Fund of Funds 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.

Abbey CapitalAbbey Alternative Fund
Abbey CapitalAbbey Capital Futures Strategy
AC Investment MgmtAGR Master
AlfakraftAlfa Quant
Atkins and AssociatesGlobal Currency Reserve LP
Dunn Capital ManagementD’Best Futures Fund L.P.
Efficient Capital ManagementDiversified Fund
Efficient Capital ManagementDiversified Fund LV
Equinox Fund ManagementEquinox Ampersand Strategy Fund
Equinox Fund ManagementMutualHedge Futures Strategy
Hehmeyer Capital ManagementMulti-Strategy Managed Futures
HSBC Republic ManagementHSBC Trading AdvantEdge
Optimized Portfolio Management StockholmCARNEO Systematic Alpha A
Progressive Capital PartnersCherry Blossom Trend Enhanced Fund (1512 St Gallen / SysCat)
RPM Risk & Portfolio ManagementRPM Evolving
RPM Risk & Portfolio ManagementRPM Galaxy
UOB-SM Asset Management PteOriental Fund