IASG CTA Index For August 2011

Monthly Rankings

Rank CTA/Program Aug 2011 Min Inv Inception
313 LJM Partners
LJM Aggressive Strategy
-34.30 500k 7/1/1998
312 ITB Capital Advisors LLC
ITB Time Value Trading Program
-30.22 5,000k 1/1/2009
311 LJM Partners
LJM Moderately Aggressive Strategy
-28.00 500k 4/1/2003
310 Vantage Capital Management
VCM Growth Program
-25.28 100k 1/1/2011
309 QQFund.com
Investment Program 1
-21.34 300k 9/1/2008
308 Parizek Capital
Currency Program
-18.99 1,000k 4/1/2006
307 Revolution Capital Management
Mosaic Program
-16.88 10,000k 10/1/2006
306 White River Group
Stock Index Option Writing Strategy
-16.26 10k 11/1/2008
305 Ansbacher Investment Management
Market Neutral Put Skew Program
-16.17 250k 1/1/1996
304 White River Group
Diversified Option Writing Strategy
-15.08 20k 11/1/2008
303 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-15.01 200k 1/1/2007
302 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-14.79 500k 12/1/2003
301 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-14.29 1,000k 1/1/2006
300 Schindler Capital Management, LLC
Dairy Advantage Program
-13.89 200k 8/1/2005
299 White Indian Trading Co.
SCS Program (Client)
-13.72 250k 2/1/2011
298 Pinstripe Trading, LLC
Standard
-10.79 125k 8/1/2009
297 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-10.79 25k 4/1/2010
296 Adamah Capital LLC
Asset Allocator Program
-10.50 50k 3/1/2011
295 Futures Truth Company, FTC-CTA
200K Options Strategy
-9.51 200k 12/1/2009
294 Diamond Peak Capital LLC
Northstar (2x) program
-9.20 250k 10/1/2008
293 Heyden & Steindl GmbH
TOMAC2
-8.55 5,000k 3/1/2003
292 Drury Capital
Diversified Trend-Following Program
-8.34 5,000k 5/1/1997
291 LJM Partners
LJM Preservation & Growth Strategy
-8.31 250k 5/1/2006
290 Crescent Bay Capital Management
Premium Stock Index Program
-7.89 10k 10/1/2005
289 IKOS
IKOS FX Fund
-6.99 1,000k 3/1/2008
288 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-6.77 750k 1/1/2009
287 Revolution Capital Management
Mosaic Institutional Program
-6.65 25,000k 9/1/2009
286 Quantis Asset Management
PFM Systematic
-6.13 15k 5/1/2010
285 Rhicon Currency Management
Rhicon Systematic Currency Program
-6.10 3,000k 1/1/2004
284 Bluenose Capital Management, LLC
BNC EI
-5.65 15k 7/1/2010
283 Dominion Capital
Sapphire Program
-5.29 3,000k 5/1/2005
282 ROW Asset Managment
Row Currency Program
-4.60 1,000k 11/1/2010
281 Warrington Asset Management
Warrington Strategic Program
-4.49 50k 1/1/1997
280 Endeavour Capital LLP
Endeavour Pembroke
-4.39 2,000k 7/1/2007
279 M.S. Capital Management
Global Diversified Program
-4.37 2,000k 11/1/1998
278 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.08 5,000k 8/1/2000
277 Diamond Capital Management
Enhanced S&P Program
-3.90 100k 10/1/2009
276 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.88 100k 5/1/1989
275 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.87 5,000k 11/1/2012
274 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-3.86 100k 5/1/2011
273 Cauldron Investments, LLC
Stock Index Plus
-3.82 1,000k 10/1/2009
272 Dendrich Ltd
QEP
-3.79 50k 12/1/2005
271 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-3.74 10,000k 2/1/2006
270 Alder Capital DAC
Alder Global 20
-3.70 2,500k 2/1/2001
269 Paramount Capital Management LLC
Commodity Trading Program
-3.66 100k 7/1/2008
268 Emil van Essen
EvE Systematic Global Opportunities
-3.61 1,000k 9/1/2007
267 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.56 10,000k 8/1/2004
266 Welton Investment Partners
Welton Global
-3.51 10,000k 6/1/2004
265 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.50 10,000k 8/1/1999
264 Systematic Alpha Management
Systematic Alpha Futures Program
-3.48 100k 6/1/2004
263 Dreiss Research Corporation
Diversified Program
-3.26 1,000k 5/1/1991
262 Quality Capital Management
Global Diversified Programme
-3.26 10,000k 12/1/1995
261 Quantum Leap Capital Management
Managed Account Program
-3.20 300k 8/1/2006
260 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.20 10,000k 1/1/1995
259 Opus Futures LLC
Advance Ag Futures Trading Program
-3.16 100k 3/1/2011
258 Quantica Capital AG
Quantica Diversified FX
-2.99 5,000k 3/1/2007
257 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.79 5,000k 6/1/2010
256 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.77 10,000k 4/1/2004
255 Blackwater Capital Management
Global Program
-2.73 5,000k 7/1/2005
254 Eclipse Capital Management
Global Monetary
-2.58 5,000k 8/1/1990
253 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.50 100k 8/1/2009
252 Crabel Capital Management
Crabel Multi-Product
-2.50 1,000k 3/1/1998
251 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.40 10,000k 8/1/2009
250 Di Tomasso Group Inc.
Equilibrium Program
-2.39 5,000k 1/1/2002
249 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.37 10,000k 2/1/1999
248 OptHedge Advisors LLC
Diversified Options & Futures Program
-2.31 250k 10/1/2008
247 Cypress Energy Capital Management, LP
Cypress Energy, LP
-2.24 50k 7/1/2008
246 IDS Capital
IDS F&F Systematic Trading
-2.13 50k 7/1/2013
245 Abraham Trading Company
Diversified Program
-2.06 10,000k 1/1/1988
244 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-2.06 25k 1/1/2011
243 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.04 250k 10/1/2009
242 Briarwood Capital Management, Inc.
Diversified 2XL
-2.03 250k 11/1/2004
241 Tyche Capital Advisors LLC
TCA Energy Spreads
-2.00 100k 8/1/2008
240 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
239 IKOS
The IKOS Hedge Fund
-1.99 10,000k 7/1/1998
238 Shield Plus LLC
Shield Plus Natural Gas
-1.97 50k 1/1/2004
237 Emil van Essen
Spread Trading Program
-1.94 5,000k 12/1/2006
236 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.87 250k 5/1/2011
235 Gables Capital Management, Inc.
GCM Global FX
-1.83 1,000k 1/1/2009
234 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.81 250k 4/1/2008
233 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.75 5,000k 10/1/2007
232 Red Oak Commodity Advisors
Investment Program
-1.74 5,000k 12/1/1989
231 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.72 100k 10/1/2010
230 Zoi Capital, LLC
Telio Program (Client)
-1.71 200k 4/1/2010
229 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.66 1,000k 3/1/2003
228 Alder Capital DAC
Alder Global 10
-1.60 2,500k 10/1/2000
227 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.57 200k 11/1/1999
226 Global Sigma Group, LLC
Global Sigma Plus
-1.55 1,000k 11/1/2009
225 Kottke Associates
Lark - Cattle Program
-1.51 500k 2/1/2008
224 Quantis Asset Management
Ulysses Futures
-1.48 1,000k 7/1/2009
223 Millburn Corporation
Diversified Program
-1.43 20,000k 2/1/1977
222 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.39 250k 3/1/2010
221 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.28 10,000k 2/1/2008
220 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.25 10,000k 1/1/2001
219 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.20 1,500k 4/1/2006
218 Ion Asset Architecture
Ion Fund Program
-1.17 10,000k 11/1/2007
217 Ion Asset Architecture (Fund Program)
Ion Fund
-1.17 100k 11/1/2007
216 Molinero Capital Management LLP
Global Markets Program
-1.11 2,000k 7/1/2005
215 Chesapeake Capital
Diversified (LV)
-1.03 100k 2/1/1988
214 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.01 3,000k 7/1/2001
213 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.01 1,500k 1/1/2009
212 QCAM Currency Asset Management AG
QCAM v-Pro
-0.97 1,000k 7/1/2007
211 Non Correlated Capital
Positive Theta Program
-0.89 250k 10/1/2007
210 Non Correlated Capital
Positive Theta Fund
-0.89 50k 10/1/2007
209 Pacific Capital Advisors
Vanguard Program
-0.86 100k 4/1/2007
208 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.83 3,000k 5/1/2010
207 Millburn Corporation
Multi-Markets Program
-0.78 25,000k 10/1/2004
206 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-0.69 10,000k 5/1/2009
205 Millburn Corporation
Commodity Program
-0.61 25,000k 3/1/2005
204 Hyman Beck and Company
Global Portfolio
-0.57 1,000k 3/1/1991
203 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.47 10,000k 8/1/2009
202 Hawksbill Capital Management
Global Diversified
-0.42 5,000k 11/1/1988
201 Rabar Market Research
Diversified Program
-0.37 2,000k 1/1/1989
200 Greenwave Capital Management
Greenwave Flagship
-0.35 10,000k 6/1/2008
199 John Locke Investments
JL Commodity Long Flat Program
-0.34 5,000k 12/1/2007
198 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.34 10,000k 7/1/2008
197 Eckhardt Trading Company
Evolution Strategies
-0.32 20,000k 8/1/1991
196 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.31 10,000k 8/1/2007
195 Clarke Capital Management
Jupiter
-0.31 3,000k 5/1/2005
194 MERIT Alternative Investments GmbH
Futures Portfolio
-0.30 2,000k 6/1/1998
193 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.29 10,000k 10/1/1991
192 Blake Capital Management, Inc.
SRD Short Equities
-0.29 100k 1/1/2011
191 Estlander & Partners
Global XL
-0.19 5,000k 8/1/1991
190 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.19 1,000k 1/1/2005
189 C-View Limited
Currency Managed Account Program
-0.15 5,000k 10/1/1996
188 Metolius Capital LLC
Metolius Diversified
-0.15 100k 6/1/2010
187 Rhicon Currency Management
Rhicon Strategic Program
-0.11 500k 1/1/2004
186 Superfund Group
Superfund Green L.P. Series A
-0.09 5k 10/1/2002
185 Rosetta Capital Management
Macro Program
-0.08 50k 1/1/2009
184 Revolution Capital Management
Alpha Fund
-0.07 50k 1/1/2005
183 Estlander & Partners
Global Markets
-0.07 10,000k 8/1/1999
182 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.04 10,000k 3/1/2006
180 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
181 Ion Asset Architecture
Ion Volium Fund
0.00 0k 4/1/2011
179 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.11 1,000k 1/1/2006
178 Strategic Ag Trading
SAT GRAINS
0.12 100k 4/1/2002
177 Witter & Lester, Inc.
Redstone
0.15 500k 9/1/1994
176 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.15 10,000k 1/1/1991
175 Superfund Group
Superfund Green L.P. Series B
0.16 5k 10/1/2002
174 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.20 1,000k 3/1/1998
173 FRP CAPITAL LLC
FRP125+
0.23 125k 1/1/2010
172 Demeter Capital Management
Livestock & Grain Trading Program
0.23 50k 3/1/2010
171 IKOS
IKOS Futures Fund
0.23 1,000k 2/1/2010
170 Stenger Capital Management, LLC
Diversified Trading Program
0.24 200k 4/1/2010
169 Quantitative Investment Management
Quantitative Global Program
0.30 20,000k 10/1/2003
168 Revolution Capital Management
Alpha Program
0.36 5,000k 6/1/2007
167 Saxon Investment Corporation
Diversified Program
0.38 3,000k 9/1/1988
166 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.42 500k 8/1/2012
165 Red Rock Capital, LLC
Systematic Global Macro
0.42 500k 9/1/2003
164 Mobius Asset Management
Energy Weighted Program
0.43 250k 1/1/2005
163 KMJ Investments
KMJ Investments
0.44 1,000k 8/1/1994
162 Spectrum Asset Management LLC
Global Diversified
0.45 2,000k 1/1/2001
161 Beach Horizon LLP
Managed Account
0.46 5,000k 5/1/2005
160 HB Capital Management Inc.
Diversified Program
0.48 50k 3/1/2008
159 Bluenose Capital Management, LLC
BNC BI
0.53 30k 10/1/2008
158 Kottke Associates
MV Program
0.53 1,000k 8/1/2010
157 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.56 100k 1/1/2000
156 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.59 1/1/1989
155 Saxon Investment Corporation
Aggressive Diversified Program
0.64 2,000k 11/1/1993
154 Superfund Group
Superfund Green Q-AG
0.64 2k 3/1/1996
153 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.67 1,000k 10/1/2006
152 Vergho Asset Management LLC
Kinematics
0.67 1,000k 11/1/2008
151 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.69 500k 1/1/2006
150 Crabel Capital Management
WPD Crabel Futures Program
0.69 1,000k 7/1/2008
149 Four Seasons Commodities Corp
Lone Star Program
0.72 300k 1/1/2005
148 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.78 4,000k 11/1/2008
147 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
0.80 500k 8/1/2010
146 Superfund Group
Superfund Green GCT USD
0.83 15k 1/1/2000
145 Futures Truth Company, FTC-CTA
MS4
0.88 250k 10/1/2007
144 Mobius Asset Management
Diversified Program
0.90 250k 3/1/2004
143 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.92 1k 10/1/2006
142 Lynx Asset Management AB
Lynx Program
0.95 75k 5/1/2000
141 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.98 5,000k 12/1/2010
140 Clarke Capital Management
Worldwide
1.00 250k 1/1/1996
139 Coloma Capital Futures(r), LLC
ColoCap Commodities Partners, LP
1.00 25k 8/1/2009
138 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
1.02 5,000k 5/1/2011
137 Wavefront Global Asset Management
IMFC Global Investment Program
1.03 2,000k 2/1/2007
136 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.09 75k 6/1/2007
135 Superfund Group
Superfund Blue SPC Class A (EUR)
1.11 50k 4/1/2005
134 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.11 400k 1/1/1988
133 Serac, LLC
Diversified Reversal Program
1.13 200k 4/1/2011
132 Auctos Capital Management
Auctos Global Diversified
1.14 3,000k 11/1/2007
131 FCI Capital Management
TSFX1
1.16 20k 11/1/2010
130 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
1.19 50k 10/1/2007
129 Beryl Investment Group LLC
Nominal Discretionary System
1.31 50k 7/1/2007
128 Arcanum Asset Management
Equity Index Option Program (Prop)
1.36 500k 7/1/2006
127 ALFAKRAFT
ALFA Commodity Fund
1.39 16k 6/1/2010
126 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.40 500k 4/1/2009
125 Clarke Capital Management
Millennium
1.41 1,000k 1/1/1998
124 Winton Capital Management
Diversified
1.43 50,000k 10/1/1997
123 Insignia Managed Capital
Medallion
1.48 50k 2/1/2009
122 ISAM
ISAM Systematic Trend Fund
1.49 1,000k 6/1/2001
121 Superfund Group
Superfund Green Master
1.57 2,000k 5/1/2001
120 Strategic Ag Trading
SAT HEARTLAND
1.57 100k 12/1/2008
119 GT CAPITAL CTA
GT CAPITAL CTA
1.58 150k 6/1/2009
118 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.58 250k 10/1/2008
117 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.59 100k 5/1/1999
116 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.69 4,000k 2/1/2011
115 NuWave Investment Management, LLC
Combined Futures Portfolio
1.73 5,000k 6/1/2001
114 Tlaloc Capital LLC
Grains Program
1.79 500k 4/1/2010
113 AllMountain Capital AG
Mount Denali Global Trends
1.85 160k 7/1/2007
112 Clarke Capital Management
FX Plus
1.88 1,000k 5/1/2004
111 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.88 100k 2/1/2010
110 Rosetta Capital Management
Rosetta Trading Program
1.88 100k 4/1/2000
109 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.01 250k 6/1/2001
108 Range Wise
Investment Program
2.05 250k 2/1/1991
107 Rivoli Fund Management
Rivoli International Fund (V9)
2.07 5,000k 1/1/2002
106 Covenant Capital Management
Aggressive Program
2.08 3,000k 2/1/2004
105 Robinson-Langley Capital Management, LLC
Managed Account Program
2.11 200k 1/1/2007
104 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.13 10,000k 4/1/2003
103 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.28 1,000k 1/1/1999
102 Haar Capital Management
Discretionary Commodity Trading Program
2.28 250k 12/1/2005
101 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
2.52 25,000k 3/1/2010
100 Conquest Capital Group
Conquest Macro
2.54 250k 5/1/1999
99 Kottke Associates
Stockton Fundamental Ag
2.55 500k 1/1/2006
98 Estlander & Partners
Freedom
2.59 20,000k 8/1/2010
97 Manning & Napier
MN Xenon Global Fixed Income Program
2.85 2,000k 8/1/2004
96 Jaguar Investments Ltd
Vario Capital Strategy
2.91 1,000k 5/1/2016
95 Xplor Capital Management, LLC
Global CTA Program
2.91 1,500k 7/1/2004
94 Gap Partners LLC
Gap
3.00 250k 11/1/2009
93 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.01 100k 10/1/2009
92 Covenant Capital Management
Original Program
3.05 5,000k 9/1/1999
91 Ancile Capital Management
Global Markets Program
3.09 2,000k 4/1/2005
90 Four Seasons Commodities Corp
Hawkeye Spread Program
3.14 500k 3/1/2005
89 Acorn Global Investments Inc.
Acorn Diversified Program
3.16 10k 7/1/2005
88 Rivoli Fund Management
Rivoli International Fund (MAP)
3.20 5,000k 10/1/1996
87 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.28 100k 1/1/2005
86 Tactical Investment Management
Tactical Institutional Commodity Program
3.30 10,000k 4/1/1993
85 Wavefront Global Asset Management
IMFC Global Concentrated
3.34 500k 4/1/2009
84 John Locke Investments
Cyril Systematic Program
3.46 8,000k 7/1/2000
83 Esulep LLC MAX
Esulep LLC MAX
3.48 500k 5/1/2008
82 M6 Capital Management LLC
Standard Program
3.51 300k 7/1/2005
81 Seven Capital Management
Seven Absolute Return
3.51 100k 6/1/2009
80 Estlander & Partners
Alpha Trend
3.56 30,000k 10/1/1991
79 Amplitude Capital International Limited
Dynamic Strategy
3.71 6/1/2005
78 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
3.72 5,000k 3/1/2009
77 Gladius Asset Management
Fulham Program
3.72 2,000k 1/1/2008
76 Robust Methods LLC
Macro Managed Account
3.76 5,000k 1/1/2005
75 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.95 100k 3/1/2003
74 Bocken Trading LLC
Discretionary Trading Program
4.11 100k 7/1/2011
73 Rabar Market Research
Short-Term Program
4.17 2,000k 11/1/2009
72 White Indian Trading Co.
STAIRS (Client)
4.17 250k 5/1/2009
71 Mark J. Walsh Company
Standard Program
4.24 2,000k 9/1/1985
70 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.29 1,000k 9/1/1997
68 Cranwood Capital Management
Cranwood International Fund
4.30 250k 4/1/2008
69 Cranwood Capital Management
Fixed Income Arbitrage Fund
4.30 250k 4/1/2008
67 Somers Brothers Capital
Diversified Futures Program #1
4.30 100k 1/1/2005
66 GLOBIVEST LLC
Alpha Program
4.51 50k 4/1/2009
65 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
4.63 250k 1/1/2009
64 DUNN Capital Management
D'Best Futures Fund, L.P.
4.71 100k 6/1/1994
63 TKC Investment Services
MAP
4.72 100k 7/1/2010
62 Mondiale Asset Management
Mondiale Trading Program
4.80 0k 9/1/1997
61 Clarke Capital Management
Global Magnum
4.89 100k 8/1/1997
60 FORT LP
Fort Global Contrarian
4.90 2,000k 10/1/2002
59 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.94 5,000k 6/1/2006
58 Alee Capital Management, LLC
Poniente Program
5.05 2,500k 1/1/1999
57 Mobius Asset Management
Custom Trading Program
5.07 100k 1/1/2002
56 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
5.10 1,000k 5/1/2010
55 Conquest Capital Group
Conquest Select
5.30 250k 6/1/2004
54 Quantica Capital AG
Quantica Managed Futures
5.33 5,000k 1/1/2005
53 Insignia Managed Capital
Epoch3
5.54 20k 7/1/2009
52 Claughton Capital
Auto-Reactive Positioning
5.56 1,000k 10/1/2005
51 Romanesco Capital Management B.V
Persistence Program
5.68 5,000k 9/1/2005
50 Tanyard Creek Capital
Livestock Program
5.76 200k 6/1/2008
49 Alee Capital Management, LLC
Mistral Program
5.78 2,500k 1/1/1999
48 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
5.85 50k 9/1/2009
47 Quantmetrics Capital Management LLP
Directional 10V Strategy
6.24 10,000k 1/1/2007
46 Global AG LLC
Global Ag LLC
6.29 1,000k 12/1/2008
45 Protec Energy Partners LLC
ET1
6.66 500k 4/1/2010
44 HPX Financial LLC
HPX Old School Program
6.67 200k 6/1/2006
43 RAM Management Group
RAM MRTP 1X-Conservative
6.68 1,000k 9/1/1993
42 Northfield Trading
Diversified
6.70 2,000k 7/1/1989
41 Option Capital Advisory
OCA Premium
6.74 100k 5/1/2011
40 Southwest Managed Investments, LLC
Global Diversified
6.97 200k 1/1/2002
39 FORT LP
Fort Global Diversified
7.57 2,000k 10/1/1993
38 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.79 0k 11/1/1996
37 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.89 3,000k 10/1/1992
36 Wraith Capital LLP
Wraith Dynamic Futures Fund
8.66 100k 1/1/2011
35 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
8.73 1,000k 9/1/2009
34 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
8.75 150k 1/1/2011
33 Parizek Capital
Futures Trading Program
8.79 500k 4/1/2000
32 Estlander & Partners
Alpha Trend II - Class P
9.48 100k 12/1/2008
31 Melissinos Trading
Eupatrid Program
9.56 50k 1/1/2011
30 Novus Investments, LLC
Novus Precious Commodities
9.61 200k 1/1/2007
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.40 100k 11/1/1984
28 Future Trade AG
Thales Swing Trading Programme
10.67 250k 6/1/2007
27 Amplitude Capital International Limited
Klassik Strategy
11.16 1,000k 9/1/2009
26 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
11.40 2,000k 7/1/1992
25 Altradis Capital AG
AlphAlgo
11.51 100k 5/1/2007
24 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
11.72 100k 7/1/2011
23 Soaring Pelican, LLC
Diversified S&P Program
11.86 100k 1/1/2011
22 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
12.10 1,000k 5/1/2006
21 PRIM' Alternative Investment
PRIM Gold
12.23 10k 11/1/2005
20 Superfund Group
Superfund Green Gold A (SPC)
12.46 5k 10/1/2005
19 Superfund Group
Superfund Green Gold B (SPC)
12.67 50k 10/1/2005
18 Strategic Ag Trading
Chatham
12.94 100k 1/1/2005
17 Superfund Group
Superfund Green Gold C (SPC)
13.23 100k 10/1/2005
16 Superfund Group
Superfund Green Gold L.P. Series A-1
13.42 5k 4/1/2009
15 Superfund Group
Superfund Blue SPC Class A (Gold)
13.45 50k 12/1/2007
14 Keck Capital Management LLC
The Keck Program
13.76 2,000k 12/1/2003
13 Neural Capital Ltd
Sentinel Trading Program
13.97 2,000k 1/1/2006
12 Rho Asset Management
Rho Altius 1XL Program
14.13 5,000k 11/1/2007
11 Superfund Group
Superfund Green Gold L.P. Series B-1
14.16 5k 4/1/2009
10 Global Vista Advisors, LLC
Global Vista Options ("GVO")
15.70 50k 10/1/2010
9 Angle Capital Management LLC
AIP Program
15.81 100k 1/1/2010
8 Quantis Asset Management
Intraday Futures
16.14 250k 1/1/2010
7 Clarke Capital Management
Global Basic
16.20 50k 2/1/1996
6 Purple Valley Capital, Inc.
Diversified Trend 1
17.02 100k 8/1/2008
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
17.06 250k 10/1/2009
4 Kelly Angle Inc.
Genesis Program
17.22 2,000k 4/1/2000
3 Kinkopf Capital Management
KCM S&P (Proprietary)
17.83 100k 1/1/1999
2 RAM Management Group
MRTP Aggressive
20.81 1,000k 2/1/1998
1 HiProb Trading Technology LLC
HiProb-I
31.00 5,000k 7/1/2008

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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.

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