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M* on IOFIX

Lower-rated and illiquid nonagency MBS in IOFIX can bite again, and again. The fund firm also had to settle with the SEC on mispricing of odd-lot bonds and market manipulation related to thinly traded small bond issues. When a bond fund is forced to sell massively (see the chart below), it tries to sell its most liquid and better quality bonds first, and then what remain is a portfolio of declining quality with increasing risks. The leverage also goes up. While IOFIX may recover again, it isn't a fund for the faint-hearted.

https://www.morningstar.com/articles/1112837/a-fixed-income-funds-cautionary-tale

Dramatic outflows (image link), https://im.morningstar.com/content/CMSImages/22385.png?format=webp&dpi=1&width=565

image

Comments

  • edited July 18
    Below is an update to ybb's chart ... IOFIX has not recovered, and outflows continue.

    I also see that Tim Miner has departed Garrison Point. I was a big fan. Garret Smith, Brian Loo, and Jonathan Tran remain.

    Just 2 years ago, IOFIX enjoyed more the $4B in AUM. Now, under $250M.

    Painful to witness.

    c
    IOFIX Flows and Return Data Last 3 Years

    image

    IOFIX Flows and Return Data Since Inception (Absolute Scale)

    image

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