IASG CTA Index For September 2012 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Sep 2012 Min Inv Inception 313 TKC Investment Services MAP -36.77 100k 7/1/2010 312 Opus Futures LLC Advance Ag Futures Trading Program -12.28 100k 3/1/2011 311 Dreiss Research Corporation Diversified Program -10.34 1,000k 5/1/1991 310 Bocken Trading LLC Discretionary Trading Program -9.06 100k 7/1/2011 309 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.58 100k 5/1/1999 308 White Indian Trading Co. STAIRS - Futures Program (Client) -8.47 250k 10/1/2008 307 Global AG LLC Global Ag LLC -7.16 1,000k 12/1/2008 306 White Indian Trading Co. STAIRS (Client) -7.00 250k 5/1/2009 305 Altradis Capital AG AlphAlgo -6.88 100k 5/1/2007 304 Southwest Managed Investments, LLC Global Diversified -6.69 200k 1/1/2002 303 Superfund Group Superfund Green L.P. Series B -6.15 5k 10/1/2002 302 M6 Capital Management LLC Standard Program -6.10 300k 7/1/2005 301 Cranwood Capital Management Fixed Income Arbitrage Fund -5.95 250k 4/1/2008 300 Cranwood Capital Management Cranwood International Fund -5.95 250k 4/1/2008 299 Kinkopf Capital Management KCM S&P (Proprietary) -5.69 100k 1/1/1999 298 Chesapeake Capital Diversified (LV) -5.69 100k 2/1/1988 297 Paramount Capital Management LLC Commodity Trading Program -5.69 100k 7/1/2008 296 Conquest Capital Group Conquest Macro -5.36 250k 5/1/1999 295 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.30 0k 11/1/1996 294 Clarke Capital Management Global Basic -5.14 50k 2/1/1996 293 Protec Energy Partners LLC ET1 -5.02 500k 4/1/2010 292 Rosetta Capital Management Macro Program -4.94 50k 1/1/2009 291 Clarke Capital Management Jupiter -4.92 3,000k 5/1/2005 290 IDS Capital IDS F&F Systematic Trading -4.90 50k 7/1/2013 289 Hyman Beck and Company Global Portfolio -4.88 1,000k 3/1/1991 288 Wimmer Horizon LLP Managed Account -4.88 5,000k 5/1/2005 287 Superfund Group Superfund Green Master -4.73 2,000k 5/1/2001 286 Superfund Group Superfund Green GCT USD -4.59 15k 1/1/2000 285 Wavefront Global Asset Management IMFC Global Investment Program -4.51 2,000k 2/1/2007 284 Alder Capital DAC Alder Global 20 -4.50 250k 2/1/2001 283 Spectrum Asset Management LLC Global Diversified -4.48 2,000k 1/1/2001 282 Wavefront Global Asset Management IMFC Global Concentrated -4.45 500k 4/1/2009 281 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.37 100k 11/1/1984 280 Superfund Group Superfund Green L.P. Series A -4.31 5k 10/1/2002 279 Manning & Napier MN Xenon Global Fixed Income (2x) Program -4.28 1,000k 5/1/2010 278 Futures Truth Company, FTC-CTA MS4 -4.14 250k 10/1/2007 277 Kottke Associates MV Program -4.00 1,000k 8/1/2010 276 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.98 1/1/1989 275 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.94 1,000k 3/1/2003 274 Gables Capital Management, Inc. GCM Global FX -3.92 1,000k 1/1/2009 273 Rivoli Fund Management Rivoli International Fund (E) -3.78 5,000k 10/1/1996 272 Millburn Ridgefield Corporation Commodity Program -3.75 25,000k 3/1/2005 271 Kelly Angle Inc. Genesis Program -3.46 2,000k 4/1/2000 270 Auspice Capital Advisors Ltd Auspice Diversified Program -3.46 1,500k 4/1/2006 269 Drury Capital Diversified Trend-Following Program -3.41 5,000k 5/1/1997 268 DUNN Capital Management D'Best Futures Fund, L.P. -3.39 100k 6/1/1994 267 Lynx Asset Management AB Lynx Program -3.36 75k 5/1/2000 266 Red Rock Capital, LLC Systematic Global Macro -3.28 500k 9/1/2003 265 Demeter Capital Management Livestock & Grain Trading Program -3.27 50k 3/1/2010 264 Neural Capital Ltd Sentinel Trading Program -3.23 2,000k 1/1/2006 263 Four Seasons Commodities Corp Hawkeye Spread Program -3.20 500k 3/1/2005 262 John Locke Investments Cyril Systematic Program -3.08 8,000k 7/1/2000 261 Transtrend B.V. DTP – Enhanced Risk (USD) -3.07 10,000k 1/1/1995 260 Zoi Capital, LLC Telio Program (Client) -3.07 200k 4/1/2010 259 White Indian Trading Co. SCS Program (Client) -3.06 250k 2/1/2011 258 Tanyard Creek Capital Livestock Program -3.03 200k 6/1/2008 257 Purple Valley Capital, Inc. Diversified Trend 1 -2.98 100k 8/1/2008 256 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.96 10,000k 8/1/2004 255 Robinson-Langley Capital Management, LLC Managed Account Program -2.96 200k 1/1/2007 254 Blackwater Capital Management Global Program -2.96 5,000k 7/1/2005 253 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.94 10,000k 8/1/1999 252 Estlander & Partners Alpha Trend II - Class P -2.91 100k 12/1/2008 251 Rabar Market Research Diversified Program -2.91 2,000k 1/1/1989 250 Clarke Capital Management Millennium -2.90 1,000k 1/1/1998 249 Superfund Group Superfund Green Q-AG -2.87 2k 3/1/1996 248 Manning & Napier MN Xenon Managed Futures (2x) Program -2.87 5,000k 6/1/2006 247 FCI Capital Management TSFX1 -2.87 20k 11/1/2010 246 Welton Investment Partners Welton Global -2.86 10,000k 6/1/2004 245 Haar Capital Management Discretionary Commodity Trading Program -2.79 250k 12/1/2005 244 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.73 500k 4/1/2009 243 Hawksbill Capital Management Global Diversified -2.61 5,000k 11/1/1988 242 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.55 100k 1/1/2005 241 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.54 1,000k 10/1/2006 240 Abraham Trading Company Diversified Program -2.48 10,000k 1/1/1988 239 Rivoli Fund Management Rivoli International Fund (V9) -2.45 5,000k 1/1/2002 238 Millburn Ridgefield Corporation Multi-Markets Program -2.33 25,000k 10/1/2004 237 Millburn Ridgefield Corporation Diversified Program -2.32 20,000k 2/1/1977 236 IKOS IKOS Futures Fund -2.29 1,000k 2/1/2010 235 Manning & Napier MN Xenon Global Fixed Income Program -2.28 2,000k 8/1/2004 234 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.19 250k 5/1/2011 233 Winton Capital Management Diversified -2.18 50,000k 10/1/1997 232 AllMountain Capital AG Mount Denali Global Trends -2.16 160k 7/1/2007 231 Alder Capital DAC Alder Global 10 -2.10 250k 10/1/2000 230 Tactical Investment Management Tactical Institutional Commodity Program -2.06 10,000k 4/1/1993 229 DUNN Capital Management DUNN Combined Fund (DCF) -2.03 100k 5/1/1989 228 Transtrend B.V. DTP – Standard Risk (EUR) -2.01 10,000k 2/1/1999 227 Clarke Capital Management FX Plus -2.01 1,000k 5/1/2004 226 Kottke Associates Stockton Fundamental Ag -2.00 500k 1/1/2006 225 Endeavour Capital LLP Endeavour Pembroke -1.96 2,000k 7/1/2007 224 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -1.91 100k 7/1/2011 223 Somers Brothers Capital Diversified Futures Program #1 -1.90 100k 1/1/2005 222 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.89 250k 10/1/2009 221 Diamond Peak Capital LLC Northstar (2x) program -1.88 250k 10/1/2008 220 M.S. Capital Management Global Diversified Program -1.88 2,000k 11/1/1998 219 Tlaloc Capital LLC Grains Program -1.83 1,000k 4/1/2010 218 Strategic Ag Trading SAT HEARTLAND -1.80 100k 12/1/2008 217 NuWave Investment Management, LLC Combined Futures Portfolio -1.77 5,000k 6/1/2001 216 Strategic Ag Trading Chatham -1.76 100k 1/1/2005 215 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.75 1,000k 5/1/2006 214 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -1.74 5,000k 5/1/2011 213 LJM Partners LJM Preservation & Growth Strategy -1.73 250k 5/1/2006 212 Melissinos Trading Eupatrid Global Trends -1.71 50k 1/1/2011 211 Mark J. Walsh Company Standard Program -1.70 2,000k 9/1/1985 210 IKOS The IKOS Hedge Fund -1.70 10,000k 7/1/1998 209 NuWave Investment Management, LLC NuWave Investment Partners LP -1.66 250k 6/1/2001 208 IKOS IKOS FX Fund -1.65 1,000k 3/1/2008 207 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.64 10,000k 8/1/2009 206 Ancile Capital Management Global Markets Program -1.64 2,000k 4/1/2005 205 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.59 5,000k 11/1/2012 204 Quantis Asset Management Ulysses Futures -1.46 1,000k 7/1/2009 203 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.45 500k 1/1/2006 202 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.29 1,000k 3/1/1998 201 White River Group Stock Index Option Writing Strategy -1.27 10k 11/1/2008 200 ISAM ISAM Systematic Trend Fund -1.24 1,000k 6/1/2001 199 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.23 100k 8/1/2009 198 Auctos Capital Management Auctos Global Diversified -1.20 3,000k 11/1/2007 197 EMC Capital Advisors, LLC Classic -1.20 5,000k 1/1/1985 196 MERIT Alternative Investments GmbH Futures Portfolio -1.12 2,000k 6/1/1998 195 Seven Capital Management Seven Absolute Return -1.10 100k 6/1/2009 194 Kottke Associates Lark - Cattle Program -1.07 500k 2/1/2008 193 Eckhardt Trading Company Evolution Strategies 1.2X -1.05 10,000k 10/1/1991 192 Pinstripe Trading, LLC Standard -1.04 125k 8/1/2009 191 HiProb Trading Technology LLC HiProb-I -1.00 5,000k 7/1/2008 190 Clarke Capital Management Global Magnum -1.00 100k 8/1/1997 189 Pacific Capital Advisors Vanguard Program -0.97 100k 4/1/2007 188 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.96 200k 11/1/1999 187 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.95 1,500k 1/1/2009 186 Eckhardt Trading Company Evolution Strategies -0.95 20,000k 8/1/1991 185 Conquest Capital Group Conquest Select -0.93 250k 6/1/2004 184 Gladius Asset Management Fulham Program -0.91 2,000k 1/1/2008 183 Adamah Capital LLC Asset Allocator Program -0.90 50k 3/1/2011 182 Ion Asset Architecture Ion Fund Program -0.89 10,000k 11/1/2007 181 Ion Asset Architecture (Fund Program) Ion Fund -0.89 100k 11/1/2007 180 Rabar Market Research Short-Term Program -0.76 2,000k 11/1/2009 179 LJM Partners LJM Moderately Aggressive Strategy -0.75 500k 4/1/2003 178 Estlander & Partners Alpha Trend -0.75 30,000k 10/1/1991 177 LJM Partners LJM Aggressive Strategy -0.72 500k 7/1/1998 176 Rhicon Currency Management Rhicon Systematic Currency Program -0.71 3,000k 1/1/2004 175 GLOBIVEST LLC Alpha Program -0.65 50k 4/1/2009 174 Four Seasons Commodities Corp Lone Star Program -0.64 300k 1/1/2005 173 Xplor Capital Management, LLC Global CTA Program -0.61 1,500k 7/1/2004 172 QCAM Currency Asset Management AG QCAM v-Pro -0.60 1,000k 7/1/2007 171 Quantica Capital AG Quantica Diversified FX -0.58 5,000k 3/1/2007 170 Crescent Bay Capital Management Premium Stock Index Program -0.55 10k 10/1/2005 169 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.54 250k 3/1/2010 168 Quantica Capital AG Quantica Managed Futures -0.52 5,000k 1/1/2005 167 Strategic Capital Advisors LLC Contrarian 500 -0.52 500k 12/1/2003 166 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.51 100k 1/1/2000 165 Robust Methods LLC Macro Managed Account -0.51 5,000k 1/1/2005 164 FORT LP Fort Global Diversified -0.50 2,000k 10/1/1993 163 Northfield Trading Diversified -0.47 2,000k 7/1/1989 162 HB Capital Management Inc. Diversified Program -0.46 50k 3/1/2008 161 Superfund Group Superfund Green Gold L.P. Series B-1 -0.44 5k 4/1/2009 160 GT CAPITAL CTA GT CAPITAL CTA -0.43 150k 6/1/2009 159 Blake Capital Management, Inc. SRD Short Equities -0.41 100k 1/1/2011 158 Eclipse Capital Management Global Monetary -0.38 5,000k 8/1/1990 157 Parizek Capital Currency Program -0.35 1,000k 4/1/2006 156 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.34 250k 10/1/2009 155 Stenger Capital Management, LLC Diversified Trading Program -0.34 200k 4/1/2010 154 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.32 5,000k 6/1/2010 153 Witter & Lester, Inc. Stock Index Futures Trading Program -0.32 400k 1/1/1988 152 QCM Global Diversified Programme -0.31 500k 12/1/1995 151 Mobius Asset Management Diversified Program -0.30 250k 3/1/2004 150 Jaguar Investments Ltd Vario Capital Strategy -0.29 1,000k 5/1/2016 149 Superfund Group Superfund Green Gold C (SPC) -0.27 100k 10/1/2005 148 Clarke Capital Management Worldwide -0.27 250k 1/1/1996 147 Quantmetrics Capital Management LLP Premier 12V Strategy -0.26 10,000k 4/1/2003 146 Di Tomasso Group Inc. Equilibrium Program -0.26 5,000k 1/1/2002 145 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.22 5,000k 12/1/2010 144 Metolius Capital LLC Metolius Diversified -0.21 100k 6/1/2010 143 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.19 5,000k 1/1/2005 142 Global Bayesian Dynamics, LLC BOND&FX Client Composite -0.18 5,000k 3/1/2009 141 Gap Partners LLC Gap -0.18 250k 11/1/2009 140 FORT LP Fort Global Contrarian -0.14 2,000k 10/1/2002 139 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals -0.12 50k 10/1/2007 138 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -0.11 100k 10/1/2010 137 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.11 1,000k 9/1/1997 136 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -0.10 25k 8/1/2009 135 Estlander & Partners Freedom -0.09 20,000k 8/1/2010 134 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.07 750k 1/1/2009 133 Soaring Pelican, LLC Diversified S&P Program -0.07 100k 1/1/2011 132 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.07 3,000k 5/1/2010 131 Greenwave Capital Management Greenwave Flagship 0.00 10,000k 6/1/2008 130 Quantis Asset Management PFM Systematic 0.01 15k 5/1/2010 129 John Locke Investments JL Commodity Long Flat Program 0.01 5,000k 12/1/2007 128 Typhon Capital Management, LLC Plutus Grain Strategy 0.02 250k 4/1/2008 127 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.02 10,000k 7/1/2008 126 Parizek Capital Futures Trading Program 0.05 500k 4/1/2000 125 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.05 1,000k 1/1/2005 124 Superfund Group Superfund Blue SPC Class A (EUR) 0.08 50k 4/1/2005 123 Crabel Capital Management Crabel Multi-Product 0.11 1,000k 3/1/1998 122 Revolution Capital Management Alpha Program 0.12 5,000k 6/1/2007 121 Mobius Asset Management Energy Weighted Program 0.16 250k 1/1/2005 120 Angle Capital Management LLC AIP Program 0.20 100k 1/1/2010 119 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.20 500k 8/1/2010 118 C-View Limited Currency Managed Account Program 0.21 5,000k 10/1/1996 117 Saxon Investment Corporation Diversified Program 0.25 3,000k 9/1/1988 116 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.26 25k 1/1/2011 115 Beryl Investment Group LLC Nominal Discretionary System 0.29 50k 7/1/2007 114 ITB Capital Advisors LLC ITB Time Value Trading Program 0.30 5,000k 1/1/2009 113 Quantitative Investment Management Quantitative Global Program 0.32 20,000k 10/1/2003 112 Amplitude Capital International Limited Dynamic Strategy 0.37 6/1/2005 111 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.38 10,000k 8/1/2009 110 OptHedge Advisors LLC Diversified Options & Futures Program 0.38 250k 10/1/2008 109 Esulep LLC MAX Esulep LLC MAX 0.40 500k 5/1/2008 108 Rho Asset Management Rho Altius 1XL Program 0.41 5,000k 11/1/2007 107 Claughton Capital ARP Institutional Program 0.44 1,000k 10/1/2005 106 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.45 1,000k 1/1/2006 105 Ion Asset Architecture Ion Volium Fund 0.45 0k 4/1/2011 104 Revolution Capital Management Alpha Fund 0.46 50k 1/1/2005 103 Vergho Asset Management LLC Kinematics 0.47 1,000k 11/1/2008 102 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.48 1k 10/1/2006 101 Future Trade AG Thales Swing Trading Programme 0.49 250k 6/1/2007 100 Witter & Lester, Inc. Redstone 0.50 500k 9/1/1994 99 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 0.50 150k 1/1/2011 98 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 0.51 200k 1/1/2007 97 ITB Capital Management, LLC ITB Premium Fund I, LTD 0.52 1,000k 1/1/2006 96 Estlander & Partners Global Markets 0.52 10,000k 8/1/1999 95 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.54 4,000k 11/1/2008 94 Saxon Investment Corporation Aggressive Diversified Program 0.55 2,000k 11/1/1993 93 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.57 1,000k 1/1/1999 92 AIS Capital Management, L.P. MAAP (2x-4x) Composite 0.70 3,000k 10/1/1992 91 Mobius Asset Management Custom Trading Program 0.75 100k 1/1/2002 90 Quantmetrics Capital Management LLP Directional 10V Strategy 0.76 10,000k 1/1/2007 89 Trigon Investment Advisors, LLC Discretionary Macro Program 0.82 10,000k 8/1/2007 88 Rosetta Capital Management Rosetta Trading Program 0.84 100k 4/1/2000 87 Revolution Capital Management Mosaic Institutional Program 0.85 25,000k 9/1/2009 86 KMJ Investments KMJ Investments 0.95 1,000k 8/1/1994 85 Superfund Group Superfund Green Gold B (SPC) 0.97 50k 10/1/2005 84 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.99 5,000k 10/1/2007 83 Alee Capital Management, LLC Mistral Program 1.03 2,500k 1/1/1999 82 Bluenose Capital Management, LLC BNC BI 1.03 30k 10/1/2008 81 Tyche Capital Advisors LLC TCA Energy Spreads 1.06 100k 8/1/2008 80 Vantage Capital Management VCM Growth Program 1.06 100k 1/1/2011 79 Estlander & Partners Global XL 1.07 5,000k 8/1/1991 78 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 1.11 4,000k 2/1/2011 77 Warrington Asset Management Warrington Strategic Program 1.12 50k 1/1/1997 76 AIS Capital Management, L.P. MAAP (3x-6x) Composite 1.15 2,000k 7/1/1992 75 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.21 10,000k 4/1/2004 74 RAM Management Group RAM MRTP 1X-Conservative 1.25 1,000k 9/1/1993 73 Revolution Capital Management Mosaic Program 1.29 10,000k 10/1/2006 72 Briarwood Capital Management, Inc. Diversified Trading Program 1.39 3,000k 7/1/2001 71 Insignia Managed Capital Medallion 1.40 50k 2/1/2009 70 Mondiale Asset Management Mondiale Trading Program 1.48 0k 9/1/1997 69 Superfund Group Superfund Green Gold L.P. Series A-1 1.48 5k 4/1/2009 68 Emil van Essen Spread Trading Program 1.49 5,000k 12/1/2006 67 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.54 75k 6/1/2007 66 Alee Capital Management, LLC Poniente Program 1.55 2,500k 1/1/1999 65 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.56 1,000k 9/1/2009 64 Non Correlated Capital Positive Theta Program 1.61 250k 10/1/2007 63 Rotella Capital Management Rotella Orion (Short-Term) Program 1.74 10,000k 3/1/2006 62 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.81 50k 9/1/2009 61 Global Sigma Group, LLC AGSF 1.82 3,000k 4/1/2013 60 Emil van Essen EvE Systematic Global Opportunities 1.86 1,000k 9/1/2007 59 ROW Asset Managment Row Currency Program 1.87 1,000k 11/1/2010 58 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 1.89 10,000k 5/1/2009 57 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.91 100k 2/1/2010 56 Diamond Capital Management Enhanced S&P Program 1.92 100k 10/1/2009 55 Quantis Asset Management Intraday Futures 1.92 250k 1/1/2010 54 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.93 25,000k 3/1/2010 53 Non Correlated Capital Positive Theta Fund 1.95 50k 10/1/2007 52 Cauldron Investments, LLC Stock Index Plus 1.95 1,000k 10/1/2009 51 Bluenose Capital Management, LLC BNC EI 2.01 15k 7/1/2010 50 HPX Financial LLC HPX Old School Program 2.10 200k 6/1/2006 49 Rhicon Currency Management Rhicon Strategic Program 2.11 500k 1/1/2004 48 Futures Truth Company, FTC-CTA 200K Options Strategy 2.17 200k 12/1/2009 47 Superfund Group Superfund Blue SPC Class A (Gold) 2.20 50k 12/1/2007 46 QQFund.com QQFund.com Alpha Beta Program 2.21 100k 9/1/2008 45 Superfund Group Superfund Green Gold A (SPC) 2.22 5k 10/1/2005 44 Amplitude Capital International Limited Klassik Strategy 2.25 1,000k 9/1/2009 43 Strategic Ag Trading SAT GRAINS 2.34 100k 4/1/2002 42 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 2.37 100k 5/1/2011 41 Cypress Energy Capital Management, LP Cypress Energy, LP 2.38 50k 7/1/2008 40 Systematic Alpha Management Systematic Alpha Futures Program 2.44 100k 6/1/2004 39 Rotella Capital Management Rotella Polaris Program (Diversified) 2.50 10,000k 1/1/1991 38 Briarwood Capital Management, Inc. Diversified 2XL 2.56 250k 11/1/2004 37 Third Street Ag Investments, LLC Fundamental Discretionary Ag 2.59 500k 8/1/2012 36 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.69 10,000k 1/1/2001 35 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.76 100k 3/1/2003 34 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.79 100k 10/1/2009 33 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 2.80 250k 1/1/2009 32 Romanesco Capital Management B.V Persistence Program 2.85 5,000k 9/1/2005 31 FRP CAPITAL LLC FRP125+ 2.87 125k 1/1/2010 30 Keck Capital Management LLC The Keck Program 2.93 2,000k 12/1/2003 29 Arcanum Asset Management Equity Index Option Program (Prop) 2.95 500k 7/1/2006 28 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.96 10,000k 2/1/2008 27 Option Capital Advisory OCA Premium 3.10 100k 5/1/2011 26 Insignia Managed Capital Epoch3 3.17 20k 7/1/2009 25 Novus Investments, LLC Novus Precious Commodities 3.17 200k 1/1/2007 24 Ansbacher Investment Management Market Neutral Put Skew Program 3.48 250k 1/1/1996 23 Dominion Capital Sapphire Program 3.52 3,000k 5/1/2005 22 Schindler Capital Management, LLC Dairy Advantage Program 3.67 400k 8/1/2005 21 Red Oak Commodity Advisors Investment Program 3.72 5,000k 12/1/1989 20 Range Wise Investment Program 3.77 250k 2/1/1991 19 Serac, LLC Diversified Reversal Program 3.89 200k 4/1/2011 18 RAM Management Group MRTP Aggressive 3.97 1,000k 2/1/1998 17 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 3.98 25k 4/1/2010 16 Covenant Capital Management Original Program 4.04 5,000k 9/1/1999 15 ALFAKRAFT ALFA Commodity Fund 4.05 16k 6/1/2010 14 Molinero Capital Management LLP Global Markets Program 4.06 2,000k 7/1/2005 13 White River Group Diversified Option Writing Strategy 4.12 20k 11/1/2008 12 Heyden & Steindl GmbH TOMAC2 4.51 5,000k 3/1/2003 11 Dendrich Ltd QEP 4.56 50k 12/1/2005 10 Quantum Leap Capital Management Managed Account Program 4.70 300k 8/1/2006 9 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 4.90 10,000k 2/1/2006 8 PRIM' Alternative Investment PRIM Gold 4.97 10k 11/1/2005 7 Crabel Capital Management WPD Crabel Futures Program 5.14 1,000k 7/1/2008 6 Trigon Investment Advisors, LLC Foreign Exchange Program 5.71 5,000k 8/1/2000 5 Wraith Capital LLP Wraith Dynamic Futures Fund 5.91 100k 1/1/2011 4 Covenant Capital Management Aggressive Program 6.19 3,000k 2/1/2004 3 Shield Plus LLC Shield Plus Natural Gas 8.40 50k 1/1/2004 2 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 9.96 10k 7/1/2005 1 Global Vista Advisors, LLC Global Vista Options ("GVO") 13.76 50k 10/1/2010 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. 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.