Commodities CTA Index Constituents 2019

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 2019.

AC Investment MgmtAGR Master
Advanced Arbitrage ConceptsNominal Performance Account Two
AlphaGen Capital LimitedLong Short Agriculture Fund
Alternative Capital AdvisorsStrategic Ag Program
Amapa Capital AdvisorsAmapa Investment Program
Andurand Capital ManagementCommodities
AquantumACS Energies
AquantumCommodity Spread
Arctic Blue Capital2x Program
Arctic Blue CapitalInuvik Strategy
Aventis Asset ManagementDiversified Commodity Strategy
Bighorn Capital PartnersDenali Program
Blue Bar Futures Trading ManagementPrime Ag Program
Blue Bar Futures Trading ManagementU.S. Commodity Diversified
Bluenose Capital ManagementBNC CL Program
Bocken TradingDiscretionary Trading Program
Brent Trading PtyCommodity Seasonal Spread
Brisslen Capital ManagementBrisslen Energy Strategy
ButtonwoodEnergy Diversified
Caerus GroupOil Futures Trading Program
Catalyst Capital AdvisorsHedged Commodity Strategy
Cogent Energy Investment ManagementCommodity Strategy
Commodity Asset ManagementFutures Only
County CorkAg Long/Short Program
County CorkCommodity Long/Short Program
County CorkMetals and Energy Long/Short Program
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
Emil Van EssenSystematic Commodity Opportunities
Enduring InvestmentsEnduring Commodity Alpha Fund LP
Evergreen Commodity AdvisorsDiscretionary Energy Strategy
First Quadrant LPCommodities Long/Short
Gamma QBreckhurst Commodity
Gamma QBreckhurst Commodity 2x
Geosol CapitalOnshore I
Geosol CapitalSMA
Gregory P Asset ManagementSeasonal Spread & Option Strategy
Gresham Investment ManagementGreshamQuant Acar
GZC Investment Management AGGZC Strategic Commodities Fund
HB Capital ManagementDiversified Program
Hehmeyer Capital ManagementChelsea Creek
Hehmeyer Capital ManagementHOGO
HPX FinancialOld School Program
Ilgenwald TradingIlgenwald Trading Program
J E MoodyCommodity Relative Value
J E MoodyCommodity Relative Value 3X
Jaguar InvestmentsAegir Capital Strategy
Jaguar InvestmentsUltro Capital Strategy
Jaguar InvestmentsVario Strategy
Kopis Capital ManagementCommodity Long Short
Kronos ManagementEMMA Program
M&R CapitalLivestock Trading Program
Mercantile Analytics and TradingGlobal Diversified Commodity
Millburn Ridegfield CorporationCommodity Program
Mobius Asset MgtMCR Trading Program
MoongateMG Commodity IC SICAV
NickJen Capital Management & ConsultantsNatural Resource Discretionary Program – NDR1
NuWave Investment ManagementCommodity Value Portfolio
Opus FuturesAdvanced Ag Trading Program
Orgone Commodity ManagementOrgone Commodity Management
Pan Capital Management LPEnergy Fund
PIMCOCommodity Alpha Fund
Polar Star ManagementPolar Star Fund
Polar Star Management SEZCPolar Star Spectrum Fund Limited
Premium Capital Advisors AGPrecious Metals Only
RCMA CapitalMerchant Commodity Fund
RCube Asset ManagementCommodity Spread
Red Oak Commodity AdvisorsFundamental Trading Program
Red Rock CapitalCommodity Long-Short
Rosetta Capital ManagementRosetta Macro Program
Rosetta Capital ManagementRosetta Trading Program
RVI Partners LPRVI Partners LP
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
Sidewinder Investment AGSidewinder Energy Fund Ltd
Sigma Advanced Capital ManagementGlobal Advanced Futures and Spread
Smith Futures ManagementLiberty Program
Splendor Capital ManagementCredence Global
SpreadEdge CapitalAgriculture Seasonal Spreads
SpreadEdge CapitalDiversified Seasonal Spread
Tactical Investment Management CorpInstitutional Commodity
Tactical Investment Management CorpTactical Multistrategy Commodity Fund LP
The Great O’NeillGreat O’Neill
Third Street Ag InvestmentsFundamental Discretionary Ag Program
Tlaloc CapitalGrains Program
Tyche Capital AdvisorsTCA Institutional Spreads
Typhon Capital ManagementLeonidas Energy Strategy
Typhon Capital ManagementPlutus Grain Strategy
Typhon Capital ManagementVulcan Metals Fund
Typhon Capital ManagementVulcan Metals Strategy
Typhon Capital ManagementZephyrus Livestock
Wharton Capital ManagementAgricultural Futures
White Indian Trading CompanyAlternative Hedge Energy