Systematic Trader Index For February 2013

Monthly Rankings

Rank CTA/Program Feb 2013 Min Inv Inception
266 Kinkopf Capital Management
KCM S&P (Proprietary)
-18.31 100k 1/1/1999
265 Purple Valley Capital, Inc.
Diversified Trend 1
-11.29 100k 8/1/2008
264 Clarke Capital Management
Jupiter
-11.08 3,000k 5/1/2005
263 Dreiss Research Corporation
Diversified Program
-11.04 1,000k 5/1/1991
262 RAM Management Group
MRTP Aggressive
-10.97 1,000k 2/1/1998
261 Clarke Capital Management
Millennium
-9.83 1,000k 1/1/1998
260 Future Trade AG
Thales Swing Trading Programme
-9.15 250k 6/1/2007
259 Serac, LLC
Diversified Reversal Program
-8.48 200k 4/1/2011
258 Rho Asset Management
Rho Altius 1XL Program
-7.83 5,000k 11/1/2007
257 Covenant Capital Management
Aggressive Program
-7.57 3,000k 2/1/2004
256 Clarke Capital Management
Global Basic
-6.95 50k 2/1/1996
255 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.20 75k 6/1/2007
254 Hyman Beck and Company
Global Portfolio
-6.01 1,000k 3/1/1991
253 Manning & Napier
MN Xenon Managed Futures (2x) Program
-5.71 5,000k 6/1/2006
252 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.53 0k 11/1/1996
251 Revolution Capital Management
Mosaic Program
-5.50 10,000k 10/1/2006
250 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
249 FTC Capital GmbH
FTC Global Diversified
-5.11 0k 3/1/2012
248 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-4.89 5,000k 10/1/2007
247 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-4.86 1,000k 5/1/2010
246 Tactical Investment Management
Tactical Institutional Commodity Program
-4.79 10,000k 4/1/1993
245 Acorn Global Investments Inc.
Acorn Diversified Program
-4.71 10k 7/1/2005
244 Covenant Capital Management
Original Program
-4.66 5,000k 9/1/1999
243 Sequoia Hill Capital Management
SHCM British Pound AP
-4.54 50k 8/1/2011
242 Alee Capital Management, LLC
Mistral Program
-4.47 2,500k 1/1/1999
241 Northfield Trading
Diversified
-4.46 2,000k 7/1/1989
240 Superfund Group
Superfund Green Gold A (SPC)
-4.40 5k 10/1/2005
239 Beach Horizon LLP
Managed Account
-4.14 5,000k 5/1/2005
238 Shield Plus LLC
Shield Plus Natural Gas
-4.12 50k 1/1/2004
237 Keck Capital Management LLC
The Keck Program
-4.11 2,000k 12/1/2003
236 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-4.02 100k 7/1/2011
235 Superfund Group
Superfund Green Gold L.P. Series A-1
-3.94 5k 4/1/2009
234 Superfund Group
Superfund Green Gold B (SPC)
-3.92 50k 10/1/2005
233 Spectrum Asset Management LLC
Global Diversified
-3.88 2,000k 1/1/2001
232 Zoi Capital, LLC
Telio Program (Client)
-3.84 200k 4/1/2010
231 HASAFUMA
Börstjänaren Hedgehog
-3.82 100k 5/1/2012
230 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.80 200k 1/1/2007
229 Altradis Capital AG
AlphAlgo
-3.77 100k 5/1/2007
228 Briarwood Capital Management, Inc.
Diversified 2XL
-3.72 250k 11/1/2004
227 RAM Management Group
RAM MRTP 1X-Conservative
-3.66 1,000k 9/1/1993
226 Heyden & Steindl GmbH
TOMAC2
-3.61 5,000k 3/1/2003
225 EMC Capital Advisors, LLC
Classic
-3.60 5,000k 1/1/1985
224 Dominion Capital
Sapphire Program
-3.59 3,000k 5/1/2005
223 Mark J. Walsh Company
Standard Program
-3.53 2,000k 9/1/1985
222 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.50 5,000k 11/1/2012
221 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.40 10,000k 3/1/2006
220 Superfund Group
Superfund Green Gold C (SPC)
-3.31 100k 10/1/2005
219 Saxon Investment Corporation
Aggressive Diversified Program
-3.29 2,000k 11/1/1993
218 Quality Capital Management
Global Diversified Programme
-3.25 10,000k 12/1/1995
217 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-3.14 10,000k 8/1/2009
216 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-3.14 5,000k 1/1/2005
215 Crescent Bay Capital Management
Premium Stock Index Program
-3.01 10k 10/1/2005
214 Conquest Capital Group
Conquest Select
-2.94 250k 6/1/2004
213 Southwest Managed Investments, LLC
Global Diversified
-2.92 200k 1/1/2002
212 Amplitude Capital International Limited
Klassik Strategy
-2.83 1,000k 9/1/2009
211 Rabar Market Research
Diversified Program
-2.62 2,000k 1/1/1989
210 AllMountain Capital AG
Mount Denali Global Trends
-2.56 160k 7/1/2007
209 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.50 1,000k 9/1/2009
208 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.45 250k 10/1/2009
207 John Locke Investments
JL Commodity Long Flat Program
-2.44 5,000k 12/1/2007
206 Manning & Napier
MN Xenon Global Fixed Income Program
-2.41 2,000k 8/1/2004
205 Superfund Group
Superfund Green Gold L.P. Series B-1
-2.38 5k 4/1/2009
204 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.32 1,000k 10/1/2006
203 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.28 100k 1/1/2000
202 Clarke Capital Management
FX Plus
-2.25 1,000k 5/1/2004
201 Robust Methods LLC
Macro Managed Account
-2.25 5,000k 1/1/2005
200 Emil van Essen
EvE Systematic Global Opportunities
-2.24 1,000k 9/1/2007
199 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-2.23 250k 3/1/2010
198 ROW Asset Managment
Row Diversified Fund, L.P.
-2.21 1,000k 11/1/2011
197 Revolution Capital Management
Mosaic Institutional Program
-2.13 25,000k 9/1/2009
196 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.05 1,500k 4/1/2006
195 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.00 1,000k 9/1/1997
194 Angle Capital Management LLC
AIP Program
-1.98 100k 1/1/2010
193 Amplitude Capital International Limited
Dynamic Strategy
-1.96 6/1/2005
192 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.94 3,000k 7/1/2001
191 Chesapeake Capital
Diversified (LV)
-1.86 100k 2/1/1988
190 Saxon Investment Corporation
Diversified Program
-1.80 3,000k 9/1/1988
189 M.S. Capital Management
Global Diversified Program
-1.69 2,000k 11/1/1998
188 FCI Capital Management
TSFX2
-1.65 20k 1/1/2012
187 Seven Capital Management
Seven Absolute Return
-1.64 100k 6/1/2009
186 FRP CAPITAL LLC
FRP125+
-1.58 125k 1/1/2010
185 Millburn Corporation
Multi-Markets Program
-1.43 25,000k 10/1/2004
184 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.39 10,000k 1/1/1991
183 UNISystems Research Inc.
Wall Street Program
-1.36 20k 8/1/2011
182 Auctos Capital Management
Auctos Global Diversified
-1.36 3,000k 11/1/2007
181 Alee Capital Management, LLC
Poniente Program
-1.34 2,500k 1/1/1999
180 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.33 10,000k 10/1/1991
179 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.32 10,000k 1/1/1995
178 Welton Investment Partners
Welton Global
-1.32 10,000k 6/1/2004
177 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-1.31 5,000k 5/1/2011
176 Millburn Corporation
Commodity Program
-1.30 25,000k 3/1/2005
175 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.30 1,000k 3/1/2003
174 Eckhardt Trading Company
Evolution Strategies
-1.27 20,000k 8/1/1991
173 Somers Brothers Capital
Diversified Futures Program #1
-1.26 100k 1/1/2005
172 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.22 1,500k 1/1/2009
171 Quantica Capital AG
Quantica Managed Futures
-1.21 5,000k 1/1/2005
170 Alder Capital DAC
Alder Global 20
-1.20 2,500k 2/1/2001
169 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.20 10,000k 8/1/1999
168 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.16 10,000k 8/1/2004
167 Claughton Capital
Auto-Reactive Positioning
-1.15 1,000k 10/1/2005
166 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.14 5,000k 10/1/1996
165 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.14 100k 1/1/2005
164 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.13 100k 2/1/2010
163 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.10 1,000k 3/1/1998
162 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-1.10 150k 1/1/2011
161 Quantmetrics Capital Management LLP
Premier 12V Strategy
-1.04 10,000k 4/1/2003
160 MERIT Alternative Investments GmbH
Futures Portfolio
-1.03 2,000k 6/1/1998
159 Metolius Capital LLC
Metolius Diversified
-0.97 100k 6/1/2010
158 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.90 10,000k 2/1/1999
157 Red Rock Capital, LLC
Systematic Global Macro
-0.89 500k 9/1/2003
156 John Locke Investments
Cyril Systematic Program
-0.89 8,000k 7/1/2000
155 Abraham Trading Company
Diversified Program
-0.86 10,000k 1/1/1988
154 Pacific Capital Advisors
Vanguard Program
-0.84 100k 4/1/2007
153 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.82 10,000k 8/1/2009
152 Ancile Capital Management
Global Markets Program
-0.80 2,000k 4/1/2005
151 Millburn Corporation
Diversified Program
-0.80 20,000k 2/1/1977
150 ALFAKRAFT
ALFA Edge Fund
-0.78 16k 12/1/2011
149 Rabar Market Research
Short-Term Program
-0.75 2,000k 11/1/2009
148 Rivoli Fund Management
Rivoli International Fund (V9)
-0.75 5,000k 1/1/2002
147 Blackwater Capital Management
Global Program
-0.70 5,000k 7/1/2005
146 FORT LP
Fort Global Diversified
-0.66 2,000k 10/1/1993
145 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.61 3,000k 5/1/2010
144 Alder Capital DAC
Alder Global 10
-0.60 2,500k 10/1/2000
143 Adamah Capital LLC
Asset Allocator Program
-0.60 50k 3/1/2011
142 Quantis Asset Management
Intraday Futures
-0.59 250k 1/1/2010
141 Hawksbill Capital Management
Global Diversified
-0.58 5,000k 11/1/1988
140 Wavefront Global Asset Management
IMFC Global Investment Program
-0.52 2,000k 2/1/2007
139 ISAM
ISAM Systematic Trend Fund
-0.44 1,000k 6/1/2001
138 Futures Truth Company, FTC-CTA
MS4
-0.43 250k 10/1/2007
137 Estlander & Partners
Global XL
-0.43 5,000k 8/1/1991
136 Quantitative Investment Management
Quantitative Global Program
-0.43 20,000k 10/1/2003
135 Parizek Capital
Futures Trading Program
-0.42 500k 4/1/2000
134 Mobius Asset Management
Energy Weighted Program
-0.40 250k 1/1/2005
133 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.39 100k 10/1/2010
132 Wavefront Global Asset Management
IMFC Global Concentrated
-0.38 500k 4/1/2009
131 Gap Partners LLC
Gap
-0.31 250k 11/1/2009
130 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.27 250k 10/1/2009
129 Blake Capital Management, Inc.
SRD Short Equities
-0.25 100k 1/1/2011
128 ROW Asset Managment
Row Currency Program
-0.25 1,000k 11/1/2010
127 Systematic Alpha Management
Systematic Alpha Futures Program
-0.24 100k 6/1/2004
126 IKOS
IKOS FX Fund
-0.20 1,000k 3/1/2008
125 Estlander & Partners
Global Markets
-0.20 10,000k 8/1/1999
124 Lynx Asset Management AB
Lynx Program
-0.19 75k 5/1/2000
123 Bifrost Quest Capital LLC
IndexQuest (Client)
-0.18 500k 11/1/2011
122 IKOS
IKOS Futures Fund
-0.17 1,000k 2/1/2010
121 Jaguar Investments Ltd
Vario Capital Strategy
-0.17 1,000k 5/1/2016
120 Xplor Capital Management, LLC
Global CTA Program
-0.16 1,500k 7/1/2004
119 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.14 1k 10/1/2006
118 FORT LP
Fort Global Contrarian
-0.14 2,000k 10/1/2002
117 Mondiale Asset Management
Mondiale Trading Program
-0.14 0k 9/1/1997
116 Pinstripe Trading, LLC
Standard
-0.12 125k 8/1/2009
115 Diamond Peak Capital LLC
Northstar (2x) program
-0.07 250k 10/1/2008
114 Witter & Lester, Inc.
Redstone
-0.07 500k 9/1/1994
113 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.04 250k 6/1/2001
112 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.03 10,000k 4/1/2004
110 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
111 Parizek Capital
Currency Program
0.00 1,000k 4/1/2006
109 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.02 10,000k 2/1/2008
108 NuWave Investment Management, LLC
Combined Futures Portfolio
0.02 5,000k 6/1/2001
107 Eclipse Capital Management
Global Monetary
0.06 5,000k 8/1/1990
106 Soaring Pelican, LLC
Diversified S&P Program
0.07 100k 1/1/2011
105 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.09 250k 10/1/2011
104 Ion Asset Architecture
Ion Volium Fund
0.11 0k 4/1/2011
103 Blake Capital Management, Inc.
SRD Energies
0.11 100k 8/1/2011
102 Winton Capital Management
Diversified
0.17 50,000k 10/1/1997
101 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.19 100k 8/1/2011
100 IStar Capital B.V.
IStar Systematic Fund
0.24 1,000k 9/1/2011
99 Non Correlated Capital
Positive Theta Program
0.26 250k 10/1/2007
98 Gladius Asset Management
Fulham Program
0.28 2,000k 1/1/2008
97 IDS Capital
IDS F&F Systematic Trading
0.30 50k 7/1/2013
96 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.36 500k 1/1/2006
95 Cauldron Investments, LLC
Stock Index Plus
0.37 1,000k 10/1/2009
94 Mobius Asset Management
Custom Trading Program
0.37 100k 1/1/2002
93 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.38 10,000k 1/1/2001
92 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.40 400k 1/1/1988
91 White Indian Trading Co.
SCS Interest Rate Program (Client)
0.41 250k 8/1/2011
90 White Indian Trading Co.
SCS Program (Client)
0.42 250k 2/1/2011
89 Mobius Asset Management
Diversified Program
0.43 250k 3/1/2004
88 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.43 250k 5/1/2011
87 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.50 250k 4/1/2008
86 Cranwood Capital Management
Cranwood International Fund
0.50 250k 4/1/2008
85 Revolution Capital Management
Alpha Program
0.51 5,000k 6/1/2007
84 Esulep LLC MAX
Esulep LLC MAX
0.52 500k 5/1/2008
83 Emil van Essen
Spread Trading Program
0.53 5,000k 12/1/2006
82 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.55 5,000k 12/1/2010
81 Diamond Capital Management
Enhanced S&P Program
0.59 100k 10/1/2009
80 HiProb Trading Technology LLC
HiProb-I
0.70 5,000k 7/1/2008
79 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.70 5,000k 6/1/2010
78 Double Helix Capital Management
Double Helix
0.71 50k 1/1/2012
77 Non Correlated Capital
Positive Theta Fund
0.76 50k 10/1/2007
76 White Indian Trading Co.
STAIRS (Client)
0.77 250k 5/1/2009
75 Revolution Capital Management
Alpha Fund
0.77 50k 1/1/2005
74 Superfund Group
Superfund Green Q-AG
0.78 2k 3/1/1996
73 Crabel Capital Management
WPD Crabel Futures Program
0.84 1,000k 7/1/2008
72 Clarke Capital Management
Worldwide
0.85 250k 1/1/1996
71 ALFAKRAFT
ALFA Commodity Fund
0.95 16k 6/1/2010
70 Global Sigma Group, LLC
Global Sigma Plus
0.96 3,000k 11/1/2009
69 Futures Truth Company, FTC-CTA
200K Options Strategy
0.98 200k 12/1/2009
68 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.98 100k 8/1/2009
67 QQFund.com
Investment Program 1
1.02 300k 9/1/2008
66 IKOS
The IKOS Hedge Fund
1.02 10,000k 7/1/1998
65 Superfund Group
Superfund Green L.P. Series A
1.03 5k 10/1/2002
64 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.07 500k 4/1/2009
63 Quantica Capital AG
Quantica Diversified FX
1.09 5,000k 3/1/2007
62 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.10 5,000k 8/1/2000
61 ALFAKRAFT
ALFA Rubicon Fund
1.16 16k 8/1/2011
60 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
1.19 25,000k 3/1/2010
59 Endeavour Capital LLP
Endeavour Pembroke
1.21 2,000k 7/1/2007
58 Kelly Angle Inc.
Genesis Program
1.33 2,000k 4/1/2000
57 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.33 750k 1/1/2009
56 Tyche Capital Advisors LLC
TCA Energy Spreads
1.35 100k 8/1/2008
55 Estlander & Partners
Freedom
1.39 20,000k 8/1/2010
54 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.43 50k 10/1/2010
53 Camkay Capital Management LLC
Stock Indices Short-Term
1.44 100k 3/1/2012
52 Deep Field Capital AG
SINGULARITY Fund
1.46 100k 9/1/2011
51 Superfund Group
Superfund Blue SPC Class A (Gold)
1.49 50k 12/1/2007
50 GLOBIVEST LLC
Alpha Program
1.52 50k 4/1/2009
49 Superfund Group
Superfund Green GCT USD
1.60 15k 1/1/2000
48 Molinero Capital Management LLP
Global Markets Program
1.62 2,000k 7/1/2005
47 Ion Asset Architecture
Ion Fund Program
1.69 10,000k 11/1/2007
46 Ion Asset Architecture (Fund Program)
Ion Fund
1.69 100k 11/1/2007
45 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
1.77 100k 1/1/2012
44 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.88 350k 8/1/2011
43 Melissinos Trading
Eupatrid Program
1.91 50k 1/1/2011
42 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.91 250k 10/1/2008
41 Altus Trading, LLC
Managed Forex Program A
1.93 50k 8/1/2011
40 Superfund Group
Superfund Green L.P. Series B
1.98 5k 10/1/2002
39 Superfund Group
Superfund Green Master
2.11 2,000k 5/1/2001
38 HB Capital Management Inc.
Diversified Program
2.16 50k 3/1/2008
37 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
2.17 4,000k 11/1/2008
36 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
2.24 100k 1/1/2012
35 Quality Capital Management
Alpha Financials Program
2.28 10,000k 6/1/2012
34 Romanesco Capital Management B.V
Persistence Program
2.33 5,000k 9/1/2005
33 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.54 10,000k 1/1/2007
32 Arcanum Asset Management
Equity Index Option Program (Prop)
2.60 500k 7/1/2006
31 Estlander & Partners
Alpha Trend
2.66 30,000k 10/1/1991
30 Rhicon Currency Management
Rhicon Systematic Currency Program
2.67 3,000k 1/1/2004
29 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.82 1,000k 5/1/2006
28 Vantage Capital Management
VCM Growth Program
2.94 100k 1/1/2011
27 Superfund Group
Superfund Blue SPC Class A (EUR)
2.99 50k 4/1/2005
26 Drury Capital
Diversified Trend-Following Program
3.01 5,000k 5/1/1997
25 Dendrich Ltd
QEP
3.02 50k 12/1/2005
24 Turning Wheel Capital, Inc.
Pure Alpha
3.10 10,000k 1/1/2012
23 FCI Capital Management
TSFX1
3.23 20k 11/1/2010
22 Sequoia Hill Capital Management
SHCM Gold AP
3.35 140k 5/1/2012
21 HASAFUMA
FX Momentum
3.35 30k 7/1/2012
20 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
3.39 100k 5/1/2011
19 Crabel Capital Management
Crabel Multi-Product
3.53 1,000k 3/1/1998
18 Quantis Asset Management
Ulysses Futures
3.63 1,000k 7/1/2009
17 Conquest Capital Group
Conquest Macro
3.81 250k 5/1/1999
16 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.88 100k 1/1/2011
15 Quantum Leap Capital Management
Managed Account Program
3.89 300k 8/1/2006
14 Huygens Capital LLC
Navigator
3.99 1,000k 2/1/2012
13 1OAK Capital Limited
ACORN Commodity
4.08 5,000k 5/1/2012
12 Quantis Asset Management
PFM Systematic
4.50 15k 5/1/2010
11 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.79 500k 12/1/2003
10 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
5.91 4,000k 2/1/2011
9 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
6.10 50k 9/1/2009
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.35 200k 11/1/1999
7 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
7.02 25k 4/1/2010
6 DUNN Capital Management
D'Best Futures Fund, L.P.
7.30 100k 6/1/1994
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.39 100k 5/1/1999
4 DUNN Capital Management
DUNN Combined Fund (DCF)
7.61 100k 5/1/1989
3 Neural Capital Ltd
Sentinel Trading Program
8.08 2,000k 1/1/2006
2 Estlander & Partners
Alpha Trend II - Class P
8.30 100k 12/1/2008
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.79 100k 11/1/1984

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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