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Systematic Momentum CTA Index

NilssonHedge provides a Systematic Momentum CTA/Managed Futures index, based on the average returns of the underlying managers. We do not provide backtracked returns nor allow for “instant track records”.

The managers included in the index are based on strategies that we have identified as Systematic Trend Following strategies and are predominately following a momentum strategy. That is, strategies that are using programmable trend-following rules in various shapes and forms. These managers are generally not short-term but have holding periods of at least several weeks. Occasionally much longer.

The index is based on managers that are part of the database as of the end of the prior year. We do not impose minimum requirements on track records or aum for this subset. Managers that drop out of the index are replaced with the average return of the index.

The purpose of the index is to track funds that are reporting data publically and may thus exclude certain managers that have chosen not to do so.

While it is not trivial to exactly define what a systematic strategy is, commonalities including coded rules for trading decisions, systematic rankings screens, and relatively strict implementation of the trading signals are frequently occurring within this classification. Some managers may be partly systematic and use discretion. In such cases, NilssonHedge makes a judgment to classify the strategy as either a Systematic or Discretionary manager.

Index Constituents

514 Capital Partners514 Fund
Absolute Return Capital ManagementDiversified Momentum Strategy
Adalpha Asset ManagementDiversified Medium Term
Algocentric CapitalAlgo II Trading Prog
Algorithmic Trading PortfolioAutomaton Trend
Allianz Global InvestorsManaged Futures Strategy
AlphaSimplex GroupAdaptive Trend Fund
AlphaSimplex GroupManaged Futures Composite
Altis Partners Jersey LimitedPureTrend Portfolio
Altis Partners Jersey LimitedSimplify Managed Futures ETF
Anderson Creek TradingStandard Diversified Strategy
AQR Capital ManagementAlternative Trends Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
AQR Capital ManagementManaged Futures UCITS
ARP InvestmentsARP Systematic Alpha
Aspect Capital LimitedAspect Core Trend HV Fund
Aspect Capital LimitedAspect Core UCITS
Aspect Capital LimitedChina Diversified Fund
Aspect Capital LimitedDiversified Program
Auspice Capital AdvisorsAuspice Diversified
BantleonSelect Div. Markets
Bastiat CapitalBastiat Divergence Program
BH-DG Systematic TradingBH-DG Systematic Trading Fund
Blackwater Capital ManagementSelect Opportunities
Bowmoor CapitalGlobal Alpha Fund
Calculo CapitalCalculo Evolution Fund
Campbell & CompanyCore Trend w/ Dynamic Risk Targeting
Campbell & CompanyManaged Futures
Candriam Investors GroupCandriam Diversified Futures
Capital Fund ManagementCFM ISTrends Equity Capped
Catalyst Capital AdvisorsMillburn Hedge Strategy Fund
Chesapeake Capital CorporationAXS Chesapeake Strategy
Chesapeake Capital CorporationDiversified Plus (HV)
Chesapeake Capital CorporationDiversified Program Plus
Columbia ThreadneedleManaged Futures Strategy Fund
Crabel Capital MgmtCrabel Advanced Trend
DoubleLineMulti-Asset Trend
Drury CapitalDiversified Trend-Following Program
Drury CapitalMulti Strategy
DUNN Capital ManagementD’Best Futures Fund
DUNN Capital ManagementDUNN WMA Institutional UCITS
DUNN Capital ManagementDUNN WMA Institutional UCITS Pooled
DUNN Capital ManagementManaged Futures Strategy (Arrow)
DUNN Capital ManagementWMA
DUNN Capital ManagementWMA Institutional
Dynamic Beta InvestmentsDBi Managed Futures Composite
Eagle Trading SystemsEagle Customized Trend
Eagle Trading SystemsEagle Quantitative Macro
Eckhardt Trading CompanyEckhardt (tages)
Eckhardt Trading CompanyEvolution Strategy
Eclipse Capital ManagementGlobal Monetary Program
EMC Capital AdvisorsEMC Balance Program
EMC Capital AdvisorsEMC Classic Program
EMC Capital AdvisorsTactical Commodity
Estlander & PartnersAlpha Trend
Estlander & PartnersFreedom
FinaltisCyril Systematic Strategy
Fisch Asset ManagementTrend Navigator
Florin Court CapitalFlorin Court
Fort LPGlobal Contrarian
Fort LPGlobal Diversified
Fort LPGlobal Trend
FS InvestmentsManaged Futures
FTC CapitalFTC Futures Fund Classic
Fulcrum Asset ManagementMulti Asset Trend Fund
Garraway Capital ManagementGarraway Financial Trends
GN CapitalGN Formula
Goldman Sachs ManagementAlternative Trend
Goldman Sachs ManagementGoldman Sachs Mngd Futures Strat Instl
Graham Capital Mgmt LPK4D-10V
Graham Capital Mgmt LPK4D-15V (Composite)
Graham Capital Mgmt LPTactical Trend
Graham Capital Mgmt LPTactical Trend Capped Equity
Gresham Investment ManagementGreshamQuant Acar
GuidePathManaged Futures Strat
Hamer TradingSystematic Diversified Program
IDS CapitalF&F Systematic Trading
JanusHendersonDynamic Trend
Katonah EveGlobal Tactical Trend
Katonah EveLong-Short Commodity Program – Accelerated
KeyQuant SASKey Trends 15 Composite
KeyQuant SASKey Trends Program
La Financiere de l’EchiquierEchiquier QME
Limmat Capital Alternative InvestmentsQore Diversified Fund
Longboard Asset Management LPManaged Futures Strategy
LongTail AlphaEnhanced Systematic Trend Following
Lynx Asset ManagementLynx
Lynx Asset ManagementLynx 1.5x
Lynx Asset ManagementUCITS
Man AHLAHL Alpha
Man AHLAHL Dimension
Man AHLAHL Diversified
Man AHLAHL Diversified Guernsey
Man AHLAHL Diversified Markets EU
Man AHLAHL Diversity Alternative
Man AHLAHL Evolution
Man AHLAHL Trend Alternative
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
MandatumLife Managed Futures Fund
MandatumSlim Tail US LongShort Equity
Melissinos TradingEupatrid Commodity
Metori Capital ManagementEpsilon Global Trend (Lyxor)
Michael J FrischmeyerManaged Account Prog
Moddco Capital AssociatesMCA
MS Capital Management LimitedGlobal Diversified
Mulvaney Capital ManagementGlobal Diversified Program
O’Brien Investment GroupQuantitative Global Macro Futures
Parizek CapitalFutures Trading Program
PIMCOManaged Futures
PIMCOTrends Composite
Plain CapitalBronX
Purple Valley CapitalDiversified Trend 1
Quality Capital ManagementGlobal Diversified
Quantica Capital AGManaged Futures Program
Quantica Capital AGManaged Futures Program 2x
Quantica Capital AGManaged Futures Program Focus
Quest PartnersAlphaQuest (ML Capital)
Quest PartnersAlphaQuest Original
Quest PartnersQuest Equity Hedge Program (QEH)
Quest PartnersQuest Fixed Income Hedge Program
Quest PartnersQuest Tracker Index program (QTI)
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
RedwoodSystematic Macro Trend (SMarT)
Rotella Capital ManagementQdeck Systematic Trend Program
Rotella Capital ManagementQDeck Tactical Commodity
Salus Alpha CapitalDirectional Markets (DMX)
Schot Capital LimitedMulti Diversified Program
Schot Capital LimitedMulti Diversified Program Mini
SEB GroupAsset Selection
Seven Capital ManagementSeven Absolute Return Fund
SMN Investment ServicesSMN Diversified Futures Fund
Southwest Managed InvestmentsGlobal Diversified
Spring Valley Asset ManagementTactical Trend Portfolio
StandpointMulti-Asset Fund
Sterling Partners Quantitative InvestmentsSPQI Select
Superfund Capital ManagementGreen Gold 1.5x
Superfund Capital ManagementGreen Gold 1x
Superfund Capital ManagementGreen Silver SICAV
Superfund Capital ManagementGreen SPC 1.5x
Superfund Capital ManagementGreen SPC 1x
Superfund Capital ManagementGreen SPC 2x
Superfund Capital ManagementManaged Futures Strategy
Systematica InvestmentsBlueTrend Fund
Systematica InvestmentsChina Markets
Tactical Investment Management CorpInstitutional Commodity
Talenta CapitalTalenta CTA Fund
Tendance FinanceNext AM Fund
TGCCM3 Momentum Fund
THS Capital ManagementDiversified Futures Accelerated Growth
Tiercel SEZCTrend Program
Transtrend BVEnhanced Risk
Transtrend BVStandard Risk
Transtrend BVTulip Trend Fund
Transtrend BVTulip Trend Fund UCITS
Trident Capital ManagementGlobal Macro Enhanced
Tudor Investment CorpTudor Momentum Fund Ltd.
Virtus FORT Trend FundVirtus FORT Trend Fund
WaveFront Global Asset Management CorpWFGAM Global Investment
Welton Investment PartnersGlobal Directional Portfolio
Welton Investment PartnersWelton Trend Program
WG Wealth GuardianQT Program
WG Wealth GuardianSAFI2 Program
Wimmer HorizonBeach Horizon Programme
Winton Capital ManagementWinton Futures Fund
Winton Capital ManagementWinton Trend Fund
WisdomTree InvestmentsManaged Futures Strategy Fund WTMF -ETF
514 Capital Partners514 Fund
Absolute Return Capital ManagementDiversified Momentum Strategy
Adalpha Asset ManagementDiversified Medium Term
Algocentric Capital$100000 Program
Algocentric CapitalAlgo II Trading Prog
Allianz Global InvestorsManaged Futures Strategy
AlphaSimplex GroupAdaptive Trend Fund
AlphaSimplex GroupManaged Futures Composite
Altis Partners Jersey LimitedGlobal Futures Portfolio
Altis Partners Jersey LimitedPureTrend Portfolio
Anderson Creek TradingStandard Diversified Strategy
AQR Capital ManagementAlternative Trends Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
AQR Capital ManagementManaged Futures UCITS
Aspect Capital LimitedAspect Core Trend Fund
Aspect Capital LimitedAspect Core Trend HV Fund
Aspect Capital LimitedDiversified Program
Auspice Capital AdvisorsAuspice Diversified
BantleonSelect Div. Markets
Bastiat CapitalBastiat Divergence Program
BH-DG Systematic TradingBH-DG Systematic Trading Fund
Calculo CapitalCalculo Evolution Fund
Campbell & CompanyCore Trend w/ Dynamic Risk Targeting
Campbell & CompanyManaged Futures
Candriam Investors GroupCandriam Diversified Futures
Capital Fund ManagementCFM ISTrends Equity Capped
Catalyst Capital AdvisorsMillburn Hedge Strategy Fund
Chesapeake Capital CorporationDiversified Plus (HV)
Chesapeake Capital CorporationDiversified Program Plus
Columbia ThreadneedleManaged Futures Strategy Fund
Crabel Capital MgmtCrabel Advanced Trend
DoubleLineMulti-Asset Trend
Drury CapitalDiversified Trend-Following Program
Drury CapitalMulti Strategy
Dunn Capital ManagementDUNN WMA Institutional (ML Capital) UCITS
Dunn Capital ManagementManaged Futures Strategy (Arrow)
Eagle Trading SystemsEagle Customized Trend
Eamon CapitalZephyr Program
Eckhardt Trading CompanyEckhardt (tages)
Eckhardt Trading CompanyEvolution Strategy
Eclipse Capital ManagementGlobal Monetary Program
EMC Capital AdvisorsEMC Balance Program
EMC Capital AdvisorsEMC Classic Program
Estlander & PartnersAlpha Trend
Estlander & PartnersFreedom
Fisch Asset ManagementTrend Navigator
Florin Court CapitalFlorin Court
Fort LPGlobal Contrarian
Fort LPGlobal Diversified
Fort LPGlobal Futures UCITS
Fort LPGlobal Trend
Fort LPGlobal Trend UCITS
FS InvestmentsManaged Futures
FTC CapitalFTC Futures Fund Classic
Fulcrum Asset ManagementMulti Asset Trend Fund
Garraway Capital ManagementGarraway Financial Trends
Goldman Sachs ManagementAlternative Trend
Goldman Sachs ManagementGoldman Sachs Mngd Futures Strat Instl
Graham Capital Mgmt LPK4D-10V
Graham Capital Mgmt LPK4D-15V (Composite)
Graham Capital Mgmt LPTactical Trend
Gresham Investment ManagementGreshamQuant Acar
GuidePathManaged Futures Strat
Hamer TradingHamer Fund
Hamer TradingSystematic Diversified Program
IDS CapitalF&F Systematic Trading
ISAMISAM Systematic Trend 2x
JanusHendersonDynamic Trend
Katonah EveLong-Short Commodity Program – Accelerated
KeyQuant SASKey Trends 15 Composite
KeyQuant SASKey Trends Program
La Financiere de l’EchiquierEchiquier QME
La Financiere de l’EchiquierEchiquier QME Global
Limmat Capital Alternative InvestmentsQore Diversified Fund
Longboard Asset Management LPManaged Futures Strategy
Lynx Asset ManagementLynx
Lynx Asset ManagementLynx 1.5x
Man AHLAHL Alpha
Man AHLAHL Dimension
Man AHLAHL Diversified
Man AHLAHL Diversified Guernsey
Man AHLAHL Diversified Markets EU
Man AHLAHL Diversity Alternative
Man AHLAHL Evolution
Man AHLAHL Trend Alternative
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
MandatumLife Managed Futures Fund
MandatumSlim Tail US LongShort Equity
Melissinos TradingEupatrid Commodity
Metori Capital ManagementEpsilon Global Trend (Lyxor)
Michael J FrischmeyerManaged Account Prog
Moddco Capital AssociatesMCA
Moddco Capital AssociatesMCA Strategy
MS Capital Management LimitedGlobal Diversified
Mulvaney Capital ManagementGlobal Diversified Program
Neural Capital TradingSentinel
Northern Star PartnersNS Quant
O’Brien Investment GroupQuantitative Global Macro Futures
Parizek CapitalFutures Trading Program
PIMCOTrends Composite
Plain CapitalBronX
Purple Valley CapitalDiversified Trend 1
QQFund.comAlpha Beta Program
Quality Capital ManagementGlobal Diversified
Quantica Capital AGManaged Futures Program
Quantica Capital AGManaged Futures Program 2x
Quantica Capital AGManaged Futures Program Focus
Quest PartnersAlphaQuest (ML Capital)
Quest PartnersAlphaQuest Original
Quest PartnersQuest Equity Hedge Program (QEH)
Quest PartnersQuest Fixed Income Hedge Program
Quest PartnersQuest Tracker Index program (QTI)
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
Red Rock CapitalSystematic Global Macro
RedwoodSystematic Macro Trend (SMarT)
Rotella Capital ManagementQdeck Systematic Global Macro
Rotella Capital ManagementQdeck Systematic Trend Program
SalusAlpha Directional Markets
Salus Alpha CapitalDirectional Markets (DMX)
Schot Capital LimitedMulti Diversified Program
Schot Capital LimitedMulti Diversified Program Mini
SEB GroupAsset Selection
Seven Capital ManagementSeven Absolute Return Fund
SMN Investment ServicesSMN Diversified Futures Fund
Southwest Managed InvestmentsGlobal Diversified
Spring Valley Asset ManagementTactical Trend Portfolio
StandpointMulti-Asset Fund
Superfund Capital ManagementGreen Gold 1.5x
Superfund Capital ManagementGreen Gold 1x
Superfund Capital ManagementGreen Silver SICAV
Superfund Capital ManagementGreen SPC 1.5x
Superfund Capital ManagementGreen SPC 1x
Superfund Capital ManagementGreen SPC 2x
Superfund Capital ManagementGreen SPC 2x**
Superfund Capital ManagementManaged Futures Strategy
Systematica InvestmentsBlueTrend Fund
Systematica InvestmentsChina Markets
Tactical Investment Management CorpInstitutional Commodity
Talenta CapitalTalenta CTA Fund
Tendance FinanceNext AM Fund
THS Capital ManagementDiversified Futures Accelerated Growth
Transtrend BVEnhanced Risk
Transtrend BVStandard Risk
Transtrend BVTulip Trend Fund
Transtrend BVTulip Trend Fund UCITS
Tudor Investment CorpTudor Momentum Fund Ltd.
UnigestionCross Asset Trend Follower
Virtus FORT Trend FundVirtus FORT Trend Fund
WaveFront Global Asset Management CorpWFGAM Global Investment
Welton Investment PartnersGlobal Directional Portfolio
Welton Investment PartnersWelton Trend Program
WG Wealth GuardianQT Program
WG Wealth GuardianSAFI2 Program
Wimmer HorizonBeach Horizon Programme
Winton Capital ManagementWinton Futures Fund
Winton Capital ManagementWinton Trend Fund
WisdomTree InvestmentsManaged Futures Strategy Fund WTMF -ETF
Worldwide Capital StrategiesProfit Quest Macro World
514 Capital Partners514 Fund
Absolute Return Capital ManagementDiversified Momentum Strategy
Algocentric Capital$100000 Program
Algocentric CapitalAlgo II Trading Prog
Allianz Global InvestorsManaged Futures Strategy
Allianz Global InvestorsManaged Futures Strategy (40-act)
AlphaSimplex GroupManaged Futures Composite
Altis Partners Jersey LimitedGlobal Futures Portfolio
Altis Partners Jersey LimitedPureTrend Portfolio
Anderson Creek TradingStandard Diversified Strategy
AQR Capital ManagementAlternative Trends Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
AQR Capital ManagementManaged Futures UCITS
Arctic Blue CapitalInuvik Strategy
Aspect Capital LimitedAspect Core Trend Fund
Aspect Capital LimitedAspect Core Trend HV Fund
Aspect Capital LimitedDiversified Program
Auspice Capital AdvisorsAuspice Diversified
Auspice Capital AdvisorsManaged Futures Index
Auspice Capital AdvisorsTactical Futures
BH-DG Systematic TradingBH-DG Systematic Trading Fund
Caerus GroupOil Futures Trading Program
Calculo CapitalCalculo Evolution Fund
Campbell & CompanyCampbell Dynamic Trend Fund
Campbell & CompanyCore Trend w/ Dynamic Risk Targeting
Campbell & CompanyManaged Futures
Candriam Investors GroupCandriam Diversified Futures
Chesapeake Capital CorporationDiversified Plus (HV)
Chesapeake Capital CorporationDiversified Program Plus
Crabel Capital MgmtCrabel Advanced Trend
Drury CapitalDiversified Trend-Following Program
Dunn Capital ManagementDUNN WMA Institutional (ML Capital) UCITS
Dunn Capital ManagementManaged Futures Strategy (Arrow)
Eagle Trading SystemsEagle Customized Trend
Eamon CapitalZephyr Program
Eckhardt Trading CompanyEvolution Strategy
Eclipse Capital ManagementGlobal Monetary Program
EMC Capital AdvisorsEMC Balance Program
EMC Capital AdvisorsEMC Classic Program
EquidexPerformance Enhancement Program
Estlander & PartnersAlpha Trend
Estlander & PartnersFreedom
Fisch Asset ManagementTrend Navigator
Florin Court CapitalFlorin Court
Fort LPGlobal Contrarian
Fort LPGlobal Diversified
Fort LPGlobal Diversified UCITS
Fort LPGlobal Trend
Fort LPGlobal Trend UCITS
FS InvestmentsManaged Futures
FTC CapitalFTC Futures Fund Classic
FTC CapitalFTC Trend Select
Fulcrum Asset ManagementMulti Asset Trend Fund
Garraway Capital ManagementGarraway Financial Trends
Graham Capital Mgmt LPK4D-10V
Graham Capital Mgmt LPK4D-15V (Composite)
Graham Capital Mgmt LPTactical Trend
Graham Capital Mgmt LPTactical Trend Capped Equity
Gresham Investment ManagementGreshamQuant Acar
Gresham Investment ManagementManaged Futures Strat
GSA Capital PartnersGSA Trend Fund
GuidePathManaged Futures Strat
Hamer TradingSystematic Diversified Program
HASAFUMABorstjanaren Hedgehog
Henrik HallenborgHeavy Metal
Henrik HallenborgLa Cucaracha
IDS CapitalF&F Systematic Trading
Incline Investment ManagementCrystal Bay Ubitrend
ISAMISAM Systematic Trend 1x
ISAMISAM Systematic Trend 2x
KeyQuant SASKey Trends 15 Composite
KeyQuant SASKey Trends Program
La Financiere de l’EchiquierEchiquier QME
La Financiere de l’EchiquierEchiquier QME Global
Longboard Asset Management LPManaged Futures Strategy
Lynx Asset ManagementLynx
Lynx Asset ManagementLynx 1.5x
Man AHLAHL Alpha
Man AHLAHL Dimension
Man AHLAHL Diversified
Man AHLAHL Diversified Guernsey
Man AHLAHL Diversified Markets EU
Man AHLAHL Diversity Alternative
Man AHLAHL Evolution
Man AHLAHL Trend Alternative
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
MandatumLife Managed Futures Fund
MandatumSlim Tail US LongShort Equity
Melissinos TradingEupatrid Commodity
Metori Capital ManagementEpsilon Global Trend (Lyxor)
Metori Capital ManagementEpsilon Managed Futures (Lyxor)
Michael J FrischmeyerManaged Account Prog
MS Capital Management LimitedGlobal Diversified
Mulvaney Capital ManagementGlobal Diversified Program
Northern Star PartnersNS Quant
O’Brien Investment GroupQuantitative Global Macro Futures
PanAgoraPanAgora Managed Futures Strategy
Parizek CapitalFutures Trading Program
Persistent Capital ManagementGlobal Diversified Program
PIMCOTrends Composite
Purple Valley CapitalDiversified Trend 1
QQFund.comAlpha Beta Program
Quality Capital ManagementGlobal Diversified
Quantica Capital AGManaged Futures Program
Quantica Capital AGManaged Futures Program 2x
Quantica Capital AGManaged Futures Program Focus
Quest PartnersAlphaQuest (ML Capital)
Quest PartnersAlphaQuest Original
Quest PartnersQuest Equity Hedge Program (QEH)
Quest PartnersQuest Fixed Income Hedge Program
Quest PartnersQuest Tracker Index program (QTI)
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
Red Rock CapitalSystematic Global Macro
SalusAlpha Directional Markets
Salus Alpha CapitalDirectional Markets (DMX)
Schot Capital LimitedMulti Diversified Program
SEB GroupAsset Selection
SEB GroupAsset Selection Opportunistic
Seven Capital ManagementSeven Absolute Return Fund
SMN Investment ServicesSMN Diversified Futures Fund
Solaise Capital ManagementSystematic Fund
Southwest Managed InvestmentsGlobal Diversified
Spring Valley Asset ManagementTactical Trend Portfolio
Superfund Capital ManagementGreen Gold 1.5x
Superfund Capital ManagementGreen Gold 1x
Superfund Capital ManagementGreen SPC 1.5x
Superfund Capital ManagementGreen SPC 2x
Superfund Capital ManagementManaged Futures Strategy
Sysmatic Trading SolutionsGlobal Hedge Plus
Systematica InvestmentsBlueTrend Fund
Tactical Investment Management CorpInstitutional Commodity
Talenta CapitalTalenta CTA Fund
Tendance FinanceNext AM Fund
THS Capital ManagementDiversified Futures Accelerated Growth
Tomas Capital PtyThe GCAF Program
Transtrend BVEnhanced Risk
Transtrend BVStandard Risk
Transtrend BVTulip Trend Fund
Transtrend BVTulip Trend Fund UCITS
Tudor Investment CorpTudor Momentum Fund Ltd.
UnigestionCross Asset Trend Follower
Virtus FORT Trend FundVirtus FORT Trend Fund
WaveFront Global Asset Management CorpWFGAM Global Investment
Welton Investment PartnersGlobal Directional Portfolio
Welton Investment PartnersWelton Trend Program
WG Wealth GuardianQT Program
WG Wealth GuardianSAFI2 Program
Willowbridge AssociatesArgo
Wimmer HorizonBeach Horizon Programme
Winton Capital ManagementWinton Futures Fund
Winton Capital ManagementWinton Futures Fund (Lyxor)
Winton Capital ManagementWinton Trend Fund
WisdomTree InvestmentsManaged Futures Strategy Fund WTMF -ETF
Worldwide Capital StrategiesProfit Quest Macro World
514 Capital Partners514 Fund
Alder CapitalAlder Global 20
Alder CapitalCALM Eurozone Equity
Allianz Global InvestorsManaged Futures Strategy
AlphaSimplex GroupManaged Futures Composite
Altis Partners Jersey LimitedGlobal Futures Portfolio
Altis Partners Jersey LimitedPureTrend Portfolio
Anderson Creek TradingStandard Diversified Strategy
AQR Capital ManagementAlternative Trends Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
Arctic Blue CapitalArctic Blue 2X Program
Arctic Blue CapitalInuvik Strategy
Aspect Capital LimitedAspect Core Trend Fund
Aspect Capital LimitedAspect Core Trend HV Fund
Aspect Capital LimitedDiversified Program
Auspice Capital AdvisorsAuspice Diversified
Auspice Capital AdvisorsManaged Futures Index
Auspice Capital AdvisorsTactical Futures
BH-DG Systematic TradingBH-DG Systematic Trading Fund
Caerus GroupOil Futures Trading Program
Calculo CapitalCalculo Evolution Fund
Campbell & CompanyCampbell Dynamic Trend Fund
Campbell & CompanyManaged Futures
Capital Fund ManagementIS Trends Fund
Chesapeake Capital CorporationDiversified Plus (HV)
Chesapeake Capital CorporationDiversified Program (LV)
Chesapeake Capital CorporationDiversified Program Plus
Crabel Capital MgmtCrabel Advanced Trend
Dixon Midland CompanyDixon Midland Diversified
Drury CapitalDiversified Trend-Following Program
Dunn Capital ManagementManaged Futures Strategy (Arrow)
Eagle Trading SystemsEagle Customized Trend
Eamon CapitalZephyr Program
Eckhardt Trading CompanyEvolution Strategy
Eckhardt Trading CompanyEvolution Strategy 1.2X
Eclipse Capital ManagementAlpha Asia
Eclipse Capital ManagementGlobal Long/Short Momentum Program
Eclipse Capital ManagementGlobal Monetary Program
EMC Capital AdvisorsEMC Balance Program
EMC Capital AdvisorsEMC Classic Program
Estlander & PartnersAlpha Trend
Estlander & PartnersFreedom
Florin Court CapitalFlorin Court BMS SHARE CLASS
Fort LPFORT Global UCITS
Fort LPGlobal Contrarian
Fort LPGlobal Diversified
Fort LPGlobal Diversified UCITS
Fort LPGlobal Trend
Fort LPGlobal Trend UCITS
FS InvestmentsManaged Futures
FTC CapitalFTC Futures Fund Classic
FTC CapitalFTC Trend Select
Garraway Capital ManagementGarraway Financial Trends
Graham Capital Mgmt LPK4D-10V
Graham Capital Mgmt LPK4D-15V (Composite)
Graham Capital Mgmt LPTactical Trend
Graham Capital Mgmt LPTactical Trend Capped Equity
Gresham Investment ManagementGreshamQuant Acar
Gresham Investment ManagementManaged Futures Strat
GSA Capital PartnersGSA Trend Fund
GuidePathManaged Futures Strat
Hamer TradingHamer Fund
Hamer TradingSystematic Diversified Program
IDS CapitalF&F Systematic Trading
Incline Investment ManagementCrystal Bay Ubitrend
Independent VIew BVIV Quantitative Futures Fund
ISAMISAM Systematic Trend 1x
ISAMISAM Systematic Trend 2x
John Locke InvestmentsCyril Systematic UCITS Fund
KeyQuant SASKey Trends 15 Composite
KeyQuant SASKey Trends Program
KeyQuant SASKey Trends Program 10
Longboard Asset Management LPManaged Futures Strategy
Lynx Asset ManagementLynx
Lynx Asset ManagementLynx 1.5x
Man AHLAHL Alpha
Man AHLAHL Dimension
Man AHLAHL Diversified
Man AHLAHL Diversified Guernsey
Man AHLAHL Diversified Markets EU
Man AHLAHL Evolution
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
MandatumLife Managed Futures Fund
MandatumSlim Tail US LongShort Equity
Melissinos TradingEupatrid Commodity
Metori Capital ManagementEpsilon Global Trend (Lyxor)
Metori Capital ManagementEpsilon Managed Futures (Lyxor)
Michael J FrischmeyerManaged Account Prog
MS Capital Management LimitedGlobal Diversified
Mulvaney Capital ManagementGlobal Diversified Program
O’Brien Investment GroupQuantitative Global Macro Futures
PanAgoraPanAgora Managed Futures Strategy
Parizek CapitalFutures Trading Program
Peak Asset ManagementPeak Global Macro
PIMCOTrends Composite
Plus EV CapitalRaise Alpha Prog
Purple Valley CapitalDiversified Trend 1
QQFund.comAlpha Beta Program
Quality Capital ManagementGlobal Diversified
Quantica Capital AGManaged Futures Program
Quantica Capital AGManaged Futures Program 2x
Quest PartnersAlphaQuest Original
Quest PartnersQuest Equity Hedge Program (QEH)
Quest PartnersQuest Fixed Income Hedge Program
Quest PartnersQuest Tracker Index Program (QTI)
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
Red Rock CapitalSystematic Global Macro
Salus Alpha CapitalDirectional Markets (DMX)
Schot Capital LimitedMulti Diversified Program
SEB GroupAsset Selection
SEB GroupAsset Selection Opportunistic
Seven Capital ManagementSeven Absolute Return Fund
SMN Investment ServicesSMN Diversified Futures Fund
Solaise Capital ManagementSystematic Fund
Southwest Managed InvestmentsGlobal Diversified
Spring Valley Asset ManagementTactical Trend Portfolio
Sunrise Capital PartnersEquity & Bond Optimized Growth
Sunrise Capital PartnersU.S. Equity Optimized Growth
Superfund Capital ManagementGreen Gold 1.5x
Superfund Capital ManagementGreen Gold 1x
Superfund Capital ManagementGreen Gold SICAV
Superfund Capital ManagementGreen SICAV
Superfund Capital ManagementGreen Silver SICAV
Superfund Capital ManagementGreen SPC 1.5x
Superfund Capital ManagementGreen SPC 1.5x*
Superfund Capital ManagementGreen SPC 1x
Superfund Capital ManagementGreen SPC 2x
Superfund Capital ManagementGreen SPC 2x**
Superfund Capital ManagementManaged Futures Strategy
Sysmatic Trading SolutionsGlobal Hedge Plus (P)
Systematica InvestmentsBlueTrend Fund
Systematica InvestmentsSystematica Trend Following
Tactical Investment Management CorpInstitutional Commodity
Talenta CapitalTalenta CTA Fund
Tendance FinanceNext AM Fund
Tomas Capital PtyThe GCAF Program
Transtrend BVEnhanced Risk
Transtrend BVStandard Risk
Transtrend BVTulip Trend Fund
Tudor Investment CorpTudor Momentum Fund Ltd.
Welton Investment PartnersGlobal Directional Portfolio
Welton Investment PartnersWelton Trend Program
Westphal TradingSPX Program
WG Wealth GuardianQT Program
WG Wealth GuardianSAFI2 Program
Wimmer HorizonBeach Horizon Programme
Winton Capital ManagementWinton Futures Fund (Lyxor)
WisdomTree InvestmentsManaged Futures Strategy Fund WTMF -ETF
Worldwide Capital StrategiesProfit Quest Macro World
Abraham Investment ManagementDiversified Program
Abraham Investment ManagementGlobal Diversified
Abraham Trading CompanyDiversified Program
Abraham Trading CompanySalem 2X Fund L.P.
Alder CapitalAlder Global 10
Alder CapitalAlder Global 20
Alder CapitalCALM Eurozone Equity
AlfakraftAlfa Axiom
AlphaSimplex GroupManaged Futures Composite
Altis Partners Jersey LimitedAltis Global Trend Portfolio
Altis Partners Jersey LimitedGlobal Futures Portfolio
Altis Partners Jersey LimitedPureTrend Portfolio
Anderson Creek TradingStandard Diversified Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
Arctic Blue Capital2x Program
Arctic Blue CapitalInuvik Strategy
Arrow Capital ManagementExemplar Diversified Portfolio
Aspect Capital LimitedAspect Core Trend Fund
Aspect Capital LimitedAspect Core Trend HV Fund
Aspect Capital LimitedDiversified Program
Auspice Capital AdvisorsAuspice Diversified
Auspice Capital AdvisorsManaged Futures Index
Beach HorizonBeach Horizon Programme
Blue Sky Investment Science Asset Management PtyDynamic Macro
Bluegrass Capital ManagementCross Market Bias
Caerus GroupOil Futures Trading Program
Calculo CapitalCalculo Evolution Fund
Campbell & CompanyCampbell Dynamic Trend Fund
Campbell & CompanyCore Trend w/ Dynamic Risk Targeting
Campbell & CompanyManaged Futures
Candriam Investors GroupAlternative Return Systemat
Capital Fund ManagementIS Trends Fund
Catalyst Capital AdvisorsMillburn Hedge Strategy Fund
Chesapeake Capital CorporationDiversified Program (LV)
Chesapeake Capital CorporationDiversified Program Plus
Claret Asset Management CorporationGlobal Multi-Asset
Crabel Capital MgmtCrabel Advanced Trend
Dixon Midland CompanyDixon Midland Diversified
Drury CapitalDiversified Trend-Following Program
Eagle Trading SystemsEagle Global Financials
Eagle Trading SystemsEagle Strategic Trend Macro Strategy
Eamon CapitalZephyr Program
Eckhardt Trading CompanyEvolution Strategy
Eckhardt Trading CompanyEvolution Strategy 1.2X
Eclipse Capital ManagementAlpha Asia
Eclipse Capital ManagementGlobal Long/Short Momentum Program
Eclipse Capital ManagementGlobal Monetary Program
EMC Capital AdvisorsEMC Balance Program
EMC Capital AdvisorsEMC Classic Program
Estlander & PartnersAlpha Trend
Estlander & PartnersAlpha Trend 3x
Estlander & PartnersFreedom
Fisch Asset ManagementTrend Navigator
Florin Court CapitalFlorin Court BMS SHARE CLASS
Fort LPFORT Global UCITS
Fort LPGlobal Contrarian
Fort LPGlobal Diversified
Fort LPGlobal Diversified UCITS
Fort LPGlobal Trend
FTC CapitalFTC Futures Fund Classic
FTC CapitalFTC Trend Select
Fulcrum Asset ManagementMulti Asset Trend Fund A-USD
Garraway Capital ManagementGarraway Financial Trends
Graham Capital Mgmt LPK4D-10V
Graham Capital Mgmt LPK4D-15V (Composite)
Graham Capital Mgmt LPTactical Trend
Graham Capital Mgmt LPTactical Trend Capped Equity
Gresham Investment ManagementGreshamQuant Acar
GSA Capital PartnersGSA Trend Fund
Hamer TradingHamer Fund
Hamer TradingSystematic Diversified Program
Incline Investment ManagementCrystal Bay Ubitrend
Independent VIew BVIV Quantitative Futures Fund
ISAMISAM Systematic Trend
KeyQuant SASKey Trends 15 Composite
KeyQuant SASKey Trends Program
KeyQuant SASKey Trends UCITS Fund (I-EUR)
Limmat Capital Alternative Investments AGQore Diversified Fund
Limmat Capital Alternative Investments AGQore Diversified Fund 1.5x
Longboard Asset Management LPManaged Futures Strategy
Lynx Asset ManagementLynx
Lynx Asset ManagementLynx 1.5x
Man AHLAHL Alpha
Man AHLAHL Dimension
Man AHLAHL Diversified
Man AHLAHL Diversified Guernsey
Man AHLAHL Diversified Markets EU
Man AHLAHL Evolution
Mark J Walsh & CompanyStandard
Metori Capital ManagementEpsilon Global Trend (Lyxor)
Metori Capital ManagementEpsilon Managed Futures (Lyxor)
Metzler Asset ManagementNordea 1 Heracles LongShort
Michael J FrischmeyerManaged Account Prog
MS Capital Management LimitedGlobal Diversified
Mulvaney Capital ManagementGlobal Diversified Program
O’Brien Investment GroupQuantitative Global Macro Futures
Parizek CapitalFutures Trading Program
Peak Asset ManagementPeak Global Macro
Pier Trading CompanyAltum Program
PIMCOTrends Composite
Plus EV CapitalRaise Alpha Prog
Purple Valley CapitalDiversified Trend 1
QQFund.comInvestment Program 1
Quantica Capital AGManaged Futures Program
Quantica Capital AGManaged Futures Program 2x
Quest PartnersAlphaQuest Original
Quest PartnersAlphaQuest Short Bias Program
Quest PartnersQuest Fixed Income Hedge Program
Quest PartnersQuest Tracker Index Program (QTI)
Red Rock CapitalSystematic Global Macro
Rivoli Fund ManagementInternational Fund
Rivoli Fund ManagementInternational Fund V9
Rivoli Fund ManagementLong Short Bond Fund
Rivoli Fund ManagementRivoli Capital
Salus Alpha CapitalDirectional Markets (DMX)
SEB GroupAsset Selection
SEB GroupAsset Selection Opportunistic
Seven Capital ManagementBlackSnake
Seven Capital ManagementSeven Absolute Return Fund
SMN Investment ServicesSMN Diversified Futures Fund
Solaise Capital ManagementSystematic Fund
Southwest Managed InvestmentsGlobal Diversified
Spring Valley Asset ManagementTactical Trend Portfolio
Sunrise Capital PartnersEquity & Bond Optimized Growth
Sunrise Capital PartnersEvolution
Sunrise Capital PartnersU.S. Equity Optimized Growth
Superfund Capital ManagementGreen EUR SICAV
Superfund Capital ManagementGreen Gold 1.5x
Superfund Capital ManagementGreen Gold 1x
Superfund Capital ManagementGreen Gold SICAV
Superfund Capital ManagementGreen Silver SICAV
Superfund Capital ManagementGreen SPC 1.5x
Superfund Capital ManagementGreen SPC 1x
Superfund Capital ManagementGreen SPC 2x
Superfund Capital ManagementSuperfund Green Program
Systematica InvestmentsBlueTrend Fund
Tactical Investment Management CorpInstitutional Commodity
Tactical Investment Management CorpTactical Multistrategy Commodity Fund LP
Talenta CapitalDiversified Fund
Talenta CapitalTalenta CTA Fund
Tendance FinanceNext AM Fund
Thayer Brook PartnersGlobal Diversified
Thayer Brook PartnersThayer Brook Fixed Income Fund
Tomas Capital PtyThe GCAF Program
Totem Asset GroupOrca Program (Quantitative Directional Zero-Equity)
Transtrend BVEnhanced Risk
Transtrend BVStandard Risk
Transtrend BVTulip Trend Fund
Tudor Investment CorpTudor Momentum Fund Ltd.
Welton Investment PartnersGlobal Directional Portfolio
Welton Investment PartnersWelton Trend Program
Westphal TradingDiversified Trend-Following
Westphal TradingSPX Program
Winton Capital ManagementWinton Futures Fund
Winton Capital ManagementWinton Futures Fund (Lyxor)
Winton Capital ManagementWinton Futures Fund (PAM)
Winton Capital ManagementWinton Trend Fund
Worldwide Capital StrategiesProfit Quest Macro World