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A $460 Billion Japan Fund Hunts for Bargains in Emerging Bonds

Published 12/05/2020, 23:00
Updated 12/05/2020, 23:36
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(Bloomberg) -- For Japan’s Asset Management One Co., the sell-off in emerging-market bonds is overdone and the time is ripe to hunt for some bargains.

The $460 billion money manager is bullish on debt in developing nations, particularly in Mexico. That’s even as Moody’s Investors Service, S&P Global Ratings and Fitch Ratings have all recently downgraded Mexico’s sovereign rating. It is also overweight on Polish bonds.

“We are very positive about emerging markets as a whole and there is more chance to raise profits by investing in EM bonds this fiscal year in the situation where yields in developed economies are falling,” said Yusuke Ito, a Tokyo-based fund manager at Asset Management, said in an interview.

Asset Management’s bullish call is at odds with global heavyweights such as Goldman Sachs Group (NYSE:GS) and JPMorgan Chase (NYSE:JPM) & Co. which are trimming risk exposure within their developing-nation debt portfolios amid warnings of a surge in sovereign defaults. Ito says EM bonds will be bought back as global investors reassess economic fundamentals.

“Emerging countries have been hit hard even as their economic fundamentals remain pretty good,” he said. Past crises have seen EM economies raise interest rates to protect their currencies, but this time they have room to lower rates and support their economies, Ito said.

The extra yield offered by developing-nation sovereign bonds over Treasuries has fallen to 572 basis points after surging above 700 basis points in late March, according to a JPMorgan index.

Ten-year notes in Mexico and Poland yield 6.02% and 1.46%, respectively, compared with minus 0.005% in Japan.

“Mexico’s economic fundamentals tend to be underestimated,” Ito said, adding that the nation’s economy is versatile and its industries are competitive.

His comments come after Mexico’s economy suffered its deepest contraction in over a decade during the first quarter.

Italian Debt

The financial-market turmoil triggered by the virus outbreak has driven Japanese funds in general to diversify or take more risks in their foreign-investment portfolio to safeguard returns.

Asset Management One is retaining its overweight position on Italian bonds as they offer a larger spread over German bunds than their Spanish or French peers, which are also popular among Japanese investors, Ito said.

That’s even as UniCredit SpA estimates foreign asset managers and hedge funds’ exposure to Italian government bonds may be around the lowest since December 2018.

Italy’s 10-year yield is climbing for a fourth straight month in May. While weak government finances have continued to weigh, a recent German court ruling that threatens to restrict the European Central Bank’s debt-buying program -- the market’s single-largest source of support -- is adding to investors’ woes. The ECB has still pledged to continue doing everything necessary to revive inflation.

“Europe’s political solidarity often gets highlighted in a crisis, but it’s important that we are seeing a solid commitment from the ECB,” Ito said. It is “most efficient” to keep Italian bonds overweight, he said.

However, Asset Management will be forced to remove Italian bonds from its portfolio if the nation’s sovereign rating falls into the sub-investment grade category and its debt is excluded from broader indexes, Ito said.

©2020 Bloomberg L.P.

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