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Well timed new launch offers differentiated alpha opportunityVignesh Gupta, Aditya Birla Sun Life AMC, Mumbai

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ABSL MF is introducing two FoFs that invest in US TreasuryBonds through popular ETFs managed by Blackrock and State Street. The first FoFinvests in ETFs with an average maturity of 2 years and the second has anaverage maturity of 5 years.

UST yields have gone up very sharply since 2022 and nowoffer very attractive yields from around 5% at the short end to 4.7% at thelong end. This is a massive shift from ZIRP driven yields of next to nothing, whichwe have been seeing for several years.

Market expectations (also confirmed by US Fed’s dot plot)are for rate cuts to begin in 2024 and accelerate through 2025 – which sets upattractive opportunities for healthy capital gains over the next 2 years –perhaps sooner.

If INR continues its currency depreciation trajectory, thatcan further boost rupee returns for Indian investors.

These two funds can be considered by 3 investor segments:

Investors with adequate riskappetite who want to take a tactical 1-2 yr bet on a rapid decline in US yieldsand accrue capital gains in the process

Investors who have US denominatedoutflows planned over the next 3-5 years such as overseas education forchildren or overseas vacations

HNIs who wish to diversify theirfixed income portfolios across currencies just as they do currently in theirequity portfolios.


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Tejal Prajapat ARN NO :AMVEN95106 Mumbai , 16 Oct 2023

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