IASG CTA Index For March 2015

Monthly Rankings

Rank CTA/Program Mar 2015 Min Inv Inception
309 RAM Management Group
MRTP Aggressive
-14.41 1,000k 2/1/1998
308 Revolution Capital Management
Mosaic Program
-13.94 10,000k 10/1/2006
307 Zoi Capital, LLC
Telio Program (Client)
-13.44 200k 4/1/2010
306 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-9.93 50k 10/1/2011
305 White Indian Trading Co.
STAIRS - Futures Program (Client)
-9.15 250k 10/1/2008
304 White Indian Trading Co.
STAIRS (Client)
-8.81 250k 5/1/2009
303 White Indian Trading Co.
SCS Interest Rate Program (Client)
-8.24 250k 8/1/2011
302 HASAFUMA
Börstjänaren Hedgehog
-7.23 100k 5/1/2012
301 Pacific Capital Advisors
Vanguard Program
-6.30 100k 4/1/2007
300 Revolution Capital Management
Mosaic Institutional Program
-5.76 25,000k 9/1/2009
299 Di Tomasso Group Inc.
Equilibrium Program
-5.61 5,000k 1/1/2002
298 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.54 100k 1/1/1999
297 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-5.47 100k 10/1/2010
296 Adamah Capital LLC
Asset Allocator Program
-5.40 50k 3/1/2011
295 Clarke Capital Management
Global Basic
-5.36 50k 2/1/1996
294 RAM Management Group
RAM MRTP 1X-Conservative
-5.10 1,000k 9/1/1993
293 Protec Energy Partners LLC
ET1
-4.47 500k 4/1/2010
292 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-4.40 100k 10/1/2009
291 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-4.27 25k 1/1/2011
290 Revolution Capital Management
Alpha Fund
-4.18 50k 1/1/2005
289 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.16 100k 3/1/2003
288 GIC Trading LLC
Global Diversified Trading Program
-4.12 500k 11/1/1998
287 Revolution Capital Management
Alpha Program
-4.09 5,000k 6/1/2007
286 Alee Capital Management, LLC
Mistral Program
-3.92 2,500k 1/1/1999
285 Bifrost Quest Capital LLC
IndexQuest (Client)
-3.68 500k 11/1/2011
284 Insignia Managed Capital
Medallion
-3.67 50k 2/1/2009
283 John Locke Investments
JL Commodity Long Flat Program
-3.62 5,000k 12/1/2007
282 Insignia Managed Capital
Epoch3
-3.58 20k 7/1/2009
281 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.55 2,000k 7/1/1992
280 Alee Capital Management, LLC
Poniente Program
-3.28 2,500k 1/1/1999
279 Estlander & Partners
Alpha Trend II - Class P
-3.06 100k 12/1/2008
278 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.05 1,000k 9/1/1997
277 Sona Trading Strategies LLC.
Diversified Program
-3.05 1,000k 9/1/2006
276 Claughton Capital
Auto-Reactive Positioning
-3.02 1,000k 10/1/2005
275 Saxon Investment Corporation
Aggressive Diversified Program
-2.93 2,000k 11/1/1993
274 ALFAKRAFT
ALFA Commodity Fund
-2.55 16k 6/1/2010
273 Clarke Capital Management
Worldwide
-2.49 250k 1/1/1996
272 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.45 3,000k 10/1/1992
271 Paramount Capital Management LLC
Commodity Trading Program
-2.44 100k 7/1/2008
270 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-2.28 1,000k 5/1/2010
269 Covenant Capital Management
Aggressive Program
-2.27 3,000k 2/1/2004
268 3D
S&P Program (Client)
-2.17 100k 11/1/2010
267 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-1.98 100k 7/1/2011
266 3D
Bull Program (Client)
-1.98 10k 11/1/2010
265 TMS Capital Limited
Arktos Global Currency Program II
-1.95 100k 2/1/2008
264 Rabar Market Research
Diversified Program
-1.91 2,000k 1/1/1989
263 White Indian Trading Co.
SCS Program (Client)
-1.83 250k 2/1/2011
262 Superfund Group
Superfund Green Gold A (SPC)
-1.76 5k 10/1/2005
261 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.66 250k 10/1/2008
260 Mark J. Walsh Company
Standard Program
-1.65 2,000k 9/1/1985
259 Clarke Capital Management
Millennium
-1.57 1,000k 1/1/1998
258 Clarke Capital Management
Jupiter
-1.56 3,000k 5/1/2005
257 Covenant Capital Management
Original Program
-1.56 5,000k 9/1/1999
256 ALFAKRAFT
ALFA Edge Fund
-1.53 16k 12/1/2011
255 Wavefront Global Asset Management
IMFC Global Concentrated
-1.45 500k 4/1/2009
254 Saxon Investment Corporation
Diversified Program
-1.45 3,000k 9/1/1988
253 Quantitative Investment Management
Quantitative Global Program
-1.42 20,000k 10/1/2003
252 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.39 100k 2/1/2010
251 Goldman Management, Inc
Stock Index Futures
-1.35 450k 1/1/2012
250 Eclipse Capital Management
Global Monetary
-1.34 5,000k 8/1/1990
249 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.33 5,000k 1/1/2005
248 Mehnert Capital Management, LLC
DTP (Client)
-1.32 1,000k 3/1/2012
247 HB Capital Management Inc.
Diversified Program
-1.29 50k 3/1/2008
246 Xplor Capital Management, LLC
Global CTA Program
-1.23 1,500k 7/1/2004
245 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.22 100k 8/1/2009
244 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.21 100k 1/1/2012
243 Superfund Group
Superfund Green Gold B (SPC)
-1.21 50k 10/1/2005
242 Jaguar Investments Ltd
Ultro Capital Strategy
-1.18 1,000k 1/1/2012
241 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.13 1,000k 5/1/2006
240 Kottke Associates
Lark - Cattle Program
-1.12 500k 2/1/2008
239 HPX Financial LLC
HPX Ag Program
-1.06 100k 11/1/2011
238 Beryl Investment Group LLC
Nominal Discretionary System
-1.04 50k 7/1/2007
237 Mondiale Asset Management
Mondiale Trading Program
-1.02 0k 9/1/1997
236 Parizek Capital
Futures Trading Program
-1.01 500k 4/1/2000
235 Cauldron Investments, LLC
Stock Index Plus
-1.00 1,000k 10/1/2009
234 HPX Financial LLC
HPX Old School Program
-0.97 200k 6/1/2006
233 Manning & Napier
MN Xenon Global Fixed Income Program
-0.97 2,000k 8/1/2004
232 Turning Wheel Capital, Inc.
Pure Alpha
-0.96 10,000k 1/1/2012
231 White River Group
Diversified Option Writing Strategy
-0.94 20k 11/1/2008
230 Typhon Capital Management, LLC
Chiron Currency Program
-0.93 250k 2/1/2008
229 Estlander & Partners
Alpha Trend
-0.90 30,000k 10/1/1991
228 Robust Methods LLC
Macro Managed Account
-0.89 5,000k 1/1/2005
227 Rhicon Currency Management
Rhicon Strategic Program
-0.77 500k 1/1/2004
226 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.77 10,000k 10/1/1991
225 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.73 10,000k 1/1/2007
224 Diamond Capital Management
Enhanced S&P Program
-0.71 100k 10/1/2009
223 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.71 1,000k 10/1/2006
222 Eckhardt Trading Company
Evolution Strategies
-0.66 20,000k 8/1/1991
221 Non Correlated Capital
Positive Theta Fund
-0.66 50k 10/1/2007
220 Metolius Capital LLC
Metolius Diversified
-0.61 100k 6/1/2010
219 Non Correlated Capital
Positive Theta Program
-0.55 250k 10/1/2007
218 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
-0.55 5,000k 3/1/2009
217 Superfund Group
Superfund Green Gold C (SPC)
-0.55 100k 10/1/2005
216 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.48 10,000k 8/1/2009
215 Rabar Market Research
Short-Term Program
-0.47 2,000k 11/1/2009
214 Futures Truth Company, FTC-CTA
MS4
-0.45 250k 10/1/2007
213 Blake Capital Management, Inc.
SRD Short Equities
-0.44 100k 1/1/2011
212 Blake Capital Management, Inc.
SRD Energies
-0.38 100k 8/1/2011
211 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-0.37 10,000k 5/1/2009
210 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.36 1,000k 3/1/1998
209 Dominion Capital
Sapphire Program
-0.35 3,000k 5/1/2005
208 Seven Capital Management
Seven Absolute Return
-0.34 100k 6/1/2009
207 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-0.30 10,000k 10/1/2006
206 Bocken Trading LLC
Discretionary Trading Program
-0.28 100k 7/1/2011
205 Neural Capital Ltd
Sentinel Trading Program
-0.27 2,000k 1/1/2006
204 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.26 1,000k 1/1/2006
203 Schindler Capital Management, LLC
Dairy Advantage Program
-0.22 200k 8/1/2005
202 Kottke Associates
Stockton Fundamental Ag
-0.19 500k 1/1/2006
201 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.16 1,000k 1/1/2005
200 Superfund Group
Superfund Green L.P. Series A
-0.14 5k 10/1/2002
199 C-View Limited
Emerging & Minor Currency Program
-0.14 5,000k 4/1/2008
198 Emil van Essen
EvE Systematic Global Opportunities
-0.11 1,000k 9/1/2007
197 Jaguar Investments Ltd
Vario Capital Strategy
-0.07 1,000k 5/1/2016
196 Superfund Group
Superfund Green L.P. Series B
-0.03 5k 10/1/2002
195 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.02 1/1/1989
194 KMJ Investments
KMJ Investments
0.00 1,000k 8/1/1994
193 1OAK Capital Limited
ACORN Commodity
0.01 5,000k 5/1/2012
192 Heyden & Steindl GmbH
TOMAC2
0.02 5,000k 3/1/2003
191 Ion Asset Architecture
Ion Fund Program
0.02 10,000k 11/1/2007
190 Ion Asset Architecture (Fund Program)
Ion Fund
0.02 100k 11/1/2007
189 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.04 10,000k 4/1/2003
188 Estlander & Partners
Freedom
0.04 20,000k 8/1/2010
187 Hawksbill Capital Management
Global Diversified
0.05 5,000k 11/1/1988
186 City Fund Management
BH
0.05 500k 1/1/2010
185 Mobius Asset Management
Energy Weighted Program
0.06 250k 1/1/2005
184 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.07 250k 10/1/2011
183 Eagle Trading Systems Inc.
Eagle Global Financials
0.08 10,000k 1/1/1996
182 Gladius Asset Management
Fulham Program
0.09 2,000k 1/1/2008
181 Greenwave Capital Management
Greenwave Flagship
0.11 10,000k 6/1/2008
180 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.14 10,000k 8/1/2009
179 Systematic Alpha Management
Systematic Alpha Futures Program
0.15 100k 6/1/2004
178 ROW Asset Managment
Row Currency Program
0.18 1,000k 11/1/2010
177 Mobius Asset Management
Custom Trading Program
0.20 100k 1/1/2002
176 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.21 6/1/2012
175 Witter & Lester, Inc.
Redstone
0.28 500k 9/1/1994
174 ALFAKRAFT
ALFA Rubicon Fund
0.28 16k 8/1/2011
173 County Cork LLC
RLA I
0.29 500k 1/1/2009
172 MERIT Alternative Investments GmbH
Futures Portfolio
0.29 2,000k 6/1/1998
171 Quantica Capital AG
Quantica Diversified FX
0.30 5,000k 3/1/2007
170 Ion Asset Architecture
Ion Volium Fund
0.32 0k 4/1/2011
169 Amplitude Capital International Limited
Dynamic Strategy
0.33 6/1/2005
168 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.40 1,000k 1/1/1999
167 Mobius Asset Management
Diversified Program
0.41 250k 3/1/2004
166 Stenger Capital Management, LLC
Diversified Trading Program
0.44 200k 4/1/2010
165 Clarke Capital Management
Global Magnum
0.45 100k 8/1/1997
164 Demeter Capital Management
Livestock & Grain Trading Program
0.46 50k 3/1/2010
163 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.47 1,500k 4/1/2006
162 Vivienne Investissement
OUESSANT UCITS FUND
0.50 100k 5/1/2012
161 GT CAPITAL CTA
GT CAPITAL CTA
0.53 150k 6/1/2009
160 NickJen Capital Management & Consultants LLC
NRD-1
0.53 1,000k 4/1/2008
159 Tactical Investment Management
Tactical Institutional Commodity Program
0.56 10,000k 4/1/1993
158 EMC Capital Advisors, LLC
Classic
0.57 5,000k 1/1/1985
157 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.58 10,000k 2/1/2008
156 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.58 100k 8/1/2011
155 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.58 1,000k 9/1/2009
154 Esulep LLC MAX
Esulep LLC MAX
0.62 500k 5/1/2008
153 Estlander & Partners
Global Markets
0.63 10,000k 8/1/1999
152 3D
Intraday Program (Client)
0.69 100k 2/1/2012
151 FORT LP
Fort Global Contrarian
0.70 2,000k 10/1/2002
150 John Locke Investments
Cyril Systematic Program
0.75 8,000k 7/1/2000
149 Wavefront Global Asset Management
IMFC Global Investment Program
0.76 2,000k 2/1/2007
148 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.76 400k 1/1/1988
147 Beach Horizon LLP
Managed Account
0.80 5,000k 5/1/2005
146 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.82 50k 9/1/2009
145 Superfund Group
Superfund Green Q-AG
0.83 2k 3/1/1996
144 Amplitude Capital International Limited
Klassik Strategy
0.84 1,000k 9/1/2009
143 Four Seasons Commodities Corp
Lone Star Program
0.86 300k 1/1/2005
142 Wharton Capital Management
Wharton AG Futures Program
0.96 100k 9/1/2011
141 ROW Asset Managment
Row Diversified Fund, L.P.
1.00 1,000k 11/1/2011
140 Briarwood Capital Management, Inc.
Diversified Trading Program
1.12 3,000k 7/1/2001
139 Pinstripe Trading, LLC
Standard
1.14 125k 8/1/2009
138 Global Sigma Group, LLC
Global Sigma Plus
1.15 3,000k 11/1/2009
137 Crescent Bay Capital Management
Premium Stock Index Program
1.19 10k 10/1/2005
136 Drury Capital
Diversified Trend-Following Program
1.20 5,000k 5/1/1997
135 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
134 Abraham Trading Company
Diversified Program
1.21 10,000k 1/1/1988
133 Superfund Group
Superfund Green GCT USD
1.21 15k 1/1/2000
132 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
1.25 25,000k 3/1/2010
131 Estlander & Partners
Global XL
1.32 5,000k 8/1/1991
130 FORT LP
Fort Global Diversified
1.32 2,000k 10/1/1993
129 Ring Capital Management LLC
S&P E-Mini Select
1.34 100k 1/1/2012
128 M6 Capital Management LLC
Standard Program
1.35 300k 7/1/2005
127 Acorn Global Investments Inc.
Acorn Diversified Program
1.36 10k 7/1/2005
126 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.36 100k 1/1/2005
125 Certeza Asset Management
Macro Vega
1.44 200k 1/1/2012
124 Auctos Capital Management
Auctos Global Diversified
1.44 3,000k 11/1/2007
123 Future Trade AG
Thales Swing Trading Programme
1.46 250k 6/1/2007
122 Rosetta Capital Management
Rosetta Trading Program
1.46 100k 4/1/2000
121 Warrington Asset Management
Warrington Strategic Program
1.49 50k 1/1/1997
120 Kottke Associates
MV Program
1.50 1,000k 8/1/2010
119 Double Helix Capital Management
Double Helix
1.50 50k 1/1/2012
118 Four Seasons Commodities Corp
Hawkeye Spread Program
1.51 500k 3/1/2005
117 Southwest Managed Investments, LLC
Global Diversified
1.51 200k 1/1/2002
116 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.51 4,000k 11/1/2008
115 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.52 10,000k 3/1/2006
114 Endeavour Capital LLP
Endeavour Pembroke
1.54 2,000k 7/1/2007
113 Crabel Capital Management
Crabel Multi-Product
1.56 1,000k 3/1/1998
112 Vergho Asset Management LLC
Kinematics
1.59 1,000k 11/1/2008
111 Melissinos Trading
Eupatrid Program
1.60 50k 1/1/2011
110 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.60 250k 6/1/2001
109 White River Group
Stock Index Option Writing Strategy
1.61 10k 11/1/2008
108 Transtrend B.V.
DTP – Standard Risk (EUR)
1.63 10,000k 2/1/1999
107 Novus Investments, LLC
Novus Precious Commodities
1.63 200k 1/1/2007
106 Alpha Z Advisors LLC
Managed Account Program
1.64 250k 11/1/2014
105 Chesapeake Capital
Diversified (LV)
1.65 100k 2/1/1988
104 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.66 10,000k 2/1/2006
103 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.72 1,000k 3/1/2003
102 Huygens Capital LLC
Navigator
1.72 1,000k 2/1/2012
101 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.79 10,000k 1/1/1991
100 NuWave Investment Management, LLC
Combined Futures Portfolio
1.81 5,000k 6/1/2001
99 IStar Capital B.V.
IStar Systematic Fund
1.81 1,000k 9/1/2011
98 QQFund.com
Investment Program 1
1.82 300k 9/1/2008
97 IDS Capital
IDS F&F Systematic Trading
1.83 50k 7/1/2013
96 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
1.85 250k 2/1/2012
95 Clarke Capital Management
FX Plus
1.85 1,000k 5/1/2004
94 Conquest Capital Group
Conquest Macro
1.88 250k 5/1/1999
93 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.89 5,000k 12/1/2010
92 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
1.90 500k 8/1/2010
91 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.94 5,000k 1/1/2009
90 Typhon Capital Management, LLC
Plutus Grain Strategy
1.95 250k 4/1/2008
89 Soaring Pelican, LLC
Diversified S&P Program
1.97 100k 1/1/2011
88 Somers Brothers Capital
Diversified Futures Program #1
2.01 100k 1/1/2005
87 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.03 10,000k 1/1/1995
86 QCAM Currency Asset Management AG
QCAM v-Pro
2.04 1,000k 7/1/2007
85 Purple Valley Capital, Inc.
Diversified Trend 1
2.08 100k 8/1/2008
84 Strategic Ag Trading
SAT HEARTLAND
2.09 100k 12/1/2008
83 Alder Capital DAC
Alder Global 20
2.10 2,500k 2/1/2001
82 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
2.13 250k 1/1/2009
81 Tlaloc Capital LLC
Grains Program
2.13 500k 4/1/2010
80 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.26 3,000k 5/1/2010
79 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.26 10,000k 8/1/1999
78 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.29 0k 11/1/1996
77 Bluenose Capital Management, LLC
BNC BI
2.30 30k 10/1/2008
76 Ansbacher Investment Management
Market Neutral Put Skew Program
2.34 250k 1/1/1996
75 Global AG LLC
Global Ag LLC
2.35 1,000k 12/1/2008
74 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.36 10,000k 8/1/2004
73 Robinson-Langley Capital Management, LLC
Managed Account Program
2.39 200k 1/1/2007
72 Molinero Capital Management LLP
Global Markets Program
2.42 2,000k 7/1/2005
71 LJM Partners
LJM Preservation & Growth Strategy
2.42 250k 5/1/2006
70 Trigon Investment Advisors, LLC
Discretionary Macro Program
2.46 10,000k 8/1/2007
69 Bluenose Capital Management, LLC
BNC EI
2.46 15k 7/1/2010
68 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.50 1k 10/1/2006
67 Romanesco Capital Management B.V
Persistence Program
2.52 5,000k 9/1/2005
66 Ancile Capital Management
Global Markets Program
2.56 2,000k 4/1/2005
65 Red Rock Capital, LLC
Systematic Global Macro
2.78 500k 9/1/2003
64 Manning & Napier
MN Xenon Managed Futures (2x) Program
2.79 5,000k 6/1/2006
63 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
2.79 50,000k 4/1/1983
62 TKC Investment Services
MAP
2.88 100k 7/1/2010
61 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.89 250k 10/1/2009
60 Quality Capital Management
Alpha Financials Program
2.91 10,000k 6/1/2012
59 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
2.92 25k 4/1/1991
58 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.92 500k 12/1/2003
57 AI1 CTA Euro Invest
AI1 CTA Euro Invest
2.96 125k 5/1/2010
56 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.96 10,000k 1/1/2001
55 Candriam Investor Group
Alternative Return Systemat
3.01 125k 1/1/2007
54 Superfund Group
Superfund Green Master
3.02 2,000k 5/1/2001
53 Kelly Angle Inc.
Genesis Program
3.04 2,000k 4/1/2000
52 Hehmeyer Capital Management, LLC
R Best - Intraday Program
3.05 250k 3/1/2010
51 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.09 5,000k 6/1/2010
50 Quality Capital Management
Global Diversified Programme
3.10 10,000k 12/1/1995
49 LJM Partners
LJM Moderately Aggressive Strategy
3.26 500k 4/1/2003
48 M.S. Capital Management
Global Diversified Program
3.30 2,000k 11/1/1998
47 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.40 250k 5/1/2011
46 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.47 100k 10/1/2011
45 Welton Investment Partners
Welton Global
3.68 10,000k 6/1/2004
44 C-View Limited
Currency Managed Account Program
3.75 5,000k 10/1/1996
43 ISAM
ISAM Systematic Trend Fund
3.80 1,000k 6/1/2001
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
3.84 100k 5/1/1999
41 Millburn Corporation
Diversified Program
3.86 20,000k 2/1/1977
40 Millburn Corporation
Commodity Program
3.89 25,000k 3/1/2005
39 Option Capital Advisory
OCA Premium
3.90 100k 5/1/2011
38 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.98 200k 11/1/1999
37 Crabel Capital Management
WPD Crabel Futures Program
4.03 1,000k 7/1/2008
36 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.11 10,000k 4/1/2004
35 Millburn Corporation
Multi-Markets Program
4.15 25,000k 10/1/2004
34 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.18 5,000k 8/1/2000
33 Angle Capital Management LLC
AIP Program
4.19 100k 1/1/2010
32 QTS Capital Management, LLC
FX Managed Account
4.29 100k 1/1/2011
31 Conquest Capital Group
Conquest Select
4.35 250k 6/1/2004
30 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
4.36 1,000k 7/1/2007
29 LJM Partners
LJM Aggressive Strategy
4.41 500k 7/1/1998
28 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
4.48 4,000k 2/1/2011
27 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.65 1k 6/1/2009
26 Haar Capital Management
Discretionary Commodity Trading Program
4.90 250k 12/1/2005
25 Hyman Beck and Company
Global Portfolio
5.15 1,000k 3/1/1991
24 Red Oak Commodity Advisors
Investment Program
5.18 5,000k 12/1/1989
23 IKOS
IKOS Futures Fund
5.25 1,000k 2/1/2010
22 Index Mechanics BV
Index Investments Program
5.70 1,000k 1/1/2016
21 Keck Capital Management LLC
The Keck Program
5.79 2,000k 12/1/2003
20 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.93 100k 1/1/2000
19 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.01 50k 7/1/2011
18 Emil van Essen
Spread Trading Program
6.03 5,000k 12/1/2006
17 Superfund Group
Superfund Blue SPC Class A (EUR)
6.21 50k 4/1/2005
16 Vision Capital Management
Global Futures
6.28 500k 2/1/2012
15 Deep Field Capital AG
SINGULARITY Fund
6.37 100k 9/1/2011
14 Dreiss Research Corporation
Diversified Program
6.52 1,000k 5/1/1991
13 dormouse Limited
dormouse - Managed Account
6.79 10,000k 7/1/2011
12 DUNN Capital Management
D'Best Futures Fund, L.P.
7.08 100k 6/1/1994
11 Dendrich Ltd
QEP
7.41 50k 12/1/2005
10 Camkay Capital Management LLC
Stock Indices Short-Term
7.61 100k 3/1/2012
9 Qbasis Invest
Futures Fund B
7.87 100k 3/1/2009
8 Opus Futures LLC
Advance Ag Futures Trading Program
7.98 100k 3/1/2011
7 Superfund Group
Superfund Blue SPC Class A (Gold)
8.21 50k 12/1/2007
6 Qbasis Invest
Futures Fund A
8.64 100k 4/1/2008
5 IKOS
IKOS FX Fund
8.70 1,000k 3/1/2008
4 Vantage Capital Management
VCM Growth Program
9.21 100k 1/1/2011
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.30 100k 11/1/1984
2 Rosetta Capital Management
Macro Program
13.18 50k 1/1/2009
1 Whitmore Capital Management LLC
Whitmore Capital LP
13.27 250k 6/1/2012

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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