IASG CTA Index For February 2015

Monthly Rankings

Rank CTA/Program Feb 2015 Min Inv Inception
309 TKC Investment Services
MAP
-50.86 100k 7/1/2010
308 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-15.74 25k 1/1/2011
307 Opus Futures LLC
Advance Ag Futures Trading Program
-13.36 100k 3/1/2011
306 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-11.85 50k 10/1/2011
305 Qbasis Invest
Futures Fund B
-8.98 100k 3/1/2009
304 Qbasis Invest
Futures Fund A
-8.87 100k 4/1/2008
303 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-7.94 2,000k 7/1/1992
302 Rosetta Capital Management
Macro Program
-7.84 50k 1/1/2009
301 Somers Brothers Capital
Diversified Futures Program #1
-6.95 100k 1/1/2005
300 Beryl Investment Group LLC
Nominal Discretionary System
-6.37 50k 7/1/2007
299 Global AG LLC
Global Ag LLC
-6.23 1,000k 12/1/2008
298 Purple Valley Capital, Inc.
Diversified Trend 1
-5.70 100k 8/1/2008
297 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-5.56 10,000k 8/1/2009
296 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-5.51 3,000k 10/1/1992
295 Melissinos Trading
Eupatrid Program
-4.88 50k 1/1/2011
294 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.86 100k 6/1/1994
293 Mark J. Walsh Company
Standard Program
-4.81 2,000k 9/1/1985
292 Haar Capital Management
Discretionary Commodity Trading Program
-4.77 250k 12/1/2005
291 IKOS
IKOS Futures Fund
-4.59 1,000k 2/1/2010
290 Claughton Capital
Auto-Reactive Positioning
-4.53 1,000k 10/1/2005
289 Clarke Capital Management
Worldwide
-4.52 250k 1/1/1996
288 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-4.22 5,000k 12/1/2010
287 Tactical Investment Management
Tactical Institutional Commodity Program
-4.17 10,000k 4/1/1993
286 Clarke Capital Management
Millennium
-4.16 1,000k 1/1/1998
285 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
-3.93 25k 4/1/1991
284 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.87 100k 11/1/1984
283 Clarke Capital Management
Jupiter
-3.79 3,000k 5/1/2005
282 Eagle Trading Systems Inc.
Eagle Global Financials
-3.68 10,000k 1/1/1996
281 Bocken Trading LLC
Discretionary Trading Program
-3.58 100k 7/1/2011
280 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.54 200k 1/1/2007
279 Dominion Capital
Sapphire Program
-3.53 3,000k 5/1/2005
278 Kelly Angle Inc.
Genesis Program
-3.46 2,000k 4/1/2000
277 Superfund Group
Superfund Green Gold A (SPC)
-3.45 5k 10/1/2005
276 1OAK Capital Limited
ACORN Commodity
-3.44 5,000k 5/1/2012
275 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.43 50k 12/1/2007
274 Camkay Capital Management LLC
Stock Indices Short-Term
-3.22 100k 3/1/2012
273 ISAM
ISAM Systematic Trend Fund
-3.13 1,000k 6/1/2001
272 Drury Capital
Diversified Trend-Following Program
-3.12 5,000k 5/1/1997
271 Romanesco Capital Management B.V
Persistence Program
-3.10 5,000k 9/1/2005
270 M6 Capital Management LLC
Standard Program
-3.03 300k 7/1/2005
269 Zoi Capital, LLC
Telio Program (Client)
-2.89 200k 4/1/2010
268 RAM Management Group
MRTP Aggressive
-2.86 1,000k 2/1/1998
267 Mehnert Capital Management, LLC
DTP (Client)
-2.83 1,000k 3/1/2012
266 Candriam Investor Group
Alternative Return Systemat
-2.77 125k 1/1/2007
265 Vision Capital Management
Global Futures
-2.64 500k 2/1/2012
264 MERIT Alternative Investments GmbH
Futures Portfolio
-2.63 2,000k 6/1/1998
263 Angle Capital Management LLC
AIP Program
-2.59 100k 1/1/2010
262 Sona Trading Strategies LLC.
Diversified Program
-2.57 1,000k 9/1/2006
261 Rosetta Capital Management
Rosetta Trading Program
-2.54 100k 4/1/2000
260 Alee Capital Management, LLC
Poniente Program
-2.51 2,500k 1/1/1999
259 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-2.50 100k 10/1/2009
258 Gladius Asset Management
Fulham Program
-2.48 2,000k 1/1/2008
257 Hawksbill Capital Management
Global Diversified
-2.46 5,000k 11/1/1988
256 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.42 100k 3/1/2003
255 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-2.35 250k 1/1/2009
254 Superfund Group
Superfund Green Gold B (SPC)
-2.31 50k 10/1/2005
253 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-2.26 100k 1/1/2012
252 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-2.26 1,000k 7/1/2007
251 Deep Field Capital AG
SINGULARITY Fund
-2.22 100k 9/1/2011
250 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.21 250k 6/1/2001
249 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.14 5,000k 6/1/2001
248 Rhicon Currency Management
Rhicon Strategic Program
-2.13 500k 1/1/2004
247 County Cork LLC
RLA I
-2.11 500k 1/1/2009
246 Robust Methods LLC
Macro Managed Account
-2.06 5,000k 1/1/2005
245 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.05 5,000k 8/1/2000
244 Tlaloc Capital LLC
Grains Program
-2.00 500k 4/1/2010
243 Covenant Capital Management
Aggressive Program
-1.99 3,000k 2/1/2004
242 Emil van Essen
Spread Trading Program
-1.97 5,000k 12/1/2006
241 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.93 1,500k 4/1/2006
240 Metolius Capital LLC
Metolius Diversified
-1.91 100k 6/1/2010
239 TMS Capital Limited
Arktos Global Currency Program II
-1.90 100k 2/1/2008
238 Heyden & Steindl GmbH
TOMAC2
-1.86 5,000k 3/1/2003
237 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-1.79 10,000k 2/1/2006
236 Conquest Capital Group
Conquest Select
-1.78 250k 6/1/2004
235 Strategic Ag Trading
SAT HEARTLAND
-1.76 100k 12/1/2008
234 Covenant Capital Management
Original Program
-1.71 5,000k 9/1/1999
233 Keck Capital Management LLC
The Keck Program
-1.71 2,000k 12/1/2003
232 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-1.70 25,000k 3/1/2010
231 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.70 10,000k 3/1/2006
230 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.68 0k 11/1/1996
229 Futures Truth Company, FTC-CTA
MS4
-1.68 250k 10/1/2007
228 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-1.66 50k 9/1/2009
227 EMC Capital Advisors, LLC
Classic
-1.63 5,000k 1/1/1985
226 Alee Capital Management, LLC
Mistral Program
-1.63 2,500k 1/1/1999
225 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-1.61 1,000k 5/1/2010
224 Wavefront Global Asset Management
IMFC Global Concentrated
-1.58 500k 4/1/2009
223 GIC Trading LLC
Global Diversified Trading Program
-1.54 500k 11/1/1998
222 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.53 100k 8/1/2009
221 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.52 250k 5/1/2011
220 Typhon Capital Management, LLC
Chiron Currency Program
-1.42 250k 2/1/2008
219 Mobius Asset Management
Custom Trading Program
-1.40 100k 1/1/2002
218 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.37 100k 1/1/2000
217 Revolution Capital Management
Mosaic Program
-1.36 10,000k 10/1/2006
216 Mobius Asset Management
Diversified Program
-1.34 250k 3/1/2004
215 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.32 200k 11/1/1999
214 White Indian Trading Co.
STAIRS (Client)
-1.31 250k 5/1/2009
213 QCAM Currency Asset Management AG
QCAM v-Pro
-1.30 1,000k 7/1/2007
212 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.25 4,000k 2/1/2011
211 Saxon Investment Corporation
Aggressive Diversified Program
-1.24 2,000k 11/1/1993
210 Superfund Group
Superfund Green Gold C (SPC)
-1.24 100k 10/1/2005
209 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
-1.22 5,000k 3/1/2009
208 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.21 10,000k 1/1/2001
207 Abraham Trading Company
Diversified Program
-1.20 10,000k 1/1/1988
206 Wavefront Global Asset Management
IMFC Global Investment Program
-1.18 2,000k 2/1/2007
205 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
204 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.08 50k 7/1/2011
203 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.07 1,000k 3/1/2003
202 RAM Management Group
RAM MRTP 1X-Conservative
-1.05 1,000k 9/1/1993
201 3D
S&P Program (Client)
-1.05 100k 11/1/2010
200 Auctos Capital Management
Auctos Global Diversified
-1.01 3,000k 11/1/2007
199 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.01 10,000k 1/1/1995
198 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.95 100k 1/1/1999
197 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.92 10,000k 8/1/1999
196 ALFAKRAFT
ALFA Edge Fund
-0.91 16k 12/1/2011
195 Demeter Capital Management
Livestock & Grain Trading Program
-0.88 50k 3/1/2010
194 Soaring Pelican, LLC
Diversified S&P Program
-0.86 100k 1/1/2011
193 Clarke Capital Management
FX Plus
-0.81 1,000k 5/1/2004
192 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.81 10,000k 8/1/2007
191 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-0.80 10,000k 10/1/2006
190 Clarke Capital Management
Global Magnum
-0.79 100k 8/1/1997
189 Emil van Essen
EvE Systematic Global Opportunities
-0.78 1,000k 9/1/2007
188 Four Seasons Commodities Corp
Hawkeye Spread Program
-0.77 500k 3/1/2005
187 Manning & Napier
MN Xenon Global Fixed Income Program
-0.75 2,000k 8/1/2004
186 Jaguar Investments Ltd
Ultro Capital Strategy
-0.72 1,000k 1/1/2012
185 Alder Capital DAC
Alder Global 20
-0.70 2,500k 2/1/2001
184 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.69 250k 10/1/2009
183 NickJen Capital Management & Consultants LLC
NRD-1
-0.69 1,000k 4/1/2008
182 ROW Asset Managment
Row Diversified Fund, L.P.
-0.68 1,000k 11/1/2011
181 Saxon Investment Corporation
Diversified Program
-0.65 3,000k 9/1/1988
180 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.64 10,000k 2/1/1999
179 Kottke Associates
MV Program
-0.59 1,000k 8/1/2010
178 Welton Investment Partners
Welton Global
-0.59 10,000k 6/1/2004
177 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.57 10,000k 8/1/2004
176 Systematic Alpha Management
Systematic Alpha Futures Program
-0.55 100k 6/1/2004
175 John Locke Investments
Cyril Systematic Program
-0.54 8,000k 7/1/2000
174 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.53 4,000k 11/1/2008
173 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.53 250k 4/1/2008
172 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.51 10,000k 10/1/1991
171 AI1 CTA Euro Invest
AI1 CTA Euro Invest
-0.50 125k 5/1/2010
170 Schindler Capital Management, LLC
Dairy Advantage Program
-0.50 200k 8/1/2005
169 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.50 100k 5/1/1999
168 Conquest Capital Group
Conquest Macro
-0.47 250k 5/1/1999
167 Eckhardt Trading Company
Evolution Strategies
-0.46 20,000k 8/1/1991
166 Endeavour Capital LLP
Endeavour Pembroke
-0.45 2,000k 7/1/2007
165 dormouse Limited
dormouse - Managed Account
-0.42 10,000k 7/1/2011
164 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.41 50,000k 4/1/1983
163 C-View Limited
Currency Managed Account Program
-0.34 5,000k 10/1/1996
162 Four Seasons Commodities Corp
Lone Star Program
-0.33 300k 1/1/2005
161 M.S. Capital Management
Global Diversified Program
-0.32 2,000k 11/1/1998
160 Revolution Capital Management
Mosaic Institutional Program
-0.31 25,000k 9/1/2009
159 HPX Financial LLC
HPX Old School Program
-0.30 200k 6/1/2006
158 Stenger Capital Management, LLC
Diversified Trading Program
-0.28 200k 4/1/2010
157 GT CAPITAL CTA
GT CAPITAL CTA
-0.27 150k 6/1/2009
156 John Locke Investments
JL Commodity Long Flat Program
-0.24 5,000k 12/1/2007
155 Mobius Asset Management
Energy Weighted Program
-0.24 250k 1/1/2005
154 Crabel Capital Management
Crabel Multi-Product
-0.23 1,000k 3/1/1998
153 Warrington Asset Management
Warrington Strategic Program
-0.21 50k 1/1/1997
152 Kottke Associates
Stockton Fundamental Ag
-0.21 500k 1/1/2006
151 Quantica Capital AG
Quantica Diversified FX
-0.20 5,000k 3/1/2007
150 Clarke Capital Management
Global Basic
-0.20 50k 2/1/1996
149 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.20 3,000k 7/1/2001
148 HPX Financial LLC
HPX Ag Program
-0.20 100k 11/1/2011
147 Greenwave Capital Management
Greenwave Flagship
-0.19 10,000k 6/1/2008
146 Chesapeake Capital
Diversified (LV)
-0.18 100k 2/1/1988
145 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
144 FORT LP
Fort Global Contrarian
-0.16 2,000k 10/1/2002
143 Dreiss Research Corporation
Diversified Program
-0.12 1,000k 5/1/1991
142 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.12 10,000k 4/1/2004
141 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.12 1k 10/1/2006
140 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.11 1k 6/1/2009
139 Non Correlated Capital
Positive Theta Program
-0.11 250k 10/1/2007
138 ALFAKRAFT
ALFA Commodity Fund
-0.07 16k 6/1/2010
137 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.06 1,000k 9/1/1997
136 Jaguar Investments Ltd
Vario Capital Strategy
-0.04 1,000k 5/1/2016
135 Blake Capital Management, Inc.
SRD Short Equities
-0.03 100k 1/1/2011
134 Kottke Associates
Lark - Cattle Program
-0.02 500k 2/1/2008
132 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
133 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
131 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
0.02 500k 8/1/2010
130 KMJ Investments
KMJ Investments
0.02 1,000k 8/1/1994
129 Wharton Capital Management
Wharton AG Futures Program
0.04 100k 9/1/2011
128 3D
Bull Program (Client)
0.04 10k 11/1/2010
127 FORT LP
Fort Global Diversified
0.06 2,000k 10/1/1993
126 Non Correlated Capital
Positive Theta Fund
0.06 50k 10/1/2007
125 C-View Limited
Emerging & Minor Currency Program
0.06 5,000k 4/1/2008
124 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.11 1,000k 1/1/2005
123 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.13 5,000k 6/1/2006
122 Blake Capital Management, Inc.
SRD Energies
0.19 100k 8/1/2011
121 Estlander & Partners
Alpha Trend
0.20 30,000k 10/1/1991
120 Novus Investments, LLC
Novus Precious Commodities
0.20 200k 1/1/2007
119 Rabar Market Research
Diversified Program
0.22 2,000k 1/1/1989
118 ROW Asset Managment
Row Currency Program
0.23 1,000k 11/1/2010
117 Rabar Market Research
Short-Term Program
0.25 2,000k 11/1/2009
116 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.29 1,000k 1/1/1999
115 OptHedge Advisors LLC
Diversified Options & Futures Program
0.35 250k 10/1/2008
114 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.36 5,000k 1/1/2005
113 Millburn Corporation
Diversified Program
0.39 20,000k 2/1/1977
112 Witter & Lester, Inc.
Redstone
0.41 500k 9/1/1994
111 Neural Capital Ltd
Sentinel Trading Program
0.42 2,000k 1/1/2006
110 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.42 400k 1/1/1988
109 Estlander & Partners
Alpha Trend II - Class P
0.48 100k 12/1/2008
108 Estlander & Partners
Freedom
0.49 20,000k 8/1/2010
107 Crabel Capital Management
WPD Crabel Futures Program
0.52 1,000k 7/1/2008
106 Millburn Corporation
Multi-Markets Program
0.52 25,000k 10/1/2004
105 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.53 3,000k 5/1/2010
104 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.53 100k 1/1/2005
103 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.58 1,000k 3/1/1998
102 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.59 1,000k 1/1/2006
101 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.61 10,000k 4/1/2003
100 Protec Energy Partners LLC
ET1
0.61 500k 4/1/2010
99 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.69 5,000k 6/1/2010
98 Ancile Capital Management
Global Markets Program
0.69 2,000k 4/1/2005
97 IStar Capital B.V.
IStar Systematic Fund
0.70 1,000k 9/1/2011
96 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.71 100k 2/1/2010
95 Vergho Asset Management LLC
Kinematics
0.72 1,000k 11/1/2008
94 Certeza Asset Management
Macro Vega
0.74 200k 1/1/2012
93 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.74 10,000k 8/1/2009
92 Millburn Corporation
Commodity Program
0.76 25,000k 3/1/2005
91 Ion Asset Architecture
Ion Volium Fund
0.76 0k 4/1/2011
90 Esulep LLC MAX
Esulep LLC MAX
0.81 500k 5/1/2008
89 White River Group
Diversified Option Writing Strategy
0.84 20k 11/1/2008
88 Mondiale Asset Management
Mondiale Trading Program
0.89 0k 9/1/1997
87 HB Capital Management Inc.
Diversified Program
0.90 50k 3/1/2008
86 Paramount Capital Management LLC
Commodity Trading Program
0.90 100k 7/1/2008
85 Southwest Managed Investments, LLC
Global Diversified
0.91 200k 1/1/2002
84 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.91 100k 10/1/2010
83 Superfund Group
Superfund Blue SPC Class A (EUR)
0.93 50k 4/1/2005
82 Global Sigma Group, LLC
Global Sigma Plus
0.96 1,000k 11/1/2009
81 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.96 500k 12/1/2003
80 Turning Wheel Capital, Inc.
Pure Alpha
0.98 10,000k 1/1/2012
79 IDS Capital
IDS F&F Systematic Trading
1.05 50k 7/1/2013
78 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.06 10,000k 2/1/2008
77 Molinero Capital Management LLP
Global Markets Program
1.07 2,000k 7/1/2005
76 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.07 1/1/1989
75 Future Trade AG
Thales Swing Trading Programme
1.09 250k 6/1/2007
74 Red Rock Capital, LLC
Systematic Global Macro
1.12 500k 9/1/2003
73 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
1.12 10,000k 5/1/2009
72 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
1.14 6/1/2012
71 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.14 1,000k 10/1/2006
70 White Indian Trading Co.
SCS Interest Rate Program (Client)
1.14 250k 8/1/2011
69 Option Capital Advisory
OCA Premium
1.18 100k 5/1/2011
68 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
1.25 250k 2/1/2012
67 Estlander & Partners
Global Markets
1.28 10,000k 8/1/1999
66 Superfund Group
Superfund Green L.P. Series A
1.29 5k 10/1/2002
65 Red Oak Commodity Advisors
Investment Program
1.31 5,000k 12/1/1989
64 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.35 250k 3/1/2010
63 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
1.41 100k 8/1/2011
62 Bifrost Quest Capital LLC
IndexQuest (Client)
1.49 500k 11/1/2011
61 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.50 10,000k 1/1/1991
60 Revolution Capital Management
Alpha Fund
1.60 50k 1/1/2005
59 Hyman Beck and Company
Global Portfolio
1.63 1,000k 3/1/1991
58 3D
Intraday Program (Client)
1.64 100k 2/1/2012
57 City Fund Management
BH
1.65 500k 1/1/2010
56 Quality Capital Management
Alpha Financials Program
1.66 10,000k 6/1/2012
55 Quality Capital Management
Global Diversified Programme
1.68 10,000k 12/1/1995
54 Revolution Capital Management
Alpha Program
1.71 5,000k 6/1/2007
53 Amplitude Capital International Limited
Klassik Strategy
1.73 1,000k 9/1/2009
52 Bluenose Capital Management, LLC
BNC BI
1.86 30k 10/1/2008
51 Eclipse Capital Management
Global Monetary
1.89 5,000k 8/1/1990
50 Adamah Capital LLC
Asset Allocator Program
1.90 50k 3/1/2011
49 Beach Horizon LLP
Managed Account
1.95 5,000k 5/1/2005
48 Bluenose Capital Management, LLC
BNC EI
1.96 15k 7/1/2010
47 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.11 250k 10/1/2011
46 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.14 1,000k 9/1/2009
45 Parizek Capital
Futures Trading Program
2.24 500k 4/1/2000
44 Quantitative Investment Management
Quantitative Global Program
2.27 20,000k 10/1/2003
43 Acorn Global Investments Inc.
Acorn Diversified Program
2.29 10k 7/1/2005
42 Vivienne Investissement
OUESSANT UCITS FUND
2.34 100k 5/1/2012
41 Superfund Group
Superfund Green Q-AG
2.36 2k 3/1/1996
40 Seven Capital Management
Seven Absolute Return
2.39 100k 6/1/2009
39 ALFAKRAFT
ALFA Rubicon Fund
2.52 16k 8/1/2011
38 QQFund.com
Investment Program 1
2.53 300k 9/1/2008
37 Superfund Group
Superfund Green L.P. Series B
2.78 5k 10/1/2002
36 White Indian Trading Co.
SCS Program (Client)
2.81 250k 2/1/2011
35 Crescent Bay Capital Management
Premium Stock Index Program
2.82 10k 10/1/2005
34 Estlander & Partners
Global XL
2.83 5,000k 8/1/1991
33 IKOS
IKOS FX Fund
2.95 1,000k 3/1/2008
32 Xplor Capital Management, LLC
Global CTA Program
2.96 1,500k 7/1/2004
31 Double Helix Capital Management
Double Helix
3.34 50k 1/1/2012
30 Superfund Group
Superfund Green GCT USD
3.40 15k 1/1/2000
29 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.45 1,000k 5/1/2006
28 Amplitude Capital International Limited
Dynamic Strategy
3.50 6/1/2005
27 LJM Partners
LJM Preservation & Growth Strategy
3.66 250k 5/1/2006
26 Di Tomasso Group Inc.
Equilibrium Program
3.70 5,000k 1/1/2002
25 Quantmetrics Capital Management LLP
Directional 10V Strategy
3.84 10,000k 1/1/2007
24 Cauldron Investments, LLC
Stock Index Plus
3.94 1,000k 10/1/2009
23 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.00 5,000k 1/1/2009
22 Insignia Managed Capital
Medallion
4.00 50k 2/1/2009
21 White Indian Trading Co.
STAIRS - Futures Program (Client)
4.13 250k 10/1/2008
20 Huygens Capital LLC
Navigator
4.15 1,000k 2/1/2012
19 White River Group
Stock Index Option Writing Strategy
4.38 10k 11/1/2008
18 Alpha Z Advisors LLC
Managed Account Program
4.52 250k 11/1/2014
17 Dendrich Ltd
QEP
4.91 50k 12/1/2005
16 LJM Partners
LJM Moderately Aggressive Strategy
4.95 500k 4/1/2003
15 Goldman Management, Inc
Stock Index Futures
5.18 450k 1/1/2012
14 Superfund Group
Superfund Green Master
5.23 2,000k 5/1/2001
13 Diamond Capital Management
Enhanced S&P Program
6.09 100k 10/1/2009
12 Insignia Managed Capital
Epoch3
6.23 20k 7/1/2009
11 LJM Partners
LJM Aggressive Strategy
6.36 500k 7/1/1998
10 Vantage Capital Management
VCM Growth Program
7.58 100k 1/1/2011
9 QTS Capital Management, LLC
FX Managed Account
7.68 100k 1/1/2011
8 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
8.93 100k 10/1/2011
7 Ansbacher Investment Management
Market Neutral Put Skew Program
9.22 250k 1/1/1996
6 Pacific Capital Advisors
Vanguard Program
9.48 100k 4/1/2007
5 Whitmore Capital Management LLC
Whitmore Capital LP
10.50 250k 6/1/2012
4 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
10.76 100k 7/1/2011
3 Pinstripe Trading, LLC
Standard
12.01 125k 8/1/2009
2 Index Mechanics BV
Index Investments Program
12.96 1,000k 1/1/2016
1 HASAFUMA
Börstjänaren Hedgehog
26.93 100k 5/1/2012

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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