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What are bank loan funds telling us?

edited July 13 in Fund Discussions
When they are behaving, I use a bank loan fund in lieu of cash. I only have 10% there but may add to it from my other positions. 7% is a nice yield in addition to some nav price appreciation. The past month bank loans have been rock solid and outperforming most other bond categories and some of the better known bond funds such as PIMIX, RCTIX, SEMMX, etc. I am not completely sure why. Maybe higher for longer in rates because of stubborn inflation, maybe a stronger economy benefitting bank loan fundamentals, who knows. We may get some answers this week as we have two major inflation reports coming out, Some are saying they may be the first to reflect the impacts of the tariffs. Stay tuned. Personally, for the sake of my other positions which are outperforming bank loans I hope both reports are benign. But “hope” rarely wins in this game,

Comments

  • It has been hard not to notice etf's like FLTR and FLOT if you like a higher rating and lower volatility in your floaters. I am not aware of mutual funds that follow similar strategies to the two etf's mentioned.
  • edited July 13
    ”Maybe higher for longer in rates?

    That would be my guess. It’s a near certainty Powell will be replaced with a more liberal Fed chair hell-bent on cutting rates at the short end when his term expires in May (if he doesn’t quit sooner). To the extent that could spur both growth and inflation, rates farther out on the curve would probably rise. So possibly you’re observing some early positioning for what appears an eventuality.
  • edited July 13
    WABAC said:

    It has been hard not to notice etf's like FLTR and FLOT if you like a higher rating and lower volatility in your floaters. I am not aware of mutual funds that follow similar strategies to the two etf's mentioned.

    Not a fan of ETFs overall ( you can’t benefit for the sometimes one day lag ) and especially FLTR and FLOT. The later are way too conservative and not my cup of tea. But that is just me. Just compare their 3 year performance or longer with the OEFs. I realize they can play a role in many investors’ portfolios, just not mine.

    Open this link to see the power of floating rate funds. For conservative investors a real thing of beauty with almost zero volatility and with no annual losses. Unfortunately a bank loan fund out of India.

    https://www.morningstar.in/mutualfunds/f000002r3h/aditya-birla-sun-life-floating-rate-fund-regular-plan-growth/performance.aspx
  • At the present time I am remaining extremely conservative with my retirement funds, which I have yet had to tap into. That allows me to not worry about the taxable account which is as fully invested in equity funds as it has ever been.

    At the present time, I like to pair conservative funds with risky funds since I am too lazy to want to be an active trader. So, if I pick up a bank loan fund then I will likely also pick a more conservative floater. It should be noted however that in 2022 FFRHX, for one, only lost .31. Still, FLTR and FLOT ended in the black that year.

    It's always interesting to bounce ideas off you @Junkster.

  • Appreciate the notice on BL funds.
  • edited July 15
    Thank you Junkster.

    Below are top dozen Loan Participation funds the past 10 months (through June), based on total return. No Interval Funds. No ETFs. No CEFs. Drawdown -0.5% or less, month ending data. Sorted by return. (Click image to enlarge.)

    Their tickers: RCRIX, DFLIX, CFRIX, RPIFX, NFRIX, DBFRX, DDFLX, NFIIX, PRFRX, RFRAX, SFHIX, LGRYX.


    image

    image

  • Unfortunately, the above chart is a monthly one.
    RCRIX fell 2% in April 2025.
    DFLIX and CFRIX fell even more from their highs in February to the bottom of April.
  • edited July 16
    Right. I completely understand. I use table above in MULTISEARCH to screen for funds at top level, then watch daily via the FLOW tool. The FLOW tool was built for daily trader insight! (Click image to enlarge.)


    Daily FLOW Chart - RCRIX Thru Monday, 14 July 25

    image
  • edited July 16
    Recently added (04/2025- ) daily data capability (when the data are available) is great for FLOW.

  • other than hoping to best pick a representative fund, are there any tricks to getting better flow information at the sector and asset level ? (e.g, global chemicals, gold, ....)
  • Well, the various BL charts got my attention. I moved some cash from a MMF to a BL fund to see how it plays out.
  • edited July 18
    @DrVenture. These funds have certainly held up the past few years. Since January 2022, beginning of the current Great Normalization market cycle, all returned about 6% annually despite drawdowns in 2022 from -3% to -6%. Since COVID in January 2020, most returned about 5% annually, but incurred drawdowns of -11% to -15%.

    I expect Junkster (and FD1000), however, would exit once any of these rolled more than a percent or so, if that.
  • @Charles Thank you. I will keep a close eye on them.
  • Speaking of 2008, I was playing around with multisearch today, bank loans had rough going that year.

    I think I'll just stay short, or shorter, with the IRA.
  • edited July 22
    I doubt that I hold these long, if they deteriorate, they will be gone ASAP. Their only purpose is to do better than my ultrashort fund. The BL beats on the 1-mo and the 3-mo, but seems to be slipping on the 5-day. I'm thinking that I missed their run.
  • DrVenture said:

    I doubt that I hold these long, if they deteriorate, they will be gone ASAP. Their only purpose is to do better than my ultrashort fund. The BL beats on the 1-mo and the 3-mo, but seems to be slipping on the 5-day. I'm thinking that I missed their run.

    I suppose it might all come down to how people think about things that happened in the past creating patterns that can be discerned into the future.

    Or, people better educated than I am can look at the correlation of fund types to each other. Do bank loans have a higher correlation to the sort of equity that would suffer if there was a major correction to the 500?

    Seems like there are a lot of smoke signals, but I don't know who is tending the fire.

  • "Seems like there are a lot of smoke signals, but I don't know who is tending the fire."

    I really like that!
  • bank loans have much improved reward:risk

    private credit has taken most of the garbage loans, and most outfits have no skill to run\improve defaulted businesses.
    still, initial correlation of 1 in a economic bust.
  • edited 1:49PM
    Sometimes you post stuff you wish you hadn’t posted. Bank loans were a transitional trade in lieu of cash. Since April it hasn’t been the time to be conservative. I still like bank loans in lieu of cash but long gone there having made last week my fourth and hopefully last tranche in the emerging market equity fund I mentioned I was in back in April. Sure has beaten the Yugo trading of bond funds. At my age this may be my last hurrah trading equity funds. I mean it has been like 25 years since I was an equity fund centric trader. The smart ones here are those who saw the promise in emerging markets before the herd and have stayed put, @Sven comes to mind. So does @Mona.
  • No regrets. I like ideas. What people may do with information is their own responsibility. FR/BL funds have taken a breather. We shall see if they resume their gains. My interest in them is as you stated, a transitionary move, as a cash sub.

    I am late to both BL funds and EM/INTL this year. No worries though, I haven't lost a cent, yet.
  • edited 3:15PM
    I hardly ever invested in BL and definitely not for over 6 months.
    I never used them as a "sub" for MM either.
    My goals since retiring in 2018 is to never lose more than 3% from any last top; I did under 1%. Since 2024, it's just 1%. This means I sell any bond fund that loses over 0.5-08% which means more trades.
    So while I invested a huge % in 2023-4 in CLO first time ever, in 2025 it's mostly in international bonds. In the last couple of weeks, I've only been 60+% international bonds.

    BL is a subset of HY with lower SD because the duration is much lower. But, BL can go down pretty quickly 2-3%. I want to own bond funds that give me longer time to get out in time.

    On the other hand, a good trader disregards the past and looks for current opportunities.
    Suppose I wanted to own a fund in the last 3 months and my options were EIFAX(BL) vs RSIIX. I will select RSIIX every time based on these funds history, even if EIFAX would do more, see the chart (https://schrts.co/BWtwQURA)

    Another example:
    Suppose I wanted to use a very stable fund. I prefer HOBIX YTD performance over BL. I refuse to invest in volatile funds (PIMIX) even if I can make more. If PIMIX makes 9% and HOBIX makes 7% in 2025, I would always select HOBIX.
    BTW, PIMIX was the first bond fund I bought and mostly held for 7-8 years (2010-2018). It was one of the easiest hold and one of the best risk/reward funds, but the magic has long gone.
    See YTD chart of HOBIX,PIMIX, and EIFAX(BL) funds. https://schrts.co/NIbsQtrh
    You can see how EIFAX was down 2.5% in March-April and PIMIX was down several times 1.5-2.5% in 2025.

    Disclaimer: I currently don't own any of the funds above.
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