Fixed Income

US High Yield Municipal Fixed Income

Income-driven, risk-controlled approach

Disciplined, bottom-up research-driven process

Experienced management team dedicated solely to municipal bond investing

Our investment believe income is the most significant component of total return over time, while price change is highly volatile and less significant.

An investment process that emphasizes the yield component of total return minimizes the need to forecast interest rates and economic activity.

  • Seeks to exceed the yield of the Lipper peer group*
  • Portfolio duration will generally be close to that of the peer group and benchmark, with ebbs and flows that we believe are driven more by tactical positioning than by strategic decisions. 

Efficient management of realized gains and losses can significantly enhance after-tax returns.

  • Controlled portfolio turnover
  • Harvesting of losses

*There can be no guarantee that the strategy will achieve its objective.

Higher yield potential

  • High yield municipal bonds offer a yield premium over investment grade municipals. The additional income generated by high yield municipal bonds can help offset any price degradation in a modest rising-rate environment.

Attractive tax-exempt income

  • High yield municipal bonds historically have provided relatively higher income than other fixed income asset classes on a tax-adjusted basis.

Historical low defaults

  • Even among the lower credit ratings, the default rate for municipal-rated debt is significantly lower than corporate-rated debt (source: Moody's).

Higher quality

  • High yield municipal strategies contain a larger percentage of mid- to low-investment-grade bonds than taxable high yield bond strategies do.

We strive to preserve capital while maximizing total after-tax return. Our disciplined, bottom-up, research-driven investment process emphasizes the yield component of total return, minimizing the need to forecast interest rates and economic activity. We maintain a flat organizational structure across portfolio managers, research analysts, and traders.

01 | Portfolio construction

  • Guidelines and benchmark/peer group comparison
  • Monetary/fiscal policy
  • Portfolio strategy
  • Bottom-up security selection
  • Duration management
  • Buy/sell discipline

02 | Trading and risk management

  • Manage new issue process
  • Identify secondary market opportunities that satisfy portfolio strategies
  • Familiarity with credit nuances
  • Relative value analysis
  • Rolldown analysis/yield curve shape
  • Execution/risk management compliance
  • Monitor pricing/NAV variances

03 | Credit analysis

  • Cornerstone of bottom-up process
  • Proprietary, independent research
  • Focus on key financial and credit metrics
  • Assign internal rating
  • Active surveillance structure
  • Monitor trading comps

04 | Tax management

  • Loss harvesting
  • Controlled turnover
  • State taxes
  • De minimis
  • Multiple manager coordination

05 | Portfolio surveillance and reporting

  • Daily performance monitoring versus benchmark/peers
  • Portfolio adjustments
  • Periodic client reporting and meetings
  • Board reporting


For more information about our Credit capabilities

Risks

Fixed income securities and bond funds can lose value, and investors can lose principal, as interest rates rise. They also may be affected by economic conditions that hinder an issuer’s ability to make interest and principal payments on its debt.

High yielding, non-investment-grade bonds (junk bonds) involve higher risk than investment grade bonds. The high yield secondary market is particularly susceptible to liquidity problems when institutional investors, such as mutual funds and certain other financial institutions, temporarily stop buying bonds for regulatory, financial, or other reasons. In addition, a less liquid secondary market makes it more difficult to obtain precise valuations of the high yield securities. 

Securities in the lowest of the rating categories considered to be investment grade (that is, Baa or BBB) have some speculative characteristics. 

International investments entail risks including fluctuation in currency values, differences in accounting principles, or economic or political instability. Investing in emerging markets can be riskier than investing in established foreign markets due to increased volatility, lower trading volume, and higher risk of market closures. In many emerging markets, there is substantially less publicly available information and the available information may be incomplete or misleading. Legal claims are generally more difficult to pursue.

Fluctuations in exchange rates between various foreign currencies may cause the value of the investment to decline. The market for some (or all) currencies may from time to time have low trading volume and become illiquid, which may prevent the Strategy from effecting positions or from promptly liquidating unfavourable positions in such markets, thus subjecting the investment to substantial losses.

IBOR risk is the risk that changes related to the use of the London interbank offered rate (LIBOR) or similar rates (such as EONIA) could have adverse impacts on financial instruments that reference these rates. The abandonment of these rates and transition to alternative rates could affect the value and liquidity of instruments that reference them and could affect investment strategy performance.

The disruptions caused by natural disasters, pandemics, or similar events could prevent the Strategy from executing advantageous investment decisions in a timely manner and could negatively impact the Strategy’s ability to achieve its investment objective and the value of the Strategy’s investments.

Governments or regulatory authorities have, from time to time, taken or considered actions that could affect various sectors of these securities market.

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