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Fixed-Income Insights

Daniel Solender, Lord Abbett Partner & Director of Municipal Bonds, discusses the philosophy and methodology that guides portfolio construction in the firm’s municipal bond strategy.

Q. How would you describe Lord Abbett’s municipal bond investment philosophy?
A. Our philosophy is based on the following beliefs:

  • Intensive analysis of markets, bond structures, and credits can lead to strong long-term performance.
  • A consistent relative value approach can outperform a duration-timing approach (based on interest-rate anticipation) over the long term.
  • An active-management approach can exploit the anomalies of the municipal market to deliver a more attractive balance of tax-free income and capital appreciation than a buy-and-hold approach.
  • Our significant market presence, which allows access to a wide range of securities and institutional pricing, provides better value to our clients than they are likely to get from investing on their own.

Q. What are the municipal bond strategies currently being offered at Lord Abbett?
A. Lord Abbett offers a distinct variety of products across the maturity spectrum that seek to deliver a high level of income exempt from federal (and in some cases, state) taxation.

For institutional and high-net-worth investors, we manage a series of Separately Managed Accounts [SMA] portfolios which seek to provide an attractive balance of tax-free income and capital preservation. In this format, we offer short-maturity, intermediate-maturity, as well as a “barbell” strategy which focuses on longer maturities that have historically delivered attractive returns, while maintaining an allocation to shorter maturity bonds to manage downside risk.

We also offer a series of laddered portfolios which, like our SMA portfolios, only includes bonds rated single 'A' or higher.  Investors in our laddered portfolios receive the benefits of our institutional purchasing power, in-depth credit research, and on-going credit monitoring.

Our tax free mutual fund line-up includes the following strategies:

Q. Please describe the investment process.
A. Our team seeks to uncover the best relative value available in the market. That entails analyzing the current shape of the yield curve1 to determine the maturity range with the best total-return potential and other attributes, such as sector and credit spreads, to determine the optimal positioning. We also intensively analyze the credits of potential investments that fit within the guidelines of each strategy to make sure that they are fundamentally strong.

Q. Which factors do you consider?
A. We look at a range of bond characteristics, such as call protection, coupon, and price levels (discount, par, or premium bonds). And within the constraints of available primary and secondary market supply, we target sectors of the municipal market that exhibit attractive fundamentals.

Q. Which characteristics do you emphasize in the long-bond portion of the municipal bond strategy?
A. For the long-bond portion of the municipal bond market, we evaluate the total returns at all points of the yield curve to determine which, in our opinion, have the best expected combination of price and income return rather than always buying the longest bonds at the highest yields and the largest interest-rate risk. This often leads us to favor 20- to 25-year bonds rather than those with even longer maturities. We also focus on coupon and call protection to attempt to maximize all bond attributes.

Q. How does the decision-making process work?
A. Strategy decisions are determined in our weekly or monthly meetings, although daily market changes also can have an impact on our bond selections. Within each maturity range, we consistently reevaluate which maturities have the best expected returns, in our opinion. We also perform sector and credit spread analysis to determine which ratings levels and sectors we should focus on. For each portfolio or fund, we compare, on a daily basis, all the attributes with the fund’s or portfolio’s benchmark in our internal risk-management system in order to quantify how each one is positioned. Further, each portfolio manager analyzes market opportunities, along with supply/demand dynamics, as additional inputs to their investment decisions.

Q. Which factors dictate the sell discipline?
A. We will sell a municipal bond when bonds fall out of targeted ranges, such as call protection and credit quality; when the security or sector outlook turns negative; or when excess value has been exploited.

Q. How do you deal with liquidity constraints?
A. Each time we consider a new purchase, we evaluate the range of outlets for liquidity to make sure they are sufficient. Therefore, we review whether the offering price reflects not just the quality of the credit but also all the liquidity premium necessary for the investment. Whether it is for a fund or a separately managed account, we evaluate the liquidity of the entire portfolio when we are looking to add or sell bonds to make sure that it can be managed effectively.

Q. Is trading volume an important metric?
A. Trading volume is not a reliable statistic to calculate for municipals because most bonds do not trade actively. A more relevant statistic for lower-quality investments is the percentage of the outstanding bond issue that we own because that gives us an idea of the number of market participants who are likely to have an interest in the bonds if we want to sell. It would be extremely rare for us to own more than half of the outstanding bonds from a new issue.  For higher quality bonds, the amount of bonds outstanding overall for an issuer rather than just for a specific CUSIP is more relevant.

Q. What about diversification?
A. We view diversification as a key objective in portfolio management. For SMAs, although the strategy does not place formal restrictions on states and credits, we do set internal parameters for portfolio managers to follow. Unless there is a state preference, we limit an account’s weightings for attributes such as states, sectors, and coupon ranges, and our systems keep track of each account’s weightings. Our systems are flexible, so at times we change these constraints or add new ones, and we can immediately update our systems to track them. Our funds are well diversified within the prospectus guidelines for sectors and security holdings. We make sure that holding sizes are within a range of the weighting of their benchmarks.

Q. Are there established guidelines for sector allocation?
A. On the SMA side, while we do not have any specific sector-weighting parameters, investment managers are responsible for ensuring that securities are widely diversified across tax-backed bonds (state and city debt) and revenue bonds (water and sewer bonds, electric and utility bonds, etc.), typically with an emphasis on essential-service bonds. For funds, we stay within the guidelines set by each prospectus and most often keep their weightings well below the limits in order to make sure the portfolios are well diversified.

Q. What about rebalancing?
A. We review our portfolios’ allocations on a daily basis. Rebalancing occurs whenever we make shifts in our strategy or when an account or fund has positions that are moving toward the outer bands of our target ranges for attributes such as maturities or call protection. The timing for rebalancing depends on new issuance and secondary market supply, so there is no set time schedule.

Q. Please describe your valuation methodology.
A. With municipal bonds, in almost all cases, the process of calculating a security’s valuation is based on determining the present value of the cash flows that will be paid out over the life of the bonds. The main components incorporated in the valuation are the coupon,2 maturity,3 call date,4 and call price5 of the bond. The bond’s cash flows are then discounted at the prevailing market yield for the bond.  The most important input is a judgment regarding whether the bond reflects an appropriate yield to compensate for the risk the bond offers. In making this decision, our opinion is based on many factors, including an independent, third-party valuation of the bonds, along with comparisons with other offerings of similar bonds available in the market and our outlook for the credit quality of the investment.

Q. How important is internal research?
A. We rely primarily (approximately 90%) on internally generated research to support the management of our municipal securities. Our municipal bond research process is focused on security-specific credit fundamentals, sector outlooks, and general economic activity. We review the financial statements and compare them with similar credits in the sector. Then, for each sector, we analyze inputs to the credit risk, such as demographics, overall profitability, and potential legislation. On a more global level, we review the overall economy to determine whether there are any issues that might impact a credit, such as the pace of economic growth and the level of interest rates.

Q. How do you decide between a top-down versus bottom-up investment approach?
A. Our investment approach is a blend of top-down and bottom-up tactics. We regularly assess how economic forces will affect the market’s term structure and the relative value in the different sectors of the municipal market. Using this analysis, we will make small adjustments to consistently target what we believe are the most attractive maturities along the yield curve. Bottom-up selection is pivotal to our process because we perform intensive credit analysis to focus on selecting securities with attractive credit fundamentals and security structures at reasonable prices. This process and our yield-curve positioning are the centerpieces of our success.

Q. What are the main sources of risk in the municipal bond market?
A. Credit risk, call risk, and interest-rate risk.

For credit risk, our research analysts perform intensive analysis when we initially purchase a bond and conduct regular surveillance of the credit while we own the bonds.  Also, we only buy credit qualities that fit within the parameters set for each strategy, and we diversify our portfolios as much as practical to reduce the overall impact of each investment. Within our internal system, for each credit we also track what a neutral market weighting would be and set our our positioning accordingly.  To further address credit risk in SMAs, we only buy bonds rated ‘A’ or higher.

For our long SMAs, we focus on keeping call protection longer, while in other strategies we analyze callability to determine which call structures have the best relative value. For interest-rate risk, we keep the accounts’ and the composite’s duration within a range of that of the benchmark for the strategy to make sure our interest-rate risk stays within a defined band. In addition, we consistently analyze our yield-curve positioning in order to ensure that we have the optimal maturity positioning for the interest-rate environment.

Q. Can you elaborate on those risk management strategies?
A. For SMAs, the firm monitors risk at the composite, subcomposite, and account levels. For funds, we monitor them at the fund level.  At a fund’s composite and subcomposite levels, we focus on all the attributes of risk, including interest-rate risk, credit risk, yield-curve risk, and call risk. Our risk-reporting system is updated daily to keep track of all fund and composite-level weightings. Although we occasionally deviate from the benchmark, by monitoring these attributes we make sure that the variations are all conscious decisions that reflect our strategy. Over time, the primary sources of risk to the performance of our municipal bond strategies have been differences in yield-curve positioning, which has an impact not only when global interest rates change but also when there are comparative changes in interest rates at different maturities, and credit quality—hence our emphasis on credit research and analytics regarding credit spreads to determine their relative value.

Q. After a year or more of underperformance, how does this affect your thought process going forward? Do you perform a postmortem and thoroughly examine what went wrong?
A. During our weekly meeting, we review both short-term and long-term performance, as well as the fundamentals of our strategy, to make sure that they still make sense. So during periods of underperformance, we will identify the portions of our strategy that are not working as anticipated. We also will review the rationale behind our trades as to whether they make sense or not. We view our strategy as one that will be successful over long time periods, so our reviews of short-term underperformance might lead to minor strategy changes, but we typically stick with our long-term objectives unless there are significant changes in the market. Also, our firm’s senior management formally reviews performance on a quarterly basis, so we have frequent discussions to analyze our performance results.

Q. How would such a strategy fit into the portfolio of a conservative investor?
A. We have both high-quality strategies and ones that select from the entire credit spectrum. With interest-rate risk, we have short-, intermediate-, and long-maturity strategies. Within this range of strategies, one with a short-maturity is targeted most toward a conservative investor’s portfolio; but depending on what type of risk each investor is seeking to limit, some weighting in any of our strategies could fit into a conservative investor’s plans.

Q. What role would such a strategy play in the portfolio of an aggressive investor?
A. Within our broad range of credit and maturity strategies, a long-maturity, high-yield one is targeted most toward an aggressive investor’s portfolio; but depending on what type of risk each investor is seeking to limit, some weighting in any of our strategies could fit into investors’ plans.

Q. Which type of investor might be interested in our AMT-Free Fund?
A. Due to the impact that the federal alternative minimum tax [AMT] has on investors, the AMT-Free Fund generally appeals to a range of investors, given that there are a huge number of both high-income and middle-income taxpayers who must now pay the AMT. In 2011 [the latest year for which statistics are available], the number of tax returns with AMT liability increased to 4.2 million (up 5.7%) from 4.0 million in 2010.6  Since this Fund is a long-maturity strategy with predominantly investment-grade bonds, along with the AMT impact, the Fund’s credit quality and interest-rate risk will determine the profile of which type of investor might be interested.  

 


1 A yield curve is a line that plots the interest rates, at a set point in time, of bonds having equal credit quality but differing maturity dates.
2 “Coupon” generally refers to the interest rate on a bond that the issuer promises to pay until maturity.
3 “Maturity” means the date on which the principal amount of a bond becomes payable.
4 “Call date” refers to a date on which issuers may redeem a bond before maturity.
5 “Call price” is the price at which a bond with a call provision can be redeemed by the issuer
6  Source: Internal Revenue Service 

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