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iBoxx Yield Select Quarterly Update Q2 2021
Yield Select is an index based credit-carry strategy that aims to benefit from systematically selecting high spread bonds using stratified sampling techniques.
Yields fell this quarter with the moves mostly driven by changes in rates (though spread compression also contributed). The benchmark and the Yield Select strategies all posted quarterly gains. The bulk of the positive return, across all strategies, was captured in June.
Whilst all strategies outperformed the benchmark over Q2, the Basic Yield Select made the largest gain over the broad market. This contrasts to end of Q1 standings where the Basic Yield lagged the most.