Sutherland insights asset management news flash august 16, 2014

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ASSET MANAGEMENT NEWS FLASH August 18, 2014


Table of Contents Fund Flow ............................................................................................................................. 3 Performance Reporting ......................................................................................................... 8 Technology .......................................................................................................................... 17 Strategy .............................................................................................................................. 18

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Fund Flow Macro funds in the firing line as top-down calls fail to pay off August 13, 2014 | Investment Week http://www.investmentweek.co.uk/investment-week/news/2359692/macro-funds-in-the-firing-lineas-top-down-calls-fail-to-pay-off Funds with a top-down macro approach have struggled to beat bottom-up stockpickers this year, with many dropping into the fourth quartile of their respective sectors. Large and small macro-driven funds, such as the £968m Artemis Strategic Assets fund, Newton’s £172m Managed Income fund, and the £45m PFS Darwin Multi Asset fund are some of the names to have been affected as a shift in sentiment plays out. One of the reasons these strategies have had a poor year is because there is a fear of interest rate rises, but so far no action has actually been taken So far this year, macroeconomics has caught most investors by surprise: few expected bonds to outperform equities at the start of the year, while a mid-cap sell-off hit many UK All Companies funds that had upped their exposure. The unexpected environment has coincided with a fall down the rankings for many macro funds, with the above trio all fourth quartile year to date. Ben Willis, head of research at Whitechurch Securities, said: “It is very hard at the moment to know which asset class is going to outperform in the short term, so most [multi-asset investors] are less asset class specific and avoiding big bets. If you get a macro call wrong, you can suddenly be at the bottom of the peer group.” Richard Philbin, CIO at Harwood Multi Manager, said some funds have suffered from a slump in performance because of mixed messages from central banks. “One of the reasons these strategies have had a poor year is because there is a fear of interest rate rises, but so far no action has actually been taken,” he said. “This has had an impact on the funds. For example, Artemis’ William Littlewood has bet massively against the US dollar, and although philosophically he is 100% correct, the currency has actually strengthened a bit.” Stockpickers’ market hits returns

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David Jane, manager of Darwin Multi Asset, puts the underperformance of his fund down to the pick-up in individual stock volatility so far this year, which has made it difficult for thematic investors to allocate to sectors and themes. “There has been a huge increase in the volatility of individual stocks, so if you are a successful stockpicker you will have had a good year, but that is not our skillset,” Jane said. Harwood’s Philbin provided an example from the tech sector: Twitter’s share price rose more than 30% last month, following a set of positive results, while Groupon has plunged 40% this year as investors questioned its business model. Jane has reduced the size of his top positions significantly to hedge against stock specific risks. Nonetheless, his fund is down 1.2% over the year to 5 August, versus an average return of 3% for the IMA Mixed Investment 20%-60% Shares sector, according to FE. Will the tide turn? Willis still holds some thematic funds, including the £4.3bn Newton Global Higher Income fund, despite recent underperformance: it is up just 0.4% over the year versus a Global Equity Income sector average of 4.8%. Although fund manager James Harries' (pictured) bet against QE is yet to work, Willis said the position in the fund allows him to spread risks and protect client portfolios in case his own more positive view on quantitative easing is wrong. Philbin added investors must look at the risk-adjusted performance of thematic funds, and how much upside and downside they are capturing, to determine if they are achieving their objectives. “These funds are not designed to blow the lights out,” he said. “In footballing terms, they are defenders, so they will not score any goals, but they will stop your team from letting goals in. They dampen the risk and protect portfolios.” However, Laith Khalaf, senior analyst at Hargreaves Lansdown, argues clients should stick with bottomup funds in the main, rather than macro-driven portfolios. “They protected capital well in 2008, but have not kept up from then on,” he said. “Stockpickers should make up at least part, if not all of an active investor’s portfolio.”

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BlackRock introduces Multi-Manager Alternative Strategies Fund August 13, 2014 | Banking Business Review http://mutualfunds.banking-business-review.com/news/blackrock-introduces-multi-manageralternative-strategies-fund-130814-4342781 BlackRock launched the BlackRock Multi-Manager Alternative Strategies Fund (BMMAX) (the “Fund”), designed to offer individual investors the opportunity to access multiple alternative investment strategies in a single open-end mutual fund. The investment objective of the Fund is to seek total return. BMMAX extends BlackRock's alternative mutual fund platform to seven funds, further establishing the firm as one of the preeminent providers of alternative investment solutions globally, with more than $115 billion in assets under management (at 6/30/14). The Fund leverages the industry knowledge and understanding of BlackRock Alternative Advisors (BAA), which is BlackRock's well-established, hedge fund solutions platform with more than 19 years of experience building and managing hedge fund portfolios. "Following the market volatility of recent years, it is critical for investors to understand that exposure to a wider range of investments is necessary as part of a core investment strategy," said Ken Barbuscio, head of product and platform development for BlackRock's U.S. Wealth Advisory Division. "BMMAX provides individual investors with a way to diversify across alternative investment managers and strategies in a single portfolio solution." BlackRock is responsible for identifying and retaining Sub-Advisers for the Fund's selected strategies and for monitoring the services provided by the Sub-Advisers. Mark Everitt, CFA, Albert Matriotti, David Matter, CFA and Edward Rzeszowski are jointly responsible for setting the overall investment strategy and overseeing the management of the Fund. The Fund allocates fund assets among alternative strategies managed by BlackRock and external subadvisers including: •

Benefit Street Partners, LLC - Fundamental Long/Short

Independence Capital Asset Partners, LLC - Fundamental Long/Short

LibreMax Capital, LLC - Fundamental Long/Short

Loeb King Capital management - Event Driven

MeehanCombs LP - Fundamental Long/Short

PEAK6 Advisors LLC - Relative Value

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•

QMS Capital Management LP - Directional Trading

Deutsche Asset Management India launches arbitrage fund August 12, 2014 | The Economic Times http://articles.economictimes.indiatimes.com/2014-08-12/news/52728169_1_arbitrage-fundarbitrage-opportunities-cash-futures-arbitrage-strategy Deutsche Asset Management India launched an arbitrage fund today, in the open-ended equity scheme portfolio. "The DWS Arbitrage Fund is an ideal investment solution for investors, seeking returns through arbitrage opportunities that exist in the equity and derivatives markets," Deutsche AMC India head Suresh Soni said. The new fund opens from August 13 would invest in arbitrage opportunities that may exist in the equity and derivatives markets. The fund expects to predominantly invest in the cash futures arbitrage strategy, that is, buying a stock in the cash market and selling it in the futures market, resulting in a hedge, where the fund portfolio is locked in a spread and is not affected by price movements in the spot market and futures markets, a company release said. Being an equity-oriented fund, it has a lower tax incidence for investors, compared to debt and liquid funds, with respect to dividend distribution and capital gains tax, the release said. The portfolio seeks to generate returns by investing in arbitrage opportunities available in equity markets. It claims to have potential to earn higher post tax returns vis-a-vis debt and money market funds.

BNY Mellon launches Asian bond fund August 01, 2014 | Citywire Global http://www3.citywireglobal.com/news/bny-mellon-launches-new-fund-for-asian-bondchief/a765264 BNY Mellon has launched an Asian fixed income fund which will be run by its fixed income unit Standish from its Singapore-base, Citywire has learned. The BNY Mellon Asian Bond fund will be run by lead portfolio manager Murray Collis, Standish's head of Asian fixed income who joined the US group's Asia-based team from First State in January 2013.

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The Dublin-domiciled fund is in the process of being registered in the UK, France, Germany, Spain, Italy and Singapore. It will invest in Asian bonds denominated predominately in US dollars and in Asian local currencies. The fund will invest across most of the fixed income spectrum, including sovereign, corporate and financials, high yield, investment grade credit, local currency and interest rate strategies. The portfolio blend will vary but is likely to be around 60% in credit, 25% in rates and 15% in local currency with the strategy benchmarked to the JP Morgan Credit Index (JACI), a US dollar-denominated only Asian Aggregate Bond Index. Commenting on the launch, a spokesperson for BNY Mellon said:' Asian US dollar-denominated bonds offer some additional yield over similarly rated US corporate bonds. As the region’s capital markets grow and develop, increasing depth and liquidity in the market should result, offering investors greater choice. Asian bonds still offer a yield premium to other bond markets.' 'The yields of Asian bonds historically reflected the lower investment risks in the region. Asia’s bond market has a blend of developed and emerging economies. Singapore, for example, has one of the highest GDP per capita in the world at US$52,052. Sri Lanka, in contrast, has a GDP per capita of just US$2,8273.'

Threadneedle launches multi-asset income fund after pension reforms July 31, 2014 | Investment Week http://www.investmentweek.co.uk/investment-week/news/2358124/threadneedle-launches-multiasset-income-fund-following-pension-reforms Threadneedle has launched a Global Multi Asset Income fund, to be managed by Toby Nangle, as it seeks to provide an alternative vehicle for retirement assets. Launched with an eye on the changes to pensions provision announced by the government in March's Budget, the long-only fund will invest across asset classes including equities, bonds, and property and cash. It will target a yield above its benchmark - a composite of the MSCI World Index (40%), Barclays Global Agg (40%) and the IPD UK Monthly Index (20%). "Individuals and the industry are still coming to terms with the long-term implications of the government's pension reforms. Where people choose not to purchase an annuity, their pension savings will need togenerate a significant investment return in order to see them through retirement," said Nangle (pictured), head of multi-asset allocation at Threadneedle.

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Performance Reporting Ares Management's AUM surges 30% for the year August 13, 2014 | PIOnline http://www.pionline.com/article/20140813/ONLINE/140819947/ares-managements-aum-surges-30for-the-year Ares Management's assets under management totaled $79.2 billion as of June 30, up 2.8% from March 31 and up 30.1% from June 30, 2013, said the alternative investment firm's second-quarter earnings report. Management fee revenue totaled $143.4 million for the quarter, up 26.7% from the year earlier. Economic net income was $75.1 million for the quarter ended June 30, up from $18.2 million for the second quarter of 2013. Because Ares was not a public company until May, it reported the historical financial results of its operating subsidiaries. Ares attributed the increase in assets under management during the year primarily to $19.4 billion of new fund commitments and the addition of $6.1 billion in assets from the AREA Property Partners acquisition in July 2013. The new fund commitments for the year totaled $8.8 billion to Ares' leveraged loan funds, made up of $2.3 billion in equity commitments and $6.5 billion in debt commitments; $5 billion to its direct lending funds, made up of $1.9 billion in equity commitments and $3.1 billion in debt commitments; $2.2 billion to Ares' real estate funds, made up of $1.2 billion in equity commitments and $1 billion in debt commitments; $2.1 billion in new commitments to its alternative credit funds, made up of $2 billion in equity commitments and $100 million in debt commitments; and $1.4 billion in equity commitments to its high-yield funds. However, the increase in AUM during the year was partially offset by $5.8 billion in capital reductions, including $5.6 billion attributable to the tradable credit group. Distributions for the 12 months ended June 30 totaled about $4.6 billion, of which $1.6 billion was attributable to the real estate group, $1.1 billion to the tradable credit group, $1 billion to the private equity group and $845 million to the direct lending group.

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Pension fund for ING produces 14% first-half return August 11, 2014 | Investment & Pensions Europe http://www.ipe.com/pension-fund-for-ing-produces-14-first-half-return/10002692.fullarticle The €22bn pension fund of banc-assurer ING has reported a 7.2% return on investments over the second quarter, taking its overall return for the first six months of the year to more than 14%. Its coverage ratio, based on market value, increased by 0.9 percentage points to 129.5% in Q2. However, the scheme’s official funding – discounted against the three-month interest rate average, with the application of the ultimate forward rate – increased by 3.2 percentage points to 139%. The pension fund attributed the quarterly result to low growth and inflation, as well as a central bank policy aimed at promoting growth. Due to falling interest rates, it returned 8.1% on its fixed income holdings, which make up almost threequarters of the overall investment portfolio. Credit and emerging market debt also delivered positive results. Over the first six months of 2014, fixed income holdings returned 18.2%, outperforming the benchmark by a considerable margin, the Stichting Pensioenfonds ING said. Its 17.7% equity holdings generated 5.8% over Q2, with emerging market equities returning 8%. The scheme said the quarterly return on its 4.8% property portfolio was more than 4%, adding that both listed indirect real estate and non-listed property contributed positively. Listed property generated almost 9%. The pension fund’s alternative investments in private equity and hedge funds returned more than 4%. ING attributed the 0.7-percentage-point underperformance largely to the “disappointing” results of hedge funds. Private equity returned almost 7%, it said.

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Brookfield Asset Management Q2 FFO Rises 23% August 08, 2014 | Nasdaq http://www.nasdaq.com/article/brookfield-asset-management-q2-ffo-rises-23-20140808-00370 Brookfield Asset Management Inc. (BAM, BAM_A.TO) on Friday reported a 23 percent increase in funds from operations for the second quarter from last year, reflecting higher asset management fees, realized disposition gains and the contribution from capital deployed. Bruce Flatt, CEO of Brookfield Asset Management said, "We are continuing to see clients allocate an increasing portion of their capital to Brookfield's real asset investment strategies, due to the superior risk adjusted returns generated by these assets. Our flagship listed partnerships and private funds are well positioned to deliver long-term performance for clients and shareholders." For the second quarter, the Canada-based asset management holding company's funds from operations or FFO increased to $569 million or $0.84 per share from $464 or $0.68 per share in the same quarter last year. Realized disposition gains generated $147 million of FFO in the latest quarter, up from $58 million in the same quarter last year. This includes a $68 million gain on the sale of a Denver office property and a $30 million gain on the repayment in full of a distressed debt investment in a European office portfolio. Net income attributable to Brookfield shareholders for the quarter grew to $785 million or $1.19 per share from $230 million or $0.31 per share in the year-ago period. The increase in net income reflects the higher share of fair value changes partially offset by higher income tax expense. In addition, the company's property operations benefited from the early repayment of an investment security and the contribution of capital deployed in the past twelve months. However, revenues and other gains for the quarter declined 16 percent to $4.34 billion from $5.16 billion in the prior-year quarter. The company noted that the sale and deconsolidation of a pulp and paper businesses within its private equity operations and non-core timberlands over the past twelve months reduced revenues and other gains for the quarter. Fee revenues for the quarter grew 33 percent from the year-ago period to $702 million and fee bearing capital increased 16 percent to $84 billion, reflecting market price appreciation and issuance from flagship partnerships and continued demand for private fund capital.

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The company added $1.6 billion of assets under management in its public markets asset management business, primarily through market appreciation and fund flows to property and infrastructure securities. Total assets under management were $192 billion at the end of the quarter. The company announced or completed acquisitions and capital expansions that will deploy over $2 billion of capital on behalf of clients and its shareholders. Further, the company's board of directors declared a quarterly dividend of $0.16 per share, representing $0.64 per annum, payable on September 30, to shareholders of record as at the close of business on August 1. The board also declared all of the regular monthly and quarterly dividends on its preferred shares. BAM is trading at $44.49, down $0.05 or 0.11 percent on a volume of 26,485 shares.

Vanguard assets hit at $2.93 trillion at midyear August 08, 2014 | PIOnline http://www.pionline.com/article/20140808/ONLINE/140809854/vanguard-assets-hit-293-trillion-atmidyear Vanguard Group reported $2.93 trillion in assets under management as of June 30, up from $2.5 trillion a year earlier, maintaining its position as the world's second-largest manager and increasing its lead over Allianz Global Investors. As of June 30, the money management arm of Allianz, owner of Pacific Investment Management Co., was the world's third-largest money manager, with â‚Ź1.8 trillion ($2.4 trillion), the company reported Friday. BlackRock (BLK) Inc. (BLK) maintained its position as the world's largest money manager, with $4.59 trillion in assets under management as of June 30, the company has reported. Vanguard attributed much of the popularity of their index funds to increased investor awareness of cost. “We view it as greater acceptance of low-cost investing, not indexing alone,â€? said Vanguard spokesman David Hoffman. Data from the Pensions & Investments/Towers Watson World 500 for the year ended Dec. 31, 2012, placed Vanguard third with $2.22 trillion, behind Allianz, which managed $2.45 trillion at that time. Vanguard's AUM has increased at a faster rate during the past two years than other top managers. Vanguard's $1.85 trillion in 2011 was nearly level with State Street Global Advisors' $1.86 trillion. But Vanguard's AUM rose $366.7 billion in 2012 while SSgA rose $229.3 billion in the same period.

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Vanguard's $613.47 billion in total defined contribution assets made it the largest DC manager in 2013, surpassing longtime leader Fidelity Investments, with $612.39 billion. Fidelity's AUM rose 16.9% from 2012 but Vanguard's AUM jumped 27.9%, according to P&I data. Vanguard sees its approach as a message that will continue to resonate with investors despite added competition in the low-cost arena. “Investors recognize Vanguard as the standard bearer of the (lowcost) message,” Mr. Hoffman said.

Allianz asset management arm sees 16% drop in profit August 08, 2014 | FT Advisor http://www.ftadviser.com/2014/08/08/investments/global/allianz-asset-management-arm-seesdrop-in-profit-SZaBaNVGUmG1nWd6PAYowJ/article.html The asset management business of insurance giant Allianz, which includes both Allianz Global Investors and Pimco, recorded an 11.5 per cent decline in operating revenues in the second quarter of 2014, equivalent to €1.61bn (£1.28bn) compared with the same period in 2013. Quarterly figures from parent company Allianz showed the operating profit for the asset management arm, which has operations worldwide, also declined 16 per cent in the three months, with the company noting this included “the negative impact of a transfer of entities to other business segments and unfavourable foreign exchange effects”. In spite of the decline in revenues and profits, Allianz stated total assets under management for the business segment increased 4.4 per cent to €1.8trn, while third-party assets rose 3.3 per cent to €1.4trn.

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Allianz attributed the increase in assets to support from market value increases that offset the thirdparty net outflows of €17.2bn, which compared to net third-party inflows of €6bn in the same period in 2013. The results showed while Allianz Global Investors recorded net inflows of €3.2bn in the quarter, Pimco saw net outflows of €20.4bn. In spite of the figures, Dieter Wemmer, chief financial officer of Allianz, stated that the asset management business had “performed within expectations”. He added: “With €3.2 billion, Allianz Global Investors recorded the highest quarterly third-party net inflows of its history, while outflows at Pimco continued to slow. The key for future results is the investment performance, which is at a very high level: 89 per cent of Pimco’s assets under management outperformed their benchmarks on a three-year basis.”

Prudential profit beats estimates as asset management fees rise August 06, 2014 | Reuters http://uk.reuters.com/article/2014/08/06/prudentialfinancial-results-idUKL4N0QC66120140806 Prudential Financial Inc, the second-largest U.S. life insurer, reported a better-than-expected quarterly profit, helped by higher asset management fees. The company's financial services businesses reported net income of $1.05 billion, or $2.22 per share, for the second quarter ended June 30, compared with a net loss of $517 million, or $1.12 per share, a year earlier. Prudential Financial booked pre-tax charges of about $1.6 billion in the year earlier quarter, related to changes in currency rates and derivatives. "We are benefiting from growth of fees, especially in our annuities and asset management businesses..., " Chief Executive John Strangfeld said. Adjusted operating income at the insurer's asset management business rose about 16 percent to $200 million. Prudential's financial services businesses include its U.S. retirement solutions and investment management, U.S. individual life and group insurance, international insurance and its corporate and other operations. Operating income on an adjusted basis was $2.49 per share. Analysts on average had expected earnings of $2.34 per share, according to Thomson Reuters I/B/E/S. Prudential shares closed at $86.57 on the New York Stock Exchange on Wednesday.

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Mass state pension fund rose 17.6% in fiscal ‘14 August 06, 2014 | The Boston Globe http://www.bostonglobe.com/business/2014/08/05/mass-state-pension-fund-rose-percentfiscal/nP68INvaTYcnsl7sXDjdXI/story.html The Massachusetts state pension fund reported an investment gain of 17.6 percent for the fiscal year that ended June 30, outpacing its benchmark and pushing total assets to a record $60.7 billion. The return added $9.4 billion to the portfolio for state workers’ retirement, led by strong results in private equity, global stocks, and real estate. “It was a fantastic year,’’ Michael Trotsky, the fund’s executive director since 2010, said in an interview Tuesday. He warned that the market’s rally since the financial crisis “cannot last forever,’’ but he said the fund is better positioned to handle a downturn than it was in 2008 and 2009, when it lost nearly a quarter of its value. The pension fund beat its internal benchmark, a theoretical combination of investments that would have earned 14.9 percent for the year. But the fund but did not outperform the nation’s largest public pension, the $300 billion California Public Employees’ Retirement System, which recently posted a return of 18.4 percent for the year ended in June. The State Teachers Retirement System of Ohio, closer in size to the Massachusetts fund at $74.7 billion, earned a 16.7 percent return for the same period. State Treasurer Steve Grossman, who is chairman of the pension fund, said the fund had lowered its risk at the same time it boosted performance. Managers moved to lower investment risks after the pension fund lost 23.9 percent in the 2009 fiscal year, in the aftermath of the financial crisis. “In the last calamity, back in 2008, 2009, we captured significantly more than the market on the downside,’’ said Grossman, who is running for governor. “We spent the last five years recovering from that.” The fund has taken a series of measures to lower risk and reduce fees and other costs. For instance, it has lowered its exposure to stocks from 49 percent to 43 percent of assets and is headed toward a target of 40 percent. It also launched a program to save $100 million annually by trimming hedge fund fees, cutting out middlemen, and generating revenue. In fiscal 2015, the fund will save $40 million, Grossman said. “We’ve added value, saved money,’’ he said.

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The fund’s board of directors earlier this year also decided to move more money into long-term US Treasuries as a hedge against the stock market falling. In a fortunate turn, interest rates continued to fall, instead of rising, which increased the value of the bonds and generated the fund’s best returns of the first six months of the 2014 calendar year, Trotsky said. Those gains could help offset losses the fund probably sustained in stocks in last week’s steep slide in the equity market. “We believe that will provide us a dampening effect from the volatility we’ve seen in July,’’ Trotsky said.

Invesco's assets grow past $800 billion; profit soars July 31, 2014 | PIOnline http://www.pionline.com/article/20140731/ONLINE/140739968/invescos-assets-grow-past-800billion-profit-soars Invesco (IVZ) on Thursday reported assets under management of $802.4 billion as of June 30, up 1.9% from the end of the previous quarter and up 13.7% from a year earlier. Net outflows for the second quarter were $8.8 billion, which includes a single client withdrawal of $13.1 billion during the quarter from St. James's Place, a U.K. wealth manager. That compared to net outflows of $900 million during the quarter ended March 31 and net inflows of $1.4 billion during the second quarter of 2013.

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Market gains led to a $19.9 billion increase in AUM during the second quarter. Also, foreign exchange rate movements led to a $4 billion increase in AUM. Invesco's PowerShares exchange-traded funds business saw net outflows of $3 billion for the quarter vs. net outflows of $1.3 billion for the previous quarter and net inflows of $700 million in the second quarter of 2013. Long-term passive strategies had net inflows of $1.1 billion for the quarter, compared to net inflows of $3.3 billion for the first quarter of 2014 and net inflows of $1.3 billion for the quarter ended June 30, 2013. Meanwhile, long-term active investment strategies saw net outflows of $8 billion for the quarter ended June 30, compared to net inflows of $3.3 billion for the previous quarter and net inflows of $100 million for the same period the year before. Outflows to long-term strategies were partially offset by net inflows of $1.1 billion for the quarter in Invesco's money market business, compared to net outflows of $6.1 billion last quarter and net outflows of $700 million during the second quarter of 2013. Net income in the latest quarter was $274.5 million, a 46.2% increase from the previous quarter and up 35.5% from the second quarter a year ago. Net revenue, meanwhile, reached $901 million for the second quarter, up 1.5% from the previous quarter and a 14% increase from the year before. “We continue to be more positive than negative on Invesco's stock,” wrote Christopher Shutler, equity research analyst at William Blair & Co. in a note to clients. “Investment performance generally remains solid and we like the diversified nature of the platform, Invesco's exposure to alternatives and ETFs, and management's focus on returning capital to shareholders.”

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Technology FCA imposes temporary ban on CoCos sale to mass retail market August 06, 2014 | Banking Business Review http://retailbanking.banking-business-review.com/news/fca-imposes-temporary-ban-on-cocos-saleto-mass-retail-market-060814-4336023 The UK Financial Conduct Authority (FCA) has implemented a one-year ban on the distribution of contingent convertible securities (CoCos) to the mass retail market. In the first use of new consumer protection powers, the watchdog has temporarily restricted firms from selling CoCos to professional, institutional and high net worth retail investors from October 2014 to 2015. CoCos are highly complex and hence are deemed inappropriate for the mass retail market by FCA, even though the UK market is still at an early stage of development. FCA policy, risk and research director Christopher Woolard said: "In a low interest rate environment many investors might be tempted by CoCos offering high headline returns. "However, they are complex and can be highly risky, and the FCA has used its new powers to ensure that CoCos are not inappropriately made available to the mass retail market while still allowing access for experienced investors." The value of CoCos can be written down or converted into equity if the issuer's capital drops, and investors find it difficult to assess, understand and their prices as issuers can have unusually broad discretion in relation to coupon payments. During ban, FCA would continue to work with issuers to ensure that the CoCos sale is appropriately targeted, and is scheduled to announce permanent rules in late 2014. The European Securities and Markets Authority and Joint Committee of European Supervisory Authorities have already highlighted the risks of CoCos and firms responsibilities during their distribution.

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Strategy Nomura Asset Management announces alliance with Tokyo-based HF incubation firm August 06, 2014 | PIOnline http://www.pionline.com/article/20140806/ONLINE/140809921/nomura-asset-managementannounces-alliance-with-hedge-fund-incubation-firm Nomura Asset Management on Wednesday announced an alliance with Bridge Capital Asset Management Co., a Tokyo-based hedge fund incubation firm. Under an agreement reached by the two firms, Nomura Asset Management will invest up to ¥3 billion ($29.3 million) in Bridge Capital's incubation fund for hedge fund managers focused on Japanese equities, with an option to take an equity stake in the firm in the future. A Nomura spokesman said the firm's capital commitment will be drawn down as Bridge Capital identifies new incubation candidates. The spokesman declined to provide specific details regarding when Nomura can exercise its option to acquire a stake in Bridge Capital, or how big that stake might be. In a separate interview, Takashi Yabuuchi, CEO of Bridge Capital, said the option would allow Nomura to take a minority stake in the company. Bridge Capital's incubation funds had about ¥7 billion in assets under management prior to Nomura's commitment. As of June 30, Nomura Asset Management had about $358 billion in assets under management.

Multi-managers forge $46 billion merger August 05, 2014 | eFinancial News http://www.efinancialnews.com/story/2014-08-05/multi-managers-northern-lights-treasury-groupset-for-merger?ea9c8a2de0ee111045601ab04d673622 US-based asset manager Northern Lights Capital Management and Australia’s Treasury Group will merge to create a firm with investment stakes in 21 boutiques across the world, managing a total of A$49.6 billion ($46.3 billion).

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The two firms are joining forces to provide extra marketing resources for their affiliates and will continue to invest in new firms. Their existing affiliates will also be offered cross-referral opportunities in the US and Australia as soon as the deal is complete. Alan Bartlett, chief executive of Northern Lights’ UK affiliate Goodhart Partners, said the enlarged group would be the second-largest independent 'multi-boutique' in the world, after US-listed Affiliated Managers Group, which manages $625 billion. “I am surprised the independent model has not spread further,” he said. Northern Lights owns stakes in an array of predominately US boutiques. In a statement, Treasury said it would be seeking “value-enhancing” investments: “In addition to partnering with early-stage asset management businesses, the combined group will have scale and financial capacity to invest in established businesses.” To achieve the merger, Treasury Group, listed in Australia, will issue shares equivalent to 39% of its enlarged equity to Northern Lights. The transaction will also be funded with a debt facility worth A$49.4 million ($46.1million), secured on Northern Light's assets. A deferred payment of A$41.6 million will be made to Northern Light's vendors by 2019. Treasury’s shares rose 7.9% to $10.43 following news of the deal in Australia, lifting the market value of the firm to A$241 million. Following the deal, the company's pro forma capital base will rise to A$223 million. It will seek a secondary listing for its shares within three years, to provide access to fresh capital, as a well as liquidity for Northern Light's shareholders. Northern Lights' cornerstone investors are BNP Paribas Capital Partners and Seattle-based wealth management firm Laird Norton, who have pledged continued support to the new firm. Treasury’s Andrew McGill will remain chief executive at the enlarged group. Northern Lights co-founder Timothy Carver, a former general partner at private equity firm Orca Bay Partners, and Paul Greenwood, former head of manager research at consulting firm Russell Investments, will both become executive directors.

Fund managers struggling to meet investor expectations August 04, 2014 | COOConnect http://cooconnect.com/news/fund-managers-struggling-to-meet-investor-expectations Fifty-nine per-cent of institutional investors have said their funds have either failed or partially lived up to their expectations over the last 10 years, according to research conducted by Aquila Capital, the €7 billion Germany-based alternative asset manager.

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“The last decade includes some of the most volatile episodes ever seen in financial markets. Our research shows just how substantial the gap has been between investors’ expectations and what their funds actually delivered,” said Stuart MacDonald, managing director at Aquila Capital. There is widespread pessimism in the alternatives industry, particularly hedge funds. A study published at the end of July by Preqin found 99% of hedge fund managers and 98% of their investors doubted year-end performance for 2014 would match that of 2013. Hedge Fund Research data indicates the average manager has delivered gains of 3.15% in 2014, a far cry from the 8.13% returns displayed last year. This has predictably facilitated some downward pressure on hedge fund fees – the traditional 2% management fee and 20% performance fee. A survey conducted by J.P. Morgan’s Capital Introductions Group in 2013 said 70% of investors expected fees at hedge funds to decline. However, other surveys find clamp-downs on fees have been exaggerated. A study of institutional investors by the capital introductions arm of Goldman Sachs Prime Services found the average management fee to be at 1.6% and the average performance fee to be 18.3% in 2013, a marginal drop from 2012. A study of clients by law firm Seward & Kissel reached a similar conclusion, finding management fees to be pegged around 1.6% while performance fees are stuck around 20%. Aquila Capital said allocators were sympathetic given the extreme market volatility. Forty-two per-cent told the Aquila Capital study that it has become too difficult to accurately predict future market moves in sector and individual-level securities. “(The survey) also illustrates investors’ appreciation of how extraordinarily difficult it is to make reliable forecasts at different levels of the market,” said MacDonald. While nearly nine out of 10 (89%) investors said diversification was important (41%) or extremely important (48%) to them, more than one in four (27%) were less diversified than they originally anticipated over the last decade. Investors identified the most common pitfall that could have been avoided over the last 10 years as over-allocating to particular strategies (44%) while ‘over-allocating to certain asset classes’ was a close second (39%).

Man Group inflows slow, profit margins narrow August 01, 2014 | Reuters http://www.reuters.com/article/2014/08/01/mangroup-results-idUSL6N0Q71GS20140801 •

H1 FuM rise 7 pct to $57.7 bln after net inflows of $2.8 bln

Q2 net inflows down 60 pct vs Q1 at $800 mln

CEO says remains cautious on second half

To pay interim div of 4 cents/share vs year ago 2.6 cents

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Hedge fund manager Man Group Plc reported a sharp fall in net inflows in the second quarter on Friday and its chief executive said he was cautious on the outlook for the rest of the year, attracting a mixed reaction from analysts. The results came the day after a debt default by Argentina that has weighed heavily on shares of asset managers across the region. At 1454 GMT, Man Group and peers such as Ashmore Group , Jupiter Fund Management and Schroders were all trading down more than 2 percent. Man, whose shares have collapsed to a fraction of their 2008 peak, has been restructuring to reduce dependence on the computer-driven AHL fund that took a heavy battering from the fallout from the financial crisis which began six years ago. However the company, which is buying asset managers Numeric and Pine Grove to increase its presence in the United States, remains at the mercy of unpredictable market volatility from factors such as the Ukraine crisis. Man said funds under management rose 7 percent to $57.7 billion in the first half, helped by net inflows of $2.8 billion. But net inflows in the June quarter plunged to $800 million, a 60 percent drop from the previous three months. "Whilst it has been a positive first half for the firm and we recorded another quarter of net inflows in Q2, we remain cautious as we look to the second half of the year," said Chief Executive Manny Roman in a statement. Its investment performance added $700 million in the first half, led by a 8.7 percent gain for its AHL Diversified Programme, as stronger equity and bond markets and a lower correlation between asset classes benefited the strategy. "Given the pending acquisitions and improved AHL performance, we believe that Man's cautious outlook should have little impact on investors," said Peter Lenardos, an analyst at RBC Capital Markets. While the company is on course to reduce its dependence on AHL and strengthen its business in the United States, the world's biggest market for hedge funds, a dip in margins in the second half also weighed on the stock. The group's net margin was down at 1.21 percent in the first half from 1.5 percent at the end of last year. "Management was a bit downbeat on the flows in the second half and also the revenue margins going forward," said David Mccann, an analyst at brokerage Numis Securities. Man Group shares ended down around 1.85 percent at 116.8 pence. The shares have risen 37 percent this year. LESS MONEY

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Man also said a majority of its GLG alternatives funds, which aim to profit in both rising and falling markets, had lost money in the June quarter. They raised significantly less money than in the first quarter, raising concerns that flows may slow there in coming quarters. The company's "long-only" products, which unlike the GLG alternative funds do not make active bets on prices falling, saw funds under management rise 18 percent to $18.1 billion on net inflows of $2.4 billion in the six months to end-June. However these are lower-margin products. "This product mix shift and consequent reduction in overall margin is likely to continue as we sell more open-ended alternative product, particularly to institutions," Man said. The GLG unit recorded a positive performance in credit strategies, but equity strategies had a belowaverage performance on trend reversals in certain parts of the equity market, Man said in a statement. Group adjusted profit before tax rose by a tenth to $148 million as a result of cost savings, but both management and performance fees fell in the first half from a year ago. The money manager said it would pay an interim dividend of 4 cents per share, up from 2.6 cents a year ago, and added that the acquisition of Pine Grove, a U.S. fund of funds manager, is due to complete shortly. The acquisition of Numeric, a U.S.-based computer-driven 'quant' manager that supplements its AHL strategies with $14.7 billion of funds under management, is also on track for completion the second half of the year.

BNP Paribas Securities Services to acquire Prime Fund Services from Credit Suisse August 01, 2014 | hedgeweek http://www.hedgeweek.com/2014/08/01/208213/bnp-paribas-securities-services-acquire-primefund-services-credit-suisse BNP Paribas Securities Services is to acquire Prime Fund Services (PFS), a provider of fund administration, custody and banking solutions for alternative investment managers, from Credit Suisse. The move is part of BNP Paribas Securities Services’ strategy to develop its global fund administration franchise. 

 The transaction will result in a global fund administrator dedicated to alternative investment managers that will service over USD 231 billion of alternative assets. The offering brings together PFS’ administration expertise in the alternative investment sector and BNP Paribas Securities Services’ extensive custody and depositary network and global reach.

 PFS employs staff in Europe, Asia and the US. The transaction is expected to close in the first half of 2015.

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