新兴市场

Lex_EM debt funds: the bonds that tie

Think emerging markets are risky? You seem to be in the minority. Retail investors across the US, Europe and Japan have poured money into emerging market debt funds over the past four years: about $180bn, according to JPMorgan. After a volatile year for emerging markets, only Japanese investors have been selling the funds in any bulk. It might take a little more than a shaky end to the year to generate more outflows.

Some of the biggest managers of EM debt, such as Pimco, have experienced sharp drops in performance — as much as 10 per cent — on their EM bond funds in December. Bond holders have not suffered alone. Some EM specialist managers, such as the UK’s Ashmore, are listed. Its assets under management had already fallen $6.1bn by September, from $77.4bn at the end of 2013. Ashmore’s shares have been tumbling all year, down over a quarter relative to a flat FTSE All-share.

In recent weeks US and European retail EM bond funds have suffered the largest outflows since January, about $3bn. But that is a trickle. Assets under management in EM debt are about $240bn. US and European retail funds hold the bulk of this. Japanese investors — which never accounted for more than a third of the AUM — have less than 14 per cent now.

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