Capital appreciation strategy?

Hello All,

I am not an experienced bond investor, although I do know the basics. I have roughly $100K of new money to invest in bonds as part of my cash portfolio. I’d like to have:

  1. potential for capital gains if/when rates fall. I’d like this to function as a recession hedge for the stock portfolio I’m assembling (70% stock/30% bonds).
  2. be primarily high investment grade.
  3. provide some income.

These are ordered in priority. I don’t anticipate needing to recover this capital on any timeframe. I can let them mature, and cashflow from them is not necessary for my income. So, I don’t need to ladder or pull capital from the portfolio. I’m trying to build a recession hedge.

Right now, I find quotes over 4% YTM on investment grade bonds of AAPL, MSFT, GOOGL, MidAmerican, BRK, JNJ, WMT, Chevron and Exxon. It seems like a good time to be bond shopping.

My question to the more experienced: Given my goal, it seems to me that long duration, low coupon bonds are the proper pond to be fishing in. Low coupon = bigger discount on par due to rising rates. Long duration = more interest rate sensitive = higher discount on par.

Should I still ladder the portfolio for any risk related reason? Is it generally good discipline? Most of these companies (AAPL, BRK, MidAmerican) are on very solid footing from a company risk perspective. The only thing I can envision to worry about is a 1970s-like cataclysm of stagflation spiraling rates higher.

Long duration, low coupon seems to maximize capital appreciation potential. Is this generaly correct? I’m trying to figure out how I should go about setting up screens. I’m leaning towards very long maturity bonds in AAPL, BRK and GOOGL. Any advice???

Thanks,

Peter

I wouldn’t bother with corporates paying only 4% when new issue FHLB GSEs can be got with expected yields of 5.5% to 6.38%

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Hi ranshdow,

Thanks for the reply. I did notice a lot of what appeared to be GSE bonds with higher rates.

My problem is being certain what they are. I don’t recognize the bonds bc of unfamiliarity. How do I make certain that what sounds like a GSE on a bond screener is really a GSE?

If you’re on Fidelity, click the CUSIP. It’s a link to a table of the bond’s properties, which will list it’s ratings, YTM, offering size, etc. If you make a bid on a new issue & get it, Fidelity will send you a pdf of these details. If there’s a Moody’s or S&P analysis of the issuer, that frequently will be available for free on the same page. Can’t really help you with other brokers.

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Thanks. I’ve been using FINRA’s site for screening, rather than my broker’s. Logged in there (TDAmeritrade), and theirs is very much like you describe. Much more information.
Thanks for the advice. I’ll look over GSEs too.

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The OP mentioned not needing to ever sell or use cashflow from this particular batch or purchases. That means that the bonds may be held for 10, 20, or even 30 years. That is NOT true for FHLB GSEs … those will likely be paid off in 2 or 3 years when rates come down and most of the loans backing them refinance to lower rates.

I remember in the 80s buying CMOs (Collateralized Mortgage Obligations, what they called this kind of thing back then) at 8% or 8.5%, and being delighted with them … until they all paid off early as the mortgages were paid off.

If you want something that’ll last, perhaps consider buying TIPS which provide about a 1.3-1.4% real yield (based on todays close). That directly “hedges” inflation by definition.

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Hi Mark,

Thanks for the reply. You’re right that pass-through securities probably aren’t ideal. I’ll have to be careful to sort those out. But the GSEs do seem to offer bonds that aren’t pass-through. Those seem like a good place to consider.

With the TIPS, that’s a place I hadn’t considered. Honestly though, I just can’t bend my head around how they work. How they work and what they actually yield confuses me.

More importantly, I wonder how they will they price in a “normal” recession?

Scenario 1. The Fed fails. We enter a new “New Normal” of uncontrolled high inflation. They are an ideal inflation hedge, and they’d work well in a stagflation scenario. If the Fed failed to control inflation, they’d be the perfect asset for the next ten years.

Scenario 2. The Fed gets the job done. What about a more conventional scenario though? What if the Fed does succeed in controlling inflation, but we enter a recession as a matter of course? Rates decline and conventional bonds rise because they’re fixed coupon, providing a recession hedge. I can harvest gains and redeploy those assets as desired. But TIPS aren’t fixed rate. Their payout will decline in a “normal” recession as growth and inflation decline, so won’t capital appreciation on TIPS be blunted by reduced inflation?

I guess what I’m questioning is how TIPS will behave in a low interest rate/ low inflation environment. They’re an effective long-term inflation hedge, but are they an effective recession hedge? It seems to me that they would not be. Wrong? Right? Too simplistic? Am I just plain confused?

Peter

Peter,

If it’s mainly a ‘recession hedge’ you want, then listen to what them who hedge have to say about what to buy/do, such as Doug Casey or Jim Rickards. In short, don’t mess with bonds. Think commodities, PMs, or some options strategies. .

Yeah, I’ve made serious money in bonds. E.g., got into Xerox’s 8’s of '27 at 34 and got called at par a couple years later. Ditto Internet Cap and others. But that was back in the day when “fallen angels” were like leaves on the forest floor, and YTMs of 15%-20% weren’t unusual or very risky.

These days, the Fed hasn’t a clue, and Treasury is being run by a toad. Meanwhile, the non-Anglo-Saxon world is doing an end-run around the $US, ensuring that what everyone suspects is true will soon become undeniable, namely, the US is BK. Thus, stocks or bonds, it won’t make a diff if the underlying issuer is in trouble. Owning either won’t offer a hedge. (IMHO, 'natch.)

Arindam

That’s fine, and fair. But it’s worth handicapping the risk of an early call to be able to buy at par an AAA rated GSE with a coupon of 6.11%, as I just did, in size.

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Absolutely! Just today I considered buying a GSE bond at ~6% even if I know it’ll only pay that much for a few years.