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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-17 3.23%3.99%$25,000$17,571
CTA Program 4
Multi-Strategy
Mar-17-1.11%0.52%$1,000,000$3,500,000
CTA Program 23
Systematic / Stock Indices & Financials
Mar-170.40%-1.86%$100,000$2,449,750
CTA Program 9
Discretionary / Option Writer / Financials
QEPs OnlyMar-17-2.32%-2.20%$50,000$7,000,000
CTA Program 21
Long Short Spreads / Primarily Meat
QEPs OnlyMar-173.29%6.15%$50,000$1,214,897
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
Mar-170.86%2.72%$100,000$14,300,000
CTA Program 1
Multi-Strategy Trend-Follower
Feb-17 1.50%-0.80%$250,000$9,600,000
CTA Program 28
Volatility Trading in VIX Futures
QEPs OnlyMar-172.30%5.99%$250,000$7,500,000
CTA Program 5
Credit Spreads / S&P Options
QEPs OnlyFeb-17 5.95%11.06%$100,000$878,000
CTA Program 8
Trend / Option Writing / Indexes
Mar-170.44%4.36%$150,000$10,068,851
CTA Program 24
Discretionary / Short-Term / Energy
Mar-171.19%0.73%$100,000$18,561,424
CTA Program 12
Fundamental / Spreads / Ags & Livestock
Mar-172.00%2.54%$500,000$91,500,000
CTA Program 16
Systematic / Trend / Options / Indices
Mar-175.11%4.59%$200,000$9,350,000
CTA Program 22
Discretionary / Quantitative / Indices
QEPs OnlyMar-173.56%0.26%$200,000$108,000,000
CTA Program 7
Fundamental / Technical / Diversified
Mar-170.29%-12.59%$150,000$1,300,000
CTA Program 15
Discretionary / Fundamental
Mar-170.12%-0.07%$200,000$44,961,639
CTA Program 29
Covered Options / Diversified
Sep-16 0.45%8.96%$25,000$63,457
CTA Program 26
Covered Options / Diversified
Mar-170.76%2.47%$25,000$2,711,000
CTA Program 10
Covered Options / Diversified
Mar-170.76%2.47%$25,000$2,711,000
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 OnlyMar-171.17%0.69%$500,000$9,439,535
CTA Program 27
S-Term / Systematic / Treasury & Equities
Mar-170.23%0.30%$50,000$2,100,000
CTA Program 17
Systematic / Short Term / Diversified
Feb-17 -5.78%-6.36%$500,000$43,431,216
CTA Program 3
Fundamental / Livestock / Futures & Options
Feb-17 -1.14%-0.39%$200,000$64,000,000
CTA Program 14
Momentum / S-Term / Diversified
QEPs OnlyMar-17-0.90%-5.83%$1,000,000$124,600,000
CTA Program 2
Discretionary / Fundamental / Ags
Mar-170.48%1.60%$100,000$14,187,322
CTA Program 20
US Equity Index Futures & Options
Mar-171.80%4.52%$50,000$21,999,259
CTA Program 6
Index Option Writer
Mar-170.64%3.54%$20,000$33,509,473