Commodities CTA Index Constituents 2020


As described elsewhere, this list is based on managers in the database as of the December 2018. 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.

ManagerProgram
Alternative Capital AdvisorsStrategic Ag Program
Amapa Capital AdvisorsAmapa Investment Program
AquantumACS Energies
AquantumCommodity Spread
Arctic Blue CapitalInuvik Strategy
Ardmore Systems TradingTrading Program
Arion Investment ManagementArion Copper Arbitrage
Aventis Asset ManagementDiversified Commodity Strategy
BlackBird Asset ManagementBlackBird Alpha Spread 2.5X
BlackBird Asset ManagementCommodity Spread
Blue Bar Futures Trading ManagementPrime Ag Program
Blue Bar Futures Trading ManagementU.S. Commodity Diversified
Bocken TradingDiscretionary Trading Program
Brisslen Capital ManagementBrisslen Energy Strategy
ButtonwoodEnergy Diversified
Caerus GroupOil Futures Trading Program
Cayler CapitalSystematic Energy Diversified
Commodity Asset ManagementFutures Only
CoreCommodity ManagementDiversified Portable Alpha
CoreCommodity ManagementFounders Absolute Return (FAR)
County CorkRLA I Program
Crow TradingCrow Trading Inc.
Crow TradingNon QEP
Davis CommoditiesAgricultural Program
Demeter Capital ManagementLivestock & Grain Trading Program
Ditsch TradingAgricultural Trading Program
Dynamica Global InvestmentsDynamica Energy Trading
e360 Powere360 Power Strategy
Emil Van EssenLong-Short Commodity Program
Emil van EssenLong-Short Commodity Program – Accelerated
Emil Van EssenMulti-Strategy Program
Emil van EssenSpread Trading Program
Emil Van EssenSpread Trading Program Limited
Evergreen Commodity AdvisorsDiscretionary Energy Strategy
First Quadrant LPCommodities Long/Short
Geosol CapitalOnshore I
Gregory P Asset ManagementSeasonal Spread & Option Strategy
Gresham Investment ManagementGreshamQuant Acar
HPX FinancialOld School Program
J E MoodyCommodity Relative Value
J E MoodyCommodity Relative Value 3X
Jaguar InvestmentsAegir Capital Strategy
Kronos ManagementEMMA Program
M&R CapitalLivestock Trading Program
Martin Fund ManagementMartin Fund
Meliora CapitalCommodity Absolute Return 1X
Meliora CapitalCommodity Absolute Return 3x
Mercantile Analytics and TradingGlobal Diversified Commodity
Millburn Ridegfield CorporationCommodity Program
Mobius Asset MgtCeed Trading Program
Mobius Asset MgtMCR Trading Program
NickJen Capital Management & ConsultantsNatural Resource Discretionary Program – NDR1
Northern Capital PartnersSpread Program
Northern Star PartnersNorthern Star MG Relative Value
NuWave Investment ManagementCommodity Value Portfolio
Opus FuturesAdvanced Ag Trading Program
Pan Capital Management LPEnergy Fund
Polar Star ManagementPolar Star Quantitative Commodity Fund
Polar Star ManagementPolar Star Spectrum Fund Limited
Quantix Commodities LPQuantix Commodity Alpha
RCMA CapitalMerchant Commodity Fund
Red Oak Commodity AdvisorsFundamental Trading Program
Red Rock CapitalCommodity Long-Short
Rosetta Capital ManagementRosetta Macro Program
Rosetta Capital ManagementRosetta Trading Program
Salus Alpha CapitalCommodity Arbitrage (CAX)
Schindler Capital ManagementDairy Advantage Program
Schindler Capital ManagementInstitutional Dairy Advantage
Sector Arc AdvisorsGlobal Lean Hog Ag
Shepherd EnergyShepherd Energy Portfolio
Sigma Advanced Capital ManagementGlobal Advanced Futures and Spread
SpreadEdge CapitalAgriculture Seasonal Spreads
SpreadEdge CapitalDiversified Seasonal Spread
Statar CapitalNatural Gas Strategy
Tactical Investment Management CorpInstitutional Commodity
The Great O’NeillGreat O’Neill
Third Street Ag InvestmentsFundamental Discretionary Ag Program
THOR AnalyticsTHOR Metals Fund I
Tlaloc CapitalGrains Program
Volkert Investment ManagementVolkert Investment Management Inc.
Wharton Capital ManagementAgricultural Futures
White Indian Trading CompanyAlternative Hedge Energy
White Indian Trading CompanyAlternative Hedge Energy (Proprietary)
World Cup AdvisorLarry Williams China Gold