IASG CTA Index For September 2012

Monthly Rankings

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 Program
-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 Beach 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 2,500k 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 (MAP)
-3.78 5,000k 10/1/1996
272 Millburn 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 Corporation
Multi-Markets Program
-2.33 25,000k 10/1/2004
237 Millburn 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 2,500k 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 500k 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 Program
-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
R Best - Intraday Program
-0.54 250k 3/1/2010
168 Quantica Capital AG
Quantica Managed Futures
-0.52 5,000k 1/1/2005
167 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-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 Quality Capital Management
Global Diversified Programme
-0.31 10,000k 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 Beam Bayesian Efficient Asset Management 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
-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 Paskewitz Asset Management 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 Capital Futures Sep A/C
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
Auto-Reactive Positioning
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 Cambridge Strategy Asset Management LTD
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
Global Sigma Plus
1.82 3,000k 11/1/2009
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 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
1.89 10,000k 5/1/2009
57 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, 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 Beam Bayesian Efficient Asset Management 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
Investment Program 1
2.21 300k 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 Cambridge Strategy Asset Management LTD
Emerging Markets 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 200k 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 Cambridge Strategy Asset Management LTD
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 Acorn Global Investments Inc.
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.

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