Putnam's leveraged investment process is based on thorough fundamental research into the securities of leveraged companies, focused on identifying securities with the most attractive total return potential relative to risk. The investment universe consists of companies with high debt levels relative to their earnings before interest payments, taxes, and depreciation (also known as EBITD) are taken into account.
In analyzing companies, portfolio manager David Glancy has access to Putnam's complete range of investment capabilities. He consults with two research groups in particular: Putnam's High Yield Credit group and Putnam's Small- and Mid-Cap Equities group. Most leveraged companies fall into the research universe of these two groups.
The first research step is to analyze each company as a business and understand its sources of cash flow, and the risks to it. The second is to analyze the company's capital structure and see what opportunities and risks it poses. The opportunities and risks within the capital structure result from the company's ability to generate sufficient cash flow to cover the liabilities at each level of the capital structure. The chief risks are the possibilities of bankruptcy, reorganization, or liquidation. The different scenarios for the company can have a varying impact on each type of security. For example, bank loans might be most attractive if a bankruptcy is probable. However, securities at any level of the capital structure might be mispriced by different amounts, because the market for leveraged company securities tends to be inefficient. After analyzing the opportunities and scenarios for each company, the portfolio manager revisits his forecasts to determine his level of confidence and conviction in each one.
After determining the securities he finds most attractive, Mr. Glancy carefully constructs each portfolio by balancing the risks of different securities. He has latitude to establish large weightings in individual securities, with the goal of providing the best overall trade-off between potential return and risk.
