IASG CTA Index For January 2012

Monthly Rankings

Rank CTA/Program Jan 2012 Min Inv Inception
313 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-17.82 25k 4/1/2010
312 Di Tomasso Group Inc.
Equilibrium Program
-14.11 5,000k 1/1/2002
311 White Indian Trading Co.
STAIRS - Futures Program (Client)
-12.25 250k 10/1/2008
310 Southwest Managed Investments, LLC
Global Diversified
-10.87 200k 1/1/2002
309 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-7.63 250k 1/1/2009
308 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-7.28 250k 5/1/2011
307 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-7.17 4,000k 2/1/2011
306 White Indian Trading Co.
STAIRS (Client)
-6.88 250k 5/1/2009
305 Cypress Energy Capital Management, LP
Cypress Energy, LP
-6.64 50k 7/1/2008
304 Dreiss Research Corporation
Diversified Program
-5.90 1,000k 5/1/1991
303 Clarke Capital Management
Millennium
-5.78 1,000k 1/1/1998
302 Mobius Asset Management
Custom Trading Program
-4.56 100k 1/1/2002
301 Hyman Beck and Company
Global Portfolio
-4.51 1,000k 3/1/1991
300 Quantitative Investment Management
Quantitative Global Program
-4.49 20,000k 10/1/2003
299 Heyden & Steindl GmbH
TOMAC2
-4.31 5,000k 3/1/2003
298 Range Wise
Investment Program
-4.24 250k 2/1/1991
297 Conquest Capital Group
Conquest Macro
-4.24 250k 5/1/1999
296 Future Trade AG
Thales Swing Trading Programme
-4.11 250k 6/1/2007
295 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.75 100k 5/1/1999
294 FRP CAPITAL LLC
FRP125+
-3.69 125k 1/1/2010
293 ISAM
ISAM Systematic Trend Fund
-3.64 1,000k 6/1/2001
292 Mark J. Walsh Company
Standard Program
-3.52 2,000k 9/1/1985
291 Clarke Capital Management
Global Basic
-3.47 50k 2/1/1996
290 Purple Valley Capital, Inc.
Diversified Trend 1
-3.36 100k 8/1/2008
289 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.34 250k 10/1/2009
288 GT CAPITAL CTA
GT CAPITAL CTA
-3.30 150k 6/1/2009
287 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.26 1/1/1989
286 Soaring Pelican, LLC
Diversified S&P Program
-3.23 100k 1/1/2011
285 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.22 1,000k 9/1/1997
284 Opus Futures LLC
Advance Ag Futures Trading Program
-3.21 100k 3/1/2011
283 Blackwater Capital Management
Global Program
-3.18 5,000k 7/1/2005
282 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.10 100k 11/1/1984
281 Millburn Corporation
Multi-Markets Program
-3.08 25,000k 10/1/2004
280 Beach Horizon LLP
Managed Account
-3.07 5,000k 5/1/2005
279 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.91 500k 12/1/2003
278 M6 Capital Management LLC
Standard Program
-2.89 300k 7/1/2005
277 Wavefront Global Asset Management
IMFC Global Investment Program
-2.74 2,000k 2/1/2007
276 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.69 4,000k 11/1/2008
275 Strategic Ag Trading
Chatham
-2.69 100k 1/1/2005
274 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.68 5,000k 6/1/2001
273 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.67 250k 6/1/2001
272 RAM Management Group
MRTP Aggressive
-2.63 1,000k 2/1/1998
271 Conquest Capital Group
Conquest Select
-2.44 250k 6/1/2004
270 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.44 100k 3/1/2003
269 Millburn Corporation
Diversified Program
-2.42 20,000k 2/1/1977
268 Acorn Global Investments Inc.
Acorn Diversified Program
-2.42 10k 7/1/2005
267 Altradis Capital AG
AlphAlgo
-2.35 100k 5/1/2007
266 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-2.27 5,000k 5/1/2011
265 Tactical Investment Management
Tactical Institutional Commodity Program
-2.27 10,000k 4/1/1993
264 Clarke Capital Management
Jupiter
-2.21 3,000k 5/1/2005
263 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-2.20 5,000k 12/1/2010
262 Chesapeake Capital
Diversified (LV)
-2.16 100k 2/1/1988
261 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.09 1k 10/1/2006
260 Melissinos Trading
Eupatrid Program
-2.05 50k 1/1/2011
259 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-2.05 100k 10/1/2009
258 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.01 10,000k 1/1/1991
257 Somers Brothers Capital
Diversified Futures Program #1
-2.00 100k 1/1/2005
256 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.97 10,000k 3/1/2006
255 Briarwood Capital Management, Inc.
Diversified 2XL
-1.96 250k 11/1/2004
254 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-1.93 25k 1/1/2011
253 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-1.92 150k 1/1/2011
252 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.81 1,500k 1/1/2009
251 Quantis Asset Management
Intraday Futures
-1.80 250k 1/1/2010
250 Clarke Capital Management
Worldwide
-1.79 250k 1/1/1996
249 AllMountain Capital AG
Mount Denali Global Trends
-1.63 160k 7/1/2007
248 Millburn Corporation
Commodity Program
-1.60 25,000k 3/1/2005
247 Molinero Capital Management LLP
Global Markets Program
-1.58 2,000k 7/1/2005
246 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.52 200k 1/1/2007
245 Covenant Capital Management
Aggressive Program
-1.42 3,000k 2/1/2004
244 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.40 1,000k 5/1/2006
243 Clarke Capital Management
FX Plus
-1.40 1,000k 5/1/2004
242 Seven Capital Management
Seven Absolute Return
-1.39 100k 6/1/2009
241 Haar Capital Management
Discretionary Commodity Trading Program
-1.37 250k 12/1/2005
240 MERIT Alternative Investments GmbH
Futures Portfolio
-1.34 2,000k 6/1/1998
239 Red Rock Capital, LLC
Systematic Global Macro
-1.28 500k 9/1/2003
238 Rosetta Capital Management
Rosetta Trading Program
-1.28 100k 4/1/2000
237 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.27 250k 3/1/2010
236 Four Seasons Commodities Corp
Lone Star Program
-1.26 300k 1/1/2005
235 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.19 1,000k 10/1/2006
234 Welton Investment Partners
Welton Global
-1.15 10,000k 6/1/2004
233 Clarke Capital Management
Global Magnum
-1.14 100k 8/1/1997
232 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-1.10 750k 1/1/2009
231 Abraham Trading Company
Diversified Program
-1.05 10,000k 1/1/1988
230 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.01 100k 5/1/1989
229 Quantum Leap Capital Management
Managed Account Program
-1.00 300k 8/1/2006
228 Mobius Asset Management
Energy Weighted Program
-1.00 250k 1/1/2005
227 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.99 100k 8/1/2009
226 Rhicon Currency Management
Rhicon Strategic Program
-0.91 500k 1/1/2004
225 Kottke Associates
Stockton Fundamental Ag
-0.90 500k 1/1/2006
224 RAM Management Group
RAM MRTP 1X-Conservative
-0.90 1,000k 9/1/1993
223 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.88 10,000k 1/1/2007
222 John Locke Investments
Cyril Systematic Program
-0.88 8,000k 7/1/2000
221 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.81 3,000k 7/1/2001
220 IDS Capital
IDS F&F Systematic Trading
-0.80 50k 7/1/2013
219 Ancile Capital Management
Global Markets Program
-0.78 2,000k 4/1/2005
218 Wavefront Global Asset Management
IMFC Global Concentrated
-0.72 500k 4/1/2009
217 IKOS
IKOS Futures Fund
-0.71 1,000k 2/1/2010
216 White Indian Trading Co.
SCS Program (Client)
-0.71 250k 2/1/2011
215 Emil van Essen
Spread Trading Program
-0.65 5,000k 12/1/2006
214 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.63 1,000k 3/1/1998
213 HPX Financial LLC
HPX Old School Program
-0.62 200k 6/1/2006
212 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.62 100k 1/1/1999
211 Gladius Asset Management
Fulham Program
-0.56 2,000k 1/1/2008
210 IKOS
IKOS FX Fund
-0.55 1,000k 3/1/2008
209 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-0.54 1,000k 5/1/2010
208 M.S. Capital Management
Global Diversified Program
-0.53 2,000k 11/1/1998
207 Mondiale Asset Management
Mondiale Trading Program
-0.53 0k 9/1/1997
206 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.52 5,000k 8/1/2000
205 IKOS
The IKOS Hedge Fund
-0.49 10,000k 7/1/1998
204 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.48 100k 1/1/2005
203 Metolius Capital LLC
Metolius Diversified
-0.48 100k 6/1/2010
202 Mobius Asset Management
Diversified Program
-0.40 250k 3/1/2004
201 Blake Capital Management, Inc.
SRD Short Equities
-0.38 100k 1/1/2011
200 Manning & Napier
MN Xenon Global Fixed Income Program
-0.35 2,000k 8/1/2004
199 Bocken Trading LLC
Discretionary Trading Program
-0.35 100k 7/1/2011
198 Kottke Associates
MV Program
-0.34 1,000k 8/1/2010
197 Ion Asset Architecture
Ion Fund Program
-0.32 10,000k 11/1/2007
196 Ion Asset Architecture (Fund Program)
Ion Fund
-0.32 100k 11/1/2007
195 Emil van Essen
EvE Systematic Global Opportunities
-0.32 1,000k 9/1/2007
194 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.30 250k 10/1/2009
193 Futures Truth Company, FTC-CTA
MS4
-0.29 250k 10/1/2007
192 Pacific Capital Advisors
Vanguard Program
-0.28 100k 4/1/2007
191 Superfund Group
Superfund Green Q-AG
-0.26 2k 3/1/1996
190 Superfund Group
Superfund Green GCT USD
-0.23 15k 1/1/2000
189 Diamond Peak Capital LLC
Northstar (2x) program
-0.20 250k 10/1/2008
188 Superfund Group
Superfund Green L.P. Series A
-0.19 5k 10/1/2002
187 Neural Capital Ltd
Sentinel Trading Program
-0.19 2,000k 1/1/2006
186 Superfund Group
Superfund Green L.P. Series B
-0.18 5k 10/1/2002
185 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.18 10,000k 8/1/2009
184 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.16 100k 2/1/2010
183 Revolution Capital Management
Alpha Program
-0.13 5,000k 6/1/2007
182 Dominion Capital
Sapphire Program
-0.04 3,000k 5/1/2005
181 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
180 C-View Limited
Currency Managed Account Program
-0.01 5,000k 10/1/1996
179 Beryl Investment Group LLC
Nominal Discretionary System
-0.01 50k 7/1/2007
169 Adamah Capital LLC
Asset Allocator Program
0.00 50k 3/1/2011
170 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
171 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
172 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
173 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
174 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
175 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
176 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
177 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
178 Ion Asset Architecture
Ion Volium Fund
0.00 0k 4/1/2011
168 QQFund.com
Investment Program 1
0.03 300k 9/1/2008
167 Esulep LLC MAX
Esulep LLC MAX
0.06 500k 5/1/2008
166 QCAM Currency Asset Management AG
QCAM v-Pro
0.06 1,000k 7/1/2007
165 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.08 1,000k 1/1/1999
164 Tlaloc Capital LLC
Grains Program
0.08 500k 4/1/2010
163 KMJ Investments
KMJ Investments
0.10 1,000k 8/1/1994
162 John Locke Investments
JL Commodity Long Flat Program
0.10 5,000k 12/1/2007
161 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.10 10,000k 4/1/2003
160 Schindler Capital Management, LLC
Dairy Advantage Program
0.12 200k 8/1/2005
159 Hawksbill Capital Management
Global Diversified
0.13 5,000k 11/1/1988
158 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.16 1,000k 1/1/2005
157 Tanyard Creek Capital
Livestock Program
0.16 200k 6/1/2008
156 Greenwave Capital Management
Greenwave Flagship
0.17 10,000k 6/1/2008
155 Covenant Capital Management
Original Program
0.18 5,000k 9/1/1999
154 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.20 10,000k 7/1/2008
153 Rabar Market Research
Short-Term Program
0.24 2,000k 11/1/2009
152 Shield Plus LLC
Shield Plus Natural Gas
0.29 50k 1/1/2004
151 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
0.30 500k 8/1/2010
150 Coloma Capital Futures(r), LLC
ColoCap Commodities Partners, LP
0.30 25k 8/1/2009
149 Systematic Alpha Management
Systematic Alpha Futures Program
0.32 100k 6/1/2004
148 Rosetta Capital Management
Macro Program
0.32 50k 1/1/2009
147 Estlander & Partners
Alpha Trend
0.32 30,000k 10/1/1991
146 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.34 10,000k 1/1/2001
145 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.40 50k 10/1/2007
144 Gables Capital Management, Inc.
GCM Global FX
0.40 1,000k 1/1/2009
143 Superfund Group
Superfund Green Master
0.43 2,000k 5/1/2001
142 Kottke Associates
Lark - Cattle Program
0.48 500k 2/1/2008
141 Strategic Ag Trading
SAT GRAINS
0.49 100k 4/1/2002
140 Warrington Asset Management
Warrington Strategic Program
0.49 50k 1/1/1997
139 Estlander & Partners
Freedom
0.53 20,000k 8/1/2010
138 Revolution Capital Management
Mosaic Institutional Program
0.53 25,000k 9/1/2009
137 Quantica Capital AG
Quantica Managed Futures
0.54 5,000k 1/1/2005
136 Estlander & Partners
Global Markets
0.55 10,000k 8/1/1999
135 Transtrend B.V.
DTP – Standard Risk (EUR)
0.56 10,000k 2/1/1999
134 Gap Partners LLC
Gap
0.58 250k 11/1/2009
133 Spectrum Asset Management LLC
Global Diversified
0.61 2,000k 1/1/2001
132 Winton Capital Management
Diversified
0.63 50,000k 10/1/1997
131 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.69 3,000k 5/1/2010
130 Four Seasons Commodities Corp
Hawkeye Spread Program
0.70 500k 3/1/2005
129 Rhicon Currency Management
Rhicon Systematic Currency Program
0.74 3,000k 1/1/2004
128 Kelly Angle Inc.
Genesis Program
0.76 2,000k 4/1/2000
127 Witter & Lester, Inc.
Redstone
0.78 500k 9/1/1994
126 Estlander & Partners
Alpha Trend II - Class P
0.79 100k 12/1/2008
125 Alder Capital DAC
Alder Global 20
0.80 2,500k 2/1/2001
124 Alder Capital DAC
Alder Global 10
0.80 2,500k 10/1/2000
123 Rivoli Fund Management
Rivoli International Fund (V9)
0.84 5,000k 1/1/2002
122 Rabar Market Research
Diversified Program
0.84 2,000k 1/1/1989
121 Auctos Capital Management
Auctos Global Diversified
0.87 3,000k 11/1/2007
120 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.88 10,000k 8/1/2004
119 Stenger Capital Management, LLC
Diversified Trading Program
0.90 200k 4/1/2010
118 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.90 10,000k 4/1/2004
117 EMC Capital Advisors, LLC
Classic
0.90 5,000k 1/1/1985
116 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.91 10,000k 8/1/2007
115 Bluenose Capital Management, LLC
BNC BI
0.92 30k 10/1/2008
114 Romanesco Capital Management B.V
Persistence Program
0.97 5,000k 9/1/2005
113 Drury Capital
Diversified Trend-Following Program
0.98 5,000k 5/1/1997
112 Commodity Strategies AG
CSAG Active Long Short Commodity Program
1.01 5,000k 10/1/2007
111 DUNN Capital Management
D'Best Futures Fund, L.P.
1.03 100k 6/1/1994
110 Endeavour Capital LLP
Endeavour Pembroke
1.05 2,000k 7/1/2007
109 Estlander & Partners
Global XL
1.08 5,000k 8/1/1991
108 Strategic Ag Trading
SAT HEARTLAND
1.08 100k 12/1/2008
107 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.09 10,000k 1/1/1995
105 Cranwood Capital Management
Fixed Income Arbitrage Fund
1.10 250k 4/1/2008
106 Cranwood Capital Management
Cranwood International Fund
1.10 250k 4/1/2008
104 GLOBIVEST LLC
Alpha Program
1.15 50k 4/1/2009
103 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.16 10,000k 8/1/1999
102 Rivoli Fund Management
Rivoli International Fund (MAP)
1.16 5,000k 10/1/1996
101 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.19 75k 6/1/2007
100 Revolution Capital Management
Mosaic Program
1.25 10,000k 10/1/2006
99 Global Sigma Group, LLC
Global Sigma Plus
1.27 3,000k 11/1/2009
98 LJM Partners
LJM Preservation & Growth Strategy
1.33 250k 5/1/2006
97 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.36 1,000k 3/1/2003
96 Eckhardt Trading Company
Evolution Strategies
1.36 20,000k 8/1/1991
95 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.38 5,000k 11/1/2012
94 Bluenose Capital Management, LLC
BNC EI
1.39 15k 7/1/2010
93 Demeter Capital Management
Livestock & Grain Trading Program
1.40 50k 3/1/2010
92 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
1.48 100k 7/1/2011
91 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.51 10,000k 2/1/2008
90 Global AG LLC
Global Ag LLC
1.61 1,000k 12/1/2008
89 Jaguar Investments Ltd
Vario Capital Strategy
1.62 1,000k 5/1/2016
88 Eckhardt Trading Company
Evolution Strategies 1.2X
1.65 10,000k 10/1/1991
87 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.66 500k 1/1/2006
86 Vergho Asset Management LLC
Kinematics
1.73 1,000k 11/1/2008
85 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.75 10,000k 2/1/2006
84 Robust Methods LLC
Macro Managed Account
1.76 5,000k 1/1/2005
83 ALFAKRAFT
ALFA Commodity Fund
1.77 16k 6/1/2010
82 Lynx Asset Management AB
Lynx Program
1.78 75k 5/1/2000
81 Tyche Capital Advisors LLC
TCA Energy Spreads
1.79 100k 8/1/2008
80 Typhon Capital Management, LLC
Plutus Grain Strategy
1.83 250k 4/1/2008
79 Parizek Capital
Futures Trading Program
1.87 500k 4/1/2000
78 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.95 400k 1/1/1988
77 Crabel Capital Management
Crabel Multi-Product
1.98 1,000k 3/1/1998
76 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
2.02 25,000k 3/1/2010
75 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.08 0k 11/1/1996
74 Northfield Trading
Diversified
2.10 2,000k 7/1/1989
73 Claughton Capital
Auto-Reactive Positioning
2.27 1,000k 10/1/2005
72 Rho Asset Management
Rho Altius 1XL Program
2.28 5,000k 11/1/2007
71 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
2.29 10,000k 5/1/2009
70 Vantage Capital Management
VCM Growth Program
2.36 100k 1/1/2011
69 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
2.42 1,000k 1/1/2006
68 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.42 100k 1/1/2000
67 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.54 1,500k 4/1/2006
66 Insignia Managed Capital
Medallion
2.55 50k 2/1/2009
65 Quantica Capital AG
Quantica Diversified FX
2.56 5,000k 3/1/2007
64 Manning & Napier
MN Xenon Managed Futures (2x) Program
2.57 5,000k 6/1/2006
63 Quality Capital Management
Global Diversified Programme
2.58 10,000k 12/1/1995
62 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
2.58 200k 11/1/1999
61 Eclipse Capital Management
Global Monetary
2.62 5,000k 8/1/1990
60 HB Capital Management Inc.
Diversified Program
2.63 50k 3/1/2008
59 FORT LP
Fort Global Contrarian
2.68 2,000k 10/1/2002
58 Superfund Group
Superfund Blue SPC Class A (EUR)
2.68 50k 4/1/2005
57 Cauldron Investments, LLC
Stock Index Plus
2.77 1,000k 10/1/2009
56 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
2.80 100k 5/1/2011
55 Diamond Capital Management
Enhanced S&P Program
2.80 100k 10/1/2009
54 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.81 10,000k 8/1/2009
53 Quantis Asset Management
Ulysses Futures
2.89 1,000k 7/1/2009
52 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.15 5,000k 6/1/2010
51 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
3.16 5,000k 3/1/2009
50 Xplor Capital Management, LLC
Global CTA Program
3.22 1,500k 7/1/2004
49 Option Capital Advisory
OCA Premium
3.33 100k 5/1/2011
48 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
3.62 500k 4/1/2009
47 Red Oak Commodity Advisors
Investment Program
3.73 5,000k 12/1/1989
46 Parizek Capital
Currency Program
3.78 1,000k 4/1/2006
45 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.78 200k 1/1/2007
44 White River Group
Stock Index Option Writing Strategy
3.79 10k 11/1/2008
43 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.92 1,000k 1/1/2006
42 Quantis Asset Management
PFM Systematic
3.95 15k 5/1/2010
41 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
4.02 100k 10/1/2010
40 Non Correlated Capital
Positive Theta Fund
4.18 50k 10/1/2007
39 LJM Partners
LJM Moderately Aggressive Strategy
4.19 500k 4/1/2003
38 Non Correlated Capital
Positive Theta Program
4.22 250k 10/1/2007
37 FORT LP
Fort Global Diversified
4.24 2,000k 10/1/1993
36 Insignia Managed Capital
Epoch3
4.26 20k 7/1/2009
35 Crescent Bay Capital Management
Premium Stock Index Program
4.40 10k 10/1/2005
34 OptHedge Advisors LLC
Diversified Options & Futures Program
4.66 250k 10/1/2008
33 Arcanum Asset Management
Equity Index Option Program (Prop)
5.06 500k 7/1/2006
32 Amplitude Capital International Limited
Dynamic Strategy
5.10 6/1/2005
31 Zoi Capital, LLC
Telio Program (Client)
5.44 200k 4/1/2010
30 Angle Capital Management LLC
AIP Program
5.51 100k 1/1/2010
29 LJM Partners
LJM Aggressive Strategy
5.56 500k 7/1/1998
28 White River Group
Diversified Option Writing Strategy
5.77 20k 11/1/2008
27 Wraith Capital LLP
Wraith Dynamic Futures Fund
5.96 100k 1/1/2011
26 Ansbacher Investment Management
Market Neutral Put Skew Program
6.18 250k 1/1/1996
25 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.30 3,000k 10/1/1992
24 Dendrich Ltd
QEP
6.76 50k 12/1/2005
23 FCI Capital Management
TSFX1
7.14 20k 11/1/2010
22 Novus Investments, LLC
Novus Precious Commodities
7.21 200k 1/1/2007
21 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
7.42 1,000k 9/1/2009
20 Amplitude Capital International Limited
Klassik Strategy
8.54 1,000k 9/1/2009
19 Paramount Capital Management LLC
Commodity Trading Program
8.74 100k 7/1/2008
18 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
8.78 500k 8/1/2012
17 Keck Capital Management LLC
The Keck Program
9.16 2,000k 12/1/2003
16 ITB Capital Advisors LLC
ITB Time Value Trading Program
9.49 5,000k 1/1/2009
15 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.68 2,000k 7/1/1992
14 Crabel Capital Management
WPD Crabel Futures Program
10.31 1,000k 7/1/2008
13 Protec Energy Partners LLC
ET1
10.40 500k 4/1/2010
12 PRIM' Alternative Investment
PRIM Gold
10.76 10k 11/1/2005
11 Superfund Group
Superfund Green Gold A (SPC)
10.83 5k 10/1/2005
10 Superfund Group
Superfund Green Gold B (SPC)
11.13 50k 10/1/2005
9 Superfund Group
Superfund Green Gold C (SPC)
11.24 100k 10/1/2005
8 ROW Asset Managment
Row Currency Program
11.49 1,000k 11/1/2010
7 Superfund Group
Superfund Green Gold L.P. Series A-1
11.70 5k 4/1/2009
6 Superfund Group
Superfund Green Gold L.P. Series B-1
12.16 5k 4/1/2009
5 Superfund Group
Superfund Blue SPC Class A (Gold)
12.39 50k 12/1/2007
4 Global Vista Advisors, LLC
Global Vista Options ("GVO")
13.21 50k 10/1/2010
3 Futures Truth Company, FTC-CTA
200K Options Strategy
14.25 200k 12/1/2009
2 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
15.04 50k 9/1/2009
1 TKC Investment Services
MAP
16.70 100k 7/1/2010

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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