|
|
K.C. Capital Management, Inc.
Capital Management Arbitrage and Risk Management
|
|
|
63.41
|
30.86
|
-
|
-34.48
|
79k
|
100k
|
11/1/2011
|
|
|
Opus Futures LLC
Diversified Futures Trading Program
|
|
|
22.42
|
21.13
|
-
|
-50.66
|
530k
|
100k
|
3/1/2011
|
|
|
Insignia Futures & Options, Inc.
Epoch3
|
|
|
9.51
|
26.00
|
17.60
|
-22.31
|
31k
|
20k
|
7/1/2009
|
|
|
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
|
|
|
FXQU
FXQU D1
|
|
|
7.10
|
19.37
|
-
|
-6.61
|
6k
|
50k
|
1/1/2011
|
|
|
LJM Partners
LJM Aggressive Strategy
|
|
|
6.80
|
18.19
|
19.66
|
-63.83
|
39.0M
|
500k
|
7/1/1998
|
|
|
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
|
|
|
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
|
|
|
Diamond Peak Capital LLC
Northstar Aggressive (2x) program
|
|
|
4.24
|
7.11
|
9.31
|
-26.28
|
5.0M
|
250k
|
10/1/2008
|
|
|
White River Group
Stock Index Option Writing Strategy
|
|
|
4.05
|
12.81
|
16.42
|
-18.73
|
1.5M
|
10k
|
11/1/2008
|
|
|
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
|
|
|
Endeavour Capital LLP
Endeavour Pembroke
|
|
|
3.40
|
0.60
|
7.39
|
-8.53
|
28.3M
|
2,000k
|
7/1/2007
|
|
|
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
|
|
|
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
|
|
|
Integrated Managed Futures Corp
IMFC Global Investment Program
|
|
|
3.16
|
-3.90
|
11.90
|
-14.03
|
47.1M
|
2,000k
|
2/1/2007
|
|
|
Paskewitz Asset Management LLC
Contrarian S&P Stock Index
|
|
|
3.06
|
1.31
|
16.45
|
-18.07
|
163.0M
|
1,000k
|
12/1/2003
|
|
|
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
|
|
|
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
|
|
|
LJM Partners
LJM Preservation & Growth Strategy
|
|
|
2.80
|
4.95
|
11.38
|
-10.89
|
36.0M
|
250k
|
5/1/2006
|
|
|
DUNN Capital Management
World Monetary and Agriculture Program (WMA)
|
|
|
2.77
|
-8.16
|
14.27
|
-57.66
|
309.2M
|
10,000k
|
11/1/1984
|
|
|
Crescent Bay Capital Management
Balance Volatility Program
|
|
|
2.59
|
2.38
|
9.53
|
-32.69
|
5.0M
|
50k
|
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
|
|
|
Abraham Investment Management
Global Diversified Trading (Proprietary)
|
|
|
2.39
|
-7.98
|
3.18
|
-22.71
|
415k
|
150k
|
11/1/2009
|
|
|
Estlander & Partners
Alpha Trend
|
|
|
2.39
|
0.40
|
11.95
|
-18.12
|
592.4M
|
20,000k
|
10/1/1991
|
|
|
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
|
|
|
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
|
|
|
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
|
|
|
Atlantic-Pacific Trading Group
Enhanced Turtle Trader 25
|
|
|
1.93
|
27.32
|
-
|
N/A
|
27k
|
25k
|
3/1/2012
|
|
|
FORT LP
Fort Global Diversified
|
|
|
1.91
|
2.62
|
18.04
|
-26.55
|
99.3M
|
100k
|
10/1/1993
|
|
|
M.S. Capital Management
Proprietary Program
|
|
|
1.91
|
-4.86
|
11.14
|
-23.76
|
3.9M
|
2,000k
|
9/1/1997
|
|
|
MSR Investments, LLC
MSR Quantitative Directional Strategy
|
|
|
1.89
|
-2.01
|
4.28
|
-10.97
|
14.2M
|
1,000k
|
9/1/2009
|
|
|
Esulep LLC MAX
Esulep LLC MAX
|
|
|
1.82
|
4.26
|
20.94
|
-12.74
|
24.2M
|
250k
|
5/1/2008
|
|
|
Shri Capital
SP Premium
|
|
|
1.82
|
9.21
|
19.82
|
-18.33
|
150k
|
50k
|
8/1/2009
|
|
|
KeyQuant
Key Trends
|
|
|
1.75
|
6.89
|
24.74
|
-10.53
|
62.0M
|
100k
|
1/1/2010
|
|
|
Bluenose Capital Management, LLC
BNC BI
|
|
|
1.74
|
3.33
|
19.44
|
-5.77
|
4.7M
|
30k
|
10/1/2008
|
|
|
Adamah Capital LLC
Short-Term Program
|
|
|
1.70
|
0.89
|
-
|
-17.17
|
100k
|
50k
|
12/1/2010
|
|
|
AIS Capital and AIS Futures MGT
MAAP (2x-4x) Composite
|
|
|
1.70
|
11.84
|
11.78
|
-74.76
|
151.0M
|
5,000k
|
10/1/1992
|
|
|
Abraham Trading Company
Diversified Program
|
|
|
1.69
|
-5.16
|
18.32
|
-31.96
|
484.1M
|
10,000k
|
1/1/1988
|
|
|
Swiss Managed Futures
S&P 500 Market Neutral
|
|
|
1.62
|
-4.00
|
-
|
-8.91
|
503k
|
50k
|
2/1/2011
|
|
|
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
|
|
|
Estlander & Partners
Freedom
|
|
|
1.52
|
0.99
|
-
|
-15.90
|
256.3M
|
20,000k
|
8/1/2010
|
|
|
Diamond Capital Management
Stock Index Options
|
|
|
1.52
|
6.13
|
8.75
|
-24.40
|
215k
|
100k
|
6/1/2006
|
|
|
Futures Truth Company, FTC-CTA
MS4
|
|
|
1.50
|
-1.06
|
14.22
|
-9.82
|
8.0M
|
500k
|
10/1/2007
|
|
|
Bluenose Capital Management, LLC
BNC EI
|
|
|
1.50
|
5.19
|
29.25
|
-9.98
|
2.9M
|
15k
|
10/1/2008
|
|
|
American Optimal Advisors
AORDA Portfolio 3
|
|
|
1.50
|
7.59
|
14.93
|
-14.74
|
1.9M
|
200k
|
12/1/2008
|
|
|
FORT LP
Fort Global Contrarian
|
|
|
1.47
|
2.97
|
14.79
|
-17.42
|
139.0M
|
100k
|
10/1/2002
|
|
|
Millburn Corporation
Multi-Markets Program
|
|
|
1.46
|
-6.01
|
8.56
|
-15.00
|
583.0M
|
25,000k
|
10/1/2004
|
|
|
M.S. Capital Management
Global Diversified Program
|
|
|
1.45
|
-3.95
|
3.44
|
-25.27
|
5.1M
|
2,000k
|
11/1/1998
|
|
|
SCT Capital Management
The Adaptive Quant Trading (AQT) Program
|
|
|
1.45
|
-1.61
|
5.48
|
-4.74
|
63.0M
|
10,000k
|
8/1/2009
|
|
|
Revolution Capital Management
Alpha Program
|
|
|
1.44
|
8.71
|
10.91
|
-13.77
|
15.5M
|
5,000k
|
6/1/2007
|
|
|
Millburn Corporation
Diversified Program
|
|
|
1.42
|
-5.12
|
16.33
|
-25.57
|
889.0M
|
20,000k
|
2/1/1977
|
|
|
Global Sigma Group, LLC
Global Sigma Plus
|
|
|
1.30
|
5.82
|
21.40
|
-1.55
|
26.5M
|
250k
|
11/1/2009
|
|
|
EF Financial Services
EF X
|
|
|
1.21
|
5.06
|
-13.29
|
-40.94
|
98k
|
10k
|
6/1/2009
|
|
|
Quantis Asset Management
Intraday Futures
|
|
|
1.20
|
5.61
|
16.06
|
-7.09
|
2.4M
|
250k
|
1/1/2010
|
|
|
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
|
|
|
GT CAPITAL CTA
GT CAPITAL CTA
|
|
|
1.09
|
-6.40
|
10.52
|
-11.78
|
12.0M
|
150k
|
6/1/2009
|
|
|
Opes Capital Group, LLC
Opes Capital Group Trading Program
|
|
|
1.06
|
4.27
|
23.31
|
-1.63
|
5.0M
|
100k
|
10/1/2009
|
|
|
Diamond Capital Management
Enhanced S&P Program - proprietary
|
|
|
1.03
|
13.04
|
22.44
|
-10.52
|
707k
|
100k
|
7/1/2009
|
|
|
Stein Investment Management
Trading Edge ST
|
|
|
1.01
|
3.44
|
7.46
|
-26.56
|
30k
|
120k
|
10/1/2008
|
|
|
Wichler Group, Inc.
Reversal Program
|
|
|
1.01
|
5.58
|
7.58
|
-10.40
|
322k
|
100k
|
9/1/2009
|
|
|
Melissinos Trading
Eupatrid Commodity Program
|
|
|
1.00
|
-5.34
|
-
|
-19.32
|
671k
|
20k
|
1/1/2011
|
|
|
Diamond Capital Management
Enhanced S&P Program
|
|
|
0.98
|
12.61
|
20.66
|
-10.82
|
1.3M
|
100k
|
7/1/2009
|
|
|
UNISystems Research Inc.
Wall Street ProgramNew
|
|
|
0.96
|
7.29
|
-
|
-4.52
|
152k
|
20k
|
8/1/2011
|
|
|
Wichler Group, Inc.
Reversal - Prop
|
|
|
0.95
|
5.66
|
11.21
|
-14.27
|
303k
|
100k
|
3/1/2008
|
|
|
Welton Investment Corp
GDP Program
|
|
|
0.89
|
-0.39
|
8.71
|
-19.43
|
931.0M
|
10,000k
|
6/1/2004
|
|
|
Cervino Capital Management LLC
Diversified Options Strategy 2X
|
|
|
0.85
|
-0.41
|
4.68
|
-17.32
|
1.6M
|
25k
|
1/1/2008
|
|
|
Rivercast Capital LLC
Managed Account Program
|
|
|
0.83
|
2.70
|
11.62
|
-21.27
|
880k
|
250k
|
1/1/2004
|
|
|
John Locke Investments
Cyril Systematic Program
|
|
|
0.79
|
-2.16
|
6.20
|
-13.76
|
361.4M
|
8,000k
|
1/1/2006
|
|
|
Revolution Capital Management
Global Stock Index Program
|
|
|
0.76
|
5.75
|
-
|
-7.63
|
18.5M
|
5,000k
|
9/1/2010
|
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.