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Investment
Restrictions+
Month
Reporting
Monthly
Return
YTD
Return
Minimum
Investment
Assets Under
Management
CTA Program 25
Discretionary / Currency, Metals, Indices
Apr-17 4.07%9.38%$25,000$18,485
CTA Program 4
Multi-Strategy
Jul-170.88%-0.94%$1,000,000$3,500,000
CTA Program 23
Systematic / Stock Indices & Financials
Jun-17 2.98%-2.47%$100,000$2,500,000
CTA Program 9
Discretionary / Option Writer / Financials
QEPs OnlyJul-170.06%3.42%$50,000$6,700,000
CTA Program 21
Long Short Spreads / Primarily Meat
QEPs OnlyJul-175.67%27.89%$50,000$1,171,296
CTA Program 11
Trend Following / Stock Indices
May-17 -0.49%-1.80%$100,000$891,000
CTA Program 19
Disc. / Options / Broad Equity Indices
Jul-171.03%7.59%$200,000$27,000,000
CTA Program 1
Multi-Strategy Trend-Follower
Jul-170.35%-6.50%$250,000$7,200,000
CTA Program 28
Volatility Trading in VIX Futures
QEPs OnlyJul-170.40%-0.36%$250,000$9,750,000
CTA Program 5
Credit Spreads / S&P Options
QEPs OnlyJun-17 5.02%28.50%$100,000$839,497
CTA Program 8
Trend / Option Writing / Indexes
Jul-171.81%7.39%$150,000$10,218,818
CTA Program 24
Discretionary / Short-Term / Energy
Jul-17-3.22%-0.23%$100,000$21,856,197
CTA Program 12
Fundamental / Spreads / Ags & Livestock
Jul-17-0.10%2.68%$500,000$101,000,000
CTA Program 16
Systematic / Trend / Options / Indices
Jul-170.70%9.90%$200,000$18,200,000
CTA Program 22
Discretionary / Quantitative / Indices
QEPs OnlyJul-170.42%4.11%$200,000$126,000,000
CTA Program 7
Fundamental / Technical / Diversified
Jun-17 0.55%-13.73%$150,000$928,000
CTA Program 15
Discretionary / Fundamental
Jul-170.09%-0.12%$200,000$39,669,845
CTA Program 29
Covered Options / Diversified
Sep-16 0.45%8.96%$25,000$63,457
CTA Program 26
Covered Options / Diversified
Jul-170.62%5.64%$25,000$2,959,000
CTA Program 10
Covered Options / Diversified
Jul-170.62%5.64%$25,000$2,959,000
CTA Program 18
Discretionary / Diversified
Jul-17-0.80%-5.60%$150,000$2,400,000
CTA Program 13
Statistical Edge Capture / U.S. Equity Indexes
QEPs OnlyJul-170.55%5.16%$500,000$9,965,886
CTA Program 27
S-Term / Systematic / Treasury & Equities
Jul-17-0.99%0.29%$50,000$1,900,000
CTA Program 17
Systematic / Short Term / Diversified
Jul-17-7.67%-13.64%$500,000$33,030,044
CTA Program 3
Fundamental / Livestock / Futures & Options
Jun-17 2.99%1.18%$200,000$64,000,000
CTA Program 14
Momentum / S-Term / Diversified
QEPs OnlyJul-171.10%-8.36%$1,000,000$128,000,000
CTA Program 2
Discretionary / Fundamental / Ags
Jul-170.84%3.09%$100,000$15,004,055
CTA Program 20
US Equity Index Futures & Options
Jul-171.96%9.53%$50,000$30,050,683
CTA Program 6
Index Option Writer
Jul-172.57%10.31%$20,000$34,354,247