Credit

Strategy Research, 01 Sep 2022

Index Research Funds

AH Credit UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 1.6 1.6
2022 -0.6 -0.9 0.0 -1.1 -0.5 -2.3 1.0 0.1 -1.8 0.1 1.4 0.5 -4.2
2021 0.3 0.4 -0.1 0.4 0.1 0.2 -0.1 0.2 0.0 -0.2 -0.5 0.3 1.0
2020 0.3 -0.1 -5.3 1.9 1.5 1.5 1.3 0.8 -0.1 0.1 2.1 0.9 4.8
2019 1.2 0.4 0.2 0.5 -0.3 1.0 0.3 -0.3 0.3 0.4 0.0 0.7 4.5
2018 0.6 -0.3 -0.5 0.0 -0.7 -0.2 0.3 -0.3 0.1 -0.6 -0.7 -0.4 -2.7
2017 0.4 0.3 0.0 0.2 0.1 0.1 0.3 0.0 -0.1 0.3 -0.1 0.0 1.5
2016 -0.7 -0.3 0.7 0.8 0.1 0.1 0.8 0.5 0.1 0.5 -0.5 0.6 2.6
2015 0.3 0.6 0.1 0.4 0.1 -0.6 -0.2 -0.5 -0.7 0.3 -0.3 -0.8 -1.2
2014 0.3 0.7 0.2 0.3 0.3 0.2 -0.2 0.0 -0.3 -0.3 0.0 -0.6 0.6
2013 0.7 0.2 0.0 0.6 0.3 -0.8 0.6 0.1 0.5 0.8 0.1 0.3 3.4
2012 1.2 1.1 0.1 -0.2 -0.1 0.5 0.6 0.5 0.5 0.6 0.4 0.6 6.0
2011 0.4 0.5 0.4 0.2 0.2 -0.3 0.0 -1.3 -1.4 1.1 -0.6 0.3 -0.5
2010 0.7 0.4 1.9 0.6 -1.5 -0.1 1.3 0.4 0.7 0.4 -0.3 0.4 4.8
Download Index Return Series

Top Funds YTD

YTD
Alma Platinum IV Selwood Market Neutral Cr... 6.5
Boussard & Gavaudan Convertible 6.1
Algebris Global Credit Opportunities Fund 5.5
Tabula Liquid Credit Income UCITS Fund 5.2
Vontobel Absolute Return Bond 4.7
Cairn Mediobanca Strata UCITS Credit Fund 4.6
Schroder GAIA Oaktree Credit 4.0
Legg Mason Brandywine Global Income Optimi... 3.9
Muzinich European Credit Alpha 3.7
Tyrus Capital Global Convertible Strategy 3.7

Bottom Funds YTD

YTD
MontLake Ironshield Credit Fund -2.2
Legg Mason Brandywine Global Credit Opport... -1.1
Alma Platinum IV DLD Convertible Arbitrage -1.0
Redhedge Relative Value UCITS Fund -0.7
BNY Mellon Absolute Return Global Converti... -0.7
Royal London Absolute Return Government Bo... -0.3
Man GLG Convertible Arbitrage Alternative -0.2
Ardea Global Alpha Fund -0.2
Pictet TR Sirius -0.1
Lumyna - BlueCove Alternative Credit UCITS... 0.1

Strategy AUM

31 December 2022
£34.9b -14% YOY

Largest Credit Funds

AUM
BlackRock Strategic Funds Fixed ... £3.0b
GAM Star Cat Bond £2.1b
Royal London Absolute Return Gov... £2.0b
Schroder GAIA Cat Bond £1.9b
Twelve Cat Bond Fund £1.8b

Largest Inflows (Q4'22 - Q4'21)

Change AUM
Twelve Cat Bond Fund £535m £1.8b
Lazard Rathmore Alternative Fund £410m £1.6b
GAM Star Cat Bond £258m £2.1b
Royal London Absolute Return Gov... £208m £2.0b
Schroder GAIA Cat Bond £180m £1.9b

Largest Outflows (Q4'22 - Q4'21)

Change AUM
BlackRock Strategic Funds Fixed ... £-1,242m £3.0b
PIMCO GIS Mortgage Opportunities £-1,131m £752m
Candriam Bonds Credit Opportunities £-704m £646m
Allianz Credit Opportunities £-560m £868m
ASI Absolute Return Global Bond ... £-557m £764m

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.