Opalesque Industry Update -
ML Capital Alternative UCITS Barometer, a quarterly research publication which explores
the current demands and assets flows in Alternative UCITS funds, has found that:
Allocations to CTA’s and Global Macro strategies are once again the biggest winners of this
quarter’s barometer with a strong bias toward Global Macro-Discretionary funds. With
54% of respondents looking to increase their exposure to Global Macro-Discretionary, this
strategy is currently the most popular.
There is also considerable demand this quarter for equity managers, with a preference for
Global and US managers. Indeed all equity strategies have seen a rise in demand excluding
Japanese and Latin American strategies.
Global Emerging L/S is once again the preferred equity strategy this quarter with 52% of
respondents looking to increase exposure. This is in sharp contrast with Latin American
strategies, where it is noted that only 15% of investors were willing to increase their
allocations.
The biggest losers this month are European L/S and UK L/S strategies. However we have
noted a stabilisation in the reduction of exposure to UK L/S and some respondents
increasing their allocation for the first time in 3 quarters.
Alternative UCITS Barometer - Quarter 1, 2012: Source