Discretionary 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. For 2021, we have 126 strategies in the index. This is a subindex of the NilssonHedge CTA Index.

Absolute InsightCurrency
Aetolian Advisors  / Newton Capital Partners LPNewton Capital Partners LP
AG Capital InvestmentsDiscretionary Global Macro
AIS Capital ManagementMAAP 2-4X
AIS Capital ManagementMAAP 3-6X
AlessiaAbsolute Return Macro
Alternative Capital AdvisorsStrategic Ag Program
Amapa Capital AdvisorsAmapa Investment Program
AmundiAbsolute Return Multi
AmundiAbsolute Volatility Euro
AmundiAbsolute Volatility World
AmundiGlobal Macro Bonds
AmundiGlobal Macro Bonds Low Vol
AmundiGlobal Macro Forex
Ansbacher Investment ManagementElizaville Partners
AP FuturesVolatility Trading Program
Applied InvestmentsAlpha Vol
Arion Investment ManagementArion Copper Arbitrage
Artemis Capital ManagementVega Fund
BlackrockMacro Opportunities
Blake Capital ManagementSRD Currencies
Blue Bar Futures Trading ManagementPrime Ag Program
Blue Bar Futures Trading ManagementU.S. Commodity Diversified
Blue Diamond Asset ManagementBlue Diamond Non-Directional Strategy
Bocken TradingDiscretionary Trading Program
BovellGlobal Macro
Brisslen Capital ManagementBrisslen Energy Strategy
ButtonwoodEnergy Diversified
Carbide CapitalAbsolute Return
Carbide CapitalHedge Program
Certeza Asset ManagementTactical Volatility
Chelton WealthChelton Wealth Alternativ
CIBC Asset ManagementCIBC Abs Return Active Currency 12% Ris
CIBC Asset ManagementCIBC Unconstrained Active Currency Fund
Coloma Capital FuturesHedged Volatility
CoreCommodity ManagementDiversified Portable Alpha
CoreCommodity ManagementFounders Absolute Return (FAR)
County CorkRLA I Program
Crediton HillManaged Account
Crescent Bay Capital ManagementConservative Growth Index Program
Crescit Asset ManagementCrescit
Crescit Asset ManagementCrescit Protect
Danske Bank Asset ManagementDanske Invest Global Cross Asset Volatility
Davis CommoditiesAgricultural Program
Demeter Capital ManagementLivestock & Grain Trading Program
Ditsch TradingAgricultural Trading Program
Dynamica Global InvestmentsDynamica Energy Trading
e360 Powere360 Power Strategy
Essex Capital ManagementS&P Option Selling Strategy
Evergreen Commodity AdvisorsDiscretionary Energy Strategy
Four Seasons CommoditiesHawkeye Spread Program
Future Trade AGThales Swing Trading Programme
FX NOR ASGlobal Makro
Gamma QBreckhurst Commodity 2x
Geosol CapitalOnshore I
Goldman Sach ManagementGoldman Sachs Mngd Futures Strat Instl
Graham Capital Mgmt LPGraham Macro UCITS
Greenwave Capital ManagementFlagship Plus
Greenwave Capital ManagementFlagship Plus 2X
GZC Investment Management AGGZC Strategic Commodities Fund
H2OForce 10
Hornsby & CompanyRyan Alderson Intermediate Swing
HPX FinancialOld School Program
JPMorganGlobal Macro
Leapmach Capital Management LimtedDNST
LemanikGlobal Strategy
M&R CapitalLivestock Trading Program
Macrocapital LimitedMacrocapital Adaptive Volatility Strategy
Martin Fund ManagementMartin Options Program
Martin Fund ManagementRelative Value Agriculture Options
Massar Capital Management LPMassar Macro Commodity
Mercantile Analytics and TradingGlobal Diversified Commodity
Mobius Asset MgtMCR Trading Program
Neuberger Berman GroupDiversified Currency
NickJen Capital Management & ConsultantsNatural Resource Discretionary Program – NDR1
Northern Trace CapitalNorthern Trace Strategy
Ocean AretoArete Macro (Keplar)
Opus FuturesAdvanced Ag Trading Program
Opus FuturesOpus Macro Monitor Proprietary
Orgone Commodity ManagementOrgone AG 1
Ortus Capital Management LimitedCurrency – Aggressive
Ortus Capital Management LimitedOrtus Opportunity Fund
PacificG10 macro rates
PackCreek CapitalComposite
Pan Capital Management LPEnergy Fund
Pavlik Capital ManagementPavlik Capital Partners LLC
PIMCOEm Mkts Ccy and S/T Invsmt (daily)
Polar Asset Management ASValue
Quantix Commodities LPQuantix Commodity Alpha
RCMA CapitalMerchant Commodity Fund
Rhicon Currency Management PteRhicon Currency Alpha Strategy
Rhicon Currency Management PteStrategic Prog
Rosetta Capital ManagementRosetta Macro Program
Rosetta Capital ManagementRosetta Trading Program
RTM Capital AdvisorsCore Indices Plus Strategy
RV CapitalAsia Opportunity
Sandpiper Asset ManagementSandpiper Global Macro Program
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
Sizemore Capital ManagementBlue Orbit Capital
Statar CapitalNatural Gas Strategy
The Great O’NeillGreat O’Neill
Third Street Ag InvestmentsFundamental Discretionary Ag Program
TresidesTotal Return Commodities
Trigon Investment AdvisorsDiscretionary Macro
TruePartnerVolatility Arbitrage
Typhon Capital ManagementLeonidas Energy Strategy
Typhon Capital ManagementLeonidas Macro Fund
Typhon Capital ManagementPlutus Grain Strategy
Typhon Capital ManagementProteus Dynamic Volatility Program
Typhon Capital ManagementVulcan Metals Strategy
Typhon Capital ManagementZephyrus Livestock
UBSCurrency Allocation Return
Warrington Asset ManagementStrategic
Warrington Asset ManagementTactical Program
WellingtonGlobal Currency Absolute
Wharton Capital ManagementAgricultural Futures
White River GroupDynamic S&P Options Strategy
White River GroupStock Index Option Writing
Willowbridge AssociatesPrimary
Willowbridge AssociateswPraxis Futures Enhanced
World Cup AdvisorPetra Ilona Zacek Eclipse
World Cup AdvisorSebastian Baumgaertel Target Zones