Systematic Trader Index For April 2012

Monthly Rankings

Rank CTA/Program Apr 2012 Min Inv Inception
262 White Indian Trading Co.
STAIRS - Futures Program (Client)
-11.14 250k 10/1/2008
261 White Indian Trading Co.
STAIRS (Client)
-8.63 250k 5/1/2009
260 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.58 200k 11/1/1999
259 Quantis Asset Management
PFM Systematic
-6.61 15k 5/1/2010
258 Purple Valley Capital, Inc.
Diversified Trend 1
-6.43 100k 8/1/2008
257 Parizek Capital
Futures Trading Program
-6.39 500k 4/1/2000
256 Somers Brothers Capital
Diversified Futures Program #1
-6.25 100k 1/1/2005
255 RAM Management Group
MRTP Aggressive
-6.07 1,000k 2/1/1998
254 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.60 200k 1/1/2007
253 Amplitude Capital International Limited
Dynamic Strategy
-5.47 6/1/2005
252 Neural Capital Ltd
Sentinel Trading Program
-4.68 2,000k 1/1/2006
251 Briarwood Capital Management, Inc.
Diversified 2XL
-4.67 250k 11/1/2004
250 Romanesco Capital Management B.V
Persistence Program
-4.63 5,000k 9/1/2005
249 Southwest Managed Investments, LLC
Global Diversified
-4.17 200k 1/1/2002
248 Rabar Market Research
Short-Term Program
-4.16 2,000k 11/1/2009
247 Covenant Capital Management
Aggressive Program
-4.02 3,000k 2/1/2004
246 Dominion Capital
Sapphire Program
-3.81 3,000k 5/1/2005
245 ALFAKRAFT
ALFA Edge Fund
-3.72 16k 12/1/2011
244 Vantage Capital Management
VCM Growth Program
-3.66 100k 1/1/2011
243 Northfield Trading
Diversified
-3.62 2,000k 7/1/1989
242 Alder Capital DAC
Alder Global 20
-3.50 2,500k 2/1/2001
241 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-3.43 150k 1/1/2011
240 Clarke Capital Management
FX Plus
-3.42 1,000k 5/1/2004
239 Clarke Capital Management
Jupiter
-3.36 3,000k 5/1/2005
238 Rho Asset Management
Rho Altius 1XL Program
-3.18 5,000k 11/1/2007
237 Acorn Global Investments Inc.
Acorn Diversified Program
-3.15 10k 7/1/2005
236 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-3.04 25,000k 3/1/2010
235 Kelly Angle Inc.
Genesis Program
-2.99 2,000k 4/1/2000
234 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-2.97 100k 5/1/2011
233 ALFAKRAFT
ALFA Commodity Fund
-2.96 16k 6/1/2010
232 QQFund.com
Investment Program 1
-2.95 300k 9/1/2008
231 Metolius Capital LLC
Metolius Diversified
-2.85 100k 6/1/2010
230 HB Capital Management Inc.
Diversified Program
-2.71 50k 3/1/2008
229 Conquest Capital Group
Conquest Select
-2.68 250k 6/1/2004
228 IStar Capital B.V.
IStar Systematic Fund
-2.64 1,000k 9/1/2011
227 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.58 5,000k 10/1/1996
226 Tyche Capital Advisors LLC
TCA Energy Spreads
-2.53 100k 8/1/2008
225 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-2.52 4,000k 2/1/2011
224 ALFAKRAFT
ALFA Rubicon Fund
-2.49 16k 8/1/2011
223 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.41 10,000k 8/1/2009
222 Mehnert Capital Management, LLC
DTP (Client)
-2.25 1,000k 3/1/2012
221 Covenant Capital Management
Original Program
-2.22 5,000k 9/1/1999
220 Mondiale Asset Management
Mondiale Trading Program
-2.19 0k 9/1/1997
219 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.07 3,000k 7/1/2001
218 RAM Management Group
RAM MRTP 1X-Conservative
-1.97 1,000k 9/1/1993
217 Eclipse Capital Management
Global Monetary
-1.94 5,000k 8/1/1990
216 Heyden & Steindl GmbH
TOMAC2
-1.94 5,000k 3/1/2003
215 Gap Partners LLC
Gap
-1.94 250k 11/1/2009
214 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.89 10,000k 1/1/2001
213 Hyman Beck and Company
Global Portfolio
-1.84 1,000k 3/1/1991
212 AllMountain Capital AG
Mount Denali Global Trends
-1.81 160k 7/1/2007
211 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.81 5,000k 10/1/2007
210 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.73 75k 6/1/2007
209 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.73 10,000k 4/1/2004
208 Alder Capital DAC
Alder Global 10
-1.70 2,500k 10/1/2000
207 Wraith Capital LLP
Wraith Dynamic Futures Fund
-1.69 100k 1/1/2011
206 Huygens Capital LLC
Navigator
-1.68 1,000k 2/1/2012
205 Rivoli Fund Management
Rivoli International Fund (V9)
-1.68 5,000k 1/1/2002
204 Superfund Group
Superfund Green Gold C (SPC)
-1.66 100k 10/1/2005
203 Quantica Capital AG
Quantica Managed Futures
-1.62 5,000k 1/1/2005
202 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.56 5k 4/1/2009
201 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.55 5,000k 8/1/2000
200 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.51 5,000k 6/1/2010
199 Superfund Group
Superfund Green Gold B (SPC)
-1.48 50k 10/1/2005
198 Molinero Capital Management LLP
Global Markets Program
-1.45 2,000k 7/1/2005
197 ISAM
ISAM Systematic Trend Fund
-1.44 1,000k 6/1/2001
196 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.44 4,000k 11/1/2008
195 Angle Capital Management LLC
AIP Program
-1.41 100k 1/1/2010
194 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.41 10,000k 1/1/1991
193 Quantica Capital AG
Quantica Diversified FX
-1.39 5,000k 3/1/2007
192 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.38 100k 1/1/2012
191 Spectrum Asset Management LLC
Global Diversified
-1.33 2,000k 1/1/2001
190 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.28 5,000k 1/1/2005
189 Mobius Asset Management
Custom Trading Program
-1.28 100k 1/1/2002
188 FCI Capital Management
TSFX1
-1.28 20k 11/1/2010
187 Superfund Group
Superfund Green Gold A (SPC)
-1.27 5k 10/1/2005
186 Dreiss Research Corporation
Diversified Program
-1.24 1,000k 5/1/1991
185 Millburn Corporation
Commodity Program
-1.23 25,000k 3/1/2005
184 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.22 250k 5/1/2011
183 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.21 400k 1/1/1988
182 John Locke Investments
JL Commodity Long Flat Program
-1.19 5,000k 12/1/2007
181 Superfund Group
Superfund Green Gold L.P. Series A-1
-1.14 5k 4/1/2009
180 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.14 3,000k 5/1/2010
179 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.08 100k 5/1/1999
178 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.07 3,000k 1/1/2004
177 Superfund Group
Superfund Green GCT USD
-1.03 15k 1/1/2000
176 Quantis Asset Management
Ulysses Futures
-1.02 1,000k 7/1/2009
175 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.00 1,000k 9/1/2009
174 Blackwater Capital Management
Global Program
-0.91 5,000k 7/1/2005
173 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.90 5,000k 11/1/2012
172 Emil van Essen
EvE Systematic Global Opportunities
-0.88 1,000k 9/1/2007
171 Seven Capital Management
Seven Absolute Return
-0.84 100k 6/1/2009
170 Superfund Group
Superfund Green L.P. Series A
-0.76 5k 10/1/2002
169 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.75 250k 10/1/2011
168 Pacific Capital Advisors
Vanguard Program
-0.67 100k 4/1/2007
167 Altus Trading, LLC
Managed Forex Program A
-0.64 50k 8/1/2011
166 Superfund Group
Superfund Green Q-AG
-0.64 2k 3/1/1996
165 Future Trade AG
Thales Swing Trading Programme
-0.63 250k 6/1/2007
164 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.62 100k 2/1/2010
163 Superfund Group
Superfund Green Master
-0.59 2,000k 5/1/2001
162 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.46 100k 1/1/2005
161 Gladius Asset Management
Fulham Program
-0.43 2,000k 1/1/2008
160 Mobius Asset Management
Energy Weighted Program
-0.40 250k 1/1/2005
159 Blake Capital Management, Inc.
SRD Energies
-0.38 100k 8/1/2011
158 Saxon Investment Corporation
Aggressive Diversified Program
-0.37 2,000k 11/1/1993
157 Quality Capital Management
Global Diversified Programme
-0.35 10,000k 12/1/1995
156 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.34 0k 11/1/1996
155 Rabar Market Research
Diversified Program
-0.33 2,000k 1/1/1989
154 Deep Field Capital AG
SINGULARITY Fund
-0.31 100k 9/1/2011
153 ROW Asset Managment
Row Currency Program
-0.30 1,000k 11/1/2010
152 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.28 100k 1/1/2000
151 Crabel Capital Management
Crabel Multi-Product
-0.28 1,000k 3/1/1998
150 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.28 50k 4/1/2005
149 Drury Capital
Diversified Trend-Following Program
-0.25 5,000k 5/1/1997
148 Estlander & Partners
Global XL
-0.24 5,000k 8/1/1991
147 Conquest Capital Group
Conquest Macro
-0.24 250k 5/1/1999
146 Mobius Asset Management
Diversified Program
-0.23 250k 3/1/2004
145 Beach Horizon LLP
Managed Account
-0.22 5,000k 5/1/2005
144 Hawksbill Capital Management
Global Diversified
-0.22 5,000k 11/1/1988
143 Saxon Investment Corporation
Diversified Program
-0.22 3,000k 9/1/1988
142 1OAK Capital Limited
ACORN Commodity
-0.18 5,000k 5/1/2012
141 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.15 250k 10/1/2009
140 Estlander & Partners
Global Markets
-0.10 10,000k 8/1/1999
139 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.10 10,000k 4/1/2003
138 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-0.07 100k 7/1/2011
137 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.02 250k 3/1/2010
136 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.02 50k 12/1/2007
131 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
134 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
135 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
132 IDS Capital
IDS F&F Systematic Trading
0.00 50k 7/1/2013
133 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.00 1,000k 9/1/1997
130 IKOS
The IKOS Hedge Fund
0.03 10,000k 7/1/1998
129 Ion Asset Architecture
Ion Volium Fund
0.04 0k 4/1/2011
128 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.04 1k 10/1/2006
127 Ion Asset Architecture
Ion Fund Program
0.07 10,000k 11/1/2007
126 Ion Asset Architecture (Fund Program)
Ion Fund
0.07 100k 11/1/2007
125 Winton Capital Management
Diversified
0.12 50,000k 10/1/1997
124 Transtrend B.V.
DTP – Standard Risk (EUR)
0.23 10,000k 2/1/1999
123 IKOS
IKOS FX Fund
0.25 1,000k 3/1/2008
122 Jaguar Investments Ltd
Vario Capital Strategy
0.27 1,000k 5/1/2016
121 Auctos Capital Management
Auctos Global Diversified
0.30 3,000k 11/1/2007
120 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
0.32 100k 1/1/2012
119 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.35 100k 8/1/2011
118 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.35 1,000k 3/1/1998
117 FTC Capital GmbH
FTC Global Diversified
0.36 0k 3/1/2012
116 Witter & Lester, Inc.
Redstone
0.38 500k 9/1/1994
115 Keck Capital Management LLC
The Keck Program
0.38 2,000k 12/1/2003
114 ROW Asset Managment
Row Diversified Fund, L.P.
0.40 1,000k 11/1/2011
113 Claughton Capital
Auto-Reactive Positioning
0.41 1,000k 10/1/2005
112 Blake Capital Management, Inc.
SRD Short Equities
0.42 100k 1/1/2011
111 Mark J. Walsh Company
Standard Program
0.44 2,000k 9/1/1985
110 HiProb Trading Technology LLC
HiProb-I
0.50 5,000k 7/1/2008
109 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.50 5,000k 5/1/2011
108 MERIT Alternative Investments GmbH
Futures Portfolio
0.50 2,000k 6/1/1998
107 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.51 10,000k 8/1/2004
106 Pinstripe Trading, LLC
Standard
0.54 125k 8/1/2009
105 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.55 10,000k 1/1/1995
104 Ancile Capital Management
Global Markets Program
0.55 2,000k 4/1/2005
103 Cranwood Capital Management
Cranwood International Fund
0.56 250k 4/1/2008
102 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.57 250k 4/1/2008
101 Futures Truth Company, FTC-CTA
200K Options Strategy
0.58 200k 12/1/2009
100 IKOS
IKOS Futures Fund
0.58 1,000k 2/1/2010
99 EMC Capital Advisors, LLC
Classic
0.60 5,000k 1/1/1985
98 Camkay Capital Management LLC
Stock Indices Short-Term
0.66 100k 3/1/2012
97 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.67 10,000k 8/1/1999
96 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.68 350k 8/1/2011
95 Superfund Group
Superfund Green L.P. Series B
0.70 5k 10/1/2002
94 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.73 1,500k 4/1/2006
93 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.79 10,000k 2/1/2008
92 Amplitude Capital International Limited
Klassik Strategy
0.84 1,000k 9/1/2009
91 Welton Investment Partners
Welton Global
0.85 10,000k 6/1/2004
90 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.86 1,000k 10/1/2006
89 White Indian Trading Co.
SCS Program (Client)
0.86 250k 2/1/2011
88 Turning Wheel Capital, Inc.
Pure Alpha
0.87 10,000k 1/1/2012
87 Clarke Capital Management
Millennium
0.89 1,000k 1/1/1998
86 John Locke Investments
Cyril Systematic Program
0.89 8,000k 7/1/2000
85 Cauldron Investments, LLC
Stock Index Plus
0.97 1,000k 10/1/2009
84 Diamond Capital Management
Enhanced S&P Program
0.98 100k 10/1/2009
83 Tactical Investment Management
Tactical Institutional Commodity Program
1.00 10,000k 4/1/1993
82 Robust Methods LLC
Macro Managed Account
1.06 5,000k 1/1/2005
81 Red Rock Capital, LLC
Systematic Global Macro
1.09 500k 9/1/2003
80 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.11 500k 1/1/2006
79 Melissinos Trading
Eupatrid Program
1.19 50k 1/1/2011
78 Quantis Asset Management
Intraday Futures
1.20 250k 1/1/2010
77 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.21 5,000k 12/1/2010
76 Shield Plus LLC
Shield Plus Natural Gas
1.24 50k 1/1/2004
75 Revolution Capital Management
Mosaic Institutional Program
1.28 25,000k 9/1/2009
74 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.29 10,000k 1/1/2007
73 Esulep LLC MAX
Esulep LLC MAX
1.29 500k 5/1/2008
72 UNISystems Research Inc.
Wall Street Program
1.31 20k 8/1/2011
71 Global Sigma Group, LLC
Global Sigma Plus
1.31 3,000k 11/1/2009
70 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.39 10,000k 8/1/2009
69 Revolution Capital Management
Alpha Program
1.44 5,000k 6/1/2007
68 Millburn Corporation
Diversified Program
1.44 20,000k 2/1/1977
67 M.S. Capital Management
Global Diversified Program
1.45 2,000k 11/1/1998
66 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.45 1,000k 3/1/2003
65 Millburn Corporation
Multi-Markets Program
1.46 25,000k 10/1/2004
64 FORT LP
Fort Global Contrarian
1.47 2,000k 10/1/2002
63 Wavefront Global Asset Management
IMFC Global Concentrated
1.49 500k 4/1/2009
62 Futures Truth Company, FTC-CTA
MS4
1.50 250k 10/1/2007
61 Estlander & Partners
Freedom
1.52 20,000k 8/1/2010
60 Xplor Capital Management, LLC
Global CTA Program
1.56 1,500k 7/1/2004
59 Eckhardt Trading Company
Evolution Strategies
1.61 20,000k 8/1/1991
58 Abraham Trading Company
Diversified Program
1.62 10,000k 1/1/1988
57 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.65 1,500k 1/1/2009
56 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.69 5,000k 6/1/2006
55 NuWave Investment Management, LLC
Combined Futures Portfolio
1.71 5,000k 6/1/2001
54 Eckhardt Trading Company
Evolution Strategies 1.2X
1.72 10,000k 10/1/1991
53 FRP CAPITAL LLC
FRP125+
1.77 125k 1/1/2010
52 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.78 250k 6/1/2001
51 FORT LP
Fort Global Diversified
1.91 2,000k 10/1/1993
50 FCI Capital Management
TSFX2
1.99 20k 1/1/2012
49 Double Helix Capital Management
Double Helix
1.99 50k 1/1/2012
48 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.01 1,000k 5/1/2006
47 Lynx Asset Management AB
Lynx Program
2.01 75k 5/1/2000
46 Crescent Bay Capital Management
Premium Stock Index Program
2.03 10k 10/1/2005
45 DUNN Capital Management
D'Best Futures Fund, L.P.
2.03 100k 6/1/1994
44 Chesapeake Capital
Diversified (LV)
2.17 100k 2/1/1988
43 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.17 500k 4/1/2009
42 Soaring Pelican, LLC
Diversified S&P Program
2.21 100k 1/1/2011
41 Manning & Napier
MN Xenon Global Fixed Income Program
2.29 2,000k 8/1/2004
40 Crabel Capital Management
WPD Crabel Futures Program
2.35 1,000k 7/1/2008
39 Serac, LLC
Diversified Reversal Program
2.39 200k 4/1/2011
38 Estlander & Partners
Alpha Trend
2.39 30,000k 10/1/1991
37 Systematic Alpha Management
Systematic Alpha Futures Program
2.45 100k 6/1/2004
36 Adamah Capital LLC
Asset Allocator Program
2.50 50k 3/1/2011
35 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.63 250k 10/1/2009
34 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.65 250k 8/1/2011
33 Zoi Capital, LLC
Telio Program (Client)
2.67 200k 4/1/2010
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.77 100k 11/1/1984
31 Revolution Capital Management
Mosaic Program
2.83 10,000k 10/1/2006
30 Global Vista Advisors, LLC
Global Vista Options ("GVO")
2.93 50k 10/1/2010
29 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
3.00 100k 10/1/2010
28 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
3.03 100k 8/1/2009
27 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.06 500k 12/1/2003
26 Wavefront Global Asset Management
IMFC Global Investment Program
3.16 2,000k 2/1/2007
25 Clarke Capital Management
Global Basic
3.36 50k 2/1/1996
24 Endeavour Capital LLP
Endeavour Pembroke
3.45 2,000k 7/1/2007
23 Altradis Capital AG
AlphAlgo
3.46 100k 5/1/2007
22 Non Correlated Capital
Positive Theta Fund
3.63 50k 10/1/2007
21 Non Correlated Capital
Positive Theta Program
3.63 250k 10/1/2007
20 DUNN Capital Management
DUNN Combined Fund (DCF)
3.66 100k 5/1/1989
19 Parizek Capital
Currency Program
3.92 1,000k 4/1/2006
18 Arcanum Asset Management
Equity Index Option Program (Prop)
3.99 500k 7/1/2006
17 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.99 10,000k 3/1/2006
16 Sequoia Hill Capital Management
SHCM British Pound AP
4.21 50k 8/1/2011
15 Diamond Peak Capital LLC
Northstar (2x) program
4.24 250k 10/1/2008
14 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
4.88 1,000k 5/1/2010
13 Quantum Leap Capital Management
Managed Account Program
5.10 300k 8/1/2006
12 Emil van Essen
Spread Trading Program
5.24 5,000k 12/1/2006
11 Clarke Capital Management
Global Magnum
5.46 100k 8/1/1997
10 Quantitative Investment Management
Quantitative Global Program
5.77 20,000k 10/1/2003
9 Dendrich Ltd
QEP
6.67 50k 12/1/2005
8 Clarke Capital Management
Worldwide
6.88 250k 1/1/1996
7 Bifrost Quest Capital LLC
IndexQuest (Client)
6.98 500k 11/1/2011
6 Kinkopf Capital Management
KCM S&P (Proprietary)
7.44 100k 1/1/1999
5 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
7.52 750k 1/1/2009
4 Estlander & Partners
Alpha Trend II - Class P
7.72 100k 12/1/2008
3 GLOBIVEST LLC
Alpha Program
8.46 50k 4/1/2009
2 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
8.60 25k 4/1/2010
1 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
11.86 50k 9/1/2009

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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