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 0.3
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
Legg Mason Brandywine Global Credit Opport... 3.0
HI Numen Credit Fund 2.7
Rubrics Global Fixed Income 2.6
Twelve-Falcon ILS Strategy 2.5
Legal & General Dynamic Bond Trust 2.2
Aviva Investors Global Convertibles Absolu... 2.1
Lyxor Chenavari Credit Strategy 2.0
Lazard Rathmore Alternative Fund 1.9
Pareturn Gladwyne Absolute Credit 1.7
Pictet Kosmos 1.5

Bottom Funds YTD

YTD
Legg Mason Brandywine Global Enhanced Abso... -8.0
GAM Systematic Dynamic Credit -3.0
Legg Mason Brandywine Global Fixed Income ... -2.1
Robeco Flex-O-Rente -1.8
HSBC GIF GEM Debt Total Return -1.7
Cheyne Enhanced Global Credit -1.3
Cheyne Global Credit Fund -1.2
GAM Star (Lux) - Convertible Alpha -1.2
Roxbury Credit Events Fund -1.1
BlackRock Strategic Funds Fixed Income Str... -0.8

Largest New Launches (12M)

AUM
Franklin K2 Ellington Structured Credit UCITS Fund £82m
Insight - BNY Mellon Absolute Return Global Con... £24m

Strategy AUM

31 December 2019
£30b -15% YOY

Largest Credit Funds

AUM
BlackRock Strategic Funds Fixed ... £6.3b
JPM Income Opportunity £1.9b
BlueBay Investment Grade Absolut... £1.8b
PIMCO GIS Mortgage Opportunities £1.4b
Royal London Absolute Return Gov... £1.4b

Largest Inflows (Q4'19 - Q4'18)

Change AUM
Twelve Cat Bond Fund £305m £348m
Butler Credit Opportunities UCIT... £211m £592m
Alma Platinum IV Selwood Market ... £198m £486m
Lazard Rathmore Alternative Fund £181m £229m
Aviva Investors Global Convertib... £154m £623m

Largest Outflows (Q4'19 - Q4'18)

Change AUM
Kames Absolute Return Bond £-1,063m £536m
BlueBay Investment Grade Absolut... £-720m £1.8b
BlackRock Strategic Funds Fixed ... £-709m £6.3b
BNY Mellon Absolute Return Bond £-562m £336m
HSBC GIF GEM Debt Total Return £-558m £671m

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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.