lyxor-weekly-brief-11-july-161

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THE WEEKLY BRIEF

11 July 2016

by LYXOR CROSS ASSET RESEARCH

CTAs’ Winning Streak Continues

Market developments after the Brexit referendum were somewhat puzzling. The market decline was short lived and risk assets rebounded as if nothing disruptive had happened. The MSCI world is up 5.7% since June 27th (up to July 8th) and is now close to year-to-date highs. Additionally, credit spreads narrowed in the U.S., Europe and emerging markets.

Philippe Ferreira Senior Strategist philippe.ferreira@lyxor.com

Nonetheless, other market segments provided a contrasting picture. Bond yields continued to fall to record lows in the developed world. Ten-year Treasury yields fell below 1.4% last week, setting a new record. The German sovereign yield curve is in negative territory up to 15 years. A sovereign Swiss bond maturing in 2064 entered negative territory last week. According to Fitch, there is a staggering USD 11.7 trillion in negative yielding debt at endJune, a USD 1.3 trillion rise in one month.

Anne Mauny Research Analyst anne.mauny@lyxor.com

Jean-Baptiste Berthon Senior Strategist jean-baptiste.berthon@lyxor.com

Lionel Melin Strategist lionel.melin@lyxor.com

Jeanne Asseraf-Bitton Global Head of Cross Asset Research jeanne.asseraf-bitton@lyxor.com

This environment continued to be supportive for CTAs. They maintain sizeable long fixed income positions in Europe, the U.S. and Japan. As a result, the Lyxor CTA Broad index is up by 2.2% during the first week of July. That follows the spectacular returns delivered during the last week of June (+4.2%). The strategy is currently the best performer year-todate, up 4.3%, and its positioning is geared towards a global deflationary spiral. We continue to believe that CTAs provide attractive portfolio diversification benefits. The remaining hedge fund strategies were also in the black last week. That contributed to lift the Lyxor Hedge Fund index by 0.6% in early Q3 after a 1.7% loss in Q2. It is interesting to note that post-Brexit, hedge funds have significantly cut their equity beta, which is reassuring considering the near term uncertainty around the Brexit impact on the real economy, especially in Europe. Our view remains in favor of hedge fund strategies with limited market directionality. It implies a preference for merger arbitrage versus special situations in Event Driven, a preference for variable biased and market neutral managers in L/S Equity, and a preference for Fixed Income Arbitrage versus L/S Credit. We also maintain the slight overweight stance on CTAs as a result of our defensive views on traditional assets. Hedge funds seek immunization from market swings in the aftermath of the Brexit outcome Median equity beta on the Lyxor Platform 50%

40%

May 2011: hedge f unds start to anticipate the summer storm

May 2013: hedge f unds cut risk as the Fed signals tapering

50% Aug 2015: China dev alues its currency

40%

30%

June 2016: Brexit f allout 30%

20%

20%

Draghi pledges to do "whatev er it takes"

10%

0% Jan-11

Jul-11

February 2016: Fed rev erses hawkish stance

10%

0% Jan-12 Jul-12 Jan-13 Jul-13 Jan-14 Jul-14 Jan-15 Jul-15 Jan-16 Jul-16 The median equity beta is calculated for each fund as the beta of each stock position to its benchmark, weighted by holding. As of 28/06/2016. Source: Lyxor AM

THIS DOCUMENT IS FOR THE EXCLUSIVE USE OF INVESTORS ACTING ON THEIR OWN ACCOUNT AND CATEGORISED EITHER AS “ELIGIBLE COUNTERPARTIES” OR “PROFESSIONAL CLIENTS” WITHIN THE MEANING OF MARKETS IN FINANCIAL INSTRUMENTS DIRECTIVE 2004/39/CE OR QUALIFIED PURCHASERS WITHIN THE MEANING OF RELEVANT U.S. SECURITIES LAW. SEE IMPORTANT DISCLAIMERS AT THE END OF THIS DOCUMENT

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THE WEEKLY BRIEF

11 July 2016

by LYXOR CROSS ASSET RESEARCH

THE WEEK IN 3 CHARTS Hedge Fund Snapshot: CTAs continue to outperform WTD*

MTD

YTD

Lyxor Hedge Fund Index

0.6%

0.6%

-3.0%

CTA Broad Index

2.2%

2.2%

4.3%

Event Driven Broad Index

0.5%

0.5%

-1.2%

Fixed Income Broad Index

0.6%

0.6%

-1.0%

L/S Equity Broad Index

0.8%

0.8%

-4.0%

Global Macro Index

0.0%

0.0%

-6.4%

S&P 500

2.6%

2.6%

0.5%

-9

-9

-93

10 Y US Treasury (Change in bps)

The week was supportive for hedge funds, with all strategies ending in positive territory. The Lyxor Hedge Fund Index was up 0.6%, fueled by the strong performance of CTAs. CTAs thrived from their positions last week. The fixed income bucket was again the main positive contributor, as sovereign bond yields continued to fall. The equity and commodity buckets were profitable as well. Short positions on the GBP also paid off. As a result of the market rebound, more directional strategies outperformed last week: long bias, special situations (within event-driven) and L/S credit outperformed.

*Fro m 28 June to 05 July 2016

U.S. activity rebounded markedly in June Strong rebound in June in manufacturing and services sectors US ISM Puchasing Managers’ Index

The U.S. macro backdrop improved in June, with ISM indices picking up significantly. The ISM manufacturing index climbed to its highest level in 16 months (53.2 in June, up from 51.3 in May) supported by both new orders and production indices in particular. Non-manufacturing activity was also well oriented, above expectations and the May printing. U.S. economic fundamentals remain solid, with robust consumer confidence and consumer spending supporting strong job creation in June.

Source: ISM, Bloomberg, Lyxor AM

Future markets no longer price in a single U.S. rate hike in 2016 Level of policy rates expected at end-2016 Dec16 30 day Fed Fund Futures 1.6

1.6

1.4

1.4

1.2

1.2

1

1

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0 Dec-14

Apr-15

Aug-15

Dec-15

Apr-16

0 Aug-16

Markets have significantly revised down Fed rate hike expectations over the recent months. The Fed minutes released on Wednesday confirmed this sentiment. FOMC members remain in a wait-and-see mode, on the back of concerns over the US labor market and the impact of the Brexit over the global economy. However, the U.S. Non-Farm payrolls rose strongly in June, by 287,000, far above expectations. This should confirm that the weak job report in May was probably an anomaly. But uncertainty over Brexit remains high, and with the U.S. election looming we think the Fed is unlikely to hike rates before December.

As of 07/06/2016. Source: Bloomberg, Lyxor AM.

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THE WEEKLY BRIEF

11 July 2016

by LYXOR CROSS ASSET RESEARCH

CTAs

All trends paid off WTD*

MTD

YTD

CTA Broad Index

2.2%

2.2%

4.3%

CTA Long Term

2.4%

2.4%

5.0%

CTA Short Term

1.1%

1.1%

-3.7%

*Fro m 28 June to 05 July 2016

CTAs continued to record strong results last week. Long term systems outperformed short term ones, as they benefited from their long stance on equities. In the fixed income portfolio, allocations to developed markets were profitable. Systems benefited from their exposure to the long end of yield curves, especially in the US.

CTAs positioning is geared towards a global deflationary spiral

Commodities contributed positively towards performance. Long positions on agriculturals and precious metals remained profitable.

Net Exposure to Fixed Income, % NAV

The FX bucket experienced globally positive results. Funds continued to generate gains on their long positions on the Japanese Yen and short positions on the British pound vs. U.S. dollar. In the equity cluster, outcomes were disparate across CTAs. Most funds benefited from the rebound of US and European equities as a result of their slightly long positions. Meanwhile, some short term systems suffered from their short exposure to developed markets.

As of 28/06/2016. Equally weighted. Source: Bloomberg, Lyxor AM

GLOBAL MACRO Global Macro Index

Discrepancy in returns WTD*

MTD

YTD

0.0%

0.0%

-6.4%

*Fro m 28 June to 05 July 2016

Macro managers gained on long European bond positions Net Exposure to Fixed Income, % NAV 50%

50%

40% 30%

40% North America

20%

10%

10%

0%

0% -10%

Japan

-20% -30% -40% Apr-15

-20% Western Europe

-30% -40%

Jul-15

The fixed income bucket brought mixed returns. Predominantly positioned on relative value trades, a couple of managers successfully captured yield curve moves in particular from the flattening of the US and Swedish curves. Other funds posted losses from their directional strategy on the long end of the US yield curve.

30%

20%

-10%

The strategy was overall flat last week, but there was a wide discrepancy in returns across managers and within portfolios.

Oct-15

Jan-16

Outcomes in equities were also varied. The most constructive funds benefited from the recovery of the European and Japanese markets. However, bearish managers who significantly increased their short S&P exposure, suffered from the market rebound. Short exposures on the GBP continued to provide healthy returns but gains were partially offset by the long USD allocation vs. other currencies.

Apr-16

As of 21/06/2016. Equally weighted. Source: Bloomberg, Lyxor AM

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THE WEEKLY BRIEF

11 July 2016

by LYXOR CROSS ASSET RESEARCH

L/S EQUITY

Directionality worked well

L/S Equity Broad Index

WTD*

MTD

YTD

0.8%

0.8%

-4.0%

Long Bias

1.3%

1.3%

-2.5%

Market Neutral

-0.4%

-0.4%

-5.0%

Variable Bias

0.9%

0.9%

-4.8%

*Fro m 28 June to 05 July 2016

Long exposure to consumer non-cyclicals paid off Net Exposure to Sectors vs performance of MSCI World sectors, % NAV Weekly Perf ormance 5% Utilities

Consumer non-cy clicals

In the wake of the Brexit fallout, equity markets puzzlingly rallied across the globe. L/S Equity funds recorded strong returns as a result, with Long Bias funds outperforming. Gains were realized on both developed and emerging markets. U.S. managers were the best performers. They have maintained both a high net exposure and equity beta, which enabled them to benefit from part of the upside market moves. All sectors had a positive week but long positions on the consumer non-cyclical, industrial and telecom sectors proved particularly rewarding.

Materials

4%

Communications Energy

3%

Industrials Consumer Cy clicals Technology

2%

Financials

In Europe, funds managed to extract alpha. Yet they were less successful than their US peers as they significantly reduced their net exposure. Most sectors experienced strong momentum as well, especially the energy, utilities and consumer cyclical sectors.

1% Exposure (% NAV) 0%

0%

2%

4%

6%

8%

10%

12%

Multi-strategy managers made some profits on their long books and their trend following models.

As of 28/06/2016. Equally weighted. Source: Lyxor AM

EVENT DRIVEN

Special Situations outperformed WTD*

MTD

YTD

Event Driven Broad Index

0.5%

0.5%

-1.2%

Merger Arbitrage

0.4%

0.4%

0.6%

Special Situations

0.6%

0.6%

-4.6%

*Fro m 28 June to 05 July 2016

Managers increased exposure to consumer non-cyclicals Net Exposure to Sectors, % NAV

Consumer non-cy clicals

In an environment where macro headlines are predominant, event driven managers kicked off the third quarter on a positive note. Special situations funds outperformed merger arbitrage strategies last week, with gains led by investments in the consumer non-cyclical, basic materials and communications sectors. However, hedges and exposure to financials and industrials partially offset the gains. Managers’ core holdings such as Shire, Allergan, Baxter and Microsoft went through a v-shaped recovery after the Brexit vote. AB Inbev – SABMiller’s mega merger received conditional antitrust approval from South Africa’s regulator and moved a step closer to completion. Ball Corp. successfully completed the acquisition of Rexam. Both deals contributed positively to M&A portfolios.

Communications Consumer cy clicals Technology Financials Apr-16 Basic Materials Jun-16

Industrials Energy Utilities Others* -20%

-10%

0%

10%

20%

30%

As of 28/06/2016. Equally weighted. Source: Lyxor AM

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THE WEEKLY BRIEF

11 July 2016

by LYXOR CROSS ASSET RESEARCH

Recovered from the Brexit fallout

L/S CREDIT ARBITRAGE WTD*

MTD

YTD

Fixed Income Broad Index

0.6%

0.6%

-1.0%

L/S Credit Arbitrage

0.6%

0.6%

1.4%

*From 28 June to 05 July 2016 Bullish positions on junk bonds benefited from tighter spreads Merrill Lynch US and European High Yield Indices, Option Adjusted Spreads (bps) 900 850 800

US

750 700 650

600

Credit markets started to recover last week from the Brexit fallout. Both European and US credit markets posted a strong performance, particularly in the High Yield segment. On the cash side, spreads of the Merrill Lynch US and European High Yield indices tightened. In Europe, financials delivered positive returns but lagged on a risk adjusted basis. Emerging markets followed the upward move as well. Long/Short Credit funds recorded a positive performance. Asian managers led the pack, thriving from their positions on the energy sector and AT1 CoCo bonds. On the European side, some managers took profit from their positioning on the financials, communications and energy sectors. The others ended the week relatively flat, as gains on the corporate and financial buckets were offset by losses incurred on credit hedges.

550 500

Eur ope

450 400 Jan-16

Feb-16

Mar-16

Apr-16

May -16

Jun-16

Jul-16

As of 05/07/2016. Source: Bloomberg, Lyxor AM

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THE WEEKLY BRIEF

11 July 2016

by LYXOR CROSS ASSET RESEARCH

METHODOLOGY Breakdown of AUM by strategy

Multi-strategy 8%

L/S Credit & Fixed Income Arb. 3% Global Macro 25%

- USD 7.9 billion of assets under management (as of May 31, 2016)

L/S Equity 19%

- Replicating approximately USD 220 billion of AUM Ev ent Driv en & Risk Arb. 21%

CTAs 23%

As of 31 May 2016

Lyxor Hedge Fund Indices

Based on the complete range of funds available on the Lyxor Managed Account Platform, a universe of funds eligible for inclusion in the indices is defined on a monthly basis taking into account the following elements: -

Investability Threshold To be included in any index, the managed account must have at least $3 million of AuM.

-

Capacity Constraints All index components must possess adequate capacity to allow for smooth index replication in the context of a regular increase in investments.

-

Index Construction For each index, the relative weightings of the component funds are computed on an asset-weighted basis as adjusted by the relevant capacity factors.

-

Each Lyxor Hedge Fund Index is reviewed and rebalanced on a monthly basis.

-

The Index construction methodology has been designed to mitigate well-known measurement biases. Inclusions and exclusions of new Hedge Funds do not impact the historical index track record.

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THE WEEKLY BRIEF

11 July 2016

by LYXOR CROSS ASSET RESEARCH

DISCLAIMER This material has been prepared solely for informational purposes only and does not constitute an offer, or a solicitation of an offer, to buy or sell any security or financial instrument, or to participate in any investment strategy. This material does not purport to summarize or contain all of the provisions that would be set forth in any offering memorandum. Any purchase or sale of any securities may be made only pursuant to a final offering memorandum. No advisory relationship is created by the receipt of this material. This material should not be construed as legal, business or tax advice. A more robust discussion of the risks and tax considerations involving in investing in a fund is available from the more complete disclosures incorporated into the offering documentation for such fund. This material has not been prepared in regard to specific investment objectives, financial situations, or the particular needs of any specific entity or person. Investors should make their own appraisal of the risks and should seek their own financial advice regarding the appropriateness of investing in any securities or financial instrument or participating in any investment strategy. Before you decide to invest in any account or fund, you should carefully read the relevant client agreements and offering documentation. No representation is made that your investment objectives will be achieved. Any descriptions involving investment process, risk management, portfolio characteristics or statistical analysis are provided for illustrative purposes only, will not apply in all situations, and may be changed without notice. Past performance is not indicative of future results, and it is impossible to predict whether the value of any fund or index will rise or fall over time. While the information in this material has been obtained from sources deemed reliable, neither Société Générale (“SG”), Lyxor Asset Management S.A.S. (“Lyxor AM”), nor their affiliates guarantee its accuracy, timeliness or completeness. We are under no obligation to update or otherwise revise such information if and when it changes. Any opinions expressed herein are statements of our judgment on this date and are subject to change without notice. SG, Lyxor AM, and their affiliates assume no fiduciary responsibility or liability for any consequences, financial or otherwise, arising from an investment in any security or financial instrument described herein or in any other security, or from the implementation of any investment strategy. Lyxor AM and its affiliates may from time to time deal in, profit from the trading of, hold, have positions in, or act as market-makers, advisers, brokers or otherwise in relation to the securities and financial instruments described herein. Service marks appearing herein are the exclusive property of SG and its affiliates, as the case may be. NOTE ABOUT INDICES: Indices are not available for direct investment. A comparison to an index is not meant to imply that an investment in a fund is comparable to an investment in the funds or securities represented by such index. A fund is actively managed while an index is a passive index of securities. Indices are not investable themselves, and thus do not include the deduction of fees and other expenses associated with an investment in a fund. Not all the funds that comprise indices cited herein are suitable for U.S. Investors as a result of, among other things, the implementation of the Volcker Rule. Please see the offering documentation for these funds for more details. NOTICE TO INVESTORS IN THE EUROPEAN UNION AND SWITZERLAND: This document is of a commercial and not of a regulatory nature. No prospectus has been approved by, or notified to; a local regulator (except in Jersey) and the product may not be distributed by way of an offer, or an invitation to make an offer, of securities to the public. NOTICE TO UK INVESTORS: The products described within this document are suitable for professional investors only and are not directed at retail clients. This document is issued by Lyxor AM. Lyxor AM is represented in the UK by Lyxor Asset Management UK LLP, which is authorized and regulated by the Financial Conduct Authority in the UK. NOTICE TO SWISS INVESTORS: The product presented herein has not been and will not be registered with, or approved by, the Swiss Financial Market Supervisory Authority FINMA (FINMA) under the Swiss Federal Act on Collective Investment Schemes (CISA). Therefore, the information presented herein or in the fund’s legal documentation does not necessarily comply with the information standards required by FINMA in the case of distribution of collective investment schemes to non-qualified investors, and investors do not benefit from protection under the CISA or supervision by FINMA. The product must not be distributed to non-qualified investors in or from Switzerland, and may be distributed exclusively on a private placement basis to Qualified Investors as defined in article 10 of the CISA and related provisions in the Swiss Federal Ordinance on Collective Investment Schemes (CISO) in strict compliance with applicable Swiss law and regulations. This document is personal and does not constitute an offer to any person. This document must be distributed or otherwise made available in Switzerland on a private placement basis only and exclusively to Qualified Investors, without distribution or marketing to non-qualified investors in or from Switzerland. This document may be used only by those Qualified Investors to whom it has been handed out in connection with the offering described therein, and it may neither be distributed nor made available to other persons without the express consent of Lyxor AM or Société Générale. It may not be used in connection with any other distribution and shall in particular not be copied and/or distributed to non-qualified investors in Switzerland or in any other country. This document, or the information contained therein, does not constitute a prospectus as such term is understood pursuant to article 652a or article 1156 of the Swiss Code of Obligations or a listing prospectus pursuant to the listing rules of the SIX Swiss Exchange or any other exchange or regulated trading facility in Switzerland or a simplified prospectus, a key information for investors document, or a prospectus, as such terms are defined in the CISA. NOTICE TO U.S. INVESTORS: Any potential investment in any securities or financial instruments, the categories of which are described herein may not be suitable for all investors. Any prospective investment will require you to represent that you are an “accredited investor,” as defined in Regulation D under the U.S. Securities Act of 1933, as amended, and a “qualified purchaser,” as defined in Section 2(a)(51) of the U.S. Investment Company Act of 1940, as amended (the “’40 Act”). The securities and financial instruments described herein may not be available in all jurisdictions. Investments in or linked to hedge funds are highly speculative and may be adversely affected by the unregulated nature of hedge funds and the use of trading strategies and techniques that are typically prohibited for funds registered under the ’40 Act. Also, hedge funds are typically less transparent in terms of information and pricing and have much higher fees than registered funds. Investors in hedge funds may not be afforded the same protections as investors in funds registered under the ’40 Act including limitations on fees, controls over investment policies and reporting requirements. Hedge funds may invest in futures and other derivative instruments. Futures trading and other derivatives may permit extremely high degrees of leverage and expose the funds to, among other things, volatility, market illiquidity, market risks, legal risks and operational risks. Hedge funds

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THE WEEKLY BRIEF

11 July 2016

by LYXOR CROSS ASSET RESEARCH may be exposed to risks relating to non-U.S. markets, including, without limitation, risks relating to currency exchange, tax, lack of liquidity, market manipulation, political instability and transaction costs. An investment in a hedge fund is subject to a total loss. NOTICE TO CANADIAN INVESTORS: Any potential investment in any securities or financial instruments, the categories of which are described herein may not be suitable for all investors. Any prospective investment will require you to represent that you are a “permitted client“, as defined in Canadian Regulation National Instrument 31-103 and an “accredited investor,” as defined in National Instrument 45-106. The securities and financial instruments described herein may not be available in all jurisdictions of Canada.

NOTICE TO HONG KONG INVESTORS: This document is distributed in Hong Kong by SG Securities (HK) Limited and Société Générale Hong Kong Branch, which is regulated by the Securities and Futures Commission and Hong Kong Monetary Authority respectively. The information contained in this document is only directed to recipients who are professional investors as defined under the Securities and Futures Ordinance, Part III. NOTICE TO JAPANESE INVESTORS: This document is distributed in Japan by Société Générale Securities (North Pacific) Ltd., Tokyo Branch, which is regulated by the Financial Services Agency of Japan. This document is intended only for the Professional Investors as defined by the Financial Instruments and Exchange Law in Japan and only for those people to whom it is sent directly by Société Générale Securities (North Pacific) Ltd., Tokyo Branch, and under no circumstances should it be forwarded to any third party. NOTICE TO SINGAPORE INVESTORS: This document is distributed in Singapore by Société Générale Singapore Branch, which is regulated by the Monetary Authority of Singapore. This document may only be distributed to institutional, accredited and expert investors. NOTICE TO TAIWAN INVESTORS: This document is to present you with our all capital markets activities across Asia-Pacific region and may only be distributed to the institutional investors. The product mentioned in this document may not be eligible or available for sale in Taiwan and may not be suitable for all types of investors. Source: This document has been prepared by Lyxor Asset Management S.A.S., 17 cours Valmy, 92800 Puteaux. For more information, U.S. and Canadian investors and recipients should contact Lyxor Asset Management Inc., 1251 Sixth Avenue, New York, NY 10020 or invest@lyxor.com

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