Discretionary CTA Index Constituents 2019

As described elsewhere, this list is based on managers in the database as of the end-of-the-year. We believe that this is a representative selection of program that are open and marketed to qualified investors. This list may contain managers that have changed names or that ceased to operate throughout 2019.

ManagerProgram
Aetolian Advisors  / Newton Capital Partners LPNewton Capital Partners LP
AG Capital InvestmentsDiscretionary Global Macro
AIS Capital ManagementMAAP 2-4X
AIS Capital ManagementMAAP 3-6X
Alpha Centauri Capital ManagementTactical Opportunities
AlphaGen Capital LimitedLong Short Agriculture Fund
Alternative Capital AdvisorsStrategic Ag Program
Amapa Capital AdvisorsAmapa Investment Program
Andurand Capital ManagementCommodities
Ansbacher Investment ManagementElizaville Partners
AP FuturesVolatility Trading Program
ArchSight Capital PartnersAbacus Trading Program
ArchSight Capital PartnersPrometheus Trading Program
Artemis Capital ManagementHedgehog
Artemis Capital ManagementVega Fund
Aspen Trading GroupAspen Trading FX / S&P 500 Alpha
Asymmetric Asset Management ASAsymmetric  Global Macro Fund
Aventis Asset ManagementDiversified Commodity Strategy
Bair Capital ManagementPolaris Program Pro
Bair Capital ManagementTriton Program  Pro
Bamboo TradingDiscretionary Macro
Bighorn Capital PartnersDenali Program
Blackheath Fund ManagementTactical FI Strategy
Blue Bar Futures Trading ManagementPrime Ag Program
Blue Bar Futures Trading ManagementU.S. Commodity Diversified
Blue Diamond Asset ManagementBlue Diamond Non-Directional Strategy
Bluenose Capital ManagementBNC BI Program
Bluenose Capital ManagementBNC CL Program
Bluenose Capital ManagementBNC EI Program
BNP Paribas Asset ManagementCurrency Alpha
Bocken TradingDiscretionary Trading Program
Brisslen Capital ManagementBrisslen Energy Strategy
Buckeye Partners GroupCabinet Blue Fund L.P
ButtonwoodEnergy Diversified
Carbide CapitalAbsolute Return
Carbide CapitalHedge Program
Catalyst Capital AdvisorsHedged Commodity Strategy
Catalyst Capital AdvisorsHedged Futures Strategy
Cogent Energy Investment ManagementCommodity Strategy
Coloma Capital FuturesHedged Volatility
Commodity Asset ManagementFutures Only
County CorkRLA I Program
Crediton HillManaged Account
Crescent Bay Capital ManagementConservative Growth Index Program
Crescent Bay Capital ManagementPremium Stock Index Program
Crescit Asset ManagementCrescit
Crow TradingCrow Trading Inc.
Crow TradingNon QEP
Danske Bank Asset ManagementDanske Invest Global Cross Asset Volatility Class Ceur p
Davis CommoditiesAgricultural Program
Demeter Capital ManagementLivestock & Grain Trading Program
Denali Asset ManagementDenali Partners Strategy
District Capital ManagementDiversified
Ditsch TradingAgricultural Trading Program
Doherty AdvisorsCompass
Doherty AdvisorsGrey Swan Hedge
Doherty AdvisorsOrion
Doherty AdvisorsRelative Value Growth
Doherty AdvisorsRelative Value Moderate
Doherty AdvisorsRelative Value Plus
Dynamica Global InvestmentsDynamica Energy Trading
e360 Powere360 Power Strategy
Enduring InvestmentsEnduring Commodity Alpha Fund LP
Essex Capital ManagementS&P Option Selling Strategy
Evergreen Commodity AdvisorsDiscretionary Energy Strategy
Future Legend USAUSA Options Approach Gold
Future Trade AGThales Swing Trading Programme
Gamma QBreckhurst Commodity
Gamma QBreckhurst Commodity 2x
Geosol CapitalOnshore I
Geosol CapitalSMA
Goldman ManagementStock Index Futures
Graham Capital Mgmt LPGraham Macro UCITS
Greenwave Capital ManagementFlagship Plus
Greenwave Capital ManagementFlagship Plus 2X
Greenwave Capital ManagementGreenwave Global Macro Fund LP
Gregory P Asset ManagementAlternative Multi Strategy
Gregory P Asset ManagementLow Volatility Income Strategy
Gregory P Asset ManagementSeasonal Spread & Option Strategy
GZC Investment Management AGGZC Strategic Commodities Fund
H2O AMForce 10
HB Capital ManagementDiversified Program
Hehmeyer Capital ManagementChelsea Creek
Hehmeyer Capital ManagementHOGO
HPX FinancialOld School Program
Ilgenwald TradingIlgenwald Trading Program
Jaguar InvestmentsUltro Capital Strategy
Jaguar InvestmentsVario Strategy
Kazmarck CapitalOpportunities Program
King William Street Capital ManagementKing William Street Capital Management SP
Kopis Capital ManagementCommodity Long Short
Kronos ManagementEMMA Program
Leapmach Capital Management LimtedDNST
M&R CapitalLivestock Trading Program
Mako Capital ManagementMako Partners Investment Fund LLC
MastenLojkoFutures Discretionary Trading
MDC TradingMDLC Global
Mercantile Analytics and TradingGlobal Diversified Commodity
Mistell Management LPMistell Onshore Fund
Mobius Asset MgtMCR Trading Program
MoongateMG Commodity IC SICAV
NickJen Capital Management & ConsultantsNatural Resource Discretionary Program – NDR1
O’Brien Investment GroupDiscretionary Global Macro
Opus FuturesAdvanced Ag Trading Program
Orgone Commodity ManagementOrgone Commodity Management
Ortus Capital Management LimitedCurrency – Aggressive
Ortus Capital Management LimitedOrtus Opportunity Fund
PAK CapitalCurrency Program
PAK CapitalSmall Accounts Program
Pan Capital Management LPEnergy Fund
PIMCOCommodity Alpha Fund
Pukula & CompanyYOOF Program
RCMA CapitalMerchant Commodity Fund
RCube Asset ManagementCommodity Spread
Red Oak Commodity AdvisorsFundamental Trading Program
Rhicon Currency Management PteStrategic Prog
Rhicon Currency Management PteStrategic Prog 2x
Robot FuturesCLIMALOGIX
Rosetta Capital ManagementRosetta Macro Program
Rosetta Capital ManagementRosetta Trading Program
RVI Partners LPRVI Partners LP
Sandpiper Asset ManagementSandpiper Global Macro Program
Schindler Capital ManagementDairy Advantage Program
Schindler Capital ManagementInstitutional Dairy Advantage
Sector Arc AdvisorsGlobal Lean Hog Ag
Shepherd EnergyShepherd Energy Portfolio
Sidewinder Investment AGSidewinder Energy Fund Ltd
Sigma Advanced Capital ManagementGlobal Advanced Futures and Spread
Sonya Capital ManagementSonya Capital Partners LLC
The Great O’NeillGreat O’Neill
Third Street Ag InvestmentsFundamental Discretionary Ag Program
Three Rock Capital ManagementGlobal Macro
Tiverton TradingDiscretionary Macro Program
Tlaloc CapitalGrains Program
TMS Capital LimitedArktos GCS II
Tom CapitalModerate Model Portfolio
Trading StudyTSP500
Trigon Investment AdvisorsDiscretionary Macro
Tyche Capital AdvisorsGlobal Macro
Tyche Capital AdvisorsTCA Institutional Spreads
Typhon Capital ManagementLeonidas Energy Strategy
Typhon Capital ManagementLeonidas Macro Fund
Typhon Capital ManagementPlutus Grain Strategy
Typhon Capital ManagementProteus Dynamic Volatility Program
Typhon Capital ManagementVulcan Metals Fund
Typhon Capital ManagementVulcan Metals Strategy
Typhon Capital ManagementZephyrus Livestock
Valia Capital ManagementGlobal Tactical Program
Warrington Asset ManagementStrategic
Warrington Asset ManagementTactical Program
Wharton Capital ManagementAgricultural Futures
White River GroupDiversified Option Writing
White River GroupDynamic S&P Options Strategy
White River GroupStock Index Option Writing
Wisdom Capital ManagementWisdom
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