Option Strategy Index Need help with terms? CTA/Program Past 12 Months Jan YTD CAROR WDD AUM Min Inv Inception Ansbacher Investment Management Market Neutral Put Skew Program 11.27 11.27 9.21 41.88 $15.0M 250k 1/1/1996 Bluenose Capital Management, LLC BNC BI 4.58 4.58 5.52 36.12 $937k 30k 10/1/2008 Bluenose Capital Management, LLC BNC CL 4.40 4.40 -2.84 35.53 $122k 15k 12/1/2013 White River Group Stock Index Option Writing Strategy 4.37 4.37 9.95 18.73 $21.0M 10k 11/1/2008 Bluenose Capital Management, LLC BNC EI 3.32 3.32 1.03 33.29 $614k 15k 7/1/2010 White River Group Diversified Option Writing Strategy 2.53 2.53 1.55 67.88 $665k 20k 11/1/2008 Buckingham Global Advisors, LLC Weekly Emini Program 1.88 1.88 16.72 6.28 $21.4M 200k 3/1/2015 Carbide Capital Inc. Carbide Absolute Return Program 1.87 1.87 -1.46 36.90 $3.6M 200k 9/1/2014 Tianyou Asset Management, LLC Tianyou Fund LP 1.52 1.52 23.44 25.46 $105.4M 100k 10/1/2012 White Indian Trading Co. SCS Program (Client) 3.88 19.44 $305k 250k 2/1/2011 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.