Asset Management in the UK 2014-2015

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ASSET MANAGEMENT SURVEY 214-15 INDUSTRY OVERVIEW Asset Management in the UK 214-215 The Investment Association Annual Survey SUMMARY September 215 i

THE INVESTMENT ASSOCIATION CONTENT ENQUIRIES Ruth Meade, +44 ()2 7831 898 CONTRIBUTORS Ruth Meade Jonathan Lipkin Pritpal Garcha The Investment Association 65 Kingsway, London, WC2B 6TD www.theinvestmentassociation.org @InvAssoc September 215 The Investment Association (215). All rights reserved. No reproduction without permission of The Investment Association. ii

ASSET MANAGEMENT SURVEY 214-15 SUMMARY KEY STATISTICS 5.5 TRILLION 835 BILLION [ 5. TRILLION IN 213] [ 77 BILLION IN 213] TOTAL ASSETS MANAGED IN THE UK BY THE INVESTMENT ASSOCIATION S MEMBERS AS AT DECEMBER 214 2.2 TRILLION MANAGED IN UK AUTHORISED FUNDS (OEICS AND UNIT TRUSTS) 895 BILLION [ 2. TRILLION IN 213] [ 775 BILLION IN 213] ASSETS MANAGED IN THE UK ON BEHALF OF OVERSEAS CLIENTS 32 PER CENT UK-MANAGED FUNDS DOMICILED OFFSHORE 37 PER CENT [3 PER CENT IN 213] THE INVESTMENT ASSOCIATION ICONOGRAPHY [35 PER CENT IN 212] UK DOMESTIC MARKET CAPITALISATION ACCOUNTED FOR BY THE INVESTMENT ASSOCIATION S MEMBERS UK EQUITY HOLDINGS TOTAL EUROPEAN ASSETS UNDER MANAGEMENT MANAGED IN THE UK AS AT DECEMBER 213 (LATEST AVAILABLE). 1

THE INVESTMENT ASSOCIATION OVERVIEW GROWTH OF THE UK ASSET MANAGEMENT INDUSTRY HAS BEEN EXTREMELY STRONG IN RECENT YEARS; PARTICULARLY AMONG AUTHORISED FUNDS, WHICH HAVE TREBLED IN A DECADE. l Assets under management in the UK by Investment Association members grew 9% year-on-year to hit another record high at the end of 214, of 5.5 trillion. l Authorised funds also reached a new high for assets under management, increasing to 835 billion by the end of 214 from 77 billion in 213. TOTAL ASSETS UNDER MANAGEMENT IN THE UK AND IN UK AUTHORISED FUNDS (25-214) - CHART 1 IN THE FULL SURVEY 6, 5, 4, 1994 1995 1996 1997 1998 1999 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 Total assets under management in the UK UK pension fund assets Total UK AUM/GDP % (RH) 35 3 25 2 15 1 5 2.2 TRILLION MANAGED ON BEHALF OF OVERSEAS CLIENTS l In the past 2 years assets under management in the UK have grown from 122% of GDP to 316% in 214 (213: 313%). The European average is closer to 11 1. l Two fifths (39%) of assets managed in the UK were managed for clients located overseas. The dominance of domestic pension funds continues to decrease as the client base broadens. TOTAL ASSETS UNDER MANAGEMENT IN THE UK AND UK PENSION ASSETS (1994 214) - CHART 2 IN THE FULL SURVEY 3, 6, % GDP 35 2, 5, 3 1, 4, 25 25 26 27 28 29 21 211 212 213 214 UK authorised funds Total assets under management in the UK 3, 2 15 2, 1 1, 5 THE UK S GLOBAL POSITION 1994 1995 1996 1997 1998 1999 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 Total assets under management in the UK UK pension fund assets Total UK AUM/GDP % (RH) 2 1 Data for France and European average sourced from EFAMA 213 data. 2

ASSET MANAGEMENT SURVEY 214-15 SUMMARY OVERVIEW PENSION FUNDS REMAIN THE LARGEST CLIENT GROUP, WITH THE RETAIL AND INSTITUTIONAL SPLIT BROADLY UNCHANGED. THE PROPORTION OF ASSETS MANAGED BY INDEPENDENT ASSET MANAGERS HAS GROWN SIGNIFICANTLY, UP FROM 16% A DECADE AGO TO 41% IN 214. l The proportion of assets represented by insurance continued to fall to an all-time low of 18%. Pension funds remained the largest client type by some way at 38%. l The ratio of institutional to retail assets has been stable over the last decade, at around 8:2, although the distinction between the two is becoming steadily harder to define. BREAKDOWN OF UK ASSETS UNDER MANAGEMENT BY PARENT TYPE (23-213) - CHART 19 IN THE FULL SURVEY 1 9 8 7 ASSETS MANAGED IN THE UK BY CLIENT TYPE (25 214) - CHART 5 IN THE FULL SURVEY 1 9 8 7 6 5 4 3 2 1 25 26 27 28 29 21 211 212 213 214 Pension funds Insurance Other institutional Retail Private clients 6 5 4 3 2 1 26 27 28 29 21 211 212 213 214 Asset / Fund Manager Investment bank Pension fund manager THE INVESTMENT ASSOCIATION ICONOGRAPHY Insurance company Retail bank Other (incl. custodian banks) 57% OF ASSETS MANAGED BY OVERSEAS-OWNED ASSET MANAGERS 3

THE INVESTMENT ASSOCIATION THE UK ASSET MANAGEMENT INDUSTRY REMAINS RELATIVELY UNCONCENTRATED, ALTHOUGH ASSETS MANAGED BY THE FIVE LARGEST FIRMS INCREASED FROM 35% LAST YEAR TO 39% IN 214. WE ESTIMATE THE INDUSTRY EMPLOYEES AROUND 35, PEOPLE DIRECTLY IN THE UK, WITH A FURTHER 6, EMPLOYED IN CLOSELY-RELATED ROLES. MARKET SHARE OF LARGEST FIRMS BY UK ASSETS UNDER MANAGEMENT VS. HHI (JUNE 25 214) - CHART 92 IN THE FULL SURVEY 6 1,8 INDUSTRY HEADCOUNT ESTIMATE VS. UK ASSETS UNDER MANAGEMENT (27-214) - CHART 88 IN THE FULL SURVEY 4, 6, 5 1,6 1,4 35, 3, 5, 4 1,2 25, 4, 1, 3 8 2 6 4 1 2 25 26 27 28 29 21 211 212 213 214 Top 5 (LH) Top 1 (LH) HHI (RH) 2, 15, 1, 5, 27 28 29 21 211 212 213 214 Industry headcount Total AUM in the UK (RH) 3, 2, 1, AVERAGE ASSETS UNDER MANAGEMENT PER INVESTMENT ASSOCIATION MEMBER AT JUNE 214 MEAN 34 BILLION MEDIAN 8 BILLION 4

ASSET MANAGEMENT SURVEY 214-15 SUMMARY INVESTMENT TRENDS INVESTMENT TRENDS THERE IS NO CLEAR DIRECTION IN THE EQUITY/FIXED INCOME SHIFT BUT THE STEADY GROWTH IN ALTERNATIVES CONTINUES. l Investors continue to search for opportunities that can offer return or income in today s challenging environment. The allocation to alternatives increased from 11% in 213 to 13% in 214. l 214 saw the equity allocation fall to 42% from 46% in 213, and fixed income increase from 34% to 36%. This almost reversed the moves seen last year. INVESTORS HAVE BEEN MOVING OUT OF DOMESTIC (UK) EQUITIES FOR MANY YEARS BUT THE FALLING ALLOCATION SHOWED SOME SIGNS OF BOTTOMING OUT IN 214. l UK equity holdings increased by one percentage point to 32% of total equity holdings at the end of 214. UK-MANAGED EQUITIES BY REGION (26 214) - CHART 8 IN THE FULL SURVEY OVERALL ASSET ALLOCATION OF UK-MANAGED ASSETS (27-214) - CHART 7 IN THE FULL SURVEY 6 5 4 3 2 1 1 9 8 7 6 5 4 3 2 1 26 27 28 29 21 211 212 213 214 UK European (ex UK) North America Asia-Pacific Japan Emerging Market Other 27 28 29 21 211 212 213 214 Equities Fixed income Cash Property Other IS THIS AS LOW AS UK EQUITIES GO? 5

THE INVESTMENT ASSOCIATION DEMAND FOR PASSIVE STRATEGIES IS ONGOING IN THE FACE OF CLIENT, POLITICAL AND REGULATORY FOCUS ON COSTS. l Fully passive strategies remained a comparatively small part of overall UK asset management activity (2) but including strategies such as smart beta increased that to 23%. l The growth of passive investment is likely to continue amid increasing necessity to change the terms of the debate on role of active management. THE DEMAND FOR ASSETS THAT PROVIDE INCOME IS WIDESPREAD AMONG BOTH RETAIL AND INSTITUTIONAL INVESTORS. THE MANY ROADS THAT LEAD TO INCOME FIGURE 6 IN THE FULL SURVEY INCOME INCOME 76% ACTIVE 2 PASSIVE 3% ENHANCED INDEX/ SMART BETA ACTIVE AND PASSIVE AS PROPORTION OF TOTAL UK ASSETS UNDER MANAGEMENT (26 214) - CHART 13 IN THE FULL SURVEY 1 9 8 7 6 5 4 Institutional DB pensions matching cash flows Retail savers looking to beat low interest rates Retirees looking for stable pension payments AS PEOPLE LIVE LONGER AND KEEP ASSETS INVESTED THROUGHOUT RETIREMENT, THERE IS LIKELY TO BE MORE DEMAND FOR OUTCOME-FOCUSED FUNDS, INCOME GENERATION AND MORE DIVERSIFIED MULTI-ASSET PORTFOLIOS. 3 2 1 26 27 28 29 21 211 212 213 214 Passive Active Other l Downside capital protection will be key to a riskaverse client base. l More direct distribution may emerge but asset managers remain highly intermediated. l Investment solutions may need to interact with annuities, which are still likely to play some role. l The new DC pension freedoms are likely to lead to increased demand for outcome-focused funds, income generation and more diversified multi-asset portfolios, which offer a range of opportunities for active managers. 6

ASSET MANAGEMENT SURVEY 214-15 SUMMARY UK INSTITUTIONAL CLIENTS UK INSTITUTIONAL CLIENTS GROWTH IN INSTITUTIONAL ASSETS REMAINS STRONG AND INVESTMENT ASSOCIATION MEMBERS MANAGED AN ESTIMATED 2.8 TRILLION FOR UK INSTITUTIONAL CLIENTS AT THE END OF 214. UK INSTITUTIONAL MARKET BY CLIENT TYPE - CHART 25 IN THE FULL SURVEY Corporate pension scheme 42.7% THE USE OF SPECIALIST MANDATES DECREASED FURTHER (FROM 65% IN 213 TO 64% IN 214). THE USE OF LDI INCREASED SIGNIFICANTLY IN 214 WITH EXTERNAL ESTIMATES SHOWING THE SIZE OF THE NOTIONAL VALUE OF LIABILITIES HEDGED INCREASING 29% TO REACH 66 BILLION. 2 UK THIRD PARTY MARKET BREAKDOWN BY MANDATE TYPE - CHART 27 IN THE FULL SURVEY m LGPS 7.2% 2,5 Other 6.9% Third party insurance 1.5% In-house insurance 21.6% Other pension 2.3% Public sector.6% Non-profit 1.4% Corporate 2.5% Sub-advisory 4.4% 2, 1,5 1, 5 AN ESTIMATED 2.1 TRILLION WAS MANAGED FOR THIRD PARTY MANDATES, WHICH EXCLUDE IN-HOUSE INSURANCE ASSETS AND ASSETS MANAGED IN HOUSE BY OCCUPATIONAL PENSION SCHEMES. THIRD PARTY UK INSTITUTIONAL CLIENT MARKET BY CLIENT TYPE - CHART 26 IN THE FULL SURVEY Public sector.8% Non-profit 1.9% Corporate 3.4% Including Physical LDI Multi Single LDI Including Notional LDI l 37% of specialist mandates were dedicated to fixed income (35% in 213) and 43% to equities (47% in 213) and 6% to alternative asset classes (5% in 213). l Continued growth is likely in alternative asset classes in the institutional market. Sub-advisory 5.9% Pensions 64.5% Third party insurance 14.2% Other 9.3% 2 Navigating the UK LDI Market, 215 KPMG LDI Survey 7

THE INVESTMENT ASSOCIATION l Once again the fall seen in the allocation to specialist UK equity mandates may be bottoming out as their allocation remained stable at 25%. GEOGRAPHICAL EQUITY ALLOCATION OF SPECIALIST MANDATES BY CLIENT TYPE - CHART 34 IN THE FULL SURVEY 1 9 8 7 6 5 4 3 2 1 Pension funds Public sector Total UK Europe North America Asia-Pacific Japan Emerging Market Global Other region 68% OF THIRD PARTY INSTITUTIONAL ASSETS WERE MANAGED ON AN ACTIVE BASIS. ACTIVE AND PASSIVE MANDATES BY CLIENT TYPE (SAMPLE-ADJUSTED) - CHART 38 IN THE FULL SURVEY 1 9 8 7 6 5 4 3 2 1 Pension funds Public sector THE INVESTMENT ASSOCIATION ICONOGRAPHY Corporate Subadvisory Third Other party insurance Nonprofit Corporate Subadvisory party Third Other insurance Active Passive Total l Sterling corporate bond mandates remained the largest category of specialist fixed income mandate at 3. l 59% of third party mandates were segregated at the end of 214, the same level as 213. FIXED INCOME ALLOCATION OF SPECIALIST MANDATES BY CLIENT TYPE - CHART 36 IN THE FULL SURVEY 1 9 8 7 6 5 4 3 2 1 Pension funds Public sector Nonprofit Corporate Subadvisory Third Other party insurance Nonprofit Sterling corporate Sterling corporate and government UK government UK index-linked Global Other Total 8

ASSET MANAGEMENT SURVEY 214-15 SUMMARY UK AUTHORISED FUNDS UK AUTHORISED FUNDS ASSETS MANAGED IN AUTHORISED FUNDS GREW BY 8% YEAR-ON YEAR TO HIT 835 BILLION AT THE END OF 214. A FURTHER 895 BILLION WAS MANAGED IN THE UK FOR FUNDS DOMICILED OFFSHORE. l 7 of assets in authorised funds were managed for retail investors. This figure has remained relatively stable over the last decade. INDUSTRY FUNDS UNDER MANAGEMENT (25 214) - CHART 41 IN THE FULL SURVEY 9 8 7 6 l The proportion invested in equities appears to have settled at around 54% after a dramatic decline in the aftermath of the dot.com crash. CHANGE IN FUNDS UNDER MANAGEMENT BY ASSET CLASS (1995 214) - CHART 45 IN THE FULL SURVEY 1 9 8 7 6 5 4 3 2 1 1995 1996 1997 1998 1999 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 Non-UK Equity UK Equity Fixed Income Mixed Asset Other 5 4 3 2 1 25 26 27 28 29 21 211 212 213 214 Retail funds under management Institutional funds under management l After strong growth through 29-1, sales patterns suggest a new normal may be emerging in retail sales levels. Five year average flows are 22 billion, up from a low of 12 billion just before the financial crisis. NET RETAIL SALES (1995 214) 3 - CHART 46 IN THE FULL SURVEY 4 DOT.COM BUBBLE CREDIT CRISIS 4 35 35 3 3 25 25 2 2 15 15 1 1 5 5 1995 1996 1997 1998 1999 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 A NEW 'NORMAL' FOR FUND FLOWS? Actual sales Inflation adjustment Average 5 year inflow Source: The Investment Association, ONS 3 Includes an adjustment for inflation to illustrate the historical purchasing power of money using the latest rate from 214. 9

THE INVESTMENT ASSOCIATION 8 PRODUCT PREFERENCES REFLECT BOTH STRUCTURAL AND CYCLICAL TRENDS, WITH A MOVE TO INCOME AND SOLUTIONS ALONGSIDE ONGOING INTEREST IN EQUITIES AND PROPERTY. NET RETAIL SALES OF PROPERTY FUNDS VS. IPD UK ALL PROPERTY INDEX (1995 214) 4 - CHART 57 IN THE FULL SURVEY 4% 3% 3 2 l Since 2 investors have shown a much greater appetite for funds that can generate income, focus more on outcomes or allow greater levels of asset allocation. 2% 1% -1% -2% 1-1 NET RETAIL SALES BY DIFFERENT INVESTMENT OBJECTIVE (1995 214) - CHART 47 IN THE FULL SURVEY 35 3 25-2 -3% -4% -3 1995 1996 1997 1998 1999 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 Net retail sales of property funds as a percentage of property funds under management Annual percentage change in IPD UK All Property Index (RH) Source: The Investment Association, Lipper IM 2 15 1 5-5 1995 1996 1997 1998 1999 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 Outcome and allocation Property Fixed Income Equity Income Equity Growth l Equity funds were the best-selling asset class during 214, with equity income funds having the biggest inflows at 7.8 billion, more than double the inflows seen in 213 ( 3.5 billion). l Property fund sales more than doubled to 3.8 billion, up from 1.5 billion in 213. Once again this year investment in property funds is closely following strong returns in the asset class. TABLE 6: NET RETAIL SALES BY FUND TYPE (211 214) Net retail sales ( m) Fund type 211 212 213 214 Equity 3,29 3,677 11,459 8,78 of which tracker 1,275 1,215 2,691 3,783 Fixed Income 4,486 5,67 3 1,28 of which tracker 685 345 31 293 Mixed Asset 5,878 2,846 4,554 3,933 Targeted Absolute Return 933 866 2,28 2,119 Property 535 391 1,53 3,822 Money Markets 151-52 -92 63 Others 3,349 916 813 1,148 All funds 18,54 14,251 2,52 21,71 of which fund of funds 5,478 3,527 3,935 3,266 Note: Numbers may not add up due to rounding 4 Net retail sales of property funds are charted as a six-month moving average of net retail sales as a percentage of property funds under management over the period. The IPD UK All Property index performance is charted as the year-on-year change of the IPD UK All Property Monthly total return index. 1

ASSET MANAGEMENT SURVEY 214-15 SUMMARY UK AUTHORISED FUNDS 8 WHILE PASSIVE FUNDS ARE STILL A 7 SMALL PART OF THE OVERALL MARKET, 6 THEY REPRESENTS AN INCREASING 5 PROPORTION OF FUNDS UNDER 4 MANAGEMENT. 3 2 l 1Index-tracking funds represented 11% of industry total funds under management at the end of 214, up from 6.6% in 25. 5 1995 1996 1997 1998 1999 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 Fettered Unfettered FUNDS UNDER MANAGEMENT OF TRACKER FUNDS BY INDEX INVESTMENT TYPE (25 214) - CHART 58 IN THE FULL SURVEY EQUITY FUNDS IN PARTICULAR ARE ATTRACTING AN INCREASING PROPORTION OF FLOWS (GROSS) INTO PASSIVE STRATEGIES. GROSS RETAIL SALES OF TRACKER FUNDS AS A PERCENTAGE OF TOTAL GROSS RETAIL SALES (25-214) 6 - CHART 6 IN THE FULL SURVEY 14% 12% 1 1 9 8 7 6 5 4 3 2 1 12% 11% 1 9% 8% 7% 6% 5% 8% 6% 4% 2% 25 26 27 28 29 21 211 212 213 214 Equity Fixed Income 25 26 27 28 29 21 211 212 213 214 Domestic equity European equity North American equity Other international/global equity Fixed income Trackers as percentage of industry funds under management (RH) THE INVESTMENT ASSOCIATION ICONOGRAPHY 5 Investment Association data does not include exchange traded funds. 6 Representative sample of funds included in The Investment Association s Equity and Fixed Income sectors. Gross retail sales figures have been plotted in this chart as net retail sales were negative in some years. 11

THE INVESTMENT ASSOCIATION THE FUNDS INDUSTRY IS STILL RELATIVELY UNCONCENTRATED, WITH DATA NOT SUGGESTING MARKED CHANGES IN STOCK OR FLOW CONCENTRATION. l The top ten firms represented 47% of total UK authorised funds under management at the end of 214, up just two percentage points from a decade ago COMBINED MARKET SHARES OF TOP FIRMS BY FUNDS UNDER MANAGEMENT (1995 214) - CHART 67 IN THE FULL SURVEY 1 8 6 DISTRIBUTION IN THE RETAIL MARKET IS LIKELY TO BE TRANSFORMED BY TECHNOLOGY IN THE FUTURE BUT THE INDUSTRY IS MORE SANGUINE ABOUT TECH DISRUPTION IN OTHER AREAS OF THE PRODUCT CHAIN. l Big data will be transformational in many aspects of the product design, manufacture and distribution process. l Improved digital communication with investors opens up potential for direct to consumer distribution. KEY THREATS AND OPPORTUNITIES THE ROLE OF TECHNOLOGY FIGURE 7 IN THE FULL SURVEY DISTRIBUTION = KEY DANGER POINT 4 Product distribution Trade execution 2 1995 1996 1997 1998 1999 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 Client servicing Risk management Top 1 Top 2 Top 3 Top 5 Remaining firms Fund and mandate administration Portfolio management MEAN FUND SIZE 367 MILLION THE INVESTMENT ASSOCIATION ICONOGRAPHY MEDIAN FUND SIZE 97 MILLION Significant evolution in portfolio management/trading systems Major opportunity with digital comms Risk of external disrupters Big data 12

ASSET MANAGEMENT SURVEY 214-15 SUMMARY UK AUTHORISED FUNDS THE UK S SUCCESS AS A WORLD- LEADING ASSET MANAGEMENT CENTRE IS STILL NOT MATCHED WHEN LOOKING AT FUND DOMICILE. EUROPEAN INVESTMENT FUNDS BY COUNTRY OF DOMICILE (DECEMBER 214) FIGURE 9 IN THE FULL SURVEY l The UK continues to be the fifth largest fund domicile in Europe, representing 12% of the total European investment fund industry as at the end of 214. Luxembourg marginally increased its share of the market to 27%. 9 7 FUND ASSETS BY DOMICILE, UK, IRELAND, LUXEMBOURG (2 214) - CHART 78 IN FULL SURVEY 2 5 3 1 6 4 7, 8 6, 1 5, 4, 3, 2, Country Net assets Market share ( bn) 1, 1 Luxembourg 3,95 27.3% 2 Ireland 1,661 14.6% 2 21 22 23 24 25 26 27 28 29 21 211 212 213 214 3 France 1,584 14. UK Ireland Luxembourg 4 Germany 1,582 13.9% Source: The Investment Association, EFAMA 5 United Kingdom 1,319 11.6% 6 Switzerland 416 3.7% 7 Sweden 253 2.2% 8 Italy 248 2.2% 9 Denmark 23 2. 1 Spain 23 2. Other 723 6.5% TOTAL 11,341 1. Source: EFAMA 13

THE INVESTMENT ASSOCIATION 14