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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
Aug-170.76%-0.19%$1,000,000$3,500,000
CTA Program 23
Systematic / Stock Indices & Financials
Aug-173.02%0.82%$100,000$2,500,000
CTA Program 9
Discretionary / Option Writer / Financials
QEPs OnlyAug-170.16%3.58%$50,000$6,730,000
CTA Program 21
Long Short Spreads / Primarily Meat
QEPs OnlyAug-1716.46%48.94%$50,000$1,364,138
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
Aug-170.74%8.39%$200,000$28,000,000
CTA Program 1
Multi-Strategy Trend-Follower
Jul-17 0.35%-6.50%$250,000$7,200,000
CTA Program 28
Volatility Trading in VIX Futures
QEPs OnlyAug-170.20%-0.16%$250,000$9,750,000
CTA Program 5
Credit Spreads / S&P Options
QEPs OnlyAug-179.65%46.74%$100,000$972,800
CTA Program 8
Trend / Option Writing / Indexes
Aug-170.57%8.00%$150,000$10,320,446
CTA Program 24
Discretionary / Short-Term / Energy
Aug-17-5.18%-5.40%$100,000$20,539,988
CTA Program 12
Fundamental / Spreads / Ags & Livestock
Aug-17-0.36%2.38%$500,000$104,000,000
CTA Program 16
Systematic / Trend / Options / Indices
Aug-172.41%12.54%$200,000$20,500,000
CTA Program 22
Discretionary / Quantitative / Indices
QEPs OnlyAug-171.35%5.51%$200,000$132,000,000
CTA Program 7
Fundamental / Technical / Diversified
Aug-174.57%-15.58%$150,000$787,000
CTA Program 15
Discretionary / Fundamental
Aug-170.65%0.53%$200,000$39,541,634
CTA Program 29
Covered Options / Diversified
Sep-16 0.45%8.96%$25,000$63,457
CTA Program 26
Covered Options / Diversified
Aug-171.12%6.82%$25,000$3,900,000
CTA Program 10
Covered Options / Diversified
Aug-171.12%6.82%$25,000$3,900,000
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 OnlyAug-172.19%7.46%$500,000$10,183,997
CTA Program 27
S-Term / Systematic / Treasury & Equities
Aug-172.77%3.06%$50,000$1,850,000
CTA Program 17
Systematic / Short Term / Diversified
Aug-177.32%-7.32%$500,000$27,000,771
CTA Program 3
Fundamental / Livestock / Futures & Options
Aug-173.01%5.53%$200,000$64,000,000
CTA Program 14
Momentum / S-Term / Diversified
QEPs OnlyAug-17-0.72%-9.02%$1,000,000$120,000,000
CTA Program 2
Discretionary / Fundamental / Ags
Aug-172.71%5.88%$100,000$15,195,589
CTA Program 20
US Equity Index Futures & Options
Aug-170.91%10.53%$50,000$30,696,789
CTA Program 6
Index Option Writer
Aug-170.68%11.06%$20,000$34,734,115