Stock Index Trader Index For July 2010

Monthly Rankings

Rank CTA/Program Jul 2010 Min Inv Inception
31 Arcanum Asset Management
Equity Index Option Program (Prop)
-14.83 500k 7/1/2006
30 Pacific Capital Advisors
Vanguard Program
-2.72 100k 4/1/2007
29 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.97 100k 1/1/1999
28 HiProb Trading Technology LLC
HiProb-I
-0.80 5,000k 7/1/2008
27 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.72 25k 4/1/2010
26 Warrington Asset Management
Warrington Strategic Program
-0.14 50k 1/1/1997
25 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.12 10,000k 4/1/2003
24 Quantis Asset Management
Ulysses Futures
0.24 1,000k 7/1/2009
23 Diamond Peak Capital LLC
Northstar (2x) program
0.32 250k 10/1/2008
22 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.61 250k 10/1/2009
21 LJM Partners
LJM Preservation & Growth Strategy
0.65 250k 5/1/2006
20 Pinstripe Trading, LLC
Standard
1.01 125k 8/1/2009
19 Quantis Asset Management
Intraday Futures
1.28 250k 1/1/2010
18 Global Sigma Group, LLC
Global Sigma Plus
1.33 3,000k 11/1/2009
17 Esulep LLC MAX
Esulep LLC MAX
1.53 500k 5/1/2008
16 Ansbacher Investment Management
Market Neutral Put Skew Program
1.83 250k 1/1/1996
15 Witter & Lester, Inc.
Redstone
1.93 500k 9/1/1994
14 Systematic Alpha Management
Systematic Alpha Futures Program
1.95 100k 6/1/2004
13 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.07 1,000k 1/1/2006
12 Bluenose Capital Management, LLC
BNC BI
2.20 30k 10/1/2008
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.37 400k 1/1/1988
10 LJM Partners
LJM Moderately Aggressive Strategy
2.73 500k 4/1/2003
9 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.30 200k 1/1/2007
8 Bluenose Capital Management, LLC
BNC EI
3.34 15k 7/1/2010
7 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.01 5,000k 1/1/2009
6 White River Group
Stock Index Option Writing Strategy
4.16 10k 11/1/2008
5 LJM Partners
LJM Aggressive Strategy
4.79 500k 7/1/1998
4 QQFund.com
Investment Program 1
5.61 300k 9/1/2008
3 Diamond Capital Management
Enhanced S&P Program
5.77 100k 10/1/2009
2 Cauldron Investments, LLC
Stock Index Plus
5.84 1,000k 10/1/2009
1 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
10.13 500k 12/1/2003

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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