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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-174.07%9.38%$25,000$18,485
CTA Program 4
Multi-Strategy
Mar-17 -1.11%0.52%$1,000,000$3,500,000
CTA Program 23
Systematic / Stock Indices & Financials
Apr-17-0.91%-2.75%$100,000$2,500,000
CTA Program 9
Discretionary / Option Writer / Financials
QEPs OnlyApr-171.35%-0.88%$50,000$6,940,000
CTA Program 21
Long Short Spreads / Primarily Meat
QEPs OnlyApr-170.00%6.15%$50,000$940,831
CTA Program 11
Trend Following / Stock Indices
Mar-17 -0.13%-0.71%$100,000$647,606
CTA Program 19
Disc. / Options / Broad Equity Indices
Apr-171.08%3.83%$100,000$15,234,000
CTA Program 1
Multi-Strategy Trend-Follower
Apr-17-0.21%-17.15%$250,000$6,300,000
CTA Program 28
Volatility Trading in VIX Futures
QEPs OnlyApr-17-1.60%4.29%$250,000$7,750,000
CTA Program 5
Credit Spreads / S&P Options
QEPs OnlyApr-177.04%13.74%$100,000$780,318
CTA Program 8
Trend / Option Writing / Indexes
Apr-170.55%4.93%$150,000$10,121,585
CTA Program 24
Discretionary / Short-Term / Energy
Apr-17-2.67%-1.96%$100,000$18,936,255
CTA Program 12
Fundamental / Spreads / Ags & Livestock
Apr-17-0.20%2.10%$500,000$960,000,000
CTA Program 16
Systematic / Trend / Options / Indices
Apr-171.52%6.18%$200,000$10,900,000
CTA Program 22
Discretionary / Quantitative / Indices
QEPs OnlyApr-172.48%2.75%$200,000$110,000,000
CTA Program 7
Fundamental / Technical / Diversified
Apr-170.10%-12.50%$150,000$1,200,000
CTA Program 15
Discretionary / Fundamental
Apr-17-0.21%-0.28%$200,000$42,292,905
CTA Program 29
Covered Options / Diversified
Sep-16 0.45%8.96%$25,000$63,457
CTA Program 26
Covered Options / Diversified
Apr-171.05%3.55%$25,000$2,831,000
CTA Program 10
Covered Options / Diversified
Apr-171.05%3.55%$25,000$2,831,000
CTA Program 18
Discretionary / Diversified
Apr-17-0.85%-2.68%$150,000$2,250,000
CTA Program 13
Statistical Edge Capture / U.S. Equity Indexes
QEPs OnlyApr-170.75%1.44%$500,000$9,455,476
CTA Program 27
S-Term / Systematic / Treasury & Equities
Apr-170.74%1.04%$50,000$2,100,000
CTA Program 17
Systematic / Short Term / Diversified
Apr-17-1.23%-9.21%$500,000$36,908,828
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 OnlyApr-17-1.84%-7.57%$1,000,000$119,000,000
CTA Program 2
Discretionary / Fundamental / Ags
Apr-17-0.94%0.64%$100,000$12,785,772
CTA Program 20
US Equity Index Futures & Options
Apr-171.14%5.71%$50,000$23,160,166
CTA Program 6
Index Option Writer
Apr-172.23%5.85%$20,000$33,457,388