We believe fixed income portfolios should produce superior returns with as little volatility as possible.
History has shown that the majority of the yield in taxable bond portfolios comes from securities with maturities of five years or less. Over time, longer-term bonds have generated slightly higher yields than shorter-term bonds, but have done so with significantly more risk.
As a result, we buy bonds with maximum maturities of five years to limit volatility, helping our clients to preserve assets and enjoy superior returns.
OUR TAXABLE BOND INVESTMENT PROCESS
- Analyze the shape of the yield curve to determine whether to emphasize shorter or longer durations within our five-year maximum maturity scope
- Purchase securities from large, highly-liquid markets for optimal flexibility and liquidity
- Buy investment grade bonds (rated "A" or better by a major rating firm) to limit credit risk
- Emphasize corporate bonds in our tax-exempt portfolios to enhance returns. Investment grade corporate bonds currently produce higher returns on a risk-adjusted basis than bonds of higher credit quality and similar maturity
TAXABLE BOND INVESTMENT STRATEGY
KKRA focuses exclusively on a taxable bond strategy that limits maturities to five years or less as it believes that there is ample evidence to suggest that this approach to debt management minimizes risk while producing competitive returns.
Our fixed income portfolios are comprised of highly marketable, investment-grade taxable securities with maturities of five years or less. Although portfolios are not identical, bonds of similar credit quality and maturity are selected for each client portfolio.
KKRA believes strongly that investors do not have to take the risk of investing in longer-term maturities, but rather can take less investment risk and achieve similar returns with shorter maturities by investing in issues with maturities of five years or less.
The portfolio characteristics of our investment process are shown below
| CLIENT CONSTRAINTS | CLIENT OBJECTIVES |
| Investment-Designated Assets | Investment Return, Safety and Liquidity |
PORTFOLIO DESIGN
| Maturity | No maturities longer than 5 years |
| Maturity Schedule | Laddered and targeted to cash flow needs |
| Average Maturity | 2-3 years |
| Sector Emphasis | Corporate, government agency and taxable municipal bonds |
| Economic Sector Emphasis | No Sector greater than 20% of the portfolio |
| Leverage | No use of leverage |
| Currency | No currency risk |
| Security Lending | None |
ISSUE CONSTRAINTS
| Issue Quality | "A" or better by Moody's or Standard & Poor's |
| Security Liquidity | No non-marketable instruments |
| Diversification | No issue greater than 5% of the portfolio |
GENERAL
| Asset Custodian | Federally-chartered bank with superior custodial system |
| Communications | Telephone, e-mail and in-person meetings |
| Reports | Customized, hard copy or disk |
| Delivery of Reports | Mail, overnight delivery, fax or e-mail |
| Guidelines | Annually reviewed or updated when necessary |
