IASG CTA Index For December 2011 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Dec 2011 Min Inv Inception 313 Superfund Group Superfund Green Gold C (SPC) -20.19 100k 10/1/2005 312 Superfund Group Superfund Green Gold B (SPC) -17.86 50k 10/1/2005 311 Superfund Group Superfund Green Gold A (SPC) -15.96 5k 10/1/2005 310 Superfund Group Superfund Green Gold L.P. Series B-1 -15.33 5k 4/1/2009 309 Shield Plus LLC Shield Plus Natural Gas -14.92 50k 1/1/2004 308 Superfund Group Superfund Green Gold L.P. Series A-1 -14.04 5k 4/1/2009 307 Parizek Capital Futures Trading Program -10.73 500k 4/1/2000 306 PRIM' Alternative Investment PRIM Gold -10.63 10k 11/1/2005 305 Superfund Group Superfund Green Master -9.35 2,000k 5/1/2001 304 Strategic Ag Trading Chatham -8.79 100k 1/1/2005 303 Superfund Group Superfund Blue SPC Class A (Gold) -7.64 50k 12/1/2007 302 Superfund Group Superfund Green GCT USD -7.45 15k 1/1/2000 301 TKC Investment Services MAP -7.22 100k 7/1/2010 300 Superfund Group Superfund Green L.P. Series B -7.15 5k 10/1/2002 299 Opus Futures LLC Advanced Ag Futures Trading Program -6.19 100k 3/1/2011 298 Zoi Capital, LLC Telio Program (Client) -5.48 200k 4/1/2010 297 Superfund Group Superfund Green L.P. Series A -4.94 5k 10/1/2002 296 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -4.92 500k 4/1/2009 295 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -4.89 4,000k 2/1/2011 294 Revolution Capital Management Mosaic Program -4.79 10,000k 10/1/2006 293 Amplitude Capital International Limited Dynamic Strategy -4.47 6/1/2005 292 Novus Investments, LLC Novus Precious Commodities -4.39 200k 1/1/2007 291 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.16 2,000k 7/1/1992 290 Third Street Ag Investments, LLC Fundamental Discretionary Ag -4.11 500k 8/1/2012 289 Liberty Funds Group, Inc Liberty Wealth Protection Fund -4.04 250k 10/1/2009 288 Superfund Group Superfund Green Q-AG -3.90 2k 3/1/1996 287 Ion Asset Architecture Ion Fund Program -3.63 10,000k 11/1/2007 286 Ion Asset Architecture (Fund Program) Ion Fund -3.63 100k 11/1/2007 285 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.53 10,000k 3/1/2003 284 Hawksbill Capital Management Global Diversified -3.44 5,000k 11/1/1988 283 Southwest Managed Investments, LLC Global Diversified -3.42 200k 1/1/2002 282 Mobius Asset Management Custom Trading Program -3.40 100k 1/1/2002 281 Auspice Auspice Diversified Program -3.12 1,500k 6/1/2007 280 Quantitative Investment Management Quantitative Global Program -2.87 20,000k 10/1/2003 279 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.87 5,000k 6/1/2010 278 FCI Capital Management TSFX1 -2.77 20k 11/1/2010 277 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.73 1,000k 9/1/2009 276 Wraith Capital LLP Wraith Dynamic Futures Fund -2.70 100k 1/1/2011 275 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -2.67 4,000k 11/1/2008 274 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.58 3,000k 10/1/1992 273 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.57 50k 10/1/2010 272 Global Domain Partners, LLC Global Domain Vector Fund - Series A -2.55 500k 1/1/2006 271 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.53 100k 1/1/2000 270 John Locke Investments JL Commodity Long Flat Program -2.50 5,000k 12/1/2007 269 DUNN Capital Management DUNN Combined Fund (DCF) -2.36 100k 5/1/1989 268 Clarke Capital Management Millennium -2.25 1,000k 1/1/1998 267 Gladius Asset Management Fulham Program -2.13 2,000k 1/1/2008 266 Claughton Capital ARP Institutional Program -2.12 1,000k 10/1/2005 265 DUNN Capital Management D'Best Futures Fund, L.P. -2.11 100k 6/1/1994 264 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.96 1,500k 1/1/2009 263 Futures Truth Company, FTC-CTA MS4 -1.93 250k 10/1/2007 262 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.93 3,000k 5/1/2010 261 Briarwood Capital Management, Inc. Diversified 2XL -1.85 250k 11/1/2004 260 Revolution Capital Management Mosaic Institutional Program -1.82 25,000k 9/1/2009 259 Amplitude Capital International Limited Klassik Strategy -1.78 1,000k 9/1/2009 258 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -1.72 100k 5/1/2011 257 Kottke Associates MV Program -1.69 1,000k 8/1/2010 256 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.64 100k 5/1/1999 255 White Indian Trading Co. STAIRS (Client) -1.61 250k 5/1/2009 254 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.56 0k 11/1/1996 253 Bocken Trading LLC Discretionary Trading Program -1.55 100k 7/1/2011 252 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.51 10k 7/1/2005 251 Dreiss Research Corporation Diversified Program -1.49 1,000k 5/1/1991 250 RAM Management Group MRTP Aggressive -1.44 1,000k 2/1/1998 249 EMC Capital Advisors, LLC Classic -1.40 5,000k 1/1/1985 248 Spectrum Asset Management LLC Global Diversified -1.33 2,000k 1/1/2001 247 Mobius Asset Management Energy Weighted Program -1.30 250k 1/1/2005 246 FRP CAPITAL LLC FRP125+ -1.28 125k 1/1/2010 245 Mondiale Asset Management Mondiale Trading Program -1.20 0k 9/1/1997 244 Red Oak Commodity Advisors Investment Program -1.13 5,000k 12/1/1989 243 Clarke Capital Management Jupiter -1.11 3,000k 5/1/2005 242 Clarke Capital Management Global Basic -1.07 50k 2/1/1996 241 Tanyard Creek Capital Livestock Program -1.05 200k 6/1/2008 240 Estlander & Partners Alpha Trend II - Class P -1.04 100k 12/1/2008 239 Revolution Capital Management Alpha Program -1.01 5,000k 6/1/2007 238 Clarke Capital Management Worldwide -1.01 250k 1/1/1996 237 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.98 1,000k 1/1/1999 236 Romanesco Capital Management B.V Persistence Program -0.94 5,000k 9/1/2005 235 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.93 1,000k 5/1/2006 234 IKOS IKOS FX Fund -0.91 1,000k 3/1/2008 233 IDS Capital IDS F&F Systematic Trading -0.90 50k 7/1/2013 232 Global AG LLC Global Ag LLC -0.90 1,000k 12/1/2008 231 QCM Global Diversified Programme -0.90 500k 12/1/1995 230 Robinson-Langley Capital Management, LLC Managed Account Program -0.88 200k 1/1/2007 229 Superfund Group Superfund Blue SPC Class A (EUR) -0.86 50k 4/1/2005 228 Typhon Capital Management, LLC Plutus Grain Strategy -0.85 250k 4/1/2008 227 Blake Capital Management, Inc. SRD Short Equities -0.84 100k 1/1/2011 226 ROW Asset Managment Row Currency Program -0.83 1,000k 11/1/2010 225 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.81 250k 10/1/2009 224 Quantmetrics Capital Management LLP Directional 10V Strategy -0.80 10,000k 1/1/2007 223 Briarwood Capital Management, Inc. Diversified Trading Program -0.77 3,000k 7/1/2001 222 Somers Brothers Capital Diversified Futures Program #1 -0.71 100k 1/1/2005 221 Kottke Associates Lark - Cattle Program -0.68 500k 2/1/2008 220 Angle Capital Management LLC AIP Program -0.67 100k 1/1/2010 219 Kelly Angle Inc. Genesis Program -0.58 2,000k 4/1/2000 218 Strategic Ag Trading SAT GRAINS -0.57 100k 4/1/2002 217 Conquest Capital Group Conquest Select -0.52 250k 6/1/2004 216 NuWave Investment Management, LLC NuWave Investment Partners LP -0.51 250k 6/1/2001 215 NuWave Investment Management, LLC Combined Futures Portfolio -0.48 5,000k 6/1/2001 214 RAM Management Group RAM MRTP 1X-Conservative -0.47 1,000k 9/1/1993 213 Tactical Investment Management Tactical Institutional Commodity Program -0.44 10,000k 4/1/1993 212 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.40 1,000k 1/1/2006 211 Robust Methods LLC Macro Managed Account -0.40 5,000k 1/1/2005 210 Xplor Capital Management, LLC Global CTA Program -0.39 1,500k 7/1/2004 209 Wavefront Global Asset Management IMFC Global Concentrated -0.34 500k 4/1/2009 208 Conquest Capital Group Conquest Macro -0.32 250k 5/1/1999 207 Cauldron Investments, LLC Stock Index Plus -0.31 1,000k 10/1/2009 206 Diamond Capital Management Enhanced S&P Program -0.31 100k 10/1/2009 205 Estlander & Partners Alpha Trend -0.30 30,000k 10/1/1991 204 Mark J. Walsh Company Standard Program -0.28 2,000k 9/1/1985 203 Seven Capital Management Seven Absolute Return -0.27 100k 6/1/2009 202 Quantmetrics Capital Management LLP Premier 12V Strategy -0.27 10,000k 4/1/2003 201 Witter & Lester, Inc. Stock Index Futures Trading Program -0.27 400k 1/1/1988 200 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -0.18 25k 1/1/2011 199 QQFund.com QQFund.com Alpha Beta Program -0.17 100k 9/1/2008 198 Covenant Capital Management Original Program -0.16 5,000k 9/1/1999 197 Keck Capital Management LLC The Keck Program -0.16 2,000k 12/1/2003 196 Schindler Capital Management, LLC Dairy Advantage Program -0.13 400k 8/1/2005 195 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.11 100k 1/1/2005 194 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -0.10 25k 8/1/2009 193 Wimmer Horizon LLP Managed Account -0.10 5,000k 5/1/2005 192 Purple Valley Capital, Inc. Diversified Trend 1 -0.10 100k 8/1/2008 191 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.03 1,000k 1/1/2005 190 GT CAPITAL CTA GT Dynamic Trading Program -0.02 150k 6/1/2009 189 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 188 Beryl Investment Group LLC Nominal Discretionary System -0.01 50k 7/1/2007 175 Pacific Capital Advisors Vanguard Program 0.00 100k 4/1/2007 180 Kottke Associates Stockton Fundamental Ag 0.00 500k 1/1/2006 179 Melissinos Trading Eupatrid Global Trends 0.00 100k 1/1/2011 184 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 178 Vantage Capital Management VCM Growth Program 0.00 100k 1/1/2011 182 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 187 Ion Asset Architecture Ion Volium Fund 0.00 0k 4/1/2011 183 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 181 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 174 Mobius Asset Management Diversified Program 0.00 250k 3/1/2004 176 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 177 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 186 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 185 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 173 Eckhardt Trading Company Evolution Strategies 1.2X 0.00 10,000k 10/1/1991 172 Eckhardt Trading Company Evolution Strategies 0.03 20,000k 8/1/1991 171 John Locke Investments Cyril Systematic Program 0.03 8,000k 7/1/2000 170 Rho Asset Management Rho Altius 1XL Program 0.05 5,000k 11/1/2007 169 Estlander & Partners Freedom 0.08 20,000k 8/1/2010 168 ALFAKRAFT ALFA Commodity Fund 0.09 16k 6/1/2010 167 Adamah Capital LLC Asset Allocator Program 0.10 50k 3/1/2011 166 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.11 10,000k 7/1/2008 165 Millburn Ridgefield Corporation Commodity Program 0.11 25,000k 3/1/2005 164 C-View Limited Currency Managed Account Program 0.12 5,000k 10/1/1996 163 IKOS The IKOS Hedge Fund 0.23 10,000k 7/1/1998 162 Trigon Investment Advisors, LLC Foreign Exchange Program 0.25 5,000k 8/1/2000 161 Greenwave Capital Management Greenwave Flagship 0.25 10,000k 6/1/2008 160 QCAM Currency Asset Management AG QCAM v-Pro 0.28 1,000k 7/1/2007 159 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.30 500k 8/1/2010 158 M.S. Capital Management Global Diversified Program 0.31 2,000k 11/1/1998 157 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.33 10,000k 2/1/2006 156 Rhicon Currency Management Rhicon Systematic Currency Program 0.34 3,000k 1/1/2004 155 Molinero Capital Management LLP Global Markets Program 0.34 2,000k 7/1/2005 154 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.35 1,000k 3/1/1998 153 Demeter Capital Management Livestock & Grain Trading Program 0.35 50k 3/1/2010 152 Auctos Capital Management Auctos Global Diversified 0.37 3,000k 11/1/2007 151 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.38 100k 8/1/2009 150 Rabar Market Research Diversified Program 0.38 2,000k 1/1/1989 149 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.38 1/1/1989 148 Clarke Capital Management FX Plus 0.39 1,000k 5/1/2004 147 Crabel Capital Management Crabel Multi-Product 0.40 1,000k 3/1/1998 146 Stenger Capital Management, LLC Diversified Trading Program 0.40 200k 4/1/2010 145 Abraham Trading Company Diversified Program 0.41 10,000k 1/1/1988 144 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.45 5,000k 10/1/2007 143 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.47 10,000k 1/1/2001 142 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.49 10,000k 4/1/2004 141 MERIT Alternative Investments GmbH Futures Portfolio 0.53 2,000k 6/1/1998 140 Welton Investment Partners Welton Global 0.53 10,000k 6/1/2004 139 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.55 250k 3/1/2010 138 Haar Capital Management Discretionary Commodity Trading Program 0.55 250k 12/1/2005 137 Gables Capital Management, Inc. GCM Global FX 0.56 1,000k 1/1/2009 136 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.57 5,000k 11/1/2012 135 Millburn Ridgefield Corporation Diversified Program 0.57 20,000k 2/1/1977 134 Four Seasons Commodities Corp Lone Star Program 0.57 300k 1/1/2005 133 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.59 50k 10/1/2007 132 Auspice Auspice Managed Futures Excess Return Index 0.60 5,000k 12/1/2010 131 Bluenose Capital Management, LLC BNC BI 0.62 30k 10/1/2008 130 Estlander & Partners Global Markets 0.63 10,000k 8/1/1999 129 Witter & Lester, Inc. Redstone 0.64 500k 9/1/1994 127 Cranwood Capital Management Cranwood International Fund 0.65 250k 4/1/2008 128 Cranwood Capital Management Fixed Income Arbitrage Fund 0.65 250k 4/1/2008 126 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.65 750k 1/1/2009 125 Trigon Investment Advisors, LLC Discretionary Macro Program 0.68 10,000k 8/1/2007 124 Tlaloc Capital LLC Grains Program 0.70 1,000k 4/1/2010 123 Rabar Market Research Short-Term Program 0.71 2,000k 11/1/2009 122 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.75 200k 11/1/1999 121 Red Rock Capital, LLC Systematic Global Macro 0.76 500k 9/1/2003 120 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.77 250k 1/1/2009 119 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.77 25,000k 3/1/2010 118 IKOS IKOS Futures Fund 0.80 1,000k 2/1/2010 117 White Indian Trading Co. SCS Program (Client) 0.83 250k 2/1/2011 116 Rotella Capital Management Rotella Orion (Short-Term) Program 0.84 10,000k 3/1/2006 115 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.85 1,000k 10/1/2006 114 Endeavour Capital LLP Endeavour Pembroke 0.87 2,000k 7/1/2007 113 Quantica Capital AG Quantica Managed Futures 0.88 10,000k 1/1/2005 112 Covenant Capital Management Aggressive Program 0.88 3,000k 2/1/2004 111 HB Capital Management Inc. Diversified Program 0.88 50k 3/1/2008 110 Rhicon Currency Management Rhicon Strategic Program 0.90 500k 1/1/2004 109 White Indian Trading Co. STAIRS - Futures Program (Client) 0.91 250k 10/1/2008 108 Tyche Capital Advisors LLC TCA Energy Spreads 0.92 100k 8/1/2008 107 Blackwater Capital Management Global Program 0.92 5,000k 7/1/2005 106 Metolius Capital LLC Metolius Diversified 0.97 100k 6/1/2010 105 Millburn Ridgefield Corporation Multi-Markets Program 1.02 25,000k 10/1/2004 104 Four Seasons Commodities Corp Hawkeye Spread Program 1.03 500k 3/1/2005 103 Kinkopf Capital Management KCM S&P (Proprietary) 1.03 100k 1/1/1999 102 Chesapeake Capital Diversified (LV) 1.04 100k 2/1/1988 101 Emil van Essen EvE Systematic Global Opportunities 1.04 1,000k 9/1/2007 100 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 1.05 10,000k 5/1/2009 99 Northfield Trading Diversified 1.10 2,000k 7/1/1989 98 Transtrend B.V. DTP – Standard Risk (EUR) 1.11 10,000k 2/1/1999 97 Gap Partners LLC Gap 1.16 250k 11/1/2009 96 ISAM ISAM Systematic Trend Fund 1.18 1,000k 6/1/2001 95 Global Bayesian Dynamics, LLC BOND&FX Client Composite 1.21 5,000k 3/1/2009 94 Wavefront Global Asset Management IMFC Global Investment Program 1.22 2,000k 2/1/2007 93 Quantica Capital AG Quantica Diversified FX 1.23 5,000k 3/1/2007 92 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.25 100k 11/1/1984 91 Estlander & Partners Global XL 1.25 5,000k 8/1/1991 90 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.25 75k 6/1/2007 89 Range Wise Investment Program 1.28 250k 2/1/1991 88 M6 Capital Management LLC Standard Program 1.28 300k 7/1/2005 87 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.33 100k 2/1/2010 86 Esulep LLC MAX Esulep LLC MAX 1.33 500k 5/1/2008 85 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 1.33 10,000k 8/1/2009 84 Global Sigma Group, LLC AGSF 1.34 3,000k 4/1/2013 83 Systematic Alpha Management Systematic Alpha Futures Program 1.35 100k 6/1/2004 82 Clarke Capital Management Global Magnum 1.37 100k 8/1/1997 81 Hyman Beck and Company Global Portfolio 1.38 1,000k 3/1/1991 80 Parizek Capital Currency Program 1.48 1,000k 4/1/2006 79 Transtrend B.V. DTP – Enhanced Risk (USD) 1.58 10,000k 1/1/1995 78 Manning & Napier MN Xenon Global Fixed Income Program 1.60 2,000k 8/1/2004 77 Manning & Napier MN Xenon Managed Futures (2x) Program 1.62 5,000k 6/1/2006 76 Eclipse Capital Management Global Monetary 1.64 5,000k 8/1/1990 75 Winton Capital Management Diversified 1.65 50,000k 10/1/1997 74 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.69 10,000k 8/1/2004 73 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.70 10,000k 8/1/2009 72 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.76 10,000k 8/1/1999 71 Rotella Capital Management Rotella Polaris Program (Diversified) 1.88 10,000k 1/1/1991 70 LJM Partners LJM Preservation & Growth Strategy 1.99 250k 5/1/2006 69 Vergho Asset Management LLC Kinematics 2.00 1,000k 11/1/2008 68 Rosetta Capital Management Rosetta Trading Program 2.02 100k 4/1/2000 67 Altradis Capital AG AlphAlgo 2.03 100k 5/1/2007 66 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.12 100k 10/1/2009 65 Strategic Ag Trading SAT HEARTLAND 2.16 100k 12/1/2008 64 Heyden & Steindl GmbH TOMAC2 2.18 5,000k 3/1/2003 63 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.23 1,000k 9/1/1997 62 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.25 1k 10/1/2006 61 Jaguar Investments Ltd Vario Capital Strategy 2.30 1,000k 5/1/2016 60 Drury Capital Diversified Trend-Following Program 2.30 5,000k 5/1/1997 59 KMJ Investments KMJ Investments 2.31 1,000k 8/1/1994 58 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.40 100k 3/1/2003 57 Bluenose Capital Management, LLC BNC EI 2.41 15k 7/1/2010 56 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 2.43 150k 1/1/2011 55 Cypress Energy Capital Management, LP Cypress Energy, LP 2.53 50k 7/1/2008 54 Di Tomasso Group Inc. Equilibrium Program 2.57 5,000k 1/1/2002 53 Quantis Asset Management Intraday Futures 2.82 250k 1/1/2010 52 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 2.84 100k 10/1/2010 51 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.86 250k 5/1/2011 50 Non Correlated Capital Positive Theta Program 2.86 250k 10/1/2007 49 Non Correlated Capital Positive Theta Fund 2.88 50k 10/1/2007 48 White River Group Diversified Option Writing Strategy 2.97 20k 11/1/2008 47 Quantis Asset Management PFM Systematic 3.00 15k 5/1/2010 46 Manning & Napier MN Xenon Global Fixed Income (2x) Program 3.00 1,000k 5/1/2010 45 Lynx Asset Management AB Lynx Program 3.06 75k 5/1/2000 44 Rivoli Fund Management Rivoli International Fund (V9) 3.13 5,000k 1/1/2002 43 Emil van Essen Spread Trading Program 3.18 5,000k 12/1/2006 42 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 3.23 5,000k 5/1/2011 41 Neural Capital Ltd Sentinel Trading Program 3.39 2,000k 1/1/2006 40 Alder Capital DAC Alder Global 10 3.40 250k 10/1/2000 39 Protec Energy Partners LLC ET1 3.48 500k 4/1/2010 38 Diamond Peak Capital LLC Northstar (2x) program 3.49 250k 10/1/2008 37 Warrington Asset Management Warrington Strategic Program 3.63 50k 1/1/1997 36 Ancile Capital Management Global Markets Program 3.72 2,000k 4/1/2005 35 Dominion Capital Sapphire Program 3.86 3,000k 5/1/2005 34 White River Group Stock Index Option Writing Strategy 3.93 10k 11/1/2008 33 AllMountain Capital AG Mount Denali Global Trends 4.03 160k 7/1/2007 32 Quantum Leap Capital Management Managed Account Program 4.20 300k 8/1/2006 31 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 4.34 25k 4/1/2010 30 Crescent Bay Capital Management Premium Stock Index Program 4.36 10k 10/1/2005 29 Insignia Managed Capital Epoch3 4.52 20k 7/1/2009 28 Rivoli Fund Management Rivoli International Fund (E) 4.54 5,000k 10/1/1996 27 GLOBIVEST LLC Alpha Program 4.56 50k 4/1/2009 26 Soaring Pelican, LLC Diversified S&P Program 4.65 100k 1/1/2011 25 FORT LP Fort Global Contrarian 4.69 2,000k 10/1/2002 24 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 4.86 100k 7/1/2011 23 Option Capital Advisory OCA Premium 4.92 100k 5/1/2011 22 ITB Capital Management, LLC ITB Premium Fund I, LTD 5.04 1,000k 1/1/2006 21 Insignia Managed Capital Medallion 5.22 50k 2/1/2009 20 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 5.39 200k 1/1/2007 19 Ansbacher Investment Management Market Neutral Put Skew Program 5.55 150k 1/1/1996 18 Quantis Asset Management Ulysses Futures 5.63 1,000k 7/1/2009 17 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 5.83 10,000k 2/1/2008 16 Strategic Capital Advisors LLC Contrarian 500 5.84 250k 12/1/2003 15 FORT LP Fort Global Diversified 5.90 2,000k 3/1/2002 14 Paramount Capital Management LLC Commodity Trading Program 5.93 100k 7/1/2008 13 LJM Partners LJM Moderately Aggressive Strategy 6.79 500k 4/1/2003 12 Alder Capital DAC Alder Global 20 6.80 250k 2/1/2001 11 Arcanum Asset Management Equity Index Option Program (Prop) 7.00 500k 7/1/2006 10 HPX Financial LLC HPX Old School Program 7.31 200k 6/1/2006 9 Rosetta Capital Management Macro Program 8.14 50k 1/1/2009 8 OptHedge Advisors LLC Diversified Options & Futures Program 8.35 250k 10/1/2008 7 Future Trade AG Thales Swing Trading Programme 8.39 250k 6/1/2007 6 LJM Partners LJM Aggressive Strategy 8.72 500k 7/1/1998 5 Crabel Capital Management WPD Crabel Futures Program 9.85 1,000k 7/1/2008 4 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 9.90 50k 9/1/2009 3 Dendrich Ltd QEP 11.87 50k 12/1/2005 2 ITB Capital Advisors LLC ITB Time Value Trading Program 12.50 5,000k 1/1/2009 1 Futures Truth Company, FTC-CTA 200K Options Strategy 13.60 200k 12/1/2009 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.