Credit

Strategy Research, 03 Jun 2021

Index Research Funds

AH Credit UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -0.6 -0.9 0.0 -1.1 -2.6
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
Pareturn Gladwyne Absolute Credit 9.5
Pictet TR Sirius 2.5
Twelve-Falcon ILS Strategy 1.8
Robeco QI Long/Short Dynamic Duration 1.3
Jupiter Strategic Absolute Return Bond Fund 0.9
XAIA Credit Basis II 0.8
Securis Catastrophe Bond Fund 0.6
Lumyna - BlueCove Alternative Credit UCITS... 0.6
XAIA Credit Basis 0.4
GAM Star Cat Bond 0.4

Bottom Funds YTD

YTD
HSBC GIF GEM Debt Total Return -16.7
Boussard & Gavaudan Convertible -14.7
Lazard Emerging Markets Total Return Debt -14.3
Oyster Global Convertible -12.2
Aviva Investors Global Convertibles Absolu... -11.6
Vontobel Absolute Return Bond -10.8
Legg Mason Brandywine Global Income Optimi... -10.2
Federated Hermes Unconstrained Credit Fund -9.4
Alma Platinum IV Selwood Market Neutral Cr... -9.4
Tyrus Capital Global Convertible Strategy -9.2

Largest New Launches (12M)

AUM
Alma Platinum IV DLD Convertible Arbitrage £132m
Franklin K2 Cat Bond UCITS Fund £82m
Lazard Coherence Credit Alternative Fund £10m

Strategy AUM

31 March 2022
£39.0b 6% YOY

Largest Credit Funds

AUM
BlackRock Strategic Funds Fixed ... £3.8b
GAM Star Cat Bond £1.9b
Royal London Absolute Return Gov... £1.8b
Schroder GAIA Cat Bond £1.8b
PIMCO GIS Mortgage Opportunities £1.8b

Largest Inflows (Q1'22 - Q1'21)

Change AUM
Legg Mason Brandywine Global Inc... £770m £1.2b
Lazard Rathmore Alternative Fund £727m £1.4b
Royal London Absolute Return Gov... £625m £1.8b
Twelve Cat Bond Fund £539m £1.4b
Lyxor Chenavari Credit Strategy £531m £733m

Largest Outflows (Q1'22 - Q1'21)

Change AUM
BlackRock Strategic Funds Fixed ... £-1,096m £3.8b
Allianz Credit Opportunities £-349m £1.2b
Janus Henderson Horizon Total Re... £-338m £293m
PIMCO GIS Mortgage Opportunities £-300m £1.8b
JPM Income Opportunity £-294m £1.0b

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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.