Stock Index Trader Index For February 2011

Monthly Rankings

Rank CTA/Program Feb 2011 Min Inv Inception
34 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-2.95 25k 4/1/2010
33 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.54 10,000k 4/1/2003
32 Blake Capital Management, Inc.
SRD Short Equities
-0.45 100k 1/1/2011
31 LJM Partners
LJM Preservation & Growth Strategy
-0.24 250k 5/1/2006
30 Systematic Alpha Management
Systematic Alpha Futures Program
0.41 100k 6/1/2004
29 Witter & Lester, Inc.
Redstone
0.60 500k 9/1/1994
28 HiProb Trading Technology LLC
HiProb-I
0.60 5,000k 7/1/2008
27 Warrington Asset Management
Warrington Strategic Program
0.62 50k 1/1/1997
26 Ansbacher Investment Management
Market Neutral Put Skew Program
0.75 250k 1/1/1996
25 LJM Partners
LJM Moderately Aggressive Strategy
0.81 500k 4/1/2003
24 LJM Partners
LJM Aggressive Strategy
1.16 500k 7/1/1998
23 Esulep LLC MAX
Esulep LLC MAX
1.18 500k 5/1/2008
22 Bluenose Capital Management, LLC
BNC BI
1.22 30k 10/1/2008
21 Kinkopf Capital Management
KCM S&P (Proprietary)
1.24 100k 1/1/1999
20 Pacific Capital Advisors
Vanguard Program
1.26 100k 4/1/2007
19 Global Sigma Group, LLC
Global Sigma Plus
1.44 3,000k 11/1/2009
18 Pinstripe Trading, LLC
Standard
1.61 125k 8/1/2009
17 Soaring Pelican, LLC
Diversified S&P Program
2.01 100k 1/1/2011
16 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.12 250k 10/1/2009
15 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.25 200k 1/1/2007
14 White River Group
Stock Index Option Writing Strategy
2.37 10k 11/1/2008
13 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.53 1,000k 1/1/2006
12 Quantis Asset Management
Intraday Futures
2.58 250k 1/1/2010
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.64 400k 1/1/1988
10 ITB Capital Advisors LLC
ITB Time Value Trading Program
2.73 5,000k 1/1/2009
9 Diamond Capital Management
Enhanced S&P Program
2.79 100k 10/1/2009
8 Cauldron Investments, LLC
Stock Index Plus
2.81 1,000k 10/1/2009
7 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.03 500k 12/1/2003
6 Bluenose Capital Management, LLC
BNC EI
3.04 15k 7/1/2010
5 Vantage Capital Management
VCM Growth Program
3.52 100k 1/1/2011
4 Quantis Asset Management
Ulysses Futures
3.70 1,000k 7/1/2009
3 Arcanum Asset Management
Equity Index Option Program (Prop)
4.00 500k 7/1/2006
2 Diamond Peak Capital LLC
Northstar (2x) program
4.63 250k 10/1/2008
1 QQFund.com
Investment Program 1
7.16 300k 9/1/2008

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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