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 -0.5 -2.3 1.0 -4.3
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 10.4
Jupiter Strategic Absolute Return Bond Fund 3.3
Fixed Income Allocator UCITS 2.8
Lumyna - BlueCove Alternative Credit UCITS... 2.3
Robeco QI Long/Short Dynamic Duration 1.7
Man GLG Convertible Arbitrage Alternative 1.4
DCI Market Neutral Credit 1.3
XAIA Credit Basis II 0.7
Ardea Global Alpha Fund 0.7
Pictet TR Sirius 0.6

Bottom Funds YTD

YTD
HSBC GIF GEM Debt Total Return -17.6
Lazard Emerging Markets Total Return Debt -16.1
Boussard & Gavaudan Convertible -15.3
Alma Platinum IV Selwood Market Neutral Cr... -13.5
Vontobel Absolute Return Bond -13.2
Federated Hermes Unconstrained Credit Fund -9.9
Legg Mason Brandywine Global Income Optimi... -9.7
MontLake Ironshield Credit Fund -9.4
Cheyne Convertibles Absolute Return Fund -9.2
Aviva Investors Global Convertibles Absolu... -9.1

Largest New Launches (12M)

AUM
Variety CKC Credit Opportunity Fund £38m
Lazard Coherence Credit Alternative Fund £10m

Strategy AUM

30 June 2022
£37.8b -4% YOY

Largest Credit Funds

AUM
BlackRock Strategic Funds Fixed ... £3.5b
GAM Star Cat Bond £2.1b
Royal London Absolute Return Gov... £1.9b
Schroder GAIA Cat Bond £1.9b
Lazard Rathmore Alternative Fund £1.6b

Largest Inflows (Q2'22 - Q2'21)

Change AUM
Lazard Rathmore Alternative Fund £713m £1.6b
Royal London Absolute Return Gov... £549m £1.9b
GAM Star Cat Bond £527m £2.1b
Twelve Cat Bond Fund £472m £1.6b
Lyxor Chenavari Credit Strategy £427m £729m

Largest Outflows (Q2'22 - Q2'21)

Change AUM
BlackRock Strategic Funds Fixed ... £-1,213m £3.5b
PIMCO GIS Mortgage Opportunities £-672m £1.4b
Candriam Bonds Credit Opportunities £-532m £817m
Janus Henderson Horizon Total Re... £-349m £289m
Threadneedle (LUX) Credit Opport... £-339m £646m

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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.