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After the Brexit vote - The first signs of post-Brexit financial stress:

1970-01-01 02:00:00

rlp

Jul 4th 2016, 16:45 by Buttonwood

AFTER the initial post-Brexit sell-off in sterling and equities, financial

markets had quietened down in the wake of the shock referendum result. The FTSE

100 even moved ahead of its pre-Brexit level.

But investor concerns have shown up in another market - property, Today

Standard Life, the Scottish insurer, suspended redemptions in its UK Retail

property fund, with 2.9 billion of assets under management. Here is the press

release.

STANDARD LIFE INVESTMENTS UK REAL ESTATE FUND

Due to exceptional market circumstances, Standard Life Investments has taken

the decision to suspend all trading in the Standard Life Investments UK Real

Estate Fund (and its associated Feeder Funds) from 12:00 noon on 4 July 2016.

The decision was taken following an increase in redemption requests as a result

of uncertainty for the UK commercial real estate market following the EU

referendum result. The suspension was requested to protect the interests of all

investors in the fund and to avoid compromising investment returns from the

range, mix and quality of assets within the portfolio. The Standard Life

Investments UK Real Estate Fund invests in a diverse mix of prime commercial

real estate assets from across the office, retail, industrial and other

sectors. Its lower risk positioning should be beneficial for performance in

times of market stress and uncertainty. The fund continues to offer a stable

and secure income return with a distribution yield of c3.86% (SLI UK Real

Estate Fund, Institutional Income Share - class on 15 June 2016). However,

unlike investing in equities, the selling process for real estate can be

lengthy as the fund manager needs to offer assets for sale, find prospective

buyers, secure the best price and complete the legal transaction. Unless this

selling process is controlled, there is a risk that the fund manager will not

achieve the best deal for investors in the fund, including those who intend to

remain invested over the medium to long-term. Approval for the suspension was

received from Citibank Europe plc, in its capacity as Depositary for the fund.

The suspension will end as soon as practicable, and will be formally reviewed

at least every 28 days.

Commercial property values have come under pressure since the referendum result

because of doubts about London's attractiveness as an investment destination

outside the EU. Given the uncertainties, Henderson, Aberdeen, Legal & General,

M&G and Standard Life had all applied "fair value adjustments" to fund values

of 4-5%. There have been bigger falls in the value of quoted property funds or

real estate investment trusts (REITs) with some dropping by 20%; funds based in

central London have taken the biggest hit. Earlier today, there was a big fall

in the purchasing managers' index of the construction sector, taking it to its

lowest level since 2009.

The Financial Times reported on Friday that deals worth 650m had been pulled

since the result, including the purchase of a Cannon Street development, in the

heart of the City, by Germany's Union Investment. Russell Chaplin, chief

investment officer of the property division of Aberdeen, says many deals had a

"Brexit clause" allowing purchasers to walk away if Britain voted to leave.

This has happened to Aberdeen in two cases; one buyer abandoned the purchase

altogether while the other asked for a price discount, which has not been

accepted. Of course, Aberdeen is a buyer as well as a seller and can negotiate

its own discounts.

The big question is how this news will affect retail investors elsewhere. The

risk is of a run; if buyers fear they will lose access to their money, they

will rush to withdraw their savings, triggering the event they dread. Property

mutual funds have a liquidity mismatch; savers can withdraw their money every

day but property takes months to sell. Funds tend to run with high levels of

cash in order to meet this eventuality; Aberdeen says its fund has a cash level

of 18% of assets. Standard Life's last factsheet showed the fund had

"liquidity" of 13% of assets but it clearly felt it had to take action. The

fund had around 62% of its assets in London and the south east; its biggest

investments included shopping centres in Leamington Spa, Newcastle and Slough.

Regulators worried last year about the possibility of systemic risk in the

mutual fund sector, although then their concern was about corporate bonds,

rather than property. The good news is that this is not like the money market

fund crisis of 2008; few people will be keeping their spare cash in a property

fund and most will realise that they can lose, as well as make, money.

Nevertheless, this is the first real sign of post-Brexit financial stress.