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In This List

Leveraged loan funds see 92nd straight week of cash inflows, totaling $66.3B

Fed rally & default fears bring bifurcation back to leveraged loans

Industry-Specific Losses Stand Out In Leveraged Loan Market As COVID-19, Oil Fears Globalize

Loan Downgrades Are the Biggest Concern for the European CLO Market

Europe’s Leveraged Loan Issuers Draw on Revolving Credits to Preserve Liquidity

Leveraged loan funds see 92nd straight week of cash inflows, totaling $66.3B

US leveraged loan fund flows

Retail-cash inflows to bank loan mutual funds and exchange-traded funds totaled $327 million for the week ended March 19, according to Lipper. Off the total, roughly 16% was tied to the ETF segment.

This is the third lowest weekly total of the year, and it’s down from $574 million last week and $358 million two weeks ago. Retail-cash flows to the asset class have settled into a lower range following a hot start to 2014 as there has not been one week over $700 million since January. The four-week trailing average dipped to $483 million, from $504 million last week and $510 million two weeks ago.

Still, the net inflow streak is now at 92 weeks, with a total of $66.3 billion over that span, by the weekly reporters only.

Year-to-date inflows total $6.5 billion, of which $1.04 billion is ETF-related, or 16% of the sum. In the comparable year-ago period, inflows were $12 billion, with 12% tied to ETFs.

Last year’s full-year inflows totaled $52.3 billion, 10% of which was tied to ETFs.

The change due to market conditions was negative $18.9 million. Total assets stood at $108.9 billion at the end of the observation period, with ETFs comprising $8.4 billion of the total, or approximately 8%. – Jon Hemingway