Credit

Strategy Research, 26 Aug 2020

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 0.8 -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
HI Numen Credit Fund 3.3
Oyster Global Convertible 1.9
BNY Mellon Absolute Return Global Converti... 1.7
Tyrus Capital Global Convertible Strategy 1.3
MontLake Ironshield Credit Fund 1.2
MontLake Advent Global Partners UCITS 1.1
Legg Mason Brandywine Global Credit Opport... 1.0
GAM Star (Lux) - Convertible Alpha 1.0
Lazard Rathmore Alternative Fund 1.0
Man GLG Credit Multi-Strategy Alternative 1.0

Bottom Funds YTD

YTD
BlueBay Emerging Market Unconstrained Bond... -1.0
Legg Mason Brandywine Global Enhanced Abso... -0.9
Legg Mason Brandywine Global Fixed Income ... -0.9
Alma Platinum IV Selwood Market Neutral Cr... -0.7
Vontobel Absolute Return Bond -0.5
Rubrics Global Fixed Income -0.5
Fixed Income Allocator UCITS -0.5
Bramshill UCITS Income Performance Fund -0.5
Absolute Insight Emerging Markets Debt -0.5
GAM Systematic Dynamic Credit -0.3

Largest New Launches (12M)

AUM
CIFC Long/Short Credit Fund £49m
MontLake Ironshield Credit Fund £4m

Strategy AUM

30 September 2020
£30.6b -4% YOY

Largest Credit Funds

AUM
BlackRock Strategic Funds Fixed ... £5.3b
BlueBay Investment Grade Absolut... £1.7b
JPM Income Opportunity £1.6b
PIMCO GIS Mortgage Opportunities £1.5b
GAM Star Cat Bond £1.5b

Largest Inflows (Q3'20 - Q3'19)

Change AUM
XAIA Credit Basis II £301m £752m
Twelve Cat Bond Fund £193m £541m
Lazard Rathmore Alternative Fund £180m £372m
Hermes Absolute Return Credit Fund £179m £233m
Leadenhall UCITS ILS £156m £215m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
BlackRock Strategic Funds Fixed ... £-1,316m £5.3b
JPM Income Opportunity £-580m £1.6b
HSBC GIF GEM Debt Total Return £-514m £351m
Threadneedle (LUX) Credit Opport... £-430m £1.1b
ASI Absolute Return Global Bond ... £-314m £1.3b

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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.