Fund of Funds CTA Index Constituents 2020

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 2020.

Abbey CapitalAbbey Alternative Fund
Abbey CapitalAbbey Capital Futures Strategy
Altegris AdvisorsEvolution
Altegris AdvisorsManaged Futures
Dunn Capital ManagementD’Best Futures Fund L.P.
Equinox Fund ManagementEquinox Ampersand Strategy Fund
Equinox Fund ManagementMutualHedge Futures Strategy
James AlphaMacro
LoCorr Fund ManagementLoCorr Macro Strategies
LoCorr Fund ManagementLong/Short Commodity Strats
Optimized Portfolio Management StockholmCARNEO Systematic Alpha
RPM Risk & Portfolio ManagementRPM Evolving
RPM Risk & Portfolio ManagementRPM Galaxy
StebenManaged Futures Strategy