Systematic Trader Index For September 2013

Monthly Rankings

Rank CTA/Program Sep 2013 Min Inv Inception
266 Estlander & Partners
Alpha Trend II - Class P
-14.20 100k 12/1/2008
265 Purple Valley Capital, Inc.
Diversified Trend 1
-10.68 100k 8/1/2008
264 Superfund Group
Superfund Green Gold C (SPC)
-10.36 100k 10/1/2005
263 Revolution Capital Management
Mosaic Program
-9.54 10,000k 10/1/2006
262 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.49 100k 5/1/1989
261 Superfund Group
Superfund Green Gold B (SPC)
-9.20 50k 10/1/2005
260 Superfund Group
Superfund Green Gold L.P. Series B-1
-9.05 5k 4/1/2009
259 Superfund Group
Superfund Green Gold A (SPC)
-7.94 5k 10/1/2005
258 Superfund Group
Superfund Green Gold L.P. Series A-1
-7.87 5k 4/1/2009
257 White Indian Trading Co.
STAIRS - Futures Program (Client)
-7.68 250k 10/1/2008
256 Zoi Capital, LLC
Telio Program (Client)
-7.36 200k 4/1/2010
255 Acorn Global Investments Inc.
Acorn Diversified Program
-7.32 10k 7/1/2005
254 Crabel Capital Management
Crabel Multi-Product
-7.13 1,000k 3/1/1998
253 Clarke Capital Management
Jupiter
-7.01 3,000k 5/1/2005
252 White Indian Trading Co.
STAIRS (Client)
-6.57 250k 5/1/2009
251 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.28 100k 6/1/1994
250 Superfund Group
Superfund Blue SPC Class A (Gold)
-5.94 50k 12/1/2007
249 Rotella Capital Management
Rotella Orion (Short-Term) Program
-5.93 10,000k 3/1/2006
248 Parizek Capital
Futures Trading Program
-5.83 500k 4/1/2000
247 Wraith Capital LLP
Wraith Dynamic Futures Fund
-5.82 100k 1/1/2011
246 Deep Field Capital AG
SINGULARITY Fund
-5.75 100k 9/1/2011
245 Quantum Leap Capital Management
Managed Account Program
-5.74 300k 8/1/2006
244 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-5.68 4,000k 2/1/2011
243 Shield Plus LLC
Shield Plus Natural Gas
-5.58 50k 1/1/2004
242 Rho Asset Management
Rho Altius 1XL Program
-5.47 5,000k 11/1/2007
241 Southwest Managed Investments, LLC
Global Diversified
-5.21 200k 1/1/2002
240 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-5.18 500k 4/1/2009
239 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-4.91 1,000k 5/1/2010
238 Tactical Investment Management
Tactical Institutional Commodity Program
-4.85 10,000k 4/1/1993
237 Superfund Group
Superfund Green Master
-4.77 2,000k 5/1/2001
236 Estlander & Partners
Alpha Trend
-4.58 30,000k 10/1/1991
235 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.56 100k 11/1/1984
234 Quantis Asset Management
Intraday Futures
-4.49 250k 1/1/2010
233 EMC Capital Advisors, LLC
Classic
-4.29 5,000k 1/1/1985
232 Covenant Capital Management
Aggressive Program
-4.25 3,000k 2/1/2004
231 Clarke Capital Management
Millennium
-4.20 1,000k 1/1/1998
230 FTC Capital GmbH
FTC Global Diversified
-4.14 0k 3/1/2012
229 Superfund Group
Superfund Green GCT USD
-4.10 15k 1/1/2000
228 Auspice Capital Advisors Ltd
Auspice Diversified Program
-4.07 1,500k 4/1/2006
227 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.04 0k 11/1/1996
226 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-4.04 500k 12/1/2003
225 ROW Asset Managment
Row Currency Program
-4.02 1,000k 11/1/2010
224 Revolution Capital Management
Mosaic Institutional Program
-3.97 25,000k 9/1/2009
223 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.89 200k 11/1/1999
222 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-3.84 5,000k 10/1/2007
221 Covenant Capital Management
Original Program
-3.83 5,000k 9/1/1999
220 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.78 10,000k 2/1/2008
219 Superfund Group
Superfund Green L.P. Series B
-3.53 5k 10/1/2002
218 ROW Asset Managment
Row Diversified Fund, L.P.
-3.52 1,000k 11/1/2011
217 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.49 5,000k 6/1/2001
216 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.46 250k 6/1/2001
215 Hawksbill Capital Management
Global Diversified
-3.32 5,000k 11/1/1988
214 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.29 5,000k 10/1/1996
213 Estlander & Partners
Freedom
-2.99 20,000k 8/1/2010
212 Saxon Investment Corporation
Aggressive Diversified Program
-2.94 2,000k 11/1/1993
211 Metolius Capital LLC
Metolius Diversified
-2.89 100k 6/1/2010
210 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.89 500k 1/1/2006
209 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-2.87 50k 9/1/2009
208 Ancile Capital Management
Global Markets Program
-2.82 2,000k 4/1/2005
207 Quantis Asset Management
PFM Systematic
-2.80 15k 5/1/2010
206 Kelly Angle Inc.
Genesis Program
-2.77 2,000k 4/1/2000
205 Quantis Asset Management
Ulysses Futures
-2.74 1,000k 7/1/2009
204 Superfund Group
Superfund Green L.P. Series A
-2.69 5k 10/1/2002
203 Welton Investment Partners
Welton Global
-2.67 10,000k 6/1/2004
202 Manning & Napier
MN Xenon Global Fixed Income Program
-2.67 2,000k 8/1/2004
201 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.66 250k 10/1/2009
200 Blackwater Capital Management
Global Program
-2.65 5,000k 7/1/2005
199 Superfund Group
Superfund Green Q-AG
-2.61 2k 3/1/1996
198 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.52 1k 10/1/2006
197 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-2.39 100k 5/1/2011
196 Clarke Capital Management
Worldwide
-2.36 250k 1/1/1996
195 Huygens Capital LLC
Navigator
-2.31 1,000k 2/1/2012
194 Somers Brothers Capital
Diversified Futures Program #1
-2.30 100k 1/1/2005
193 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.28 5,000k 6/1/2006
192 John Locke Investments
JL Commodity Long Flat Program
-2.27 5,000k 12/1/2007
191 Mark J. Walsh Company
Standard Program
-2.25 2,000k 9/1/1985
190 Beach Horizon LLP
Managed Account
-2.09 5,000k 5/1/2005
189 Conquest Capital Group
Conquest Select
-2.06 250k 6/1/2004
188 Melissinos Trading
Eupatrid Program
-1.99 50k 1/1/2011
187 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.98 4,000k 11/1/2008
186 Rivoli Fund Management
Rivoli International Fund (V9)
-1.96 5,000k 1/1/2002
185 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.95 1,000k 3/1/2003
184 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-1.87 5,000k 12/1/2010
183 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.84 250k 10/1/2009
182 Robust Methods LLC
Macro Managed Account
-1.83 5,000k 1/1/2005
181 Crescent Bay Capital Management
Premium Stock Index Program
-1.81 10k 10/1/2005
180 HASAFUMA
Börstjänaren Hedgehog
-1.73 100k 5/1/2012
179 Hyman Beck and Company
Global Portfolio
-1.72 1,000k 3/1/1991
178 Crabel Capital Management
WPD Crabel Futures Program
-1.70 1,000k 7/1/2008
177 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-1.68 25k 4/1/2010
176 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.66 3,000k 5/1/2010
175 Molinero Capital Management LLP
Global Markets Program
-1.58 2,000k 7/1/2005
174 ISAM
ISAM Systematic Trend Fund
-1.55 1,000k 6/1/2001
173 Saxon Investment Corporation
Diversified Program
-1.53 3,000k 9/1/1988
172 Red Rock Capital, LLC
Systematic Global Macro
-1.52 500k 9/1/2003
171 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.43 10,000k 4/1/2004
170 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.29 10,000k 8/1/1999
169 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.29 10,000k 8/1/2004
168 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.18 10,000k 1/1/1995
167 Mobius Asset Management
Energy Weighted Program
-1.17 250k 1/1/2005
166 John Locke Investments
Cyril Systematic Program
-1.16 8,000k 7/1/2000
165 Quantitative Investment Management
Quantitative Global Program
-1.15 20,000k 10/1/2003
164 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.13 250k 5/1/2011
163 Adamah Capital LLC
Asset Allocator Program
-1.10 50k 3/1/2011
162 Mobius Asset Management
Custom Trading Program
-1.09 100k 1/1/2002
161 Northfield Trading
Diversified
-1.03 2,000k 7/1/1989
160 Mobius Asset Management
Diversified Program
-1.02 250k 3/1/2004
159 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.00 250k 3/1/2010
158 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.98 3,000k 1/1/2004
157 Soaring Pelican, LLC
Diversified S&P Program
-0.94 100k 1/1/2011
156 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.91 1,500k 1/1/2009
155 AllMountain Capital AG
Mount Denali Global Trends
-0.78 160k 7/1/2007
154 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.77 10,000k 2/1/1999
153 Neural Capital Ltd
Sentinel Trading Program
-0.76 2,000k 1/1/2006
152 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.72 750k 1/1/2009
151 Turning Wheel Capital, Inc.
Pure Alpha
-0.71 10,000k 1/1/2012
150 Clarke Capital Management
FX Plus
-0.60 1,000k 5/1/2004
149 Millburn Corporation
Commodity Program
-0.58 25,000k 3/1/2005
148 Mehnert Capital Management, LLC
DTP (Client)
-0.57 1,000k 3/1/2012
147 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.55 1,000k 9/1/1997
146 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.55 10,000k 1/1/2001
145 Mondiale Asset Management
Mondiale Trading Program
-0.54 0k 9/1/1997
144 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.54 1,000k 10/1/2006
143 Spectrum Asset Management LLC
Global Diversified
-0.51 2,000k 1/1/2001
142 IKOS
IKOS FX Fund
-0.50 1,000k 3/1/2008
141 Claughton Capital
Auto-Reactive Positioning
-0.49 1,000k 10/1/2005
140 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.46 100k 8/1/2009
139 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-0.46 5,000k 5/1/2011
138 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.43 100k 8/1/2011
137 Quality Capital Management
Global Diversified Programme
-0.40 10,000k 12/1/1995
136 Gap Partners LLC
Gap
-0.38 250k 11/1/2009
135 Futures Truth Company, FTC-CTA
200K Options Strategy
-0.34 200k 12/1/2009
134 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.27 1,000k 3/1/1998
133 Diamond Peak Capital LLC
Northstar (2x) program
-0.23 250k 10/1/2008
132 IDS Capital
IDS F&F Systematic Trading
-0.20 50k 7/1/2013
131 Jaguar Investments Ltd
Vario Capital Strategy
-0.18 1,000k 5/1/2016
130 Futures Truth Company, FTC-CTA
MS4
-0.16 250k 10/1/2007
129 Pinstripe Trading, LLC
Standard
-0.13 125k 8/1/2009
128 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.12 100k 1/1/2012
127 Ion Asset Architecture (Fund Program)
Ion Fund
-0.02 100k 11/1/2007
126 Ion Asset Architecture
Ion Fund Program
-0.02 10,000k 11/1/2007
125 Clarke Capital Management
Global Magnum
-0.01 100k 8/1/1997
121 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
122 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.00 250k 4/1/2008
123 Estlander & Partners
Global XL
0.00 5,000k 8/1/1991
124 Cranwood Capital Management
Cranwood International Fund
0.00 250k 4/1/2008
120 FCI Capital Management
TSFX2
0.01 20k 1/1/2012
119 Blake Capital Management, Inc.
SRD Short Equities
0.02 100k 1/1/2011
118 Estlander & Partners
Global Markets
0.02 10,000k 8/1/1999
117 Blake Capital Management, Inc.
SRD Energies
0.03 100k 8/1/2011
116 Rabar Market Research
Diversified Program
0.05 2,000k 1/1/1989
115 MERIT Alternative Investments GmbH
Futures Portfolio
0.05 2,000k 6/1/1998
114 Briarwood Capital Management, Inc.
Diversified 2XL
0.08 250k 11/1/2004
113 Eclipse Capital Management
Global Monetary
0.09 5,000k 8/1/1990
112 IKOS
IKOS Futures Fund
0.09 1,000k 2/1/2010
111 Briarwood Capital Management, Inc.
Diversified Trading Program
0.10 3,000k 7/1/2001
110 Pacific Capital Advisors
Vanguard Program
0.16 100k 4/1/2007
109 Dominion Capital
Sapphire Program
0.16 3,000k 5/1/2005
108 Amplitude Capital International Limited
Klassik Strategy
0.16 1,000k 9/1/2009
107 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
106 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.20 10,000k 4/1/2003
105 FRP CAPITAL LLC
FRP125+
0.21 125k 1/1/2010
104 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.25 100k 2/1/2010
103 M.S. Capital Management
Global Diversified Program
0.30 2,000k 11/1/1998
102 FCI Capital Management
TSFX1
0.31 20k 11/1/2010
101 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.33 1,000k 9/1/2009
100 IStar Capital B.V.
IStar Systematic Fund
0.42 1,000k 9/1/2011
99 Romanesco Capital Management B.V
Persistence Program
0.46 5,000k 9/1/2005
98 Ion Asset Architecture
Ion Volium Fund
0.47 0k 4/1/2011
97 Heyden & Steindl GmbH
TOMAC2
0.57 5,000k 3/1/2003
96 Lynx Asset Management AB
Lynx Program
0.60 75k 5/1/2000
95 Endeavour Capital LLP
Endeavour Pembroke
0.60 2,000k 7/1/2007
94 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.65 75k 6/1/2007
93 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.71 5,000k 1/1/2005
92 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.76 10,000k 1/1/2007
91 Alee Capital Management, LLC
Poniente Program
0.77 2,500k 1/1/1999
90 Systematic Alpha Management
Systematic Alpha Futures Program
0.80 100k 6/1/2004
89 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.82 10,000k 8/1/2009
88 Non Correlated Capital
Positive Theta Program
0.83 250k 10/1/2007
87 Auctos Capital Management
Auctos Global Diversified
0.85 3,000k 11/1/2007
86 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
0.85 150k 1/1/2011
85 HB Capital Management Inc.
Diversified Program
0.88 50k 3/1/2008
84 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.90 5,000k 8/1/2000
83 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.98 400k 1/1/1988
82 Esulep LLC MAX
Esulep LLC MAX
1.00 500k 5/1/2008
81 Chesapeake Capital
Diversified (LV)
1.02 100k 2/1/1988
80 Revolution Capital Management
Alpha Fund
1.02 50k 1/1/2005
79 Amplitude Capital International Limited
Dynamic Strategy
1.02 6/1/2005
78 Angle Capital Management LLC
AIP Program
1.05 100k 1/1/2010
77 Wavefront Global Asset Management
IMFC Global Investment Program
1.06 2,000k 2/1/2007
76 Parizek Capital
Currency Program
1.07 1,000k 4/1/2006
75 Sequoia Hill Capital Management
SHCM British Pound AP
1.07 50k 8/1/2011
74 Emil van Essen
EvE Systematic Global Opportunities
1.11 1,000k 9/1/2007
73 Millburn Corporation
Diversified Program
1.15 20,000k 2/1/1977
72 Rabar Market Research
Short-Term Program
1.21 2,000k 11/1/2009
71 Millburn Corporation
Multi-Markets Program
1.22 25,000k 10/1/2004
70 HiProb Trading Technology LLC
HiProb-I
1.22 5,000k 7/1/2008
69 Revolution Capital Management
Alpha Program
1.23 5,000k 6/1/2007
68 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.27 100k 1/1/2005
67 IKOS
The IKOS Hedge Fund
1.34 10,000k 7/1/1998
66 Gladius Asset Management
Fulham Program
1.35 2,000k 1/1/2008
65 RAM Management Group
RAM MRTP 1X-Conservative
1.39 1,000k 9/1/1993
64 Global Sigma Group, LLC
Global Sigma Plus
1.43 3,000k 11/1/2009
63 Superfund Group
Superfund Blue SPC Class A (EUR)
1.44 50k 4/1/2005
62 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.47 1,000k 5/1/2006
61 Eckhardt Trading Company
Evolution Strategies
1.47 20,000k 8/1/1991
60 Bifrost Quest Capital LLC
IndexQuest (Client)
1.50 500k 11/1/2011
59 1OAK Capital Limited
ACORN Commodity
1.50 5,000k 5/1/2012
58 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.51 5,000k 11/1/2012
57 Quantica Capital AG
Quantica Diversified FX
1.55 5,000k 3/1/2007
56 ALFAKRAFT
ALFA Rubicon Fund
1.59 16k 8/1/2011
55 Alder Capital DAC
Alder Global 10
1.60 2,500k 10/1/2000
54 Altus Trading, LLC
Managed Forex Program A
1.62 50k 8/1/2011
53 Eckhardt Trading Company
Evolution Strategies 1.2X
1.63 10,000k 10/1/1991
52 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
1.66 100k 1/1/2012
51 ALFAKRAFT
ALFA Edge Fund
1.69 16k 12/1/2011
50 Alee Capital Management, LLC
Mistral Program
1.69 2,500k 1/1/1999
49 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.69 250k 10/1/2011
48 Wavefront Global Asset Management
IMFC Global Concentrated
1.79 500k 4/1/2009
47 Non Correlated Capital
Positive Theta Fund
1.81 50k 10/1/2007
46 Sequoia Hill Capital Management
SHCM Gold AP
2.01 140k 5/1/2012
45 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.07 5,000k 6/1/2010
44 Cauldron Investments, LLC
Stock Index Plus
2.11 1,000k 10/1/2009
43 HASAFUMA
FX Momentum
2.18 30k 7/1/2012
42 Double Helix Capital Management
Double Helix
2.28 50k 1/1/2012
41 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.29 10,000k 8/1/2009
40 UNISystems Research Inc.
Wall Street Program
2.43 20k 8/1/2011
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.51 10,000k 1/1/1991
38 Drury Capital
Diversified Trend-Following Program
2.53 5,000k 5/1/1997
37 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
2.54 350k 8/1/2011
36 Abraham Trading Company
Diversified Program
2.55 10,000k 1/1/1988
35 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.58 100k 1/1/2000
34 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.61 100k 5/1/1999
33 ALFAKRAFT
ALFA Commodity Fund
2.63 16k 6/1/2010
32 Camkay Capital Management LLC
Stock Indices Short-Term
2.76 100k 3/1/2012
31 Conquest Capital Group
Conquest Macro
2.89 250k 5/1/1999
30 Quantica Capital AG
Quantica Managed Futures
3.04 5,000k 1/1/2005
29 Emil van Essen
Spread Trading Program
3.09 5,000k 12/1/2006
28 Alder Capital DAC
Alder Global 20
3.10 2,500k 2/1/2001
27 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
3.15 25,000k 3/1/2010
26 Xplor Capital Management, LLC
Global CTA Program
3.15 1,500k 7/1/2004
25 Arcanum Asset Management
Equity Index Option Program (Prop)
3.40 500k 7/1/2006
24 Winton Capital Management
Diversified
3.47 50,000k 10/1/1997
23 Dreiss Research Corporation
Diversified Program
3.53 1,000k 5/1/1991
22 Clarke Capital Management
Global Basic
3.57 50k 2/1/1996
21 FORT LP
Fort Global Diversified
3.60 2,000k 10/1/1993
20 GLOBIVEST LLC
Alpha Program
3.63 50k 4/1/2009
19 White Indian Trading Co.
SCS Program (Client)
3.72 250k 2/1/2011
18 Robinson-Langley Capital Management, LLC
Managed Account Program
3.82 200k 1/1/2007
17 Seven Capital Management
Seven Absolute Return
3.99 100k 6/1/2009
16 RAM Management Group
MRTP Aggressive
4.10 1,000k 2/1/1998
15 Keck Capital Management LLC
The Keck Program
4.27 2,000k 12/1/2003
14 FORT LP
Fort Global Contrarian
4.31 2,000k 10/1/2002
13 Altradis Capital AG
AlphAlgo
4.38 100k 5/1/2007
12 Diamond Capital Management
Enhanced S&P Program
4.43 100k 10/1/2009
11 Quality Capital Management
Alpha Financials Program
4.65 10,000k 6/1/2012
10 Tyche Capital Advisors LLC
TCA Energy Spreads
5.00 100k 8/1/2008
9 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
5.41 100k 10/1/2010
8 White Indian Trading Co.
SCS Interest Rate Program (Client)
7.09 250k 8/1/2011
7 Serac, LLC
Diversified Reversal Program
7.20 200k 4/1/2011
6 Vantage Capital Management
VCM Growth Program
8.90 100k 1/1/2011
5 Dendrich Ltd
QEP
9.00 50k 12/1/2005
4 Global Vista Advisors, LLC
Global Vista Options ("GVO")
9.25 50k 10/1/2010
3 QQFund.com
Investment Program 1
9.93 300k 9/1/2008
2 Kinkopf Capital Management
KCM S&P (Proprietary)
10.12 100k 1/1/1999
1 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
15.39 100k 7/1/2011

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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