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Investment
Restrictions+
Month
Reporting
Monthly
Return
YTD
Return
Minimum
Investment
Assets Under
Management
CTA Program 25
Discretionary / Currency, Metals, Indices
Feb-173.23%3.99%$25,000$17,571
CTA Program 4
Multi-Strategy
Feb-170.31%1.65%$1,000,000$3,500,000
CTA Program 23
Systematic / Stock Indices & Financials
Feb-17-0.52%-2.25%$100,000$2,528,157
CTA Program 9
Discretionary / Option Writer / Financials
QEPs OnlyFeb-170.66%0.13%$50,000$7,400,000
CTA Program 21
Long Short Spreads / Primarily Meat
QEPs OnlyFeb-17-1.91%2.77%$50,000$1,176,215
CTA Program 11
Trend Following / Stock Indices
Dec-16 0.79%5.63%$100,000$761,000
CTA Program 19
Disc. / Options / Broad Equity Indices
Feb-171.01%1.85%$100,000$11,400,000
CTA Program 1
Multi-Strategy Trend-Follower
Feb-171.50%-0.80%$250,000$9,600,000
CTA Program 28
Volatility Trading in VIX Futures
QEPs OnlyFeb-170.20%3.61%$250,000$7,500,000
CTA Program 5
Credit Spreads / S&P Options
QEPs OnlyFeb-175.95%11.06%$100,000$878,000
CTA Program 8
Trend / Option Writing / Indexes
Feb-172.48%3.90%$150,000$10,162,419
CTA Program 24
Discretionary / Short-Term / Energy
Feb-17-0.26%-0.46%$100,000$18,549,794
CTA Program 12
Fundamental / Spreads / Ags & Livestock
Feb-170.29%0.53%$500,000$90,000,000
CTA Program 16
Systematic / Trend / Options / Indices
Feb-17-3.24%-0.49%$200,000$7,800,000
CTA Program 22
Discretionary / Quantitative / Indices
QEPs OnlyFeb-17-3.12%-3.19%$200,000$105,000,000
CTA Program 7
Fundamental / Technical / Diversified
Feb-17-6.28%-12.84%$150,000$1,350,000
CTA Program 15
Discretionary / Fundamental
Feb-17-0.39%-0.19%$200,000$47,335,493
CTA Program 29
Covered Options / Diversified
Sep-16 0.45%8.96%$25,000$63,457
CTA Program 26
Covered Options / Diversified
Feb-170.84%1.70%$25,000$2,579,000
CTA Program 10
Covered Options / Diversified
Feb-170.84%1.70%$25,000$2,579,000
CTA Program 18
Discretionary / Diversified
Feb-17-1.50%-2.14%$150,000$1,950,000
CTA Program 13
Statistical Edge Capture / U.S. Equity Indexes
QEPs OnlyFeb-170.49%-0.47%$500,000$8,712,880
CTA Program 27
S-Term / Systematic / Treasury & Equities
Feb-170.03%0.06%$50,000$2,100,000
CTA Program 17
Systematic / Short Term / Diversified
Feb-17-5.78%-6.35%$500,000$43,431,216
CTA Program 3
Fundamental / Livestock / Futures & Options
Jan-17 0.76%0.76%$200,000$65,000,000
CTA Program 14
Momentum / S-Term / Diversified
QEPs OnlyFeb-17-1.46%-4.98%$1,000,000$90,400,000
CTA Program 2
Discretionary / Fundamental / Ags
Feb-170.14%1.11%$100,000$13,811,573
CTA Program 20
US Equity Index Futures & Options
Feb-171.51%2.67%$50,000$21,264,090
CTA Program 6
Index Option Writer
Feb-170.42%2.88%$20,000$34,326,620