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
2021 0.3 0.4 -0.1 0.4 0.1 0.2 -0.1 0.2 0.0 1.4
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
MontLake Ironshield Credit Fund 25.6
HI Numen Credit Fund 11.1
Pareturn Gladwyne Absolute Credit 9.0
Boussard & Gavaudan Convertible 7.3
Lazard Rathmore Alternative Fund 7.1
Alma Platinum MidOcean Absolute Return Credit 4.7
Butler Credit Opportunities UCITS Fund 4.4
Legg Mason Brandywine Global Credit Opport... 4.4
Franklin K2 Ellington Structured Credit UC... 4.2
Aperture Investors SICAV - Credit Opportun... 3.8

Bottom Funds YTD

YTD
Roxbury Credit Events Fund -9.5
BlueBay Emerging Market Unconstrained Bond... -6.9
Amundi Absolute Return Credit -4.1
ASI Target Return Bond Fund -4.0
ASI Absolute Return Global Bond Strategies -3.1
Fixed Income Allocator UCITS -2.3
BlackRock Strategic Funds Fixed Income Str... -1.5
DCI Market Neutral Credit -1.5
Rubrics Global Fixed Income -1.4
Lazard Emerging Markets Total Return Debt -1.2

Largest New Launches (12M)

AUM
Lumyna - BlueCove Alternative Credit UCITS Fund £103m
Franklin K2 Emso Emerging Markets UCITS £89m
BlueBay Investment Grade Absolute Return ESG Bond £37m
Morgan Stanley Sustainable Fixed Income Opportu... £24m

Strategy AUM

30 June 2021
£35.6b 11% YOY

Largest Credit Funds

AUM
BlackRock Strategic Funds Fixed ... £4.8b
PIMCO GIS Mortgage Opportunities £2.0b
Schroder GAIA Cat Bond £1.7b
GAM Star Cat Bond £1.6b
ASI Absolute Return Global Bond ... £1.4b

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Schroder GAIA Cat Bond £722m £1.7b
Twelve Cat Bond Fund £621m £1.1b
Lazard Rathmore Alternative Fund £547m £860m
Muzinich Long Short Credit Yield £431m £832m
Aviva Investors Global Convertib... £407m £1.0b

Largest Outflows (Q2'21 - Q2'20)

Change AUM
BlueBay Investment Grade Absolut... £-609m £1.2b
BlackRock Strategic Funds Fixed ... £-578m £4.8b
JPM Income Opportunity £-381m £1.3b
Threadneedle (LUX) Credit Opport... £-240m £984m
HSBC GIF GEM Debt Total Return £-169m £289m

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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.