Fund of Funds CTA Index Constituents 2021

As described elsewhere, this list is based on managers in the database as of the end-of-the-year. 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.

Abbey CapitalAbbey Alternative Fund
Abbey CapitalAbbey Capital Futures Strategy
Altegris AdvisorsEvolution
Atkins and AssociatesGlobal Currency Reserve LP
Dunn Capital ManagementD’Best Futures Fund L.P.
Equinox Fund ManagementEquinox Ampersand Strategy Fund
Equinox Fund ManagementMutualHedge Futures Strategy
James AlphaMacro
LoCorr Fund ManagementLoCorr Macro Strategies
LoCorr Fund ManagementLong/Short Commodity Strats
RPM Risk & Portfolio ManagementRPM Evolving
RPM Risk & Portfolio ManagementRPM Galaxy