On the whole, investors followed through on their intention to diversify into liquid alternatives. Whether it was the prospect of continued inflation or a rise in interest rates, December was the month for diversification. This was particularly apparent when you look at mutual funds that combine equities with some non-or negatively correlated assets like managed futures or volatility. Pure-managed futures funds also grew their asset base.
| Name | Ticker | Dec 2021 AUM | Nov 2021 AUM | Change in AUM |
|---|---|---|---|---|
| Hedged Equity | ||||
| Catalyst Buffered Shield Fund I | SHIIX | $96,374,216 | $96,847,152 | -$472,936 |
| Rational Equity Armor Fund Instl | HDCTX | $72,617,262 | $70,269,059 | $2,348,203 |
| EAVOL NASDAQ-100 Volatil Overlay Risk A | CLPAX | $15,130,121 | $15,391,188 | -$261,069 |
| Certeza Convex Core A | CNVEX | $9,199,704 | $7,049,571 | $2,150,133 |
| Equities + Managed Futures | ||||
| Catalyst/Millburn Hedge Strategy I | MBXIX | $3,214,304,182 | $3,163,220,686 | $51,083,496 |
| Standpoint Multi-Asset Institutional | BLNDX | $161,207,870 | $147,105,255 | $14,102,615 |
| Active Fixed Income | ||||
| Catalyst/Stone Beach Income Opp I | IOXIX | $20,850,294 | $21,924,251 | -$1,073,957 |
| Catalyst Multi-Strategy I | ACXIX | $4,252,836 | $4,485,868 | -$233,032 |
| All Weather / Multi-Strat | ||||
| Rational/ReSolve Adaptive Asset Allc I | RDMIX | $65,736,832 | $65,155,924 | $580,908 |
| Astor Macro Alternative I | GBLMX | $40,562,003 | $44,490,750 | -$3,928,747 |
| Catalyst/Teza Algorithmic Alloc I | TEZIX | $6,493,226 | $6,551,661 | -$58,435 |
| Catalyst/Millburn Dynamic Cmdty Stgy I | DCXIX | $9,383,327 | $8,997,186 | $396,141 |
| Options | ||||
| Catalyst/Warrington Strategic Program A | CWXAX | $104,804,526 | $98,292,954 | $6,511,572 |
| AlphaCentric Premium Opportunity A | HMXAX | $213,653,763 | $205,988,283 | $7,665,480 |
| Rational Tactical Return Instl | HRSTX | $292,003,292 | $292,545,169 | -$541,877 |
| Commodities | ||||
| SilverPepper Cmdty Strats Glb Macro Inst | SPCIX | $165,418,529 | $178,787,946 | -$13,369,417 |
| Managed Futures | ||||
| AXS Chesapeake Strategy I | EQCHX | $23,832,564 | $18,374,621 | $5,457,943 |