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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
May-17 0.16%1.03%$1,000,000$3,500,000
CTA Program 23
Systematic / Stock Indices & Financials
Jun-172.98%-2.47%$100,000$2,500,000
CTA Program 9
Discretionary / Option Writer / Financials
QEPs OnlyJun-171.29%3.35%$50,000$7,000,000
CTA Program 21
Long Short Spreads / Primarily Meat
QEPs OnlyJun-1710.59%21.03%$50,000$1,108,418
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
Jun-171.53%6.50%$200,000$19,700,000
CTA Program 1
Multi-Strategy Trend-Follower
Jun-179.49%-6.83%$250,000$7,200,000
CTA Program 28
Volatility Trading in VIX Futures
QEPs OnlyJun-17-2.40%-0.75%$250,000$9,750,000
CTA Program 5
Credit Spreads / S&P Options
QEPs OnlyMay-17 7.58%22.36%$100,000$846,683
CTA Program 8
Trend / Option Writing / Indexes
Jun-170.60%5.48%$150,000$10,024,271
CTA Program 24
Discretionary / Short-Term / Energy
Jun-17-0.15%3.09%$100,000$22,583,532
CTA Program 12
Fundamental / Spreads / Ags & Livestock
Jun-17-0.30%2.74%$500,000$99,000,000
CTA Program 16
Systematic / Trend / Options / Indices
Jun-171.07%9.13%$200,000$17,000,000
CTA Program 22
Discretionary / Quantitative / Indices
QEPs OnlyJun-170.62%3.67%$200,000$121,000,000
CTA Program 7
Fundamental / Technical / Diversified
Jun-170.55%-13.73%$150,000$928,000
CTA Program 15
Discretionary / Fundamental
Jun-170.04%-0.21%$200,000$40,425,702
CTA Program 29
Covered Options / Diversified
Sep-16 0.45%8.96%$25,000$63,457
CTA Program 26
Covered Options / Diversified
Jun-170.40%4.99%$25,000$2,883,000
CTA Program 10
Covered Options / Diversified
Jun-170.40%4.99%$25,000$2,883,000
CTA Program 18
Discretionary / Diversified
Jun-17-0.70%-4.84%$150,000$2,250,000
CTA Program 13
Statistical Edge Capture / U.S. Equity Indexes
QEPs OnlyJun-170.10%4.59%$500,000$9,748,779
CTA Program 27
S-Term / Systematic / Treasury & Equities
May-17 2.01%3.07%$50,000$1,900,000
CTA Program 17
Systematic / Short Term / Diversified
Jun-174.65%-6.47%$500,000$36,454,037
CTA Program 3
Fundamental / Livestock / Futures & Options
Apr-17 -1.20%-1.69%$200,000$63,800,000
CTA Program 14
Momentum / S-Term / Diversified
QEPs OnlyJun-17-2.41%-9.38%$1,000,000$127,000,000
CTA Program 2
Discretionary / Fundamental / Ags
Jun-171.14%2.23%$100,000$13,790,243
CTA Program 20
US Equity Index Futures & Options
Jun-171.04%7.43%$50,000$27,463,488
CTA Program 6
Index Option Writer
Jun-172.38%7.54%$20,000$33,308,531