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. 2021 Apr 21;133:106153. doi: 10.1016/j.jbankfin.2021.106153

Table 10.

Daily Fund Flows to Corporate Bond Mutual Funds.

Pre Post Δflow Pre Post Δflow
(mil) (mil) (mil) (mil) (mil) (mil)
Panel A. March 23 Panel B. April 9
All −21,371 −7,680 13,692 727 2,662 1,934
By style Active-ETF −1,656 −404 1,252 321 282 −39
Active-Non ETF −18,181 −8,180 10,000 −198 1,039 1,237
Passive-ETF −1,416 1,069 2,485 717 1,420 703
Passive-Non ETF −118 −164 −45 −113 −79 34
By rating IG −16,227 −4,016 12,211 347 −1,061 −1,408
HY −1,828 −1,988 −160 525 2,842 2,317
Mixed −3,317 −1,676 1,641 −145 880 1,025
By maturity ST (0-4y) −10,655 −873 9,782 492 2,992 2,500
MT (4-6y) −4,120 −3,650 470 −577 −4,097 −3,521
LT (>6y) −676 223 898 714 712 −2
ST Corp −443 −333 110 −1 318 319
MT Corp −396 −164 232 328 357 29
LT Corp 522 1,684 1,163 885 680 −206
By investor type Retail −4,702 −4,925 −223 −165 321 486
Institutional −16,669 −2,755 13,915 893 2,341 1,449

This table reports the aggregate-level changes in bond fund flows from March 20 to March 24 (Panel A), and from April 8 to April 13 (Panel B), using EPFR fund flow data from Informa Financial Intelligence. The categorization of bond funds follows EPFR. Active includes only funds that are actively traded and not tied to a passive index/benchmark. Passive includes only funds that are tied to an index/benchmark and seek to mirror the index/benchmark’s performance. IG (HY) bond funds are those that invest primarily (at least two-thirds of total assets) in investment-grade (high-yield) debt instruments. Mixed are bond funds that invest in both IG and HY without significant portfolio tilt. ST/MT/LT are funds with a mixture of government and corporate bonds focusing on bonds with duration of 0 to 4 years / 4 to 6 years / above 6 years. Corporate Bond Funds (ST Corp, MT Corp, LT Corp) are funds with at least 65% allocation to corporate bonds. Retail includes only funds marketed to, or with a primary focus on, retail investors. Institutional includes only funds that are focused on institutional, or that have a minimum investment of $100,000.