Wealth Management

In recent weeks, there has been a major outflow out of fixed income ETFs, following the breakout in long-term yields to their highest levels since 2007. According to Bill Gross, the co-founder and former CIO of PIMCO, retail ETF investors are reducing their holdings and contributing to volatility. 

 

He commented in a CNBC interview that “Over the last few days, large bond ETFs that number in the $100bn range, are experiencing higher volume, which indicates small investor vigilantes are selling. They have been spooked over the last week or so by declines of 3%, 4% and 5% in their bond ETFs.”

 

In terms of the bigger picture, he attributes the weakness in fixed income due to the federal government’s $2 trillion deficit and the large amounts of incoming supply necessary to finance it. Another contributing factor is the Federal Reserve’s quantitative tightening program which is also adding to supply. Ultimately, he sees yields on 10-year Treasuries reaching as high as 5%.  

 

He believes the Fed is done hiking this cycle. However, he doesn’t see much upside for long-duration fixed income even if the Fed starts cutting rates due to sticky inflation, nearly 30% of Treasury supply maturing in the next couple of years, and structurally high deficits. 


Finsum: Bill Gross shared some thoughts on the bond market and how recent fixed income ETF outflows are contributing to volatility. 

 

JPMorgan shared its outlook for fixed income in Q4. Its two base case scenarios, each with 50% probability, are below-trend growth and a recession. The bank also cut the odds of a crisis to zero due to inflation pressures moderating. 

 

They believe the economy is on a soft-landing trajectory but warn that there are many similarities between a ‘soft landing’ and the early stages of a recession, meaning that investors should remain vigilant despite recent constructive developments. 

 

The major risk to the outlook is inflation re-igniting which could result in more hikes and extend the duration of hawkish monetary policy. The next few months may be a challenge due to the headwinds from a slowing economy and high rates. Therefore, JPMorgan recommends short-duration, securitized credit to take advantage of generous yields while minimizing duration and default risk.    

 

From a longer-term perspective, they see an opportunity to buy the dip in fixed income as both recessions and sub-trend growth environments are bullish for the asset class. There is uncertainty with regards to timing given that the Fed is in a ‘wait and see’ mode. Yet, history is clear that bonds will catch a strong bid once it’s evident that the Fed is done hiking. 


Finsum: JPMorgan shared its Q4 fixed income outlook. Its two base-case scenarios are a recession and a period of below-trend growth. 

The fixed income complex saw further losses following the September jobs report which showed that the US economy added nearly twice as many jobs than consensus expectations. Additionally, July and August payrolls were revised higher by a cumulative 119,000. In concert, this data refutes the notion that the jobs market is losing momentum.

 

The heaviest losses were felt in longer duration bonds, while shorter duration notes had mild weakness. This is a continuation of the major trend of the last couple of months which has seen the yield curve flatten due to a breakout in longer-term yields to the highest levels in 16 years. The major impetus for this move is the market reducing the odds of a recession and rate cuts in 2024 given that the economy has performed better than expected, while inflation has seemingly plateaued at high levels. 

 

The bullish case for fixed income rests on the economy or inflation rolling over. In terms of the economy, there certainly is evidence of decelaration but nothing to indicate sufficient contraction that would cause the Fed to pivot. Regarding inflation, there are some positives with moderation in wage growth and rents, however this has been offset by rising energy prices and concerns that the autoworkers strike will lead to an increase in used and new vehicle prices. 


Finsum: Fixed income was down following the September jobs report which was surprisingly positive further reducing the odds of a recession in the first half of 2024.

 

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