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CA-EN Institutional

BMO ETF Portfolio August Commentary: Summer Lovin’, Having a Blast

August 23, 2023
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Portfolio Activity

  • Our positioning in an Equal-Weight S&P500 ETF reflects our relative view in technology valuations versus the broader market. While growth stocks are valued for the long-term earnings potential, the spread between the two indices is greater than ever, in terms of both valuation and recent performance.
  • We have maintained our position in Industrials, which have been consolidating from an overbought position, but strong results from Caterpillar Inc. and General Electric Company keep us invested. We have recently purchased downside protection in the form of put options, which were priced very cheaply due to low volatility and the recent all-time highs for the sector ETF we hold.
  • In the fixed income portfolios, we neutralized our overweight of duration as the US 10-year yield broke above a key level, which suggests further upside is ahead. The forthcoming issuance of treasuries as a part of refunding following the debt ceiling standoff, along with sticky inflation suggests there may be more upside for rates in the near term.

Summer Lovin’, Having a Blast

The bearish tone from strategists is fading, as year-end targets have been grudgingly increased one by one, but there has yet to be any actual reflection of that in positioning, with bond allocations remaining extremely elevated. Equally amazing is the swollen balances residing in money market funds, which have accumulated close to $900 billion (USD) in AUM since October 2022 (Bloomberg, July 28, 2023). As one of the card-carrying chastised bears, Newton’s first law of motion comes to mind: “An object in motion will stay in motion until an opposing force acts upon it”. If that doesn’t capture the explosive nature of the AI rally and the current market, nothing does. The reality is that despite the unexpected force of the rally, there are fewer headwinds now versus the first quarter to weigh on equities that continue to grind higher. Further, earnings have remained resilient across many sectors with third quarter estimates holding fast, and industrial production is showing signs of bottoming in most developed markets.

Second quarter earnings season is in the rear-view, and 84% of companies in the S&P have reported, with margin compression being largely responsible for the estimated -5.8% year over year earnings growth before buybacks, -3.5% including them.   Energy, Materials and Healthcare were the anchors around the broader market’s ankles, with estimates of -52%, -29%, and -27% respectively.  (Bloomberg, July 28, 2023). Canada Manufacturing PMI rose from 48.8 to 49.6, a hair under the breakeven between contraction and expansion, reinforcing the soft narrative concept.  In the U.S, the Manufacturing PMI remained at 49 for a second month. This bottoming represents a major psychological hurdle that could potentially fuel a wholesale repositioning of the market to equities, and one we are watching closely.

After raising rates to 5.5% in the U.S, 5% in Canada and 4.25% in Europe, it is likely the U.S. Federal Reserve will skip September in light of the softer inflation data observed in June, with U.S. PCE falling to 3% year-over-year and 0.2% month-over-month. Wage inflation, one of the larger drivers of the core measure, also continued to ease from March 2022 highs, as shown by the quarterly Employment Cost Index that rose just 1% quarter over quarter. The headline CPI number may show an uptick next month though as gasoline prices have risen sharply on weather-related production outages.  Upstream prices rose as well, with WTI moving higher by 15% to end July at $81.80 USD, presumably a reflection of increased demand associated with the soft-landing narrative, which is looking increasingly likely.

The most notable policy shift over the month occurred in Japan, where the central bank held rates pat, but tweaked their longstanding yield curve controls to allow longer dated bonds to trade above the previous cap of 50 bps, at which point they had stepped in to buy bonds to cap borrowing costs for the broader market. With inflation above 3% for the first time in generations, it is certainly a different regime than most have seen in their investing history.

In short, our bias is that the rest of the market will continue to play catch-up, as opposed to a reversal of the tech trade. However, seasonality of the coming autumn months is on our mind, and a pull-back after such sharp gains would not be unreasonable. As such we keep to our neutral equities call, with key defensive hedges in place.

Disclaimer:

The views expressed in this document are those of the Portfolio Manager. They do not necessarily represent the views of BMO Global Asset Management. The views and opinions have been arrived at by the Portfolio Manager and should not be considered to be a recommendation or solicitation to buy or sell any products that may be mentioned.

This material may contain forward-looking statements. “Forward-looking statements,” can be identified by the use of forward-looking terminology such as “may”, “should”, “expect”, “anticipate”, “outlook”, “project”, “estimate”, “intend”, “continue” or “believe” or the negatives thereof, or variations thereon, or other comparable terminology. Investors are cautioned not to place undue reliance on such statements, as actual results could differ materially due to various risks and uncertainties.

This communication is for information purposes. The information contained herein is not, and should not be construed as, investment, tax or legal advice to any party. Particular investments and/or trading strategies should be evaluated relative to the individual’s investment objectives and professional advice should be obtained with respect to any circumstance. BMO Mutual Funds are managed by BMO Investments Inc., which is an investment fund manager and a separate legal entity from the Bank of Montreal.

Commissions, trailing commissions (if applicable), management fees and expenses all may be associated with mutual fund investments. Please read the fund facts or prospectus of the relevant mutual fund before investing. Mutual funds are not guaranteed, their values change frequently and past performance may not be repeated. Distributions are not guaranteed and are subject to change and/or elimination. For a summary of the risks of an investment in BMO Mutual Funds, please see the specific risks set out in the prospectus.

BMO Global Asset Management is a brand name that under which BMO Asset Management Inc. and BMO Investments Inc. operate. BMO Mutual Funds are managed by BMO Investments Inc., which is an investment fund manager and a separate legal entity from Bank of Montreal.

®/™Registered trademarks/trademark of Bank of Montreal, used under licence.

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