Investor interest in credit strategies at three-year low

Securitised credit has outperformed most strategies, the underlying market is more liquid than corporates/municipals and, compared to long-only substitutes, shorting will prove valuable if the market corrects around upcoming macro events

Securitised credit has outperformed most strategies

Current investor interest in credit hedge fund strategies is well below the levels seen in the prior three years.

In Q4 2014, amid a string of six consecutive months decline in asset-weighted performance for fixed income hedge fund strategies as a whole, the overall group faced redemptions of $8.5 billion. That represents the largest outflows since the height of the European sovereign crisis in mid-2011.

Negative investor sentiment seen in Q4 towards fixed-income exposure did reverse in 2015

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