IASG CTA Index For September 2011

Monthly Rankings

Rank CTA/Program Sep 2011 Min Inv Inception
313 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-43.98 2,000k 7/1/1992
312 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-30.21 3,000k 10/1/1992
311 Insignia Managed Capital
Epoch3
-22.29 20k 7/1/2009
310 Superfund Group
Superfund Green Gold C (SPC)
-16.35 100k 10/1/2005
309 Superfund Group
Superfund Green Gold B (SPC)
-15.33 50k 10/1/2005
308 Superfund Group
Superfund Green Gold A (SPC)
-14.43 5k 10/1/2005
307 Opus Futures LLC
Advance Ag Futures Trading Program
-14.41 100k 3/1/2011
306 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-14.24 50k 10/1/2010
305 Chesapeake Capital
Diversified (LV)
-14.09 100k 2/1/1988
304 Superfund Group
Superfund Green Gold L.P. Series B-1
-13.47 5k 4/1/2009
303 Superfund Group
Superfund Green Gold L.P. Series A-1
-12.94 5k 4/1/2009
302 PRIM' Alternative Investment
PRIM Gold
-11.42 10k 11/1/2005
301 Ansbacher Investment Management
Market Neutral Put Skew Program
-10.77 250k 1/1/1996
300 Diamond Peak Capital LLC
Northstar (2x) program
-10.66 250k 10/1/2008
299 Superfund Group
Superfund Blue SPC Class A (Gold)
-10.44 50k 12/1/2007
298 Insignia Managed Capital
Medallion
-10.17 50k 2/1/2009
297 Quality Capital Management
Global Diversified Programme
-9.58 10,000k 12/1/1995
296 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.47 10,000k 10/1/1991
295 Four Seasons Commodities Corp
Hawkeye Spread Program
-8.61 500k 3/1/2005
294 Robinson-Langley Capital Management, LLC
Managed Account Program
-8.14 200k 1/1/2007
293 Eckhardt Trading Company
Evolution Strategies
-8.07 20,000k 8/1/1991
292 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-7.74 250k 10/1/2009
291 Rabar Market Research
Diversified Program
-7.29 2,000k 1/1/1989
290 Red Oak Commodity Advisors
Investment Program
-6.57 5,000k 12/1/1989
289 John Locke Investments
JL Commodity Long Flat Program
-6.54 5,000k 12/1/2007
288 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-6.54 500k 4/1/2009
287 Rabar Market Research
Short-Term Program
-6.49 2,000k 11/1/2009
286 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-6.47 1,000k 5/1/2006
285 GLOBIVEST LLC
Alpha Program
-6.41 50k 4/1/2009
284 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-6.28 5,000k 11/1/2012
283 TKC Investment Services
MAP
-6.26 100k 7/1/2010
282 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.75 100k 1/1/1999
281 Melissinos Trading
Eupatrid Program
-5.65 50k 1/1/2011
280 Robust Methods LLC
Macro Managed Account
-5.62 5,000k 1/1/2005
279 Demeter Capital Management
Livestock & Grain Trading Program
-5.58 50k 3/1/2010
278 Superfund Group
Superfund Blue SPC Class A (EUR)
-5.55 50k 4/1/2005
277 Superfund Group
Superfund Green Master
-5.34 2,000k 5/1/2001
276 Shield Plus LLC
Shield Plus Natural Gas
-5.33 50k 1/1/2004
275 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-5.27 750k 1/1/2009
274 Purple Valley Capital, Inc.
Diversified Trend 1
-5.19 100k 8/1/2008
273 Strategic Ag Trading
Chatham
-5.06 100k 1/1/2005
272 Quantica Capital AG
Quantica Diversified FX
-4.83 5,000k 3/1/2007
271 Futures Truth Company, FTC-CTA
200K Options Strategy
-4.80 200k 12/1/2009
270 Four Seasons Commodities Corp
Lone Star Program
-4.72 300k 1/1/2005
269 Soaring Pelican, LLC
Diversified S&P Program
-4.72 100k 1/1/2011
268 Parizek Capital
Currency Program
-4.60 1,000k 4/1/2006
267 Superfund Group
Superfund Green L.P. Series B
-4.59 5k 10/1/2002
266 Auctos Capital Management
Auctos Global Diversified
-4.54 3,000k 11/1/2007
265 Adamah Capital LLC
Asset Allocator Program
-4.50 50k 3/1/2011
264 Mobius Asset Management
Custom Trading Program
-4.45 100k 1/1/2002
263 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.40 1,000k 3/1/2003
262 Schindler Capital Management, LLC
Dairy Advantage Program
-4.32 200k 8/1/2005
261 Superfund Group
Superfund Green GCT USD
-4.25 15k 1/1/2000
260 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.20 100k 5/1/1999
259 Millburn Corporation
Commodity Program
-4.12 25,000k 3/1/2005
258 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-4.11 75k 6/1/2007
257 Wavefront Global Asset Management
IMFC Global Investment Program
-4.08 2,000k 2/1/2007
256 Amplitude Capital International Limited
Klassik Strategy
-4.05 1,000k 9/1/2009
255 Haar Capital Management
Discretionary Commodity Trading Program
-3.95 250k 12/1/2005
254 HB Capital Management Inc.
Diversified Program
-3.95 50k 3/1/2008
253 Tyche Capital Advisors LLC
TCA Energy Spreads
-3.90 100k 8/1/2008
252 Crabel Capital Management
WPD Crabel Futures Program
-3.81 1,000k 7/1/2008
251 Serac, LLC
Diversified Reversal Program
-3.75 200k 4/1/2011
250 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-3.59 50k 9/1/2009
249 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.53 100k 5/1/1989
248 Tlaloc Capital LLC
Grains Program
-3.47 500k 4/1/2010
247 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.47 500k 1/1/2006
246 Quantmetrics Capital Management LLP
Directional 10V Strategy
-3.41 10,000k 1/1/2007
245 Alder Capital DAC
Alder Global 20
-3.40 2,500k 2/1/2001
244 Superfund Group
Superfund Green Q-AG
-3.31 2k 3/1/1996
243 Strategic Ag Trading
SAT HEARTLAND
-3.25 100k 12/1/2008
242 Quantis Asset Management
Intraday Futures
-3.23 250k 1/1/2010
241 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-3.15 1,500k 1/1/2009
240 Quantis Asset Management
PFM Systematic
-3.05 15k 5/1/2010
239 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.05 100k 1/1/2005
238 Revolution Capital Management
Mosaic Program
-3.03 10,000k 10/1/2006
237 Superfund Group
Superfund Green L.P. Series A
-2.81 5k 10/1/2002
236 Strategic Ag Trading
SAT GRAINS
-2.77 100k 4/1/2002
235 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.76 1,500k 4/1/2006
234 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.64 100k 11/1/1984
233 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.52 5,000k 6/1/2006
232 Rosetta Capital Management
Rosetta Trading Program
-2.44 100k 4/1/2000
231 Xplor Capital Management, LLC
Global CTA Program
-2.41 1,500k 7/1/2004
230 Molinero Capital Management LLP
Global Markets Program
-2.41 2,000k 7/1/2005
229 Briarwood Capital Management, Inc.
Diversified 2XL
-2.40 250k 11/1/2004
228 Welton Investment Partners
Welton Global
-2.28 10,000k 6/1/2004
227 Paramount Capital Management LLC
Commodity Trading Program
-2.25 100k 7/1/2008
226 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.17 1,000k 9/1/2009
225 Kottke Associates
MV Program
-2.14 1,000k 8/1/2010
224 Endeavour Capital LLP
Endeavour Pembroke
-2.13 2,000k 7/1/2007
223 Millburn Corporation
Diversified Program
-2.12 20,000k 2/1/1977
222 Clarke Capital Management
Millennium
-2.11 1,000k 1/1/1998
221 Tanyard Creek Capital
Livestock Program
-2.06 200k 6/1/2008
220 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.03 10,000k 8/1/1999
219 Estlander & Partners
Global XL
-2.02 5,000k 8/1/1991
218 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.00 10,000k 1/1/1995
217 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.95 100k 10/1/2010
216 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.92 10,000k 8/1/2004
215 Saxon Investment Corporation
Aggressive Diversified Program
-1.90 2,000k 11/1/1993
214 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.87 5,000k 6/1/2010
213 Kottke Associates
Stockton Fundamental Ag
-1.72 500k 1/1/2006
212 Ion Asset Architecture
Ion Fund Program
-1.72 10,000k 11/1/2007
211 Ion Asset Architecture (Fund Program)
Ion Fund
-1.72 100k 11/1/2007
210 Northfield Trading
Diversified
-1.72 2,000k 7/1/1989
209 Global AG LLC
Global Ag LLC
-1.71 1,000k 12/1/2008
208 Alder Capital DAC
Alder Global 10
-1.70 2,500k 10/1/2000
207 Covenant Capital Management
Original Program
-1.59 5,000k 9/1/1999
206 IDS Capital
IDS F&F Systematic Trading
-1.47 50k 7/1/2013
205 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.39 5,000k 10/1/2007
204 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.34 10,000k 2/1/2008
203 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.25 4,000k 2/1/2011
202 Quantis Asset Management
Ulysses Futures
-1.22 1,000k 7/1/2009
201 Quantmetrics Capital Management LLP
Premier 12V Strategy
-1.21 10,000k 4/1/2003
200 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.18 10,000k 2/1/1999
199 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.16 3,000k 7/1/2001
198 Revolution Capital Management
Mosaic Institutional Program
-1.09 25,000k 9/1/2009
197 Revolution Capital Management
Alpha Fund
-1.00 50k 1/1/2005
196 Bocken Trading LLC
Discretionary Trading Program
-0.99 100k 7/1/2011
195 Saxon Investment Corporation
Diversified Program
-0.99 3,000k 9/1/1988
194 Estlander & Partners
Global Markets
-0.94 10,000k 8/1/1999
193 Cypress Energy Capital Management, LP
Cypress Energy, LP
-0.90 50k 7/1/2008
192 FORT LP
Fort Global Contrarian
-0.89 2,000k 10/1/2002
191 Dominion Capital
Sapphire Program
-0.84 3,000k 5/1/2005
190 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.82 5,000k 10/1/1996
189 Gables Capital Management, Inc.
GCM Global FX
-0.79 1,000k 1/1/2009
188 Abraham Trading Company
Diversified Program
-0.72 10,000k 1/1/1988
187 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.71 1,000k 1/1/2006
186 ITB Capital Advisors LLC
ITB Time Value Trading Program
-0.68 5,000k 1/1/2009
185 Beach Horizon LLP
Managed Account
-0.61 5,000k 5/1/2005
184 Acorn Global Investments Inc.
Acorn Diversified Program
-0.56 10k 7/1/2005
183 Covenant Capital Management
Aggressive Program
-0.54 3,000k 2/1/2004
182 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-0.54 1,000k 5/1/2010
181 Rivoli Fund Management
Rivoli International Fund (V9)
-0.53 5,000k 1/1/2002
180 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.51 100k 8/1/2009
179 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.46 4,000k 11/1/2008
178 Blake Capital Management, Inc.
SRD Short Equities
-0.41 100k 1/1/2011
177 Manning & Napier
MN Xenon Global Fixed Income Program
-0.40 2,000k 8/1/2004
176 Futures Truth Company, FTC-CTA
MS4
-0.38 250k 10/1/2007
175 Millburn Corporation
Multi-Markets Program
-0.29 25,000k 10/1/2004
174 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.26 1,000k 1/1/2005
173 Rho Asset Management
Rho Altius 1XL Program
-0.25 5,000k 11/1/2007
172 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.24 10,000k 8/1/2007
171 KMJ Investments
KMJ Investments
-0.23 1,000k 8/1/1994
170 Hawksbill Capital Management
Global Diversified
-0.19 5,000k 11/1/1988
169 QQFund.com
Investment Program 1
-0.17 300k 9/1/2008
168 Quantica Capital AG
Quantica Managed Futures
-0.13 5,000k 1/1/2005
167 Red Rock Capital, LLC
Systematic Global Macro
-0.12 500k 9/1/2003
166 Stenger Capital Management, LLC
Diversified Trading Program
-0.07 200k 4/1/2010
165 Pacific Capital Advisors
Vanguard Program
-0.05 100k 4/1/2007
164 IKOS
The IKOS Hedge Fund
-0.05 10,000k 7/1/1998
163 Wavefront Global Asset Management
IMFC Global Concentrated
-0.05 500k 4/1/2009
162 C-View Limited
Currency Managed Account Program
-0.04 5,000k 10/1/1996
161 Mobius Asset Management
Diversified Program
-0.02 250k 3/1/2004
159 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
160 Ion Asset Architecture
Ion Volium Fund
0.00 0k 4/1/2011
158 Systematic Alpha Management
Systematic Alpha Futures Program
0.02 100k 6/1/2004
157 Rhicon Currency Management
Rhicon Systematic Currency Program
0.04 3,000k 1/1/2004
156 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.05 1,000k 1/1/1999
155 Clarke Capital Management
Global Magnum
0.05 100k 8/1/1997
154 Coloma Capital Futures(r), LLC
ColoCap Commodities Partners, LP
0.10 25k 8/1/2009
153 Winton Capital Management
Diversified
0.16 50,000k 10/1/1997
152 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
0.20 500k 8/1/2010
151 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.20 50k 10/1/2007
150 Mondiale Asset Management
Mondiale Trading Program
0.22 0k 9/1/1997
149 M6 Capital Management LLC
Standard Program
0.25 300k 7/1/2005
148 Somers Brothers Capital
Diversified Futures Program #1
0.34 100k 1/1/2005
147 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.37 100k 2/1/2010
146 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
0.40 5,000k 3/1/2009
145 Protec Energy Partners LLC
ET1
0.53 500k 4/1/2010
144 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.53 10,000k 1/1/1991
143 Beryl Investment Group LLC
Nominal Discretionary System
0.56 50k 7/1/2007
142 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.64 10,000k 8/1/2009
141 Witter & Lester, Inc.
Redstone
0.67 500k 9/1/1994
140 Mobius Asset Management
Energy Weighted Program
0.71 250k 1/1/2005
139 Gap Partners LLC
Gap
0.74 250k 11/1/2009
138 Emil van Essen
EvE Systematic Global Opportunities
0.74 1,000k 9/1/2007
137 Revolution Capital Management
Alpha Program
0.75 5,000k 6/1/2007
136 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.78 500k 8/1/2012
135 FORT LP
Fort Global Diversified
0.80 2,000k 10/1/1993
134 Estlander & Partners
Freedom
0.81 20,000k 8/1/2010
133 Tactical Investment Management
Tactical Institutional Commodity Program
0.82 10,000k 4/1/1993
132 Seven Capital Management
Seven Absolute Return
0.83 100k 6/1/2009
131 Alee Capital Management, LLC
Mistral Program
0.86 2,500k 1/1/1999
130 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.86 3,000k 5/1/2010
129 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.87 1,000k 3/1/1998
128 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.89 25,000k 3/1/2010
127 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.90 5,000k 5/1/2011
126 ROW Asset Managment
Row Currency Program
0.96 1,000k 11/1/2010
125 Spectrum Asset Management LLC
Global Diversified
0.99 2,000k 1/1/2001
124 Rhicon Currency Management
Rhicon Strategic Program
1.02 500k 1/1/2004
123 OptHedge Advisors LLC
Diversified Options & Futures Program
1.07 250k 10/1/2008
122 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.08 5,000k 12/1/2010
121 White River Group
Stock Index Option Writing Strategy
1.16 10k 11/1/2008
120 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.23 1,000k 1/1/2006
119 Quantum Leap Capital Management
Managed Account Program
1.30 300k 8/1/2006
118 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.34 200k 1/1/2007
117 Future Trade AG
Thales Swing Trading Programme
1.42 250k 6/1/2007
116 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.42 1k 10/1/2006
115 Kottke Associates
Lark - Cattle Program
1.46 500k 2/1/2008
114 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
1.56 10,000k 7/1/2008
113 Warrington Asset Management
Warrington Strategic Program
1.59 50k 1/1/1997
111 Cranwood Capital Management
Fixed Income Arbitrage Fund
1.68 250k 4/1/2008
112 Cranwood Capital Management
Cranwood International Fund
1.68 250k 4/1/2008
110 Greenwave Capital Management
Greenwave Flagship
1.69 10,000k 6/1/2008
109 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.77 0k 11/1/1996
108 Romanesco Capital Management B.V
Persistence Program
1.80 5,000k 9/1/2005
107 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.82 400k 1/1/1988
106 IKOS
IKOS FX Fund
1.86 1,000k 3/1/2008
105 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.88 1,000k 10/1/2006
104 Esulep LLC MAX
Esulep LLC MAX
1.96 500k 5/1/2008
103 DUNN Capital Management
D'Best Futures Fund, L.P.
1.99 100k 6/1/1994
102 Hehmeyer Capital Management, LLC
R Best - Intraday Program
2.00 250k 3/1/2010
101 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.13 10,000k 1/1/2001
100 AllMountain Capital AG
Mount Denali Global Trends
2.13 160k 7/1/2007
99 Estlander & Partners
Alpha Trend
2.14 30,000k 10/1/1991
98 Typhon Capital Management, LLC
Plutus Grain Strategy
2.22 250k 4/1/2008
97 Metolius Capital LLC
Metolius Diversified
2.25 100k 6/1/2010
96 MERIT Alternative Investments GmbH
Futures Portfolio
2.43 2,000k 6/1/1998
95 Vergho Asset Management LLC
Kinematics
2.61 1,000k 11/1/2008
94 Clarke Capital Management
Worldwide
2.64 250k 1/1/1996
93 ALFAKRAFT
ALFA Commodity Fund
2.66 16k 6/1/2010
92 ISAM
ISAM Systematic Trend Fund
2.70 1,000k 6/1/2001
91 Claughton Capital
Auto-Reactive Positioning
2.74 1,000k 10/1/2005
90 John Locke Investments
Cyril Systematic Program
2.78 8,000k 7/1/2000
89 Crabel Capital Management
Crabel Multi-Product
2.79 1,000k 3/1/1998
88 Diamond Capital Management
Enhanced S&P Program
2.82 100k 10/1/2009
87 Cauldron Investments, LLC
Stock Index Plus
2.82 1,000k 10/1/2009
86 QCAM Currency Asset Management AG
QCAM v-Pro
2.82 1,000k 7/1/2007
85 Bluenose Capital Management, LLC
BNC BI
2.85 30k 10/1/2008
84 Vantage Capital Management
VCM Growth Program
2.86 100k 1/1/2011
83 Alee Capital Management, LLC
Poniente Program
2.88 2,500k 1/1/1999
82 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
2.90 10,000k 5/1/2009
81 GT CAPITAL CTA
GT CAPITAL CTA
2.96 150k 6/1/2009
80 Amplitude Capital International Limited
Dynamic Strategy
2.97 6/1/2005
79 RAM Management Group
RAM MRTP 1X-Conservative
3.31 1,000k 9/1/1993
78 Bluenose Capital Management, LLC
BNC EI
3.36 15k 7/1/2010
77 EMC Capital Advisors, LLC
Classic
3.40 5,000k 1/1/1985
76 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.44 1,000k 9/1/1997
75 Emil van Essen
Spread Trading Program
3.47 5,000k 12/1/2006
74 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.52 250k 10/1/2009
73 Ancile Capital Management
Global Markets Program
3.58 2,000k 4/1/2005
72 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
3.59 10,000k 4/1/2004
71 IKOS
IKOS Futures Fund
3.65 1,000k 2/1/2010
70 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.68 10,000k 8/1/2009
69 Clarke Capital Management
Jupiter
3.83 3,000k 5/1/2005
68 Global Sigma Group, LLC
Global Sigma Plus
3.89 1,000k 11/1/2009
67 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
3.92 250k 1/1/2009
66 Altradis Capital AG
AlphAlgo
3.98 100k 5/1/2007
65 Option Capital Advisory
OCA Premium
4.00 100k 5/1/2011
64 Clarke Capital Management
FX Plus
4.05 1,000k 5/1/2004
63 FRP CAPITAL LLC
FRP125+
4.05 125k 1/1/2010
62 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.06 100k 1/1/2000
61 Crescent Bay Capital Management
Premium Stock Index Program
4.16 10k 10/1/2005
60 Range Wise
Investment Program
4.19 250k 2/1/1991
59 Non Correlated Capital
Positive Theta Fund
4.20 50k 10/1/2007
58 Non Correlated Capital
Positive Theta Program
4.23 250k 10/1/2007
57 Wraith Capital LLP
Wraith Dynamic Futures Fund
4.35 100k 1/1/2011
56 Gladius Asset Management
Fulham Program
4.48 2,000k 1/1/2008
55 Eclipse Capital Management
Global Monetary
4.52 5,000k 8/1/1990
54 Quantitative Investment Management
Quantitative Global Program
4.55 20,000k 10/1/2003
53 Heyden & Steindl GmbH
TOMAC2
4.80 5,000k 3/1/2003
52 Mark J. Walsh Company
Standard Program
4.82 2,000k 9/1/1985
51 Jaguar Investments Ltd
Vario Capital Strategy
4.98 1,000k 5/1/2016
50 Novus Investments, LLC
Novus Precious Commodities
5.08 200k 1/1/2007
49 Lynx Asset Management AB
Lynx Program
5.41 75k 5/1/2000
48 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.57 1/1/1989
47 Keck Capital Management LLC
The Keck Program
5.67 2,000k 12/1/2003
46 Pinstripe Trading, LLC
Standard
5.82 125k 8/1/2009
45 Estlander & Partners
Alpha Trend II - Class P
5.85 100k 12/1/2008
44 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.86 10,000k 3/1/2006
43 Hyman Beck and Company
Global Portfolio
6.15 1,000k 3/1/1991
42 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
6.44 150k 1/1/2011
41 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
6.51 100k 5/1/2011
40 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.60 100k 3/1/2003
39 LJM Partners
LJM Preservation & Growth Strategy
6.69 250k 5/1/2006
38 Conquest Capital Group
Conquest Select
6.71 250k 6/1/2004
37 LJM Partners
LJM Aggressive Strategy
6.95 500k 7/1/1998
36 FCI Capital Management
TSFX1
6.96 20k 11/1/2010
35 HPX Financial LLC
HPX Old School Program
7.24 200k 6/1/2006
34 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
7.32 100k 10/1/2009
33 NuWave Investment Management, LLC
Combined Futures Portfolio
7.34 5,000k 6/1/2001
32 Southwest Managed Investments, LLC
Global Diversified
7.37 200k 1/1/2002
31 Trigon Investment Advisors, LLC
Foreign Exchange Program
7.55 5,000k 8/1/2000
30 NuWave Investment Management, LLC
NuWave Investment Partners LP
7.73 250k 6/1/2001
29 Drury Capital
Diversified Trend-Following Program
8.00 5,000k 5/1/1997
28 White River Group
Diversified Option Writing Strategy
8.02 20k 11/1/2008
27 HiProb Trading Technology LLC
HiProb-I
8.10 5,000k 7/1/2008
26 Arcanum Asset Management
Equity Index Option Program (Prop)
8.17 500k 7/1/2006
25 Dixon Midland Company LLC
Dixon Midland Diversified LLC
8.75 250k 5/1/2011
24 Clarke Capital Management
Global Basic
9.07 50k 2/1/1996
23 Neural Capital Ltd
Sentinel Trading Program
9.07 2,000k 1/1/2006
22 Angle Capital Management LLC
AIP Program
9.62 100k 1/1/2010
21 White Indian Trading Co.
SCS Program (Client)
9.75 250k 2/1/2011
20 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
9.84 10,000k 2/1/2006
19 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
10.04 500k 12/1/2003
18 Blackwater Capital Management
Global Program
10.25 5,000k 7/1/2005
17 RAM Management Group
MRTP Aggressive
10.30 1,000k 2/1/1998
16 Parizek Capital
Futures Trading Program
10.43 500k 4/1/2000
15 Zoi Capital, LLC
Telio Program (Client)
10.59 200k 4/1/2010
14 Conquest Capital Group
Conquest Macro
11.19 250k 5/1/1999
13 Kelly Angle Inc.
Genesis Program
11.89 2,000k 4/1/2000
12 M.S. Capital Management
Global Diversified Program
12.10 2,000k 11/1/1998
11 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
12.33 100k 7/1/2011
10 LJM Partners
LJM Moderately Aggressive Strategy
12.58 500k 4/1/2003
9 Rosetta Capital Management
Macro Program
12.73 50k 1/1/2009
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
13.11 200k 11/1/1999
7 Dreiss Research Corporation
Diversified Program
13.37 1,000k 5/1/1991
6 Dendrich Ltd
QEP
13.44 50k 12/1/2005
5 White Indian Trading Co.
STAIRS (Client)
16.85 250k 5/1/2009
4 Di Tomasso Group Inc.
Equilibrium Program
23.60 5,000k 1/1/2002
3 White Indian Trading Co.
STAIRS - Futures Program (Client)
32.66 250k 10/1/2008
2 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
39.69 25k 1/1/2011
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
49.26 25k 4/1/2010

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.

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