boote Program
|
|
|
13.26
|
16.38
|
-
|
-9.84
|
3.4M
|
1,000k
|
12/1/2011
|
|
|
|
DUNN Capital Management
DUNN Combined Fund (DCF)
|
|
|
12.67
|
31.05
|
12.01
|
-71.10
|
18.0M
|
100k
|
5/1/1989
|
|
|
|
DUNN Capital Management
World Monetary and Agriculture Program (WMA)
|
|
|
10.59
|
33.01
|
14.39
|
-57.66
|
343.0M
|
10,000k
|
11/1/1984
|
|
|
|
DUNN Capital Management
D'Best Futures Fund, L.P.
|
|
|
10.05
|
22.11
|
10.45
|
-52.07
|
41.0M
|
100k
|
6/1/1994
|
|
|
|
Di Tomasso Group Inc.
Equilibrium Program
|
|
|
9.22
|
5.89
|
24.75
|
-37.02
|
34.3M
|
5,000k
|
1/1/2002
|
|
|
|
Bharwani Asset Management LLC
Alpha
|
|
|
9.14
|
15.28
|
-
|
-7.23
|
190k
|
25k
|
1/1/2012
|
|
|
|
Quest Partners LLC.
AlphaQuest Original Program
|
|
|
8.62
|
12.93
|
13.16
|
-24.60
|
47.0M
|
5,000k
|
5/1/1999
|
|
|
|
Clarke Capital Management
Millennium
|
|
|
8.44
|
-2.78
|
14.38
|
-60.98
|
21.7M
|
1,000k
|
1/1/1998
|
|
|
|
Revolution Capital Management
Mosaic Program
|
|
|
7.33
|
10.15
|
7.98
|
-53.35
|
48.0M
|
10,000k
|
10/1/2006
|
|
|
|
Adamah Capital LLC
Short-Term Program
|
|
|
7.20
|
8.20
|
4.16
|
-17.20
|
100k
|
50k
|
12/1/2010
|
|
|
|
KeyQuant
Key Trends
|
|
|
7.03
|
15.32
|
16.99
|
-16.00
|
160.0M
|
100k
|
1/1/2010
|
|
|
|
Purple Valley Capital, Inc.
Diversified Trend 1
|
|
|
6.81
|
-7.09
|
20.52
|
-41.59
|
2.4M
|
100k
|
8/1/2008
|
|
|
|
SkyDelta Capital Management
Delta Trading Program
|
|
|
6.36
|
4.58
|
8.83
|
-7.91
|
3.4M
|
5,000k
|
2/1/2007
|
|
|
|
GT CAPITAL CTA
GT CAPITAL CTA
|
|
|
6.02
|
7.40
|
9.57
|
-11.79
|
8.7M
|
150k
|
6/1/2009
|
|
|
|
Clarke Capital Management
Jupiter
|
|
|
5.99
|
20.33
|
16.98
|
-44.78
|
15.8M
|
3,000k
|
5/1/2005
|
|
|
|
eco Capital Management LLC
Global Opportunities
|
|
|
5.82
|
7.32
|
7.12
|
-13.45
|
18.6M
|
1,000k
|
9/1/2007
|
|
|
|
Cardwell Investment Technologies
Cardwell Investment Technologies Global Fund
|
|
|
5.52
|
7.04
|
5.77
|
-6.76
|
23.9M
|
100k
|
11/1/2008
|
|
|
|
Clinamen Financial Group LLC
Volatility Arbitrage Program
|
|
|
5.50
|
28.24
|
-14.17
|
-57.11
|
518k
|
100k
|
7/1/2009
|
|
|
|
Estlander & Partners
Global XL
|
|
|
5.42
|
4.37
|
10.61
|
-28.15
|
56.5M
|
5,000k
|
8/1/1991
|
|
|
|
Molinero Capital Management LLP
Global Markets Program
|
|
|
5.28
|
7.70
|
6.93
|
-23.05
|
152.0M
|
3,000k
|
7/1/2005
|
|
|
|
Sequoia Hill Capital Management
SHCM Diversified SST
|
|
|
5.26
|
-0.43
|
-
|
-6.43
|
2.3M
|
200k
|
1/1/2012
|
|
|
|
LEH Advisor LLC
Break out Point
|
|
|
5.07
|
11.63
|
22.03
|
-15.35
|
1.0M
|
100k
|
5/1/2009
|
|
|
|
DeltaHedge
DH Toutatis Program
|
|
|
4.94
|
-3.65
|
25.25
|
-14.43
|
23.4M
|
2,000k
|
4/1/2011
|
|
|
|
Estlander & Partners
Alpha Trend II - Class P
|
|
|
4.73
|
44.59
|
-3.01
|
-62.78
|
39.4M
|
100k
|
12/1/2008
|
|
|
|
Guarda Capital Management
Low-Volatility Institutional Program
|
|
|
4.52
|
5.49
|
3.83
|
-21.04
|
71.3M
|
1,000k
|
4/1/2004
|
|
|
|
John Locke Investments
Cyril Systematic Program
|
|
|
4.36
|
3.56
|
7.14
|
-15.19
|
291.9M
|
8,000k
|
7/1/2000
|
|
|
|
Vortex
Commodity Futures
|
|
|
4.34
|
6.51
|
-
|
-0.86
|
1.0M
|
3,000k
|
1/1/2013
|
|
|
|
Structured Markets Inc.
Structured Markets Inc.
|
|
|
3.77
|
0.28
|
-
|
-5.00
|
4.0M
|
2,000k
|
8/1/2012
|
|
|
|
Structured Markets Inc.
Structured Markets Inc. Proprietary Trading Program
|
|
|
3.77
|
1.17
|
10.00
|
-13.10
|
2.0M
|
2,000k
|
1/1/2005
|
|
|
|
Acorn Global Investments Inc.
Acorn Diversified Trust
|
|
|
3.70
|
10.74
|
9.61
|
-22.96
|
45.0M
|
5,000k
|
7/1/2005
|
|
|
|
Salus Alpha Capital GmbH
Salus Alpha Directional Markets
|
|
|
3.38
|
6.95
|
17.46
|
-19.86
|
236.0M
|
10,000k
|
3/1/2003
|
|
|
|
Mehnert Capital Management, LLC
DTP (Prop)
|
|
|
3.37
|
9.24
|
-
|
-12.16
|
833k
|
750k
|
2/1/2012
|
|
|
|
FORT LP
Fort Global Diversified
|
|
|
3.33
|
5.81
|
17.64
|
-26.55
|
165.6M
|
100k
|
10/1/1993
|
|
|
|
Estlander & Partners
Freedom
|
|
|
3.27
|
9.51
|
2.25
|
-20.55
|
219.7M
|
20,000k
|
8/1/2010
|
|
|
|
Rehn Capital Management LLC
ULTREND (Proprietary Account)
|
|
|
3.19
|
9.93
|
3.15
|
-39.66
|
182k
|
50k
|
1/1/2010
|
|
|
|
Beach Horizon LLP
Managed Account
|
|
|
3.11
|
-0.13
|
9.17
|
-27.49
|
604.0M
|
5,000k
|
5/1/2005
|
|
|
|
Quest Partners LLC.
AlphaQuest Long Term Program
|
|
|
2.95
|
10.08
|
13.06
|
-20.92
|
28.0M
|
5,000k
|
7/1/2006
|
|
|
|
Blue Fin Capital Pty Ltd
Blue Fin Capital - Trend Program
|
|
|
2.94
|
1.59
|
10.02
|
-13.25
|
5.0M
|
2,000k
|
11/1/2009
|
|
|
|
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
|
|
|
|
Prescient Ridge Management, LLC
Prescient Ridge Fund, LLC 3XL Series
|
|
|
2.72
|
5.94
|
6.88
|
-9.78
|
64.4M
|
250k
|
1/1/2011
|
|
|
|
Estlander & Partners
Global Markets
|
|
|
2.69
|
2.24
|
4.70
|
-14.99
|
219.4M
|
10,000k
|
8/1/1999
|
|
|
|
Quality Capital Management
Global Diversified Programme
|
|
|
2.60
|
3.06
|
11.80
|
-26.50
|
708.0M
|
10,000k
|
12/1/1995
|
|
|
|
Quicksilver Trading
Diversified Program
|
|
|
2.54
|
2.29
|
18.69
|
-39.37
|
92.7M
|
500k
|
8/1/1995
|
|
|
|
Covenant Capital Management of Tennessee LLC
Original Program
|
|
|
2.54
|
5.03
|
13.33
|
-28.61
|
54.0M
|
5,000k
|
9/1/1999
|
|
|
|
Robinson-Langley Capital Management, LLC
Managed Account Program
|
|
|
2.50
|
6.61
|
1.60
|
-44.89
|
900k
|
200k
|
1/1/2007
|
|
|
|
FORT LP
Fort Global Contrarian
|
|
|
2.50
|
4.56
|
13.76
|
-17.42
|
424.3M
|
100k
|
10/1/2002
|
|
|
|
M.S. Capital Management
Global Diversified Program
|
|
|
2.48
|
2.70
|
2.37
|
-34.31
|
4.5M
|
2,000k
|
11/1/1998
|
|
|
|
Abraham Trading Company
Diversified Program
|
|
|
2.44
|
2.95
|
17.65
|
-31.96
|
279.7M
|
10,000k
|
1/1/1988
|
|
|
|
AIMhedge Management Ltd.
AIM Classic EUR (Institutional)
|
|
|
2.37
|
5.33
|
9.33
|
-20.21
|
27.9M
|
3,000k
|
1/1/2005
|
|
|
|
Integrated Managed Futures Corp
IMFC Global Concentrated
|
|
|
2.37
|
7.84
|
3.87
|
-13.54
|
4.6M
|
500k
|
4/1/2009
|
|
|
|
Westphal Trading
Trend-following Proprietary
|
|
|
2.31
|
2.28
|
1.62
|
-8.31
|
143k
|
500k
|
5/1/2010
|
|
|
|
EMC Capital Management
Classic
|
|
|
2.30
|
7.12
|
21.12
|
-45.35
|
97.5M
|
5,000k
|
1/1/1985
|
|
|
|
Blue Fin Capital Pty Ltd
Blue Fin Omega Program
|
|
|
2.27
|
3.06
|
7.14
|
-11.70
|
10.0M
|
5,000k
|
11/1/2009
|
|
|
|
MSR Investments, LLC
MSR Quantitative Directional Strategy
|
|
|
2.21
|
1.88
|
2.70
|
-11.87
|
12.0M
|
1,000k
|
9/1/2009
|
|
|
|
Covenant Capital Management of Tennessee LLC
Aggressive Program
|
|
|
2.17
|
3.43
|
21.31
|
-20.41
|
106.0M
|
3,000k
|
2/1/2004
|
|
|
|
Sequoia Hill Capital Management
SHCM Silver APNew
|
|
|
2.16
|
12.87
|
-
|
N/A
|
271k
|
240k
|
2/1/2013
|
|
|
|
Adamah Capital LLC
Asset Allocator Program
|
|
|
2.10
|
4.55
|
-2.87
|
-16.48
|
140k
|
50k
|
3/1/2011
|
|
|
|
Sinopac Asset Management
Sinopac Multi Strategy Quant Master Fund
|
|
|
2.09
|
1.40
|
11.84
|
-6.29
|
33.0M
|
250k
|
10/1/2009
|
|
|
|
ISAM
ISAM Systematic Fund Class A (USD)
|
|
|
1.92
|
2.39
|
12.49
|
-24.42
|
820.0M
|
1,000k
|
6/1/2001
|
|
|
|
AllMountain Capital AG
Mount Denali Global Trends
|
|
|
1.88
|
2.30
|
6.98
|
-23.79
|
28.4M
|
160k
|
7/1/2007
|
|
|
|
Estlander & Partners
Alpha Trend
|
|
|
1.85
|
12.96
|
11.51
|
-23.91
|
512.2M
|
30,000k
|
10/1/1991
|
|
|
|
FTC Capital GmbH
FTC Commodity Fund Alpha
|
|
|
1.74
|
1.49
|
1.35
|
-38.05
|
3.4M
|
100k
|
4/1/2005
|
|
|
|
Sunrise Capital Partners
Expanded Diversified Program
|
|
|
1.72
|
2.99
|
9.88
|
-29.83
|
83.3M
|
10,000k
|
1/1/1990
|
|
|
|
VST Capital Management, LLC
VST CQR Program
|
|
|
1.68
|
-0.39
|
-
|
-2.49
|
1.2M
|
500k
|
12/1/2011
|
|
|
|
Claughton Capital
Auto-Reactive Positioning
|
|
|
1.64
|
-0.82
|
6.42
|
-21.94
|
5.9M
|
50k
|
10/1/2005
|
|
|
|
Quest Partners LLC.
Quest Tracker Index (QTI) Program
|
|
|
1.63
|
3.62
|
-
|
-7.62
|
302.0M
|
5,000k
|
8/1/2011
|
|
|
|
Adalpha Asset Management, LLC
Adalpha Diversified Short-Term Program
|
|
|
1.61
|
3.65
|
11.44
|
-13.75
|
1.9M
|
1,000k
|
4/1/2003
|
|
|
|
Ancile Capital Management
Global Markets Program
|
|
|
1.56
|
11.25
|
11.13
|
-16.24
|
1.5M
|
1,000k
|
4/1/2005
|
|
|
|
Welton Investment Corporation
GDP Program
|
|
|
1.56
|
4.15
|
7.21
|
-25.02
|
677.0M
|
10,000k
|
6/1/2004
|
|
|
|
M.S. Capital Management
Proprietary Program
|
|
|
1.50
|
0.87
|
9.15
|
-36.52
|
2.9M
|
2,000k
|
9/1/1997
|
|
|
|
Wellfield Partners
Wellfield Systematic Diversified Fund
|
|
|
1.46
|
2.56
|
-
|
-7.76
|
31.7M
|
1,000k
|
6/1/2011
|
|
|
|
MERIT Alternative Investments GmbH
AWA
|
|
|
1.37
|
1.38
|
13.76
|
-25.10
|
1.1M
|
1,000k
|
6/1/1999
|
|
|
|
Haar Capital Management
Discretionary Commodity Trading Program
|
|
|
1.33
|
0.14
|
7.26
|
-17.67
|
123.6M
|
250k
|
12/1/2005
|
|
|
|
Mobius Asset Management
Energy Weighted Program
|
|
|
1.25
|
0.14
|
6.82
|
-7.70
|
19.3M
|
250k
|
1/1/2005
|
|
|
|
Systematic Alpha Management
Systematic Alpha MultiStrategy Futures Program (P)
|
|
|
1.21
|
2.49
|
-
|
-2.78
|
60.0M
|
5,000k
|
2/1/2012
|
|
|
|
Adamah Capital LLC
Global Macro Program
|
|
|
1.20
|
0.49
|
-6.72
|
-18.32
|
450k
|
450k
|
3/1/2011
|
|
|
|
Greenwave Capital Management
Greenwave Alpha Plus
|
|
|
1.15
|
19.16
|
10.90
|
-19.65
|
400k
|
400k
|
3/1/2011
|
|
|
|
Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
|
|
|
1.07
|
8.04
|
32.15
|
-25.35
|
1.7M
|
50k
|
9/1/2009
|
|
|
|
Paskewitz Asset Management LLC
Multi-strategy Futures Program
|
|
|
1.06
|
1.78
|
4.48
|
-14.46
|
106.0M
|
3,000k
|
5/1/2010
|
|
|
|
Caddo Capital Management, LLC
Evangeline Program
|
|
|
1.05
|
7.23
|
-
|
-7.76
|
4.1M
|
1,000k
|
1/1/2012
|
|
|
|
Dixon Midland Company LLC
Dixon Midland Managed Futures LLC
|
|
|
0.91
|
-0.19
|
-14.42
|
-28.90
|
10.2M
|
250k
|
5/1/2011
|
|
|
|
Abraham Investment Management
Formula 72 H
|
|
|
0.90
|
-3.72
|
-
|
-10.93
|
361k
|
150k
|
8/1/2012
|
|
|
|
SCT Capital Management
The Adaptive Quant Trading (AQT) Program
|
|
|
0.89
|
4.61
|
5.74
|
-6.10
|
86.4M
|
10,000k
|
8/1/2009
|
|
|
|
Trigon Investment Advisors, LLC
Discretionary Macro Program
|
|
|
0.84
|
3.10
|
1.81
|
-13.08
|
466.8M
|
10,000k
|
8/1/2007
|
|
|
|
Rosetta Capital Management
Macro Program
|
|
|
0.82
|
0.88
|
17.69
|
-17.36
|
5.3M
|
50k
|
1/1/2009
|
|
|
|
Salus Alpha Capital GmbH
Salus Alpha Commodity Arbitrage
|
|
|
0.81
|
-0.47
|
7.17
|
-4.76
|
196.0M
|
10,000k
|
3/1/2007
|
|
|
|
Castle Peak Trading
Castle Peak Trading Program I
|
|
|
0.76
|
-0.57
|
9.17
|
-28.52
|
342k
|
25k
|
5/1/2009
|
|
|
|
Aequam Capital
Aequam Diversified Fund
|
|
|
0.74
|
7.44
|
2.07
|
-13.27
|
13.5M
|
250k
|
12/1/2010
|
|
|
|
Metolius Capital LLC
Metolius Diversified
|
|
|
0.72
|
2.50
|
2.68
|
-10.05
|
136.0M
|
100k
|
6/1/2010
|
|
|
|
Clarke Capital Management
Global Magnum
|
|
|
0.72
|
-2.30
|
16.05
|
-41.53
|
16.2M
|
100k
|
8/1/1997
|
|
|
|
Prescient Ridge Management, LLC
Prescient Ridge Fund, LLC Standard Series
|
|
|
0.71
|
1.86
|
8.80
|
-6.78
|
9.0M
|
250k
|
3/1/2006
|
|
|
|
ISATYS Advisory AG
SINGULARITY Managed Futures Program
|
|
|
0.70
|
4.04
|
-
|
-5.07
|
8.6M
|
130k
|
9/1/2011
|
|
|
|
John Locke Investments
Cyril Dynamic Program
|
|
|
0.66
|
0.55
|
1.91
|
-10.31
|
12.0M
|
2,000k
|
8/1/2004
|
|
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.