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GMODeep research9 May 2023Source: gmo.com

EM Quality Local Currency Debt – Another Piece of the Puzzle

GMO is a Boston asset manager co-founded in 1977 by Jeremy Grantham with Richard Mayo and Eyk Van Otterloo, known for valuation-driven dynamic asset allocation built on long-horizon mean reversion. Grantham is famous for calling historic bubbles, warning publicly ahead of both the 2000 dot-com crash and the 2008 financial crisis. Flagship publications include the GMO Quarterly Letter (now written by Asset Allocation co-heads Ben Inker and John Pease), Grantham's Viewpoints essays and the 7-Year Asset Class Forecast.

Jeremy Grantham · 1977 · 美国波士顿Valuation-driven / Multi-asset contrarian

In plain words

This report explains GMO’s strategy for buying high-quality local-currency bonds from emerging markets (like China or India). The idea: pick countries with low inflation, low deficits, and high savings to get higher returns than developed-market bonds, while keeping some safety. For regular investors, it means you don’t have to choose between risk and reward—you can blend both. Worth a read because it shows how focusing on “quality” can reduce volatility in emerging-market debt while still capturing growth.

AI SummaryAI-generated · may contain errors · verify against the original

A GMO research article examines investment strategies for emerging market (EM) local currency bonds, with the core argument being that constructing a quality-tilted EM local currency bond portfolio can capture the EM risk premium while retaining the defensive attributes of developed market (DM) bond

~2 min full read · 5 sections
Deep Analysis

Theme and Background

This section serves as the summary of the GMO research report, reiterating the core logic of the quality-tilted emerging market (EM) local currency bond strategy: capturing the EM risk premium while retaining the defensive attributes of developed market (DM) bonds. The author emphasizes that the full value of this strategy can only be realized through customized implementation in collaboration with clients.

Core Viewpoint

The author argues that the defensive and return-capture characteristics of the EM quality bond strategy are key pieces in addressing the unique challenges faced by EM debt investors. This strategy can serve as a core EM debt exposure or be combined with additional return sources such as currency, interest rates, and security selection to provide an integrated, customized solution.

Key Arguments and Data

  • EM/DM real yield gap continues to widen: As of December 31, 2022, this trend persists.
  • Definition of quality EM: Low inflation, low fiscal deficits, low external financing needs, high savings, and high stock market capitalization.
  • Historical performance: From June 2003 to December 2022, the real yield of the GMO EM quality bond model portfolio exceeded that of DM, with a duration similar to EM.

Companies/Assets Involved

  • GMO EM Quality Local Currency Debt strategy: Core strategy, selecting high-quality EM countries based on macroeconomic fundamentals.
  • J.P. Morgan, Consensus Economics: Data sources used to measure the EM/DM real yield gap.

Investment Implications

  • Strategy positioning: This strategy can serve as a core EM debt exposure, suitable for investors seeking EM exposure but concerned about volatility and specific risks.
  • Customization potential: It can be combined with additional return sources such as currency, interest rates, and security selection to tailor solutions to investment objectives.
  • Key attributes: Defensive and return-capture characteristics are essential elements in designing EM debt portfolios.