Portfolio Manager Q&A - Bill Ford


What do you make of the market movement following the July FOMC meeting and the weaker-than-expected labor market report?

At his post-meeting press conference, Chair Powell reflected a broad but not unanimous consensus at the FOMC that while policy remains mildly restrictive, the economy is holding up well as inflation risks persist. The decision to hold rates steady was met with two dissents, which is unusual, but markets were largely expecting this outcome. There is a growing contingent for easing within the Fed, and their case was strengthened by the July jobs report, which indicated that hiring has stalled and that the past couple of months were not nearly as strong as initially reported. GDP reports also came out, indicating that the economy has slowed in the first half. The Fed no longer has the luxury to “wait and see”, and as a result, the yield curve shifted down, with the expectation of a cut, maybe even a 50 basis points catch-up cut, in September. With concerns that the economy may be weaker than previously thought, spreads widened out, and equities sold off as well.

 

Within the corporate bond market, how are CFOs navigating the macro uncertainty, and what does that mean for investors?

The impact of tariffs will be different based on the industry and company, but broadly speaking, corporations are waiting to see what will happen with final tariff rates and the impact on their businesses. For now, many companies have started to take the hit to profits in the short run, indicating that they will look to raise prices where they feel they have the pricing power to do so to offset rising input costs. Investors should be cognizant of these dynamics in the companies and industries that they invest in and look for firms that have discipline around pricing and profitability. Our focus is on higher-quality, strong moat firms that have the pricing power and discipline to raise prices and protect profitability, rather than chase volume and sales.

 

How are you thinking about credit risk right now?

By historical standards, credit spreads are at extremely tight levels. Not only that, but lower quality credit spreads are also historically tight, and investors are not being compensated nearly as much as they used to for taking the extra risk. So, in this low-reward, high-uncertainty environment, we want to be more defensive. We are skewing higher in quality than we typically do, looking for credits that have less cyclicality and less exposure to tariffs and trade policy. Then we’re looking for credits that we would call lower beta, which means that historically, when spreads widen out, they tend to widen out less than the market. We think this defensiveness and discipline will help to protect capital while giving us greater flexibility to take advantage of the opportunities as the market eventually adjusts.

 

Beyond credit risk, are there other risks that investors might be overlooking?

Beyond credit risk, one of the most underappreciated risks is the potential breakdown of the relationship between the different tenors on the yield curve. For decades, there’s been a fairly consistent pattern between the Fed Funds rate and yields across different maturities. Investors typically earn more yield as they take on longer duration, relative to the Fed Funds rate. Going forward, we may see that those term premia start to rise more than anything based on the fiscal trajectory of the U.S. Rising deficits and long-term entitlement obligations, combined with a lack of political will to address them, will have a much greater impact on the movement of longer rates than Fed policy.

This matters not just for fixed income investors, but all asset classes, because longer rates are generally more important to the real economy. They are what drive mortgage rates. They will impact equity price valuations. But specific to fixed income investors, relying on historical curve behavior to anticipate rate movements may no longer be as reliable in a world where fiscal concerns hold more weight.

 

Investors continue to sit on high levels of cash. Is there a case to be made to move into fixed income right now?

Cash yields right now are around 4.25% and the yields on high-quality intermediate fixed income are at or above that level. Why would you take extra risk to earn the same yield? Well, if you look at the past six months, rates did come down, and intermediate bonds saw price appreciation. It’s more and more likely that the Fed continues easing, so cash rates will be coming down, while you can lock in a similar or better rate further out the yield curve. If you try to wait until the cash yields come down, there’s a good chance that yields will have also come down on an intermediate portfolio, and you will have missed the opportunity for price performance. The only situation where you start to lose is that the yields on intermediate bonds go up significantly, which we view as a much lower probability scenario.

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Madison Investment Holdings, Inc. acquired the fixed income management assets of Reinhart Partners, Inc. on June 11, 2021 and now employs the Investment Team that previously managed the assets at Reinhart. The Investment Team manages the assets using substantially the same strategies and objectives as at Reinhart. Performance information dated prior to the purchase reflects that of Reinhart Partners, Inc.

In addition to the ongoing market risk applicable to portfolio securities, bonds are subject to interest rate risk. When interest rates rise, bond prices fall; generally, the longer a bond’s maturity, the more sensitive it is to this risk. Bonds may also be subject to call risk, which allows the issuer to retain the right to redeem the debt, fully or partially, before the scheduled maturity date. Proceeds from sales prior to maturity may be more or less than originally invested due to changes in market conditions or changes in the credit quality of the issuer.

A basis point is one hundredth of a percent.

Yield Curve is a line that plots yields (interest rates) of bonds having equal credit quality but differing maturity dates. The slope of the yield curve gives an idea of future interest rate changes and economic activity. There are three main types of yield curve shapes: normal (upward sloping curve), in verted (downward sloping curve) and flat. Yield curve strategies involve positioning a portfolio to capitalize on expected changes.

Current Yield: the average coupon portfolio divided by average price portfolio at any given time.

Bond Spread is the difference between yields on differing debt instruments of varying maturities, credit ratings, and risk, calculated by deducting the yield of one instrument from another.

Beta: a measure of the fund’s sensitivity to market movements. A portfolio with a beta greater than 1 is more volatile than the market, and a portfolio with a beta less than 1 is less volatile than the market.

The federal funds rate is the target interest rate range set by the Federal Open Market Committee (FOMC) for banks to lend or borrow excess reserves overnight. It influences monetary and financial conditions, short-term interest rates, and the stock market.

Duration is a measure of the sensitivity of the price of a bond or other debt instrument to a change in interest rates. Duration measures how long it takes, in years, for an investor to be repaid the bond’s price by the bond’s total cash flows.

Quality refers to the bond ratings provided by the various third-party ratings agencies. Stability and predictability refer to the cash flow of individual securities and not to the market value or performance of portfolio holdings. There is no guarantee this strategy will lead to investment success.

“Triple B” refers to bond ratings. Bond ratings are grades given to bonds that indicates their credit quality as determined by a private independent rating service such as (Standard & Poor’s or Moody’s, etc.) The firm evaluates a bond issuer’s financial strength, or its ability to pay a bond’s principal and interest in a timely fashion. Ratings can be expressed as letters ranging from ‘AAA’, which is the highest grade, to ‘D’, which is the lowest grade.