Managed Futures and Global Macro Strategies 2015

Impact on Institutional Portfolios

October 21, 2015

JW Marriott
110E 2nd St.
Austin, TX

Meg Bode
Special Advisor

Engage

in deep dive discussions among active institutional investors, CTAs, macro managers, investment consultants, fund of funds, academics, and economists to explore the benefits of managed futures and global macro strategies.

Discover

proven methodologies on how to weatherproof institutional portfolios and capture new sources of alpha.

Apply

valuable information on the latest asset allocation techniques for building diversified portfolios that will mitigate risk and boost performance.

ABOUT THE PROGRAM

PROGRAM AGENDA

Time	Description
8:30–9:00	Breakfast & Welcoming Remarks Meg Bode, Special Advisor, Skytop Strategies
9:00–9:45	A Fresh Look at the Evolving Investment Landscape Presenter: Lee Partridge, Chief Investment Officer, Salient Partners
9:45-10:45	The Returns of Macro Strategies & the Opportunity with the Current Market Regime Moderator: Remy Marino, Managing Director, Head of Alternative Investment Americas, Deutsche Asset & Wealth Management Panelists: John Apperson, Chief Operating Officer, Greenwave Capital Management Cyril Beriot, Managing Director, Head of Managed Accounts, H2O AM LLP Lars Ericsson, Deputy Chief Executive Officer, IPM Informed Portfolio Management Sanjiv Kumar, Principal, Fort LP
10:45–11:00	Refreshment Break
11:00-12:00	Weatherproofing Portfolios with Global Macro & Managed Futures Moderator: Alkesh Gianchandani, Director, Deutsche Asset & Wealth Management Panelists: Brian Anderson, Chief Risk Officer, COO, & CCO, Galapagos Partners, L.P. Ryan Beach, Manager Research Director, USAA Ajay Dravid, Chief Investment Officer, Equinox Institutional Asset Management John McCallon, President, Elm Asset Management Joe. S. Wade, Chief Investment Officer, Meritage Capital, LLC
12:00–12:45	Networking Luncheon
12:45-1:30	Risk Factor Based Portfolio Construction: The New Normal Moderator: Tarik H. Dalton, Director of Multi-Strategy, Investment Management Division, North Carolina Department of the Treasurer Panelists: Katherine Molnar, CFA, Senior Investment Officer, Fairfax County Retirement Systems Michael J. Tari, Ph.D., Director, Head of Risk Factor Portfolio Management, Liquid Alternatives, Alternatives & Fund Solutions, Deutsche Asset & Wealth Management
1:30-2:30	An Academic Look at Return Drivers, Dispersion & the Benefits of Multi-Manager Portfolios Moderator: Ela Karahasanoglu, CFA, CAIA, Vice President, Institutional–Currency & Asset Allocation, CIBC Asset Management Inc. Panelists: Salem Abraham, President, Abraham Trading Company Richard Durand, PhD, Director, Investment Strategies, Campbell & Company Alex Greyserman, PhD, Chief Scientist, ISAM Roy Niederhoffer, President, R.G. Niederhoffer Capital Management, Inc. Robert Sinnott, Senior Research Scientist, Portfolio Manager, AlphaSimplex Group LLC
2:30-2:45	Refreshment Break
2:45-3:45	Understanding Managed Futures and Macro Strategies: In What New Ways are Institutional Investors Accessing the Desired Exposure? Moderator: Ernest Jaffarian, Chief Executive Officer & Chief Investment Officer, Efficient Capital Management, LLC Panelists: Brennan Basnicki, CFA, CMT, Senior Analyst – Absolute Return, Teachers’ Retirement System of the State of Illinois Tarik H. Dalton, Director of Multi-Strategy, Investment Management Division, North Carolina Department of the Treasurer Lionel Erdely, Head and Chief Investment Officer, Hedge Funds, Investcorp Investment Advisors Chris Solarz, Managing Director, Cliffwater LLC Steven Wilson, Investment Manager, Teacher Retirement System of Texas
3:45-4:30	Fireside Chat: Industry Innovators Discuss Creative Delivery Mechanisms and Bespoke Products Led by: Ed Egilinsky, Managing Director, Head of Alternative Investments, Direxion Investments Tim Pickering, Founder and Chief Investment Officer, Auspice Capital Advisors
4:30-5:00	Closing Presentation Presenter: Marko Papic, Chief Strategist, Geopolitical Strategy, BCA Research
5:00-6:00	Networking Reception

SESSION LEADERS

Salem Abraham
President
Abraham Trading Company
Canadian, TX
Brian Anderson
Chief Risk Officer, COO, & CCO
Galapagos Partners, L.P.
Houston, TX
John Apperson
Chief Operating Officer
Greenwave Capital Management
Austin, TX
Brennan Basnicki, CFA, CMT,
Senior Analyst – Absolute Return,
Teachers’ Retirement System of the State of Illinois
Springfield, IL
Ryan Beach
Manager Research Director
USAA
San Antonio, Texas
Cyril Beriot
Managing Director,
Head of Managed Accounts
H2O AM LLP
London, UK
Tarik H. Dalton
Director of Multi-Strategy
Investment Management Division
North Carolina Department of the Treasurer
Raleigh, NC
Ajay Dravid
Chief Investment Officer
Equinox Institutional Asset Management
Princeton, NJ
Richard Durand, PhD
Director, Investment Strategies
Campbell & Company
Baltimore, MD
Ed Egilinsky
Managing Director, Head of Alternative Investments
Direxion Investments
New York, NY
Lionel Erdely
Head & Chief Investment Officer, Hedge Funds
Investcorp Investment Advisors
New York, NY
Lars Ericsson
Deputy Chief Executive Officer
IPM Informed Portfolio Management
Stockholm, Sweden
Alkesh Gianchandani
Director
Deutsche Asset & Wealth Management
New York, NY
Alex Greyserman PhD,
Chief Scientist
ISAM
New York, NY
Ernest Jaffarian
Chief Executive Officer & Chief Investment Officer
Efficient Capital Management, LLC
Warrenville, IL

Ela Karahasanoglu, CFA, CAIA
Vice President, Institutional –
Currency and Asset Allocation
CIBC Asset Management Inc.
Toronto, Ontario
Sanjiv Kumar
Principal
Fort LP
Chevy Chase, MD
Remy Marino
Managing Director
Head of Alternative Investment Americas
Deutsche Asset & Wealth Management
New York, NY
John McCallon
President
Elm Asset Management
Denton, TX
Katherine Molnar, CFA
Senior Investment Officer
Fairfax County Retirement Systems
Fairfax, VA
Roy G. Niederhoffer
President
R. G. Niederhoffer Capital Management, Inc.
New York, NY
Marko Papic
Chief Strategist, Geopolitical Strategy
BCA Research
Montreal, Quebec
Lee Partridge
Chief Investment Officer
Salient Partners
Houston, TX
Tim Pickering
Founder
Chief Investment Officer
Auspice Capital Advisors
Calgary,AB
Robert Sinnott
Senior Research Scientist
Portfolio Manager
AlphaSimplex Group LLC
Cambridge, MA
Chris Solarz
Managing Director
Cliffwater LLC
New York, NY
Michael J. Tari, Ph.D.
Director, Head of Risk Factor Portfolio Management, Liquid Alternatives, Alternatives & Fund Solutions
Deutsche Asset & Wealth Management
Jacksonville, FL
Joe S. Wade
Chief Investment Officer
Meritage Capital, LLC
Austin, TX
Steven Wilson
Investment Manager
Teacher Retirement System of Texas
Austin, TX

DELEGATES

Salem Abraham
President
Abraham Trading Company
Canadian, TX
Brian Anderson
Chief Risk Officer, COO, & CCO
Galapagos Partners L.P.
Houston, TX
Paul C. Anderson
Senior Vice President, U.S. Institutional Services
Natixis Global Asset Management
Boston, Massachusetts
Saurav Aneja
Assistant Vice President
Global Client Group – Alternatives
Deutsche Asset & Wealth Management
New York, NY
John Apperson
Chief Operating Officer
Greenwave Capital Management
Austin, TX
Brennan Basnicki, CFA, CMT,
Senior Analyst – Absolute Return,
Teachers’ Retirement System of the State of Illinois
Springfield, IL
Ryan Beach
Manager Research Director
USAA
San Antonio, Texas
Cyril Beriot
Managing Director
Head of Managed Accounts
H2O AM LLP
London, UK
James Bode
Senior Vice President, Alternative Investments
Bank of Oklahoma
Tulsa, OK
Michael Boss
Director – Capital Introductions
Societe Generale
Chicago, IL
Ron Breitigam
Managing Director
Lake Austin Advisors
Austin, TX
Jason Browning
Portfolio Consultant
Natixis Global Asset Management
Boston, MA
Keith A. Byers
Managing Director, Business Development
Aventis Asset Management, LLC
Buffalo Grove, IL
Satitpong Chantarajirawong
Investment Analyst
Employees Retirement System of Texas
Austin, TX
Rob Chisholm
Senior Portfolio Manager
Center Coast Capital Advisor, LP
Houston, TX
Carlos Chujoy
Head of Risk Management
Employees Retirement System of Texas
Austin, TX
Michelle Connell, CFA
Institutional Consultant
Castle Hill Advisors, LLC
Austin, TX
Steven Curran
Business Development
BCA Research Inc.
Montreal, Canada
Tarik H. Dalton
Director of Multi-Strategy
Investment Management Division
North Carolina Department of the Treasurer
Raleigh, NC
Shea Davis
Director, Alternative Fund Services
Burgher Haggard
Dallas, TX
Jorge A. de Lafuente
Director, Operational Due Diligence
Texas Treasury Safekeeping Trust Company
Austin, TX
Nicholas Delf
Managing Director
KPG Capital Partners LLC
Park City, UT
Amer Delic
Associate
Meritage Capital, LLC
Austin, TX
Edward Den Dooven
Managing Director
Lynx Asset Management
New York, NY
Ajay Dravid
Chief Investment Officer
Equinox Institutional Asset Management
Princeton, NJ
Richard Durand
Director, Investment Strategies
Campbell & Company
Baltimore, MD
Mike Durkin
Director of Trading
O’Brien International Family Office, LLC
Skokie, IL
Patrick T. Egan
Executive Director
Morgan Stanley Investment Management
New York, NY
Ed Egilinsky
Managing Director, Head of Alternative Investments
Direxion Investments
New York, NY
Gale Eisner
Director – Institutional Sales
Equinox Funds
Princeton, NJ
Nigel Ekern
Managing Director
Eclipse Capital Management
Rowayton, CT
Lionel Erdely
Head & Chief Investment Officer, Hedge Funds
Investcorp Investment Advisors
New York, NY
Lars Ericsson
Deputy Chief Executive Officer
IPM Informed Portfolio Management
Stockholm, Sweden
Gregor Etzweiler CFA
Head of Investor Relations &
Business Development
Potomac River Capital, LLC
Washington, D.C.
Michelle Ewart
Managing Director
Meritage Capital, LLC
Austin, TX
Lisa Ferrero
Managing Director, Investor Relations
R.G. Niederhoffer Capital Management
New York, NY
Gregory A. Fomin, JD
Chief Operating Officer
Warrington Asset Management
Dallas, TX
Audrey Gale
Principal
Eckhardt Trading Company
Chicago, IL
Alkesh Gianchandani
Director
Deutsche Asset & Wealth Management
New York, NY
Trey Graham
Investment Analyst
Waterloo Capital
Austin, TX
Ryan Green
Associate Director
LGT Capital Partners
New York, NY
Alex Greyserman PhD,
Chief Scientist,
ISAM
New York, NY
Joel Handy
Director of Client Relations
Efficient Capital Management, LLC
Warrenville, IL
Joel Hinkhouse
Senior Investment Manager
Teacher Retirement System of Texas
Austin, TX
Kurt Holmes
Vice President, Alternative Investments
Bank of Oklahoma
Tulsa, OK
Kristin Hovencamp
Director, Institutional Sales
GAM USA Inc
New York, NY
Neal Howe
Director of Investor Solutions
Welton Investment Partners
New York, NY
Nathanael Hudson
Managing Member
1209 Capital
San Antonio, TX
Steve Hwang
COO and Head of Marketing
Aventis Asset Management, LLC
Buffalo Grove, IL
Raj Idnani
Principal
Blueprint Capital Management LLC
Austin, TX
JaDeane F. Ing
Managing Director
CCTrack Solutions LLC
New York, NY
Ernest Jaffarian
Chief Executive Officer & Chief Investment Officer
Efficient Capital Management, LLC
Warrenville, IL
Grant Jaffarian
President and Chief Investment Officer
AlphaTerra, LLC
Los Angeles, CA
Jared Jameson
Vice President and Chief Investment Officer
WJ Interests, LLC
Sugar Land, TX
Christian Johnson
Global Head of Strategic Business Development
Warrington Asset Management
Dallas, TX
Shaun Jordan
Director of Marketing
Abraham Trading Company
Austin, TX
Brian Julian
Director
Blueprint Capital
Austin, TX
Ela Karahasanoglu, CFA, CAIA
Vice President, Institutional –
Currency and Asset Allocation
CIBC Asset Management Inc.
Toronto, Ontario
Sharmila Kassam
Deputy Chief Investment Officer
Employees Retirement System of Texas
Austin, TX
Anne Kelly-Banks
Director, Metals Client Facilitation
Societe Generale
New York, NY
Chris Kemp
Marketing Associate
Abraham Trading Company
Austin, TX
Lawrence Kissko
Client Portfolio Manager
Man AHL
New York, NY
Stephen Klawitter
Director, Sales & Business Development
SRB Capital Management
Chicago, IL

Nigol Koulajian
Founder & CIO
Quest Partners LLC
New York, NY
Bill Krivicich, CFA
Chief Investment Officer
Gary Goldberg Financial Services
Suffern, NY
Sanjiv Kumar
Principal
Fort LP
Chevy Chase, MD
Panayiotis Lambropoulos
Portfolio Manager
Employees Retirement System of Texas
Austin, TX
Marc L. Leavitt, CAIA
Director, Absolute Return Strategies
Texas Municipal Retirement System
Austin, TX
Adam Levine
Risk Strategist
Texas Treasury Safekeeping Trust Company
Austin, TX
Tina Lewandowski
Director of Marketing
Arthur Bell CPAs
Hunt Valley, MD
Matt Lindholm
Vice President, Investment Management
CAZ Investments
Houston, TX
Rob Lingle
Senior Managing Director
Hedgeharbor
Newport Beach, CA
Laura Lu
Director, Business Development
IPM Informed Portfolio Management
Stockholm, Sweden
Alistair Macnaughton
Chief Legal Officer
Mulvaney Capital Management Ltd
London, UK
Nick Maffeo
Investment Analyst, Hedge Funds
Employees Retirement System of Texas
Austin, TX
Alan Marantz
Managing Director
Fort LP
New York, NY
Remy Marino
Managing Director
Head of Alternative Investment Americas
Deutsche Asset & Wealth Management
New York, NY
Peter J. Martin
Director of Client Portfolio Management
Alpha Simplex Group
Cambridge, Massachusetts
Ian McAbeer
Partner
Blackhaw Wealth Management, LLC
Austin, TX
John McCallon
President
Elm Asset Management
Denton, TX
Rosa McCormick
President
Key Light Capital
Austin, TX
Steven J. Menna
Partner, National Hedge Fund Leader
KPMG LLP
Dallas, TX
Chip Miller
Institutional Sales & Trading
CONVERGEX
Dallas, TX
Katherine Molnar, CFA
Senior Investment Officer
Fairfax County Retirement Systems
Fairfax, VA
Michael L. Murphy, CFA
Chief Investment Officer
Highwood Capital LLC
Locust Valley, NY
Dale M. Neibert
Portfolio Manager, Alternatives
FSI (Financial Solutions, Inc)
Austin, TX
Roy G. Niederhoffer
President
R. G. Niederhoffer Capital Management, Inc.
New York, NY
Marko Papic
Chief Strategist, Geopolitical Strategy
BCA Research
Montreal, Quebec
Lee Partridge
Chief Investment Officer
Salient Partners
Houston, TX
Harold E. Peterson
Chair of the Investment Committee
Austin Community Foundation
Austin, TX
Tim Pickering
Founder
Chief Investment Officer
Auspice Capital Advisors
Calgary, AB
Adam Price
Director & Product Specialist
Meritage Capital, LLC
Austin, TX
Mikhael Rawls
Senior Investment Analyst
Teacher Retirement System of Texas
Austin, TX
Norma Richmond
Manager of Audit, Assurance and Advisory
Arthur Bell CPAs
Hunt Valley, MD
Daniel Rizzuto
Managing Director, Capital Introductions
Societe Generale
New York, NY
Xavier Ross
Vice President, ICG-Listed Derivatives Corporate Banking & Securities
Deutsche Bank
Jacksonville, FL
Rick Rusin
Chief Operating Officer
AlphaTerra, LLC
Los Angeles, CA
John Ryan
Managing Principal
Spring Valley Asset Management
Morristown, NJ
Andy Schneider
Vice President, Institutional Business Development
Campbell & Company
Baltimore, MD
Dustin Schneider
President
Yellowstone Capital
Austin, TX
David Seidman
Vice President, Client Solutions
MKP Capital Management, L.L.C.
New York, NY
Joy Seth
Investment Analyst
Employees Retirement System of Texas
Austin, TX
Ruchit Shah
Portfolio Manager, Alternative Fixed Income & Private Credit
Texas Treasury Safekeeping Trust Company
Austin, TX
Tushar Shah, CFA
Partner
Blackhaw Wealth Management, LLC
Austin, TX
Samir Sheldenkar
Investment Partner
Harmonic Capital
London, England
Anna Shlimak
Director of Investor Relations
Quest Partners LLC
New York, NY
Komson Silapachai
Investment Manager
Teacher Retirement System of Texas
Austin, TX
Don Simoneaux
Chief Investment Officer
Waterloo Capital
Austin, TX
Robert Sinnott
Senior Research Scientist
Portfolio Manager
AlphaSimplex Group LLC
Cambridge, MA
Alastair Smith
Partner
Harmonic Capital
London, England
Arvin Soh
Portfolio Manager, AIS Trading
GAM USA Inc
New York, NY
Chris Solarz
Managing Director
Cliffwater LLC
New York, NY
Rod Stevenson
Principal
Captive Architects
Austin, TX
Michael J. Tari, Ph.D.
Director, Head of Risk Factor Portfolio Management, Liquid Alternatives, Alternatives & Fund Solutions
Deutsche Asset & Wealth Management
Jacksonville, FL
Yu Tang
Investment Analyst
Employees Retirement System of Texas
Austin, TX
Bill Taylor
Director, Co-Global Head of Metals
Societe Generale CIB
New York, NY
Andrew Thinnes
Head of Sales, North America
ISAM
New York, NY
Chad Turner
Senior Investment Analyst
Texas Treasury Safekeeping Trust Company
Austin, TX
Thomas Villalta
Director of Investment Research
Covenant Multifamily Offices
San Antonio, TX
Joe S. Wade
Chief Investment Officer
Meritage Capital, LLC
Austin, TX
Kim Waldman
Director of Business Development
Arthur Bell CPAs
Hunt Valley, MD
Coen Weddepohl
Chief Strategy Officer
R.G. Niederhoffer Capital Management
New York, NY
Steven Wilson
Investment Manager
Teacher Retirement System of Texas
Austin, TX
Scott Woods
Partner, DFW Hedge Tax Leader
KPMG LLP
Dallas, TX
Aksel Yavalar, CFA
Vice President
Global Client Group – Alternatives
Deutsche Asset & Wealth Management
New York, NY
Jennifer L. Ziehe, CFA, CAIA
Senior Director, Client Development & Sales
CME Group
New York, NY