Systematic Trader Index For February 2015

Monthly Rankings

Rank CTA/Program Feb 2015 Min Inv Inception
263 Qbasis Invest
Futures Fund B
-8.98 100k 3/1/2009
262 Martin Fund Management LLC
Martin Fund One
-8.90 500k 1/1/2013
261 Golden Point Capital
Global Diversified
-8.88 250k 7/1/2012
260 Qbasis Invest
Futures Fund A
-8.87 100k 4/1/2008
259 Urban Tree Capital, LLC
UTC Plus (Client)
-8.33 100k 3/1/2013
258 Somers Brothers Capital
Diversified Futures Program #1
-6.95 100k 1/1/2005
257 Purple Valley Capital, Inc.
Diversified Trend 1
-5.70 100k 8/1/2008
256 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-5.56 10,000k 8/1/2009
255 Matic Capital Allocation, LLC
Matic Program
-5.31 250k 1/1/2013
254 Melissinos Trading
Eupatrid Program
-4.88 50k 1/1/2011
253 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.86 100k 6/1/1994
252 Mark J. Walsh Company
Standard Program
-4.81 2,000k 9/1/1985
251 IKOS
IKOS Futures Fund
-4.59 1,000k 2/1/2010
250 Claughton Capital
Auto-Reactive Positioning
-4.53 1,000k 10/1/2005
249 Clarke Capital Management
Worldwide
-4.52 250k 1/1/1996
248 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-4.22 5,000k 12/1/2010
247 Tactical Investment Management
Tactical Institutional Commodity Program
-4.17 10,000k 4/1/1993
246 Clarke Capital Management
Millennium
-4.16 1,000k 1/1/1998
245 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
-3.93 25k 4/1/1991
244 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.87 100k 11/1/1984
243 Clarke Capital Management
Jupiter
-3.79 3,000k 5/1/2005
242 Eagle Trading Systems Inc.
Eagle Global Financials
-3.68 10,000k 1/1/1996
241 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.54 200k 1/1/2007
240 Dominion Capital
Sapphire Program
-3.53 3,000k 5/1/2005
239 Kelly Angle Inc.
Genesis Program
-3.46 2,000k 4/1/2000
238 Superfund Group
Superfund Green Gold A (SPC)
-3.45 5k 10/1/2005
237 1OAK Capital Limited
ACORN Commodity
-3.44 5,000k 5/1/2012
236 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.43 50k 12/1/2007
235 Camkay Capital Management LLC
Stock Indices Short-Term
-3.22 100k 3/1/2012
234 ISAM
ISAM Systematic Trend Fund
-3.13 1,000k 6/1/2001
233 Drury Capital
Diversified Trend-Following Program
-3.12 5,000k 5/1/1997
232 Romanesco Capital Management B.V
Persistence Program
-3.10 5,000k 9/1/2005
231 Zoi Capital, LLC
Telio Program (Client)
-2.89 200k 4/1/2010
230 RAM Management Group
MRTP Aggressive
-2.86 1,000k 2/1/1998
229 Mehnert Capital Management, LLC
DTP (Client)
-2.83 1,000k 3/1/2012
228 Candriam Investor Group
Alternative Return Systemat
-2.77 125k 1/1/2007
227 Vision Capital Management
Global Futures
-2.64 500k 2/1/2012
226 MERIT Alternative Investments GmbH
Futures Portfolio
-2.63 2,000k 6/1/1998
225 Angle Capital Management LLC
AIP Program
-2.59 100k 1/1/2010
224 Sona Trading Strategies LLC.
Diversified Program
-2.57 1,000k 9/1/2006
223 Alee Capital Management, LLC
Poniente Program
-2.51 2,500k 1/1/1999
222 Gladius Asset Management
Fulham Program
-2.48 2,000k 1/1/2008
221 Hawksbill Capital Management
Global Diversified
-2.46 5,000k 11/1/1988
220 Superfund Group
Superfund Green Gold B (SPC)
-2.31 50k 10/1/2005
219 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-2.26 100k 1/1/2012
218 Deep Field Capital AG
SINGULARITY Fund
-2.22 100k 9/1/2011
217 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.21 250k 6/1/2001
216 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.14 5,000k 6/1/2001
215 Robust Methods LLC
Macro Managed Account
-2.06 5,000k 1/1/2005
214 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.05 5,000k 8/1/2000
213 Covenant Capital Management
Aggressive Program
-1.99 3,000k 2/1/2004
212 Emil van Essen
Spread Trading Program
-1.97 5,000k 12/1/2006
211 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.93 1,500k 4/1/2006
210 Metolius Capital LLC
Metolius Diversified
-1.91 100k 6/1/2010
209 TMS Capital Limited
Arktos Global Currency Program II
-1.90 100k 2/1/2008
208 Heyden & Steindl GmbH
TOMAC2
-1.86 5,000k 3/1/2003
207 Conquest Capital Group
Conquest Select
-1.78 250k 6/1/2004
206 Covenant Capital Management
Original Program
-1.71 5,000k 9/1/1999
205 Keck Capital Management LLC
The Keck Program
-1.71 2,000k 12/1/2003
204 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-1.70 25,000k 3/1/2010
203 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.70 10,000k 3/1/2006
202 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.68 0k 11/1/1996
201 Futures Truth Company, FTC-CTA
MS4
-1.68 250k 10/1/2007
200 EMC Capital Advisors, LLC
Classic
-1.63 5,000k 1/1/1985
199 Alee Capital Management, LLC
Mistral Program
-1.63 2,500k 1/1/1999
198 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-1.61 1,000k 5/1/2010
197 Wavefront Global Asset Management
IMFC Global Concentrated
-1.58 500k 4/1/2009
196 GIC Trading LLC
Global Diversified Trading Program
-1.54 500k 11/1/1998
195 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.53 100k 8/1/2009
194 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.52 250k 5/1/2011
193 Typhon Capital Management, LLC
Chiron Currency Program
-1.42 250k 2/1/2008
192 Mobius Asset Management
Custom Trading Program
-1.40 100k 1/1/2002
191 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.37 100k 1/1/2000
190 Revolution Capital Management
Mosaic Program
-1.36 10,000k 10/1/2006
189 Mobius Asset Management
Diversified Program
-1.34 250k 3/1/2004
188 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.32 200k 11/1/1999
187 White Indian Trading Co.
STAIRS (Client)
-1.31 250k 5/1/2009
186 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.25 4,000k 2/1/2011
185 Saxon Investment Corporation
Aggressive Diversified Program
-1.24 2,000k 11/1/1993
184 Superfund Group
Superfund Green Gold C (SPC)
-1.24 100k 10/1/2005
183 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.21 10,000k 1/1/2001
182 Abraham Trading Company
Diversified Program
-1.20 10,000k 1/1/1988
181 Wavefront Global Asset Management
IMFC Global Investment Program
-1.18 2,000k 2/1/2007
180 Emil van Essen
Long-Short Commodity Program
-1.16 1,000k 6/1/2013
179 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
178 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.08 50k 7/1/2011
177 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.07 1,000k 3/1/2003
176 RAM Management Group
RAM MRTP 1X-Conservative
-1.05 1,000k 9/1/1993
175 3D
S&P Program (Client)
-1.05 100k 11/1/2010
174 Auctos Capital Management
Auctos Global Diversified
-1.01 3,000k 11/1/2007
173 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.01 10,000k 1/1/1995
172 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.95 100k 1/1/1999
171 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.92 10,000k 8/1/1999
170 ALFAKRAFT
ALFA Edge Fund
-0.91 16k 12/1/2011
169 Soaring Pelican, LLC
Diversified S&P Program
-0.86 100k 1/1/2011
168 Clarke Capital Management
FX Plus
-0.81 1,000k 5/1/2004
167 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-0.80 10,000k 10/1/2006
166 Clarke Capital Management
Global Magnum
-0.79 100k 8/1/1997
165 Emil van Essen
EvE Systematic Global Opportunities
-0.78 1,000k 9/1/2007
164 Manning & Napier
MN Xenon Global Fixed Income Program
-0.75 2,000k 8/1/2004
163 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.75 100k 3/1/2013
162 Superfund Group
Superfund Red EUR SICAV
-0.74 10k 3/1/2013
161 EMC Capital Advisors, LLC
EMC Alpha Program
-0.70 5,000k 6/1/2013
160 Superfund Group
Superfund Red USD SICAV
-0.70 10k 3/1/2013
159 Alder Capital DAC
Alder Global 20
-0.70 2,500k 2/1/2001
158 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.69 250k 10/1/2009
157 ROW Asset Managment
Row Diversified Fund, L.P.
-0.68 1,000k 11/1/2011
156 Saxon Investment Corporation
Diversified Program
-0.65 3,000k 9/1/1988
155 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.64 10,000k 2/1/1999
154 Welton Investment Partners
Welton Global
-0.59 10,000k 6/1/2004
153 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.57 10,000k 8/1/2004
152 Systematic Alpha Management
Systematic Alpha Futures Program
-0.55 100k 6/1/2004
151 John Locke Investments
Cyril Systematic Program
-0.54 8,000k 7/1/2000
150 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.53 4,000k 11/1/2008
149 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.51 10,000k 10/1/1991
148 AI1 CTA Euro Invest
AI1 CTA Euro Invest
-0.50 125k 5/1/2010
147 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.50 100k 5/1/1999
146 Conquest Capital Group
Conquest Macro
-0.47 250k 5/1/1999
145 Eckhardt Trading Company
Evolution Strategies
-0.46 20,000k 8/1/1991
144 Endeavour Capital LLP
Endeavour Pembroke
-0.45 2,000k 7/1/2007
143 dormouse Limited
dormouse - Managed Account
-0.42 10,000k 7/1/2011
142 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.41 50,000k 4/1/1983
141 M.S. Capital Management
Global Diversified Program
-0.32 2,000k 11/1/1998
140 Revolution Capital Management
Mosaic Institutional Program
-0.31 25,000k 9/1/2009
139 John Locke Investments
JL Commodity Long Flat Program
-0.24 5,000k 12/1/2007
138 Mobius Asset Management
Energy Weighted Program
-0.24 250k 1/1/2005
137 Crabel Capital Management
Crabel Multi-Product
-0.23 1,000k 3/1/1998
136 Quantica Capital AG
Quantica Diversified FX
-0.20 5,000k 3/1/2007
135 Clarke Capital Management
Global Basic
-0.20 50k 2/1/1996
134 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.20 3,000k 7/1/2001
133 Chesapeake Capital
Diversified (LV)
-0.18 100k 2/1/1988
132 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
131 FORT LP
Fort Global Contrarian
-0.16 2,000k 10/1/2002
130 Dreiss Research Corporation
Diversified Program
-0.12 1,000k 5/1/1991
129 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.12 10,000k 4/1/2004
128 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.12 1k 10/1/2006
127 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.11 1k 6/1/2009
126 Non Correlated Capital
Positive Theta Program
-0.11 250k 10/1/2007
125 Blake Capital Management, Inc.
SRD Currencies
-0.10 100k 3/1/2013
124 ALFAKRAFT
ALFA Commodity Fund
-0.07 16k 6/1/2010
123 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.06 1,000k 9/1/1997
122 Jaguar Investments Ltd
Vario Capital Strategy
-0.04 1,000k 5/1/2016
121 Blake Capital Management, Inc.
SRD Short Equities
-0.03 100k 1/1/2011
120 Ion Asset Architecture
Ion Nivium Fund
-0.03 100k 5/1/2013
118 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
119 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
117 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.01 1,000k 1/1/2013
116 Bluegrass Capital Management
Cross Market Bias Model
0.03 3,000k 7/1/2014
115 3D
Bull Program (Client)
0.04 10k 11/1/2010
114 FORT LP
Fort Global Diversified
0.06 2,000k 10/1/1993
113 Non Correlated Capital
Positive Theta Fund
0.06 50k 10/1/2007
112 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.13 5,000k 6/1/2006
111 Blake Capital Management, Inc.
SRD Energies
0.19 100k 8/1/2011
110 Estlander & Partners
Alpha Trend
0.20 30,000k 10/1/1991
109 Rabar Market Research
Diversified Program
0.22 2,000k 1/1/1989
108 ROW Asset Managment
Row Currency Program
0.23 1,000k 11/1/2010
107 Rabar Market Research
Short-Term Program
0.25 2,000k 11/1/2009
106 Diversified Capital Management
Diversified Strategies Investment Fund
0.26 100k 11/1/2012
105 QERI LLC
QERI LLC Fundamental Commodity Strategy
0.30 2,000k 7/1/2012
104 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.36 5,000k 1/1/2005
103 Millburn Corporation
Diversified Program
0.39 20,000k 2/1/1977
102 Witter & Lester, Inc.
Redstone
0.41 500k 9/1/1994
101 Neural Capital Ltd
Sentinel Trading Program
0.42 2,000k 1/1/2006
100 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.42 400k 1/1/1988
99 Estlander & Partners
Alpha Trend II - Class P
0.48 100k 12/1/2008
98 Estlander & Partners
Freedom
0.49 20,000k 8/1/2010
97 Crabel Capital Management
WPD Crabel Futures Program
0.52 1,000k 7/1/2008
96 Millburn Corporation
Multi-Markets Program
0.52 25,000k 10/1/2004
95 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.53 3,000k 5/1/2010
94 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.53 100k 1/1/2005
93 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.58 1,000k 3/1/1998
92 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.61 10,000k 4/1/2003
91 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.69 5,000k 6/1/2010
90 Ancile Capital Management
Global Markets Program
0.69 2,000k 4/1/2005
89 IStar Capital B.V.
IStar Systematic Fund
0.70 1,000k 9/1/2011
88 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.71 100k 2/1/2010
87 Certeza Asset Management
Macro Vega
0.74 200k 1/1/2012
86 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.74 10,000k 8/1/2009
85 Abraham Investment Management
Formula 72 H
0.76 150k 8/1/2012
84 Millburn Corporation
Commodity Program
0.76 25,000k 3/1/2005
83 Ion Asset Architecture
Ion Volium Fund
0.76 0k 4/1/2011
82 Esulep LLC MAX
Esulep LLC MAX
0.81 500k 5/1/2008
81 Mondiale Asset Management
Mondiale Trading Program
0.89 0k 9/1/1997
80 HB Capital Management Inc.
Diversified Program
0.90 50k 3/1/2008
79 Southwest Managed Investments, LLC
Global Diversified
0.91 200k 1/1/2002
78 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.91 100k 10/1/2010
77 Superfund Group
Superfund Blue SPC Class A (EUR)
0.93 50k 4/1/2005
76 Global Sigma Group, LLC
Global Sigma Plus
0.96 3,000k 11/1/2009
75 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.96 500k 12/1/2003
74 Turning Wheel Capital, Inc.
Pure Alpha
0.98 10,000k 1/1/2012
73 IDS Capital
IDS F&F Systematic Trading
1.05 50k 7/1/2013
72 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.06 10,000k 2/1/2008
71 Molinero Capital Management LLP
Global Markets Program
1.07 2,000k 7/1/2005
70 Future Trade AG
Thales Swing Trading Programme
1.09 250k 6/1/2007
69 Red Rock Capital, LLC
Systematic Global Macro
1.12 500k 9/1/2003
68 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
1.14 6/1/2012
67 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.14 1,000k 10/1/2006
66 White Indian Trading Co.
SCS Interest Rate Program (Client)
1.14 250k 8/1/2011
65 Estlander & Partners
Global Markets
1.28 10,000k 8/1/1999
64 Superfund Group
Superfund Green L.P. Series A
1.29 5k 10/1/2002
63 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.35 250k 3/1/2010
62 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
1.41 100k 8/1/2011
61 Garraway Capital Management LLP
Garraway Financial Trends
1.43 100k 9/1/2012
60 Bifrost Quest Capital LLC
IndexQuest (Client)
1.49 500k 11/1/2011
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.50 10,000k 1/1/1991
58 Revolution Capital Management
Alpha Fund
1.60 50k 1/1/2005
57 Hyman Beck and Company
Global Portfolio
1.63 1,000k 3/1/1991
56 3D
Intraday Program (Client)
1.64 100k 2/1/2012
55 City Fund Management
BH
1.65 500k 1/1/2010
54 Quality Capital Management
Alpha Financials Program
1.66 10,000k 6/1/2012
53 Quality Capital Management
Global Diversified Programme
1.68 10,000k 12/1/1995
52 Revolution Capital Management
Alpha Program
1.71 5,000k 6/1/2007
51 Amplitude Capital International Limited
Klassik Strategy
1.73 1,000k 9/1/2009
50 HASAFUMA
FX Momentum
1.74 30k 7/1/2012
49 Eclipse Capital Management
Global Monetary
1.89 5,000k 8/1/1990
48 Adamah Capital LLC
Asset Allocator Program
1.90 50k 3/1/2011
47 UNISystems Research Inc.
ODINET
1.94 10k 12/1/2012
46 Beach Horizon LLP
Managed Account
1.95 5,000k 5/1/2005
45 Sandpiper Asset Management
Sandpiper Global Macro Program
2.06 1,000k 8/1/2012
44 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.11 250k 10/1/2011
43 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.14 1,000k 9/1/2009
42 Tianyou Asset Management, LLC
Tianyou Fund LP
2.17 100k 10/1/2012
41 Parizek Capital
Futures Trading Program
2.24 500k 4/1/2000
40 Quantitative Investment Management
Quantitative Global Program
2.27 20,000k 10/1/2003
39 Acorn Global Investments Inc.
Acorn Diversified Program
2.29 10k 7/1/2005
38 Vivienne Investissement
OUESSANT UCITS FUND
2.34 100k 5/1/2012
37 Superfund Group
Superfund Green Q-AG
2.36 2k 3/1/1996
36 Seven Capital Management
Seven Absolute Return
2.39 100k 6/1/2009
35 ALFAKRAFT
ALFA Rubicon Fund
2.52 16k 8/1/2011
34 QQFund.com
Investment Program 1
2.53 300k 9/1/2008
33 Superfund Group
Superfund Green L.P. Series B
2.78 5k 10/1/2002
32 White Indian Trading Co.
SCS Program (Client)
2.81 250k 2/1/2011
31 Crescent Bay Capital Management
Premium Stock Index Program
2.82 10k 10/1/2005
30 Estlander & Partners
Global XL
2.83 5,000k 8/1/1991
29 IKOS
IKOS FX Fund
2.95 1,000k 3/1/2008
28 Xplor Capital Management, LLC
Global CTA Program
2.96 1,500k 7/1/2004
27 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
3.14 20k 2/1/2013
26 Double Helix Capital Management
Double Helix
3.34 50k 1/1/2012
25 Superfund Group
Superfund Green GCT USD
3.40 15k 1/1/2000
24 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.45 1,000k 5/1/2006
23 Amplitude Capital International Limited
Dynamic Strategy
3.50 6/1/2005
22 Quantmetrics Capital Management LLP
Directional 10V Strategy
3.84 10,000k 1/1/2007
21 Ritenour Investment Group, LLC
RIG_ES_Client
3.93 25k 3/1/2013
20 Cauldron Investments, LLC
Stock Index Plus
3.94 1,000k 10/1/2009
19 White Indian Trading Co.
STAIRS - Futures Program (Client)
4.13 250k 10/1/2008
18 Huygens Capital LLC
Navigator
4.15 1,000k 2/1/2012
17 Alpha Z Advisors LLC
Managed Account Program
4.52 250k 11/1/2014
16 Dendrich Ltd
QEP
4.91 50k 12/1/2005
15 Aquantum
Aquantum Global Systematic UCITS Fund (I)
4.97 500k 3/1/2013
14 JKI-Futures, LLC
ETIRON Large 2x (Client)
5.03 1,000k 8/1/2012
13 Superfund Group
Superfund Green Master
5.23 2,000k 5/1/2001
12 Daksh Asset Management Limited
Visorr
5.89 60k 3/1/2013
11 Diamond Capital Management
Enhanced S&P Program
6.09 100k 10/1/2009
10 Structured Markets Inc.
Structured Markets Inc.
6.99 2,000k 8/1/2012
9 Vantage Capital Management
VCM Growth Program
7.58 100k 1/1/2011
8 QTS Capital Management, LLC
FX Managed Account
7.68 100k 1/1/2011
7 Pacific Capital Advisors
Agilis Program
8.37 100k 12/1/2012
6 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
8.93 100k 10/1/2011
5 Pacific Capital Advisors
Vanguard Program
9.48 100k 4/1/2007
4 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
10.76 100k 7/1/2011
3 Pinstripe Trading, LLC
Standard
12.01 125k 8/1/2009
2 Index Mechanics BV
Index Investments Program
12.96 1,000k 1/1/2016
1 HASAFUMA
Börstjänaren Hedgehog
26.93 100k 5/1/2012

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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