Systematic Trader Index For October 2012

Monthly Rankings

Rank CTA/Program Oct 2012 Min Inv Inception
266 Estlander & Partners
Alpha Trend II - Class P
-21.15 100k 12/1/2008
265 Dreiss Research Corporation
Diversified Program
-17.70 1,000k 5/1/1991
264 Mulvaney Capital Management
The Mulvaney Global Markets Program
-15.07 100k 5/1/1999
263 Hawksbill Capital Management
Global Diversified
-13.74 5,000k 11/1/1988
262 QQFund.com
Investment Program 1
-13.13 300k 9/1/2008
261 Robinson-Langley Capital Management, LLC
Managed Account Program
-12.77 200k 1/1/2007
260 Superfund Group
Superfund Green Gold C (SPC)
-11.92 100k 10/1/2005
259 Quality Capital Management
Global Diversified Programme
-10.91 10,000k 12/1/1995
258 Purple Valley Capital, Inc.
Diversified Trend 1
-10.73 100k 8/1/2008
257 Somers Brothers Capital
Diversified Futures Program #1
-10.55 100k 1/1/2005
256 Clarke Capital Management
Jupiter
-10.06 3,000k 5/1/2005
255 Superfund Group
Superfund Green Gold B (SPC)
-9.88 50k 10/1/2005
254 Angle Capital Management LLC
AIP Program
-9.74 100k 1/1/2010
253 Kelly Angle Inc.
Genesis Program
-9.32 2,000k 4/1/2000
252 DUNN Capital Management
D'Best Futures Fund, L.P.
-9.25 100k 6/1/1994
251 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.04 10,000k 10/1/1991
250 Clarke Capital Management
Millennium
-8.79 1,000k 1/1/1998
249 Neural Capital Ltd
Sentinel Trading Program
-8.50 2,000k 1/1/2006
248 Superfund Group
Superfund Green Master
-8.37 2,000k 5/1/2001
247 Eckhardt Trading Company
Evolution Strategies
-7.91 20,000k 8/1/1991
246 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.88 0k 11/1/1996
245 Superfund Group
Superfund Green Gold A (SPC)
-7.74 5k 10/1/2005
244 Rabar Market Research
Short-Term Program
-7.63 2,000k 11/1/2009
243 Rho Asset Management
Rho Altius 1XL Program
-7.22 5,000k 11/1/2007
242 Rabar Market Research
Diversified Program
-7.17 2,000k 1/1/1989
241 Covenant Capital Management
Aggressive Program
-7.15 3,000k 2/1/2004
240 Estlander & Partners
Alpha Trend
-6.95 30,000k 10/1/1991
239 Superfund Group
Superfund Green Gold L.P. Series B-1
-6.95 5k 4/1/2009
238 Altradis Capital AG
AlphAlgo
-6.94 100k 5/1/2007
237 Estlander & Partners
Global XL
-6.88 5,000k 8/1/1991
236 Estlander & Partners
Freedom
-6.83 20,000k 8/1/2010
235 Amplitude Capital International Limited
Klassik Strategy
-6.77 1,000k 9/1/2009
234 Melissinos Trading
Eupatrid Program
-6.73 50k 1/1/2011
233 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.69 75k 6/1/2007
232 Superfund Group
Superfund Green GCT USD
-6.68 15k 1/1/2000
231 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.66 5,000k 10/1/1996
230 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.59 100k 11/1/1984
229 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-6.48 1,000k 9/1/2009
228 Keck Capital Management LLC
The Keck Program
-6.46 2,000k 12/1/2003
227 Manning & Napier
MN Xenon Managed Futures (2x) Program
-6.40 5,000k 6/1/2006
226 White Indian Trading Co.
SCS Interest Rate Program (Client)
-6.30 250k 8/1/2011
225 Lynx Asset Management AB
Lynx Program
-6.19 75k 5/1/2000
224 Superfund Group
Superfund Green Gold L.P. Series A-1
-6.03 5k 4/1/2009
223 Southwest Managed Investments, LLC
Global Diversified
-6.03 200k 1/1/2002
222 Tactical Investment Management
Tactical Institutional Commodity Program
-5.74 10,000k 4/1/1993
221 Superfund Group
Superfund Green L.P. Series B
-5.71 5k 10/1/2002
220 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-5.69 100k 7/1/2011
219 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.68 100k 5/1/1989
218 Amplitude Capital International Limited
Dynamic Strategy
-5.61 6/1/2005
217 Clarke Capital Management
Worldwide
-5.52 250k 1/1/1996
216 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-5.51 5,000k 11/1/2012
215 Spectrum Asset Management LLC
Global Diversified
-5.51 2,000k 1/1/2001
214 ALFAKRAFT
ALFA Commodity Fund
-5.51 16k 6/1/2010
213 Covenant Capital Management
Original Program
-5.49 5,000k 9/1/1999
212 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-5.48 5,000k 10/1/2007
211 EMC Capital Advisors, LLC
Classic
-5.40 5,000k 1/1/1985
210 Chesapeake Capital
Diversified (LV)
-5.40 100k 2/1/1988
209 Conquest Capital Group
Conquest Select
-5.38 250k 6/1/2004
208 Eclipse Capital Management
Global Monetary
-5.20 5,000k 8/1/1990
207 UNISystems Research Inc.
Wall Street Program
-5.09 20k 8/1/2011
206 John Locke Investments
Cyril Systematic Program
-5.02 8,000k 7/1/2000
205 M.S. Capital Management
Global Diversified Program
-4.94 2,000k 11/1/1998
204 Alee Capital Management, LLC
Mistral Program
-4.92 2,500k 1/1/1999
203 Emil van Essen
EvE Systematic Global Opportunities
-4.88 1,000k 9/1/2007
202 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-4.80 1,000k 5/1/2010
201 ISAM
ISAM Systematic Trend Fund
-4.80 1,000k 6/1/2001
200 Wavefront Global Asset Management
IMFC Global Investment Program
-4.78 2,000k 2/1/2007
199 Briarwood Capital Management, Inc.
Diversified 2XL
-4.74 250k 11/1/2004
198 Quality Capital Management
Alpha Financials Program
-4.64 10,000k 6/1/2012
197 Clarke Capital Management
Global Basic
-4.62 50k 2/1/1996
196 Beach Horizon LLP
Managed Account
-4.50 5,000k 5/1/2005
195 Seven Capital Management
Seven Absolute Return
-4.48 100k 6/1/2009
194 Mark J. Walsh Company
Standard Program
-4.41 2,000k 9/1/1985
193 Adamah Capital LLC
Asset Allocator Program
-4.40 50k 3/1/2011
192 Wraith Capital LLP
Wraith Dynamic Futures Fund
-4.38 100k 1/1/2011
191 Superfund Group
Superfund Green Q-AG
-4.37 2k 3/1/1996
190 Wavefront Global Asset Management
IMFC Global Concentrated
-4.36 500k 4/1/2009
189 Rivoli Fund Management
Rivoli International Fund (V9)
-4.27 5,000k 1/1/2002
188 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.26 100k 1/1/2005
187 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.24 10,000k 1/1/1991
186 Drury Capital
Diversified Trend-Following Program
-4.22 5,000k 5/1/1997
185 John Locke Investments
JL Commodity Long Flat Program
-4.09 5,000k 12/1/2007
184 Clarke Capital Management
Global Magnum
-4.05 100k 8/1/1997
183 Welton Investment Partners
Welton Global
-3.95 10,000k 6/1/2004
182 Heyden & Steindl GmbH
TOMAC2
-3.90 5,000k 3/1/2003
181 Superfund Group
Superfund Green L.P. Series A
-3.85 5k 10/1/2002
180 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.85 50k 12/1/2007
179 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.83 250k 10/1/2009
178 Quantis Asset Management
Intraday Futures
-3.80 250k 1/1/2010
177 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.73 10,000k 8/1/2004
176 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.67 10,000k 8/1/1999
175 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.65 10,000k 1/1/1995
174 Saxon Investment Corporation
Aggressive Diversified Program
-3.53 2,000k 11/1/1993
173 Quantum Leap Capital Management
Managed Account Program
-3.50 300k 8/1/2006
172 Estlander & Partners
Global Markets
-3.47 10,000k 8/1/1999
171 Future Trade AG
Thales Swing Trading Programme
-3.47 250k 6/1/2007
170 Soaring Pelican, LLC
Diversified S&P Program
-3.39 100k 1/1/2011
169 Bifrost Quest Capital LLC
IndexQuest (Client)
-3.39 500k 11/1/2011
168 Xplor Capital Management, LLC
Global CTA Program
-3.39 1,500k 7/1/2004
167 FORT LP
Fort Global Diversified
-3.37 2,000k 10/1/1993
166 Alee Capital Management, LLC
Poniente Program
-3.35 2,500k 1/1/1999
165 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-3.27 500k 4/1/2009
164 Molinero Capital Management LLP
Global Markets Program
-3.26 2,000k 7/1/2005
163 Alder Capital DAC
Alder Global 20
-3.20 2,500k 2/1/2001
162 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.16 5,000k 12/1/2010
161 Acorn Global Investments Inc.
Acorn Diversified Program
-3.08 10k 7/1/2005
160 Abraham Trading Company
Diversified Program
-2.92 10,000k 1/1/1988
159 Quantica Capital AG
Quantica Managed Futures
-2.89 5,000k 1/1/2005
158 Endeavour Capital LLP
Endeavour Pembroke
-2.80 2,000k 7/1/2007
157 Millburn Corporation
Multi-Markets Program
-2.70 25,000k 10/1/2004
156 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-2.62 4,000k 2/1/2011
155 Parizek Capital
Futures Trading Program
-2.60 500k 4/1/2000
154 FORT LP
Fort Global Contrarian
-2.58 2,000k 10/1/2002
153 Winton Capital Management
Diversified
-2.54 50,000k 10/1/1997
152 Millburn Corporation
Commodity Program
-2.51 25,000k 3/1/2005
151 AllMountain Capital AG
Mount Denali Global Trends
-2.49 160k 7/1/2007
150 Ancile Capital Management
Global Markets Program
-2.46 2,000k 4/1/2005
149 Manning & Napier
MN Xenon Global Fixed Income Program
-2.45 2,000k 8/1/2004
148 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-2.43 100k 1/1/2012
147 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.42 10,000k 2/1/1999
146 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.30 3,000k 7/1/2001
145 FCI Capital Management
TSFX1
-2.30 20k 11/1/2010
144 Crabel Capital Management
WPD Crabel Futures Program
-2.26 1,000k 7/1/2008
143 Hyman Beck and Company
Global Portfolio
-2.24 1,000k 3/1/1991
142 Metolius Capital LLC
Metolius Diversified
-2.20 100k 6/1/2010
141 Blackwater Capital Management
Global Program
-2.15 5,000k 7/1/2005
140 IStar Capital B.V.
IStar Systematic Fund
-2.11 1,000k 9/1/2011
139 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.10 100k 1/1/2000
138 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.09 5,000k 8/1/2000
137 Huygens Capital LLC
Navigator
-2.05 1,000k 2/1/2012
136 Millburn Corporation
Diversified Program
-2.04 20,000k 2/1/1977
135 Quantica Capital AG
Quantica Diversified FX
-2.00 5,000k 3/1/2007
134 IDS Capital
IDS F&F Systematic Trading
-2.00 50k 7/1/2013
133 Deep Field Capital AG
SINGULARITY Fund
-1.98 100k 9/1/2011
132 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.93 1k 10/1/2006
131 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.91 1,500k 1/1/2009
130 Revolution Capital Management
Mosaic Program
-1.89 10,000k 10/1/2006
129 Mondiale Asset Management
Mondiale Trading Program
-1.85 0k 9/1/1997
128 Claughton Capital
Auto-Reactive Positioning
-1.84 1,000k 10/1/2005
127 Quantitative Investment Management
Quantitative Global Program
-1.81 20,000k 10/1/2003
126 Saxon Investment Corporation
Diversified Program
-1.80 3,000k 9/1/1988
125 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.79 500k 1/1/2006
124 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.79 1,000k 10/1/2006
123 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.75 100k 2/1/2010
122 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.73 1,500k 4/1/2006
121 Sequoia Hill Capital Management
SHCM British Pound AP
-1.72 50k 8/1/2011
120 MERIT Alternative Investments GmbH
Futures Portfolio
-1.72 2,000k 6/1/1998
119 Auctos Capital Management
Auctos Global Diversified
-1.72 3,000k 11/1/2007
118 FTC Capital GmbH
FTC Global Diversified
-1.69 0k 3/1/2012
117 Gladius Asset Management
Fulham Program
-1.67 2,000k 1/1/2008
116 Alder Capital DAC
Alder Global 10
-1.60 2,500k 10/1/2000
115 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-1.54 5,000k 5/1/2011
114 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.54 1,000k 3/1/2003
113 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.49 250k 5/1/2011
112 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.48 5,000k 6/1/2010
111 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.30 4,000k 11/1/2008
110 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.28 100k 8/1/2009
109 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.28 10,000k 3/1/2006
108 IKOS
IKOS Futures Fund
-1.09 1,000k 2/1/2010
107 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.08 200k 11/1/1999
106 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.01 3,000k 5/1/2010
105 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-1.00 100k 8/1/2011
104 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.00 10,000k 1/1/2001
103 ROW Asset Managment
Row Diversified Fund, L.P.
-0.97 1,000k 11/1/2011
102 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.96 1,000k 3/1/1998
101 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.95 250k 10/1/2011
100 Ion Asset Architecture
Ion Fund Program
-0.91 10,000k 11/1/2007
99 Ion Asset Architecture (Fund Program)
Ion Fund
-0.91 100k 11/1/2007
98 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.85 10,000k 8/1/2009
97 IKOS
IKOS FX Fund
-0.84 1,000k 3/1/2008
96 Pacific Capital Advisors
Vanguard Program
-0.82 100k 4/1/2007
95 Northfield Trading
Diversified
-0.79 2,000k 7/1/1989
94 Revolution Capital Management
Mosaic Institutional Program
-0.72 25,000k 9/1/2009
93 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.72 5,000k 1/1/2005
92 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.69 10,000k 4/1/2004
91 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.69 3,000k 1/1/2004
90 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.67 250k 3/1/2010
89 Cranwood Capital Management
Cranwood International Fund
-0.64 250k 4/1/2008
88 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.64 250k 4/1/2008
87 ROW Asset Managment
Row Currency Program
-0.63 1,000k 11/1/2010
86 FRP CAPITAL LLC
FRP125+
-0.60 125k 1/1/2010
85 Conquest Capital Group
Conquest Macro
-0.41 250k 5/1/1999
84 Clarke Capital Management
FX Plus
-0.41 1,000k 5/1/2004
83 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
-0.39 100k 1/1/2012
82 Blake Capital Management, Inc.
SRD Short Equities
-0.36 100k 1/1/2011
81 Shield Plus LLC
Shield Plus Natural Gas
-0.32 50k 1/1/2004
80 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.32 25k 4/1/2010
79 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-0.28 100k 5/1/2011
78 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.27 10,000k 2/1/2008
77 Futures Truth Company, FTC-CTA
200K Options Strategy
-0.22 200k 12/1/2009
76 Gap Partners LLC
Gap
-0.19 250k 11/1/2009
75 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.18 10,000k 1/1/2007
74 Witter & Lester, Inc.
Redstone
-0.14 500k 9/1/1994
73 Mobius Asset Management
Custom Trading Program
-0.13 100k 1/1/2002
72 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.12 100k 1/1/1999
71 Red Rock Capital, LLC
Systematic Global Macro
-0.06 500k 9/1/2003
70 Sequoia Hill Capital Management
SHCM Gold AP
-0.06 140k 5/1/2012
69 Jaguar Investments Ltd
Vario Capital Strategy
-0.01 1,000k 5/1/2016
68 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
67 Robust Methods LLC
Macro Managed Account
0.01 5,000k 1/1/2005
66 Crescent Bay Capital Management
Premium Stock Index Program
0.04 10k 10/1/2005
65 Mobius Asset Management
Energy Weighted Program
0.05 250k 1/1/2005
64 Systematic Alpha Management
Systematic Alpha Futures Program
0.08 100k 6/1/2004
63 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.09 350k 8/1/2011
62 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.10 1,000k 9/1/1997
61 Mobius Asset Management
Diversified Program
0.10 250k 3/1/2004
60 NuWave Investment Management, LLC
Combined Futures Portfolio
0.11 5,000k 6/1/2001
59 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.16 250k 6/1/2001
58 Blake Capital Management, Inc.
SRD Energies
0.18 100k 8/1/2011
57 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.22 10,000k 4/1/2003
56 RAM Management Group
RAM MRTP 1X-Conservative
0.23 1,000k 9/1/1993
55 Superfund Group
Superfund Blue SPC Class A (EUR)
0.23 50k 4/1/2005
54 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.25 10,000k 8/1/2009
53 Ion Asset Architecture
Ion Volium Fund
0.27 0k 4/1/2011
52 ALFAKRAFT
ALFA Edge Fund
0.33 16k 12/1/2011
51 IKOS
The IKOS Hedge Fund
0.38 10,000k 7/1/1998
50 Parizek Capital
Currency Program
0.40 1,000k 4/1/2006
49 HiProb Trading Technology LLC
HiProb-I
0.50 5,000k 7/1/2008
48 Revolution Capital Management
Alpha Program
0.53 5,000k 6/1/2007
47 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.56 1,000k 5/1/2006
46 Revolution Capital Management
Alpha Fund
0.70 50k 1/1/2005
45 HASAFUMA
FX Momentum
0.70 30k 7/1/2012
44 Esulep LLC MAX
Esulep LLC MAX
0.79 500k 5/1/2008
43 RAM Management Group
MRTP Aggressive
0.80 1,000k 2/1/1998
42 HASAFUMA
Börstjänaren Hedgehog
0.86 100k 5/1/2012
41 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.87 400k 1/1/1988
40 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.95 25,000k 3/1/2010
39 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.07 250k 10/1/2009
38 1OAK Capital Limited
ACORN Commodity
1.10 5,000k 5/1/2012
37 Futures Truth Company, FTC-CTA
MS4
1.23 250k 10/1/2007
36 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
1.29 100k 10/1/2010
35 Emil van Essen
Spread Trading Program
1.41 5,000k 12/1/2006
34 Tyche Capital Advisors LLC
TCA Energy Spreads
1.43 100k 8/1/2008
33 Global Sigma Group, LLC
Global Sigma Plus
1.44 3,000k 11/1/2009
32 Dominion Capital
Sapphire Program
1.46 3,000k 5/1/2005
31 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.52 500k 12/1/2003
30 Diamond Capital Management
Enhanced S&P Program
1.79 100k 10/1/2009
29 Cauldron Investments, LLC
Stock Index Plus
1.80 1,000k 10/1/2009
28 Diamond Peak Capital LLC
Northstar (2x) program
1.95 250k 10/1/2008
27 Non Correlated Capital
Positive Theta Program
2.03 250k 10/1/2007
26 GLOBIVEST LLC
Alpha Program
2.04 50k 4/1/2009
25 Crabel Capital Management
Crabel Multi-Product
2.06 1,000k 3/1/1998
24 Serac, LLC
Diversified Reversal Program
2.23 200k 4/1/2011
23 Non Correlated Capital
Positive Theta Fund
2.24 50k 10/1/2007
22 Turning Wheel Capital, Inc.
Pure Alpha
2.26 10,000k 1/1/2012
21 White Indian Trading Co.
SCS Program (Client)
2.31 250k 2/1/2011
20 Double Helix Capital Management
Double Helix
2.32 50k 1/1/2012
19 Global Vista Advisors, LLC
Global Vista Options ("GVO")
2.35 50k 10/1/2010
18 Zoi Capital, LLC
Telio Program (Client)
2.63 200k 4/1/2010
17 Vantage Capital Management
VCM Growth Program
2.80 100k 1/1/2011
16 Romanesco Capital Management B.V
Persistence Program
2.85 5,000k 9/1/2005
15 Arcanum Asset Management
Equity Index Option Program (Prop)
2.93 500k 7/1/2006
14 ALFAKRAFT
ALFA Rubicon Fund
3.11 16k 8/1/2011
13 Pinstripe Trading, LLC
Standard
3.52 125k 8/1/2009
12 Quantis Asset Management
PFM Systematic
3.72 15k 5/1/2010
11 Camkay Capital Management LLC
Stock Indices Short-Term
3.76 100k 3/1/2012
10 FCI Capital Management
TSFX2
3.90 20k 1/1/2012
9 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
3.96 150k 1/1/2011
8 HB Capital Management Inc.
Diversified Program
4.18 50k 3/1/2008
7 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.52 750k 1/1/2009
6 Quantis Asset Management
Ulysses Futures
4.97 1,000k 7/1/2009
5 Altus Trading, LLC
Managed Forex Program A
5.17 50k 8/1/2011
4 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
7.44 50k 9/1/2009
3 Dendrich Ltd
QEP
10.94 50k 12/1/2005
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
16.89 250k 10/1/2008
1 White Indian Trading Co.
STAIRS (Client)
18.96 250k 5/1/2009

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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