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 1.5 1.5 1.3 0.9
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
HI Numen Credit Fund 13.1
Pictet Kosmos 12.1
Polar Capital Global Absolute Return 12.0
Lazard Emerging Markets Total Return Debt 8.0
Merian Strategic Absolute Return Bond Fund 7.5
Algebris Global Credit Opportunities Fund 6.9
MontLake Advent Global Partners UCITS 6.4
BlueBay Emerging Market Unconstrained Bond... 6.0
Legal & General Dynamic Bond Trust 5.8
Lazard Rathmore Alternative Fund 5.8

Bottom Funds YTD

YTD
Legg Mason Brandywine Global Enhanced Abso... -14.3
Lumyna - KLS Fixed Income UCITS -13.5
Pareturn Gladwyne Absolute Credit -9.8
Franklin K2 Ellington Structured Credit UC... -8.6
Legg Mason Brandywine Global Credit Opport... -7.1
Emso Emerging Markets Absolute Return Debt -7.0
GAM Star (Lux) - Convertible Alpha -5.8
GAM Systematic Dynamic Credit -3.6
Robeco QI Long/Short Dynamic Duration -3.5
Cheyne Enhanced Global Credit -3.2

Largest New Launches (12M)

AUM
Franklin K2 Ellington Structured Credit UCITS Fund £25m

Strategy AUM

30 June 2020
£30.5b -12% YOY

Largest Credit Funds

AUM
BlackRock Strategic Funds Fixed ... £5.3b
BlueBay Investment Grade Absolut... £1.9b
PIMCO GIS Mortgage Opportunities £1.7b
JPM Income Opportunity £1.7b
GAM Star Cat Bond £1.4b

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Twelve Cat Bond Fund £322m £426m
PIMCO GIS Mortgage Opportunities £247m £1.7b
XAIA Credit Basis II £214m £674m
Lazard Rathmore Alternative Fund £157m £313m
Aviva Investors Global Convertib... £126m £595m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
BlackRock Strategic Funds Fixed ... £-1,268m £5.3b
JPM Income Opportunity £-634m £1.7b
HSBC GIF GEM Debt Total Return £-616m £458m
Standard Life Investments Absolu... £-413m £1.3b
Threadneedle (LUX) Credit Opport... £-305m £1.2b

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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.