Municipal Income Strategy
The goal of our Municipal Quality Core Fixed Income strategy is to outperform the Bloomberg AA Muni benchmark over a full market cycle. The strategy focuses on generating consistent federally tax-free income, which can help investors meet income goals and diversify portfolio risks. We seek a high batting average of success without incurring unnecessary risks in the portfolio or making bets. Over time, we expect to deliver excess returns with comparable overall volatility to the market, and greater downside risk protection during difficult market periods.
Strategy Overview
The strategy focuses on federally tax-free, investment-grade municipal bonds with no security level maturity limitations. Our primary objective is to outperform the market with comparable volatility by utilizing our proprietary and unique Quality Yield approach and the deep experience and continuity of our investment team.
The strategy maintains a preference for states with sound financials and demographics that offer spread to the municipal yield curve, avoiding states with elevated debt levels and/or in fundamental decline. Some income may be subject to state and local taxes.
Investment Philosophy
Johnson believes that bonds should behave like bonds, especially during periods of economic and market stress. We also believe that the consistent compounding of income drives returns in the bond market. As a result, our strategy employs our proprietary Quality Yield approach with fundamental credit research serving as the foundation of the investment process.
Portfolio Overview
The cornerstone of our approach is to maintain a core portfolio of high-coupon, stable-revenue bonds with a focus on building laddered portfolios, emphasizing curve-roll positioning, to reduce volatility and support a sustainable yield advantage over the benchmark. Investment decisions are made with respect to sector allocation, yield curve positioning, security structure, and issue selection that capture the relative value of the bond market for client portfolios.
Investment Guidelines
- Benchmark: Bloomberg Municipal AA Index
- 100% federally tax-exempt securities
- High-quality focus on primarily A+ or better rated issuers
- Customizable by state
- Duration between 80% - 120% of benchmark (105% normal)
- Diversification by sector, issuer and maturity
- Generally avoid: stadium, airport, project–specific IDRs, tobacco, and AMT bonds
- No derivatives, no junk, no foreign currency exposure
- No interest rate speculation