Credit

Strategy Research, 11 Apr 2013

Index Research Funds

AH Credit UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.3 -0.1 -5.3 1.9 -3.3
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
Pictet Kosmos 10.4
Rubrics Global Fixed Income 5.7
Merian Strategic Absolute Return Bond Fund 4.3
Fixed Income Allocator UCITS 3.6
Lazard Emerging Markets Total Return Debt 3.2
DCI Market Neutral Credit 2.7
U Access (IRL) GCA Credit Long Short 2.5
HI Numen Credit Fund 2.3
LFIS Vision UCITS - Credit 2.3
Lyxor Chenavari Credit Strategy 1.8

Bottom Funds YTD

YTD
Legg Mason Brandywine Global Enhanced Abso... -20.9
Pareturn Gladwyne Absolute Credit -15.5
Legg Mason Brandywine Global Credit Opport... -15.2
Franklin K2 Ellington Structured Credit UC... -14.5
Lumyna - KLS Fixed Income UCITS -14.4
GAM Star (Lux) - Convertible Alpha -8.9
Butler Credit Opportunities UCITS Fund -6.4
Cheyne Enhanced Global Credit -6.3
Melchior Credit Risk Premia -6.3
HSBC GIF GEM Debt Total Return -5.6

Largest New Launches (12M)

AUM
Franklin K2 Ellington Structured Credit UCITS Fund £60m
Insight - BNY Mellon Absolute Return Global Con... £25m

Strategy AUM

31 March 2020
£27.7b -22% YOY

Largest Credit Funds

AUM
BlackRock Strategic Funds Fixed ... £5.5b
BlueBay Investment Grade Absolut... £1.8b
JPM Income Opportunity £1.7b
PIMCO GIS Mortgage Opportunities £1.5b
GAM Star Cat Bond £1.4b

Largest Inflows (Q1'20 - Q1'19)

Change AUM
Twelve Cat Bond Fund £346m £426m
Lazard Rathmore Alternative Fund £150m £238m
GAM Star Cat Bond £106m £1.4b
Aviva Investors Global Convertib... £84m £543m
Liontrust GF Absolute Return Bon... £80m £86m

Largest Outflows (Q1'20 - Q1'19)

Change AUM
BlackRock Strategic Funds Fixed ... £-1,012m £5.5b
Standard Life Investments Absolu... £-676m £1.3b
HSBC GIF GEM Debt Total Return £-643m £479m
JPM Income Opportunity £-582m £1.7b
Kames Absolute Return Bond £-549m £475m

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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.