This Hasn’t Happened In 82 Weeks

On Sunday evening in the tongue-in-cheek-entitledInvestors Dump Stocks For Super-Safe Junk Bonds,” we noted that in the week to Wednesday (that would be last Wednesday because this Wednesday hasn’t happened yet), investors fled equity funds for the “safety” of junk bonds, which experienced a second week of inflows following a mass exodus in mid-March.

So what you saw in that post (with regard to equity flows) was data from Lipper, and judging by the page views, some folks were interested to see the breakdown.

Given the interest level, we thought we’d highlight the same dynamic (that is, equity outflows) with different data – this time from EPFR.

This is a more complete breakdown and the color is interesting for what it says about the market’s waning faith in the reflation narrative, something we highlighted earlier today in “Gundlach: This Reflation Trade Is Going Away.

Via Deutsche Bank

Last week’s (Wed-Wed) review of funds’ in/outflows as % of funds’ AuM. Last week saw US equity funds experience their largest withdrawals since September 2015($14.5bn of outflows), while investors extended their support for European equity peers ($0.9bn of inflows). The drain from US equities helped total equity funds to highest weekly redemptions in almost one year ($7bn of outflows), while strong US bond inflows on the other hand supported substantial total bond fund gains ($12bn of inflows). The notable shift out of US equities and back into bonds started three weeks ago with the US administration’s failed attempt to push healthcare reform through Congress, persisted with the subsequent doubts over tax reform and fiscal spending plans, but accelerated last week on the back of the rollover in US macro surprises (see bottom left chart). Our US fixed income strategists have lowered their year-end target for the US 10-year bond yield from 3.1% to 2.75%, given the lack of progress on US tax reform and signs that US economic lead indicators have started to roll over. Losing the US reflation support would suggest a material slowdown in the DM bond-to-equity rotation but also further downside for global inflation protected bond funds, which have started to slow (see bottom right chart).

Flows

DM equity funds (+) with Europe & Japan (+) vs. US (–): Weekly flows into DM equity funds fell to their lowest level since Jul’16 (-0.1%, MFs: -0.1%, ETFs: -0.2%) as both ETF and MF mandates faced sizeable outflows. Regionally, this was majorly driven by the US (-0.3%, MFs: -0.2%, ETFs: -0.6%; lowest in 48 weeks) whereas Europe (+0.1%, MFs: -0.1%, ETFs: +0.6%; second week of inflows) and Japan (+0.1%, MFs: +0.0%, ETFs+0.1%) gained.

Flows2

Just to drive home the bolded and underlined point excerpted above, do note that the $14.5 billion in outflows from US equity funds through April 5 was the largest outflow in 82 weeks.

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