Commodities CTA Index Constituents 2021


As described elsewhere, this list is based on managers in the database as of December 2020. We believe that this is a representative selection of programs that are open and marketed to qualified investors. This list may contain managers that have changed names or that ceased to operate throughout 2021.

Alternative Capital AdvisorsStrategic Ag Program
Amapa Capital AdvisorsAmapa Investment Program
AquantumACS Energies
AquantumCommodity Spread
Arctic Blue CapitalInuvik Strategy
Arion Investment ManagementArion Copper Arbitrage
Auspice Capital AdvisorsShort Term (AST)
Blue Bar Futures Trading ManagementPrime Ag Program
Blue Bar Futures Trading ManagementU.S. Commodity Diversified
Bocken TradingDiscretionary Trading Program
Brent Trading PtyCommodity Seasonal Spread
Brisslen Capital ManagementBrisslen Energy Strategy
ButtonwoodEnergy Diversified
Caerus GroupOil Futures Trading Program
Cayler CapitalSystematic Energy Diversified
Cazadores InvestmentsCazadores Commodity Alpha
Contrarian InvestorsManaged Futures Program (P)
CoreCommodity ManagementDiversified Portable Alpha
CoreCommodity ManagementFounders Absolute Return (FAR)
County CorkRLA I Program
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 – Accelerated
Emil Van EssenSpread Trading Program Limited
Evergreen Commodity AdvisorsDiscretionary Energy Strategy
First Quadrant LPCommodities Long/Short
Four Seasons CommoditiesHawkeye Spread Program
Gamma QBreckhurst Commodity 2x
Geosol CapitalOnshore I
Gresham Investment ManagementGreshamQuant Acar
GZC Investment Management AGGZC Strategic Commodities Fund
Henrik HallenborgHeavy Metal
HPX FinancialOld School Program
J E MoodyCommodity Relative Value
J E MoodyCommodity Relative Value 3X
Jaguar InvestmentsAegir Capital Strategy
M&R CapitalLivestock Trading Program
Martin Fund ManagementMartin Options Program
Martin Fund ManagementRelative Value Agriculture Options
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 Trace CapitalNorthern Trace Strategy
NuWave Investment ManagementCommodity Value Portfolio
NWOneNWOne Diversified Strategy
Opus FuturesAdvanced Ag Trading Program
Orgone Commodity ManagementOrgone AG 1
PackCreek CapitalComposite
Pan Capital Management LPEnergy Fund
Princeton Investments and TechnologiesCommodity Arbitrage Plus Program
Quantix Commodities LPQuantix Commodity Alpha
RCMA CapitalMerchant Commodity Fund
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
SMN Investment ServicesStructural Alpha Trend
SpreadEdge CapitalAgriculture Seasonal Spreads
SpreadEdge CapitalDiversified Seasonal Spread
SpreadEdge CapitalEnergy Seasonal Spread
SpreadEdge CapitalInter-Commodity Spread Program
Statar CapitalNatural Gas Strategy
Tactical Investment Management CorpInstitutional Commodity
The Great O’NeillGreat O’Neill
Third Street Ag InvestmentsFundamental Discretionary Ag Program
TresidesTotal Return Commodities
Typhon Capital ManagementLeonidas Energy Strategy
Typhon Capital ManagementPlutus Grain Strategy
Typhon Capital ManagementVulcan Metals Strategy
Typhon Capital ManagementZephyrus Livestock
Wharton Capital ManagementAgricultural Futures
World Cup AdvisorLarry Williams China Gold