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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
Sep-17-6.30%-6.47%$1,000,000$3,300,000
CTA Program 23
Systematic / Stock Indices & Financials
Sep-172.20%3.14%$100,000$2,120,000
CTA Program 9
Discretionary / Option Writer / Financials
QEPs OnlySep-170.85%4.46%$50,000$6,780,000
CTA Program 21
Long Short Spreads / Primarily Meat
QEPs OnlySep-178.44%61.51%$50,000$1,516,391
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
Sep-170.70%9.15%$200,000$26,068,000
CTA Program 1
Multi-Strategy Trend-Follower
Sep-17-9.13%-15.33%$250,000$6,400,000
CTA Program 28
Volatility Trading in VIX Futures
QEPs OnlySep-171.00%0.84%$250,000$9,250,000
CTA Program 5
Credit Spreads / S&P Options
QEPs OnlySep-17-1.26%44.89%$100,000$885,211
CTA Program 8
Trend / Option Writing / Indexes
Sep-171.61%9.77%$150,000$10,377,399
CTA Program 24
Discretionary / Short-Term / Energy
Sep-178.03%2.20%$100,000$19,046,941
CTA Program 12
Fundamental / Spreads / Ags & Livestock
Sep-170.00%2.38%$500,000$102,000,000
CTA Program 16
Systematic / Trend / Options / Indices
Sep-17-0.15%12.38%$200,000$22,500,000
CTA Program 22
Discretionary / Quantitative / Indices
QEPs OnlySep-17-0.16%5.34%$200,000$130,000,000
CTA Program 7
Fundamental / Technical / Diversified
Sep-17-1.93%-17.21%$150,000$772,000
CTA Program 15
Discretionary / Fundamental
Sep-170.96%1.50%$200,000$39,712,252
CTA Program 29
Covered Options / Diversified
Sep-16 0.45%8.96%$25,000$63,457
CTA Program 26
Covered Options / Diversified
Sep-170.45%7.30%$25,000$4,033,000
CTA Program 10
Covered Options / Diversified
Sep-170.45%7.30%$25,000$4,033,000
CTA Program 18
Discretionary / Diversified
Sep-17-0.25%-6.17%$150,000$2,400,000
CTA Program 13
Statistical Edge Capture / U.S. Equity Indexes
QEPs OnlySep-171.31%8.87%$500,000$12,445,605
CTA Program 27
S-Term / Systematic / Treasury & Equities
Sep-17-0.80%2.24%$50,000$3,250,000
CTA Program 17
Systematic / Short Term / Diversified
Sep-17-6.14%-13.01%$500,000$23,564,390
CTA Program 3
Fundamental / Livestock / Futures & Options
Aug-17 3.01%5.53%$200,000$64,000,000
CTA Program 14
Momentum / S-Term / Diversified
QEPs OnlySep-172.82%-6.48%$1,000,000$124,000,000
CTA Program 2
Discretionary / Fundamental / Ags
Sep-17-0.96%3.86%$100,000$15,158,394
CTA Program 20
US Equity Index Futures & Options
Sep-171.54%12.23%$50,000$32,206,473
CTA Program 6
Index Option Writer
Sep-17-0.21%10.82%$20,000$34,728,829