CPO-PQR_NFA.pdf
Content
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: TEST FIRM Ending Date: 9/30/2013 NFA ID: 0328321
COVER PAGE
Person to contact concerning this filing: Email address of the contact person for this filing Phone number of the contact person for this filing Capacity in which the individual signing on behalf of the CPO What was your highest total aggregated Pools Assets Under Management during the reporting period? Have you filed a Form PF for all your pools you operated during the reporting period? Do all of your pools fall into at least one these two categories: 1. A Form PF was filed in lieu of the CFTC Filing 2. Only Invests in Other Pools How many exempt pools did you operate that had non-zero Assets Under Management during the reporting period? Name of the filer [email protected] 123-456-7890 Title < $150 Million No No 0100 0105 0110 0111 0155 0147 0143
2
0150
Page 1 of 1
Created On: 10/8/2013 1:16:00 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: TEST FIRM Ending Date: 9/30/2013 NFA ID: 0328321
Form CPO-PQR - Schedule A
PART 1 - INFORMATION ABOUT THE CPO
1.
CPO INFORMATION a. CPO's Name: b. CPO's NFA ID# c. Person to contact concerning this Form CPO-PQR d. CPO's chief compliance officer e. Total number of employees of the CPO f. Total number of equity holders of the CPO g. Total number of Pools operated by the CPO h. Telephone number and email for person identified in c. above TEST FIRM 0328321 Name of the filer Name of the CCO 12 3 2 123-456-7890, [email protected] 0205 0210 0215 0220 0225 0230 0235 0240
2.
CPO ASSETS UNDER MANAGEMENT a. CPO's Total Assets Under Management b. CPO's Total Net Assets Under Management SUPPLEMENTAL FIRM INFORMATION Are you registered as an Investment Adviser with the SEC? Of the total Assets Under Management entered in Box 0255 above, please provide the amount allocated to futures and swaps as of the reporting date. No 5,000,000 0115 0146 15,000,000 12,000,000 0250 0255
Page 1 of 1
Created On: 10/8/2013 1:15:59 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320
COVER PAGE
Enter the highest NAV during the Reporting Period: Enter the total funds allocated to futures and swaps as of the reporting date: Have you filed an SEC Form PF for this pool in lieu of the CFTC Filing? Does this pool only invest in other pools? 50,100,000 40,100,000 No No 0160 0161 0162 0163
Page 1 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320
Form CPO-PQR - Schedule A
PART 2 - INFORMATION ABOUT THE POOLS OPERATED BY THE CPO
3.
POOL INFORMATION a. Pool's name b. Pool's NFA ID#: MY POOL LISA P000000 5005 5010
4.
POOL THIRD PARTY ADMINISTRATORS a. Does the CPO use third party administrators for the Pool? If “Yes,” provide the following information for each third party administrator: i. Name of the administrator: ii. NFA ID# of administrator: iii. Address of the administrator: iv. Telephone number of the administrator: v. Starting date of the relationship with the administrator: vi. Services performed by the administrator: Preparation of Pool Financial Statements Calculation of Pool's Performance Maintenance of the Pool's books and records Other i. Name of the administrator: ii. NFA ID# of administrator: iii. Address of the administrator: iv. Telephone number of the administrator: v. Starting date of the relationship with the administrator: vi. Services performed by the administrator: Preparation of Pool Financial Statements Calculation of Pool's Performance Maintenance of the Pool's books and records Other i. Name of the administrator: ii. NFA ID# of administrator: iii. Address of the administrator: iv. Telephone number of the administrator: v. Starting date of the relationship with the administrator: vi. Services performed by the administrator: Preparation of Pool Financial Statements No 7410 TEST ADVISORS LLC 0000000 123 TEST NEW YORK NV 10025 US No No No 7410 7411 7412 7413 7405 7406 7407 7408 7409 01-FEB-2013 TEST FIRM 0000000 No No No 7410 7411 7412 7413 7405 7406 7407 7408 7409 TESTER INVESTOR 0000000 1285 TEST AVE LOS ANGELES CA 90015 US (213)255-8564 01-MAR-2013 7405 7406 7407 7408 7409 No 0810
212 999-9999 01-APR-2013
Page 2 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
No No No
Ending Date: 9/30/2013
NFA ID: P087320
7410 7411 7412 7413
Preparation of Pool Financial Statements Calculation of Pool's Performance Maintenance of the Pool's books and records Other
5.
POOL BROKERS a. Does the CPO use Brokers for the Pool? If “Yes,” provide the following information for each Broker: i. Name of the Broker ii. NFA ID# of Broker: iii. Address of Broker: iv. Telephone number of the Broker: v. Starting date of the relationship with the Broker: vi. Services performed by the Broker: Clearing services for the Pool Prime brokerage services for the Pool Custodian services for some or all Pool assets Other i. Name of the Broker ii. NFA ID# of Broker: iii. Address of Broker: iv. Telephone number of the Broker: v. Starting date of the relationship with the Broker: vi. Services performed by the Broker: Clearing services for the Pool Prime brokerage services for the Pool Custodian services for some or all Pool assets Other No No No 7419 7420 7421 7422 TEST ADVISORS LLC 0000000 123 TEST NEW YORK NV 10025 US No No No 7419 7420 7421 7422 7414 7415 7416 7417 7418 TEST BANK 0000000 123 FIRST STREET CHICAGO IL 60606 US 123-123-1234 01-JAN-2013 7414 7415 7416 7417 7418 No 0855
212 999-9999 01-JAN-2013
6.
POOL TRADING MANAGERS a. Has the CPO authorized Trading Managers to invest or allocate some or all of the Pool’s Assets Under Management? No 0875
If “Yes,” provide the following information for each Trading Manager: No Answer.
7.
POOL CUSTODIANS a. Does the CPO use custodians to hold some or all of the Pool’s Assets Under Management?
Page 3 of 13
Created On: 10/8/2013 1:31:03 PM
No
0900
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013
No
NFA ID: P087320
0900
a. Does the CPO use custodians to hold some or all of the Pool’s Assets Under Management? If “Yes,” provide the following information for each custodian: i. Name of the custodian: ii. NFA ID# of custodian: iii. Address of the custodian: iv. Telephone number of the custodian: v. Starting date of the relationship with the custodian: What percentage of the Pool's Assets Under Management is held by the custodian? i. Name of the custodian: ii. NFA ID# of custodian: iii. Address of the custodian: iv. Telephone number of the custodian: v. Starting date of the relationship with the custodian: What percentage of the Pool's Assets Under Management is held by the custodian? TEST COMPANY 0000000 TEST BANK 0000000
7429 7430 7431 7432 7433 7434 7429 7430 7431 7432 7433 7434
123 FIRST STREET CHICAGO IL 60606 US 123-123-1234 01-JAN-2013
123 MAIN ST. BOSTON MA 02109 US (123)459-6789 01-JAN-2013
10.
POOL’S STATEMENT OF CHANGES CONCERNING ASSETS UNDER MANAGEMENT Provide the following information concerning the Pool’s activity during the Reporting Period. For the purposes of this question: a. The Assets Under Management and Net Asset Value at the beginning of the Reporting Period are considered to be the same as the assets under management and Net Asset Value at the end of the previous Reporting Period, in accordance with Commission Rule 4. 25(a)(7)(A). b. The additions to the Pool include all additions whether voluntary or involuntary in accordance with Commission Rule 4.25(a)(7)(B). c. The withdrawals and redemptions from the Pool include all withdrawals or redemptions whether voluntary or not, in accordance with Commission Rule 4.25(a)(7)(C). d. The Pool’s Assets Under Management and Net Asset Value on the Reporting Date must be calculated by adding or subtracting from the Assets Under Management and Net Asset Value at the beginning of the Reporting Period, respectively, any additions, withdrawals, redemptions and net performance, as provided in Commission Rule 4.25(a)(7)(E). ii. Pool’s Net Asset Value at the beginning of the Reporting Period: iii. Pool’s net income during the Reporting Period: iv. Additions to the Pool during the Reporting Period: v. Withdrawals and Redemptions from the Pool during the Reporting Period: vii. Pool’s Net Asset Value on the Reporting Date: 0 0 0 0 0 0370 0380 0390 0400 0420
11.
POOL'S MONTHLY RATES OF RETURN P000000 - MY POOL LISA Month Jan Feb Mar 2013 1.00 2.00 3.00 2012 9.00 8.00 7.00 2011 2010 2009 2008 2007
Page 4 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name:
Mar Apr May Jun Jul Aug Sep Oct Nov Dec ANNUAL
MY POOL LISA
3.00 4.00 5.00 6.00 7.00 8.00 9.00 7.00 6.00 5.00 4.00 3.00 2.00 1.00 2.00 3.00 4.00 -.10 2.45
Ending Date: 9/30/2013
NFA ID: P087320
87321 - TEST LAYER 1 Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec ANNUAL -.10 2.45 2013 2012 2011 2010 2009 2008 2007
12.
POOL SUBSCRIPTIONS AND REDEMPTIONS Provide the following information concerning subscriptions to and redemptions from the Pool during the Reporting Period e. Has the Pool imposed a halt or any other material limitation on redemptions during the Reporting Period? No If “Yes,” provide the following information: i. On what date was the halt or material limitation imposed? ii. If the halt or material limitation has been lifted, on what date was it lifted? 3815 3820 3805
iii. What disclosure was provided to participants to notify them that the halt or material limitation was being imposed? What disclosure was provided to participants to notify them that the halt or material limitation was being lifted?
Page 5 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320
iii. What disclosure was provided to participants to notify them that the halt or material limitation was being imposed? What disclosure was provided to participants to notify them that the halt or material limitation was being lifted? 3830 iv. On what date(s) was this disclosure provided? 3835
Page 6 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320
Form CPO-PQR - Schedule B
DETAILED INFORMATION ABOUT THE POOLS OPERATED BY CPOs
6.
POOL SCHEDULE OF INVESTMENTS Provide the Pool's investments in each of the subcategories listed under the following seven headings: (1) Cash; (2) Equities; (3) Alternative Investments; (4) Fixed Income; (5) Derivatives; (6) Options; and (7) Funds. CASH Total Cash At Carrying Broker At Bank 500 500 0 6186 6187 6188
EQUITIES Total Listed Equities Stocks a. Energy and Utilities b. Technology c. Media d. Telecommunication e. Healthcare f. Consumer Services g. Business Services h. Issued by Financial Institutions i. Consumer Goods j. Industrial Materials Exchange Traded Funds American Deposit Receipts Other Total Unlisted Equities Unlisted Equities Issued by Financial Institutions
Long 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6189 6191 6193 6195 6197 6199 6201 6203 6205 6207 6209 6211 6213 6215 6217 6219 6221
Short 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6190 6192 6194 6196 6198 6200 6202 6204 6206 6208 6210 6212 6214 6216 6218 6220 6222
ALTERNATIVE INVESTMENTS Total Alternative Investments Real Estate a. Commercial b. Residential Private Equity Venture Capital
Long 0 0 0 0 0 0 6223 6225 6227 6229 6231 6233
Short 0 0 0 0 0 0 6224 6226 6228 6230 6232 6234
Page 7 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
Venture Capital Forex Spot a. Total Metals i. Gold b. Total Energy i. Crude oil ii. Natural gas iii. Power c. Other Loans to Affiliates Promissory Notes Physicals a. Total Metals i. Gold b. Agriculture c. Total Energy i. Crude oil ii. Natural gas iii. Power Other 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Ending Date: 9/30/2013
6233 6235 6237 6239 6241 6243 6245 6247 6249 6251 6253 6255 6257 6259 6261 6263 6265 6267 6269 6271 6273 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
NFA ID: P087320
6234 6236 6238 6240 6242 6244 6246 6248 6250 6252 6254 6256 6258 6260 6262 6264 6266 6268 6270 6272 6274
FIXED INCOME Total Fixed Income Notes, Bonds and Bills a. Corporate i. Investment grade ii. Non-investment grade b. Municipal c. Government i. U.S. Treasury securities ii. Agency securities iii. Foreign (G10 countries) IV. Foreign (all other) d. Govn't Sponsored e. Convertible i. Investment grade
Long 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6275 6277 6279 6281 6283 6285 6287 6289 6291 6293 6295 6297 6299 6301
Short 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6276 6278 6280 6282 6284 6286 6288 6290 6292 6294 6296 6298 6300 6302
Page 8 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
i. Investment grade ii. Non-investment grade Certificates of Deposit a. U.S. b. Foreign Asset Backed Securities a. Mortgage Backed Securities i. Commercial Securitizations A. Senior or higher B. Mezzanine C. Junior/Equity ii. Commercial Resecuritizations A. Senior or higher B. Mezzanine C. Junior/Equity iii. Residential Securitizations A. Senior or higher B. Mezzanine C. Junior/Equity iv. Residential Resecuritizations A. Senior or higher B. Mezzanine C. Junior/Equity v. Agency Securitizations A. Senior or higher B. Mezzanine C. Junior/Equity vi. Agency Resecuritizations A. Senior or higher B. Mezzanine C. Junior/Equity b. CDO Securitizations i. Senior or higher ii. Mezzanine iii. Junior/Equity c. CDO Resecuritizations i. Senior or higher 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6311 6313 6315 6317 6319 6321 6323 6325 6327 6329 6331 6333 6335 6337 6339 6341 6343 6345 6347 6349 6351 6353 6355 6357 6359 6361 6363 6365 6367 6369 6371 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6312 6314 6316 6318 6320 6322 6324 6326 6328 6330 6332 6334 6336 6338 6340 6342 6344 6346 6348 6350 6352 6354 6356 6358 6360 6362 6364 6366 6368 6370 6372 0 0 0 0 0
Ending Date: 9/30/2013
6301 6303 6305 6307 6309 0 0 0 0 0
NFA ID: P087320
6302 6304 6306 6308 6310
Page 9 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
i. Senior or higher ii. Mezzanine iii. Junior/Equity d. CLOs Securitizations i. Senior or higher ii. Mezzanine iii. Junior/Equity e. CLO Resecuritizations i. Senior or higher ii. Mezzanine iii. Junior/Equity f. Credit Card Securitizations i. Senior or higher ii. Mezzanine iii. Junior/Equity g. Credit Card Resecuritizations i. Senior or higher ii. Mezzanine iii. Junior/Equity h. Auto-Loan Securitizations i. Senior or higher ii. Mezzanine iii. Junior/Equity i. Auto-Loan Resecuritizations i. Senior or higher ii. Mezzanine iii. Junior/Equity j. Other i. Senior or higher ii. Mezzanine iii. Junior/Equity Repos Reverse Repos 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Ending Date: 9/30/2013
6371 6373 6375 6377 6379 6381 6383 6385 6387 6389 6391 6393 6395 6397 6399 6401 6403 6405 6407 6409 6411 6413 6415 6417 6419 6421 6423 6425 6427 6429 6431 6433 6435 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
NFA ID: P087320
6372 6374 6376 6378 6380 6382 6384 6386 6388 6390 6392 6394 6396 6398 6400 6402 6404 6406 6408 6410 6412 6414 6416 6418 6420 6422 6424 6426 6428 6430 6432 6434 6436
DERIVATIVES Total Derivatives Futures
Positive OTE 0 0 6437 6439
Negative OTE 0 0 6438 6440
Page 10 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
Futures a. Indices i. Equity ii. Commodity b. Metals i. Gold c. Agriculture d. Energy i. Crude oil ii. Natural gas iii. Power e. Interest Rate f. Currency g. Related to Financial Institutions h. Other Forwards Swaps a. Interest Rate Swap b. Equity/Index Swap c. Dividend Swap d. Currency Swap e. Variance Swap f. Credit Default Swap i. Single name CDS A. Related to Financial Institutions ii. Index CDS iii. Exotic CDS g. OTC Swap i. Related to Financial Institutions h. Total Return Swap i. Other 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Ending Date: 9/30/2013
6439 6441 6443 6445 6447 6449 6451 6453 6455 6457 6459 6461 6463 6465 6467 6469 6471 6473 6475 6477 6479 6481 6483 6485 6487 6489 6491 6493 6495 6497 6499 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
NFA ID: P087320
6440 6442 6444 6446 6448 6450 6452 6454 6456 6458 6460 6462 6464 6466 6468 6470 6472 6474 6476 6478 6480 6482 6484 6486 6488 6490 6492 6494 6496 6498 6500
OPTIONS Total Options Futures a. Indices i. Equity
Long Option Value 0 0 0 0 6501 6503 6505 6507
Short Option Value 0 0 0 0 6502 6504 6506 6508
Page 11 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
i. Equity ii. Commodity b. Metals i. Gold c. Agriculture d. Energy i. Crude oil ii. Natural Gas iii. Power e. Interest Rate f. Currency g. Related to Financial Institutions h. Other Stocks a. Related to Financial Institutions Customized/OTC Physicals a. Metals i. Gold b. Agriculture c. Currency d. Energy i. Crude oil ii. Natural gas iii. Power e. Other 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Ending Date: 9/30/2013
6507 6509 6511 6513 6515 6517 6519 6521 6523 6525 6527 6529 6531 6533 6535 6537 6539 6541 6543 6545 6547 6549 6551 6553 6555 6557 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
NFA ID: P087320
6508 6510 6512 6514 6516 6518 6520 6522 6524 6526 6528 6530 6532 6534 6536 6538 6540 6542 6544 6546 6548 6550 6552 6554 6556 6558
FUNDS Total Funds Mutual Fund a. U.S. b. Foreign NFA Listed Fund Hedge Fund Equity Fund Money Market Fund Private Equity Fund
Long 0 0 0 0 0 0 0 0 0 6559 6560 6561 6562 6563 6564 6565 6566 6567
Page 12 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
Private Equity Fund REIT Other Private Funds Funds and accounts other than private funds (i.e., the remainder of your assets under management)
Ending Date: 9/30/2013
0 0 0 0
NFA ID: P087320
6567 6568 6569 6570
Itemized data has not been entered.
Page 13 of 13
Created On: 10/8/2013 1:31:03 PM
Name: TEST FIRM Ending Date: 9/30/2013 NFA ID: 0328321
COVER PAGE
Person to contact concerning this filing: Email address of the contact person for this filing Phone number of the contact person for this filing Capacity in which the individual signing on behalf of the CPO What was your highest total aggregated Pools Assets Under Management during the reporting period? Have you filed a Form PF for all your pools you operated during the reporting period? Do all of your pools fall into at least one these two categories: 1. A Form PF was filed in lieu of the CFTC Filing 2. Only Invests in Other Pools How many exempt pools did you operate that had non-zero Assets Under Management during the reporting period? Name of the filer [email protected] 123-456-7890 Title < $150 Million No No 0100 0105 0110 0111 0155 0147 0143
2
0150
Page 1 of 1
Created On: 10/8/2013 1:16:00 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: TEST FIRM Ending Date: 9/30/2013 NFA ID: 0328321
Form CPO-PQR - Schedule A
PART 1 - INFORMATION ABOUT THE CPO
1.
CPO INFORMATION a. CPO's Name: b. CPO's NFA ID# c. Person to contact concerning this Form CPO-PQR d. CPO's chief compliance officer e. Total number of employees of the CPO f. Total number of equity holders of the CPO g. Total number of Pools operated by the CPO h. Telephone number and email for person identified in c. above TEST FIRM 0328321 Name of the filer Name of the CCO 12 3 2 123-456-7890, [email protected] 0205 0210 0215 0220 0225 0230 0235 0240
2.
CPO ASSETS UNDER MANAGEMENT a. CPO's Total Assets Under Management b. CPO's Total Net Assets Under Management SUPPLEMENTAL FIRM INFORMATION Are you registered as an Investment Adviser with the SEC? Of the total Assets Under Management entered in Box 0255 above, please provide the amount allocated to futures and swaps as of the reporting date. No 5,000,000 0115 0146 15,000,000 12,000,000 0250 0255
Page 1 of 1
Created On: 10/8/2013 1:15:59 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320
COVER PAGE
Enter the highest NAV during the Reporting Period: Enter the total funds allocated to futures and swaps as of the reporting date: Have you filed an SEC Form PF for this pool in lieu of the CFTC Filing? Does this pool only invest in other pools? 50,100,000 40,100,000 No No 0160 0161 0162 0163
Page 1 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320
Form CPO-PQR - Schedule A
PART 2 - INFORMATION ABOUT THE POOLS OPERATED BY THE CPO
3.
POOL INFORMATION a. Pool's name b. Pool's NFA ID#: MY POOL LISA P000000 5005 5010
4.
POOL THIRD PARTY ADMINISTRATORS a. Does the CPO use third party administrators for the Pool? If “Yes,” provide the following information for each third party administrator: i. Name of the administrator: ii. NFA ID# of administrator: iii. Address of the administrator: iv. Telephone number of the administrator: v. Starting date of the relationship with the administrator: vi. Services performed by the administrator: Preparation of Pool Financial Statements Calculation of Pool's Performance Maintenance of the Pool's books and records Other i. Name of the administrator: ii. NFA ID# of administrator: iii. Address of the administrator: iv. Telephone number of the administrator: v. Starting date of the relationship with the administrator: vi. Services performed by the administrator: Preparation of Pool Financial Statements Calculation of Pool's Performance Maintenance of the Pool's books and records Other i. Name of the administrator: ii. NFA ID# of administrator: iii. Address of the administrator: iv. Telephone number of the administrator: v. Starting date of the relationship with the administrator: vi. Services performed by the administrator: Preparation of Pool Financial Statements No 7410 TEST ADVISORS LLC 0000000 123 TEST NEW YORK NV 10025 US No No No 7410 7411 7412 7413 7405 7406 7407 7408 7409 01-FEB-2013 TEST FIRM 0000000 No No No 7410 7411 7412 7413 7405 7406 7407 7408 7409 TESTER INVESTOR 0000000 1285 TEST AVE LOS ANGELES CA 90015 US (213)255-8564 01-MAR-2013 7405 7406 7407 7408 7409 No 0810
212 999-9999 01-APR-2013
Page 2 of 13
Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
No No No
Ending Date: 9/30/2013
NFA ID: P087320
7410 7411 7412 7413
Preparation of Pool Financial Statements Calculation of Pool's Performance Maintenance of the Pool's books and records Other
5.
POOL BROKERS a. Does the CPO use Brokers for the Pool? If “Yes,” provide the following information for each Broker: i. Name of the Broker ii. NFA ID# of Broker: iii. Address of Broker: iv. Telephone number of the Broker: v. Starting date of the relationship with the Broker: vi. Services performed by the Broker: Clearing services for the Pool Prime brokerage services for the Pool Custodian services for some or all Pool assets Other i. Name of the Broker ii. NFA ID# of Broker: iii. Address of Broker: iv. Telephone number of the Broker: v. Starting date of the relationship with the Broker: vi. Services performed by the Broker: Clearing services for the Pool Prime brokerage services for the Pool Custodian services for some or all Pool assets Other No No No 7419 7420 7421 7422 TEST ADVISORS LLC 0000000 123 TEST NEW YORK NV 10025 US No No No 7419 7420 7421 7422 7414 7415 7416 7417 7418 TEST BANK 0000000 123 FIRST STREET CHICAGO IL 60606 US 123-123-1234 01-JAN-2013 7414 7415 7416 7417 7418 No 0855
212 999-9999 01-JAN-2013
6.
POOL TRADING MANAGERS a. Has the CPO authorized Trading Managers to invest or allocate some or all of the Pool’s Assets Under Management? No 0875
If “Yes,” provide the following information for each Trading Manager: No Answer.
7.
POOL CUSTODIANS a. Does the CPO use custodians to hold some or all of the Pool’s Assets Under Management?
Page 3 of 13
Created On: 10/8/2013 1:31:03 PM
No
0900
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013
No
NFA ID: P087320
0900
a. Does the CPO use custodians to hold some or all of the Pool’s Assets Under Management? If “Yes,” provide the following information for each custodian: i. Name of the custodian: ii. NFA ID# of custodian: iii. Address of the custodian: iv. Telephone number of the custodian: v. Starting date of the relationship with the custodian: What percentage of the Pool's Assets Under Management is held by the custodian? i. Name of the custodian: ii. NFA ID# of custodian: iii. Address of the custodian: iv. Telephone number of the custodian: v. Starting date of the relationship with the custodian: What percentage of the Pool's Assets Under Management is held by the custodian? TEST COMPANY 0000000 TEST BANK 0000000
7429 7430 7431 7432 7433 7434 7429 7430 7431 7432 7433 7434
123 FIRST STREET CHICAGO IL 60606 US 123-123-1234 01-JAN-2013
123 MAIN ST. BOSTON MA 02109 US (123)459-6789 01-JAN-2013
10.
POOL’S STATEMENT OF CHANGES CONCERNING ASSETS UNDER MANAGEMENT Provide the following information concerning the Pool’s activity during the Reporting Period. For the purposes of this question: a. The Assets Under Management and Net Asset Value at the beginning of the Reporting Period are considered to be the same as the assets under management and Net Asset Value at the end of the previous Reporting Period, in accordance with Commission Rule 4. 25(a)(7)(A). b. The additions to the Pool include all additions whether voluntary or involuntary in accordance with Commission Rule 4.25(a)(7)(B). c. The withdrawals and redemptions from the Pool include all withdrawals or redemptions whether voluntary or not, in accordance with Commission Rule 4.25(a)(7)(C). d. The Pool’s Assets Under Management and Net Asset Value on the Reporting Date must be calculated by adding or subtracting from the Assets Under Management and Net Asset Value at the beginning of the Reporting Period, respectively, any additions, withdrawals, redemptions and net performance, as provided in Commission Rule 4.25(a)(7)(E). ii. Pool’s Net Asset Value at the beginning of the Reporting Period: iii. Pool’s net income during the Reporting Period: iv. Additions to the Pool during the Reporting Period: v. Withdrawals and Redemptions from the Pool during the Reporting Period: vii. Pool’s Net Asset Value on the Reporting Date: 0 0 0 0 0 0370 0380 0390 0400 0420
11.
POOL'S MONTHLY RATES OF RETURN P000000 - MY POOL LISA Month Jan Feb Mar 2013 1.00 2.00 3.00 2012 9.00 8.00 7.00 2011 2010 2009 2008 2007
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name:
Mar Apr May Jun Jul Aug Sep Oct Nov Dec ANNUAL
MY POOL LISA
3.00 4.00 5.00 6.00 7.00 8.00 9.00 7.00 6.00 5.00 4.00 3.00 2.00 1.00 2.00 3.00 4.00 -.10 2.45
Ending Date: 9/30/2013
NFA ID: P087320
87321 - TEST LAYER 1 Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec ANNUAL -.10 2.45 2013 2012 2011 2010 2009 2008 2007
12.
POOL SUBSCRIPTIONS AND REDEMPTIONS Provide the following information concerning subscriptions to and redemptions from the Pool during the Reporting Period e. Has the Pool imposed a halt or any other material limitation on redemptions during the Reporting Period? No If “Yes,” provide the following information: i. On what date was the halt or material limitation imposed? ii. If the halt or material limitation has been lifted, on what date was it lifted? 3815 3820 3805
iii. What disclosure was provided to participants to notify them that the halt or material limitation was being imposed? What disclosure was provided to participants to notify them that the halt or material limitation was being lifted?
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320
iii. What disclosure was provided to participants to notify them that the halt or material limitation was being imposed? What disclosure was provided to participants to notify them that the halt or material limitation was being lifted? 3830 iv. On what date(s) was this disclosure provided? 3835
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320
Form CPO-PQR - Schedule B
DETAILED INFORMATION ABOUT THE POOLS OPERATED BY CPOs
6.
POOL SCHEDULE OF INVESTMENTS Provide the Pool's investments in each of the subcategories listed under the following seven headings: (1) Cash; (2) Equities; (3) Alternative Investments; (4) Fixed Income; (5) Derivatives; (6) Options; and (7) Funds. CASH Total Cash At Carrying Broker At Bank 500 500 0 6186 6187 6188
EQUITIES Total Listed Equities Stocks a. Energy and Utilities b. Technology c. Media d. Telecommunication e. Healthcare f. Consumer Services g. Business Services h. Issued by Financial Institutions i. Consumer Goods j. Industrial Materials Exchange Traded Funds American Deposit Receipts Other Total Unlisted Equities Unlisted Equities Issued by Financial Institutions
Long 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6189 6191 6193 6195 6197 6199 6201 6203 6205 6207 6209 6211 6213 6215 6217 6219 6221
Short 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6190 6192 6194 6196 6198 6200 6202 6204 6206 6208 6210 6212 6214 6216 6218 6220 6222
ALTERNATIVE INVESTMENTS Total Alternative Investments Real Estate a. Commercial b. Residential Private Equity Venture Capital
Long 0 0 0 0 0 0 6223 6225 6227 6229 6231 6233
Short 0 0 0 0 0 0 6224 6226 6228 6230 6232 6234
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
Venture Capital Forex Spot a. Total Metals i. Gold b. Total Energy i. Crude oil ii. Natural gas iii. Power c. Other Loans to Affiliates Promissory Notes Physicals a. Total Metals i. Gold b. Agriculture c. Total Energy i. Crude oil ii. Natural gas iii. Power Other 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Ending Date: 9/30/2013
6233 6235 6237 6239 6241 6243 6245 6247 6249 6251 6253 6255 6257 6259 6261 6263 6265 6267 6269 6271 6273 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
NFA ID: P087320
6234 6236 6238 6240 6242 6244 6246 6248 6250 6252 6254 6256 6258 6260 6262 6264 6266 6268 6270 6272 6274
FIXED INCOME Total Fixed Income Notes, Bonds and Bills a. Corporate i. Investment grade ii. Non-investment grade b. Municipal c. Government i. U.S. Treasury securities ii. Agency securities iii. Foreign (G10 countries) IV. Foreign (all other) d. Govn't Sponsored e. Convertible i. Investment grade
Long 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6275 6277 6279 6281 6283 6285 6287 6289 6291 6293 6295 6297 6299 6301
Short 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6276 6278 6280 6282 6284 6286 6288 6290 6292 6294 6296 6298 6300 6302
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
i. Investment grade ii. Non-investment grade Certificates of Deposit a. U.S. b. Foreign Asset Backed Securities a. Mortgage Backed Securities i. Commercial Securitizations A. Senior or higher B. Mezzanine C. Junior/Equity ii. Commercial Resecuritizations A. Senior or higher B. Mezzanine C. Junior/Equity iii. Residential Securitizations A. Senior or higher B. Mezzanine C. Junior/Equity iv. Residential Resecuritizations A. Senior or higher B. Mezzanine C. Junior/Equity v. Agency Securitizations A. Senior or higher B. Mezzanine C. Junior/Equity vi. Agency Resecuritizations A. Senior or higher B. Mezzanine C. Junior/Equity b. CDO Securitizations i. Senior or higher ii. Mezzanine iii. Junior/Equity c. CDO Resecuritizations i. Senior or higher 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6311 6313 6315 6317 6319 6321 6323 6325 6327 6329 6331 6333 6335 6337 6339 6341 6343 6345 6347 6349 6351 6353 6355 6357 6359 6361 6363 6365 6367 6369 6371 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6312 6314 6316 6318 6320 6322 6324 6326 6328 6330 6332 6334 6336 6338 6340 6342 6344 6346 6348 6350 6352 6354 6356 6358 6360 6362 6364 6366 6368 6370 6372 0 0 0 0 0
Ending Date: 9/30/2013
6301 6303 6305 6307 6309 0 0 0 0 0
NFA ID: P087320
6302 6304 6306 6308 6310
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
i. Senior or higher ii. Mezzanine iii. Junior/Equity d. CLOs Securitizations i. Senior or higher ii. Mezzanine iii. Junior/Equity e. CLO Resecuritizations i. Senior or higher ii. Mezzanine iii. Junior/Equity f. Credit Card Securitizations i. Senior or higher ii. Mezzanine iii. Junior/Equity g. Credit Card Resecuritizations i. Senior or higher ii. Mezzanine iii. Junior/Equity h. Auto-Loan Securitizations i. Senior or higher ii. Mezzanine iii. Junior/Equity i. Auto-Loan Resecuritizations i. Senior or higher ii. Mezzanine iii. Junior/Equity j. Other i. Senior or higher ii. Mezzanine iii. Junior/Equity Repos Reverse Repos 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Ending Date: 9/30/2013
6371 6373 6375 6377 6379 6381 6383 6385 6387 6389 6391 6393 6395 6397 6399 6401 6403 6405 6407 6409 6411 6413 6415 6417 6419 6421 6423 6425 6427 6429 6431 6433 6435 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
NFA ID: P087320
6372 6374 6376 6378 6380 6382 6384 6386 6388 6390 6392 6394 6396 6398 6400 6402 6404 6406 6408 6410 6412 6414 6416 6418 6420 6422 6424 6426 6428 6430 6432 6434 6436
DERIVATIVES Total Derivatives Futures
Positive OTE 0 0 6437 6439
Negative OTE 0 0 6438 6440
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
Futures a. Indices i. Equity ii. Commodity b. Metals i. Gold c. Agriculture d. Energy i. Crude oil ii. Natural gas iii. Power e. Interest Rate f. Currency g. Related to Financial Institutions h. Other Forwards Swaps a. Interest Rate Swap b. Equity/Index Swap c. Dividend Swap d. Currency Swap e. Variance Swap f. Credit Default Swap i. Single name CDS A. Related to Financial Institutions ii. Index CDS iii. Exotic CDS g. OTC Swap i. Related to Financial Institutions h. Total Return Swap i. Other 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Ending Date: 9/30/2013
6439 6441 6443 6445 6447 6449 6451 6453 6455 6457 6459 6461 6463 6465 6467 6469 6471 6473 6475 6477 6479 6481 6483 6485 6487 6489 6491 6493 6495 6497 6499 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
NFA ID: P087320
6440 6442 6444 6446 6448 6450 6452 6454 6456 6458 6460 6462 6464 6466 6468 6470 6472 6474 6476 6478 6480 6482 6484 6486 6488 6490 6492 6494 6496 6498 6500
OPTIONS Total Options Futures a. Indices i. Equity
Long Option Value 0 0 0 0 6501 6503 6505 6507
Short Option Value 0 0 0 0 6502 6504 6506 6508
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
i. Equity ii. Commodity b. Metals i. Gold c. Agriculture d. Energy i. Crude oil ii. Natural Gas iii. Power e. Interest Rate f. Currency g. Related to Financial Institutions h. Other Stocks a. Related to Financial Institutions Customized/OTC Physicals a. Metals i. Gold b. Agriculture c. Currency d. Energy i. Crude oil ii. Natural gas iii. Power e. Other 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Ending Date: 9/30/2013
6507 6509 6511 6513 6515 6517 6519 6521 6523 6525 6527 6529 6531 6533 6535 6537 6539 6541 6543 6545 6547 6549 6551 6553 6555 6557 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
NFA ID: P087320
6508 6510 6512 6514 6516 6518 6520 6522 6524 6526 6528 6530 6532 6534 6536 6538 6540 6542 6544 6546 6548 6550 6552 6554 6556 6558
FUNDS Total Funds Mutual Fund a. U.S. b. Foreign NFA Listed Fund Hedge Fund Equity Fund Money Market Fund Private Equity Fund
Long 0 0 0 0 0 0 0 0 0 6559 6560 6561 6562 6563 6564 6565 6566 6567
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Created On: 10/8/2013 1:31:03 PM
POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS
Name: MY POOL LISA
Private Equity Fund REIT Other Private Funds Funds and accounts other than private funds (i.e., the remainder of your assets under management)
Ending Date: 9/30/2013
0 0 0 0
NFA ID: P087320
6567 6568 6569 6570
Itemized data has not been entered.
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Created On: 10/8/2013 1:31:03 PM
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