Following the bond market’s recent beating, term yields have already priced in aggressive Fed rate hikes, positioning core bonds to effectively diversify credit risk.
Strong funded ratios and higher interest rates are prompting many corporate pension plan sponsors to shift assets to LDI strategies.
January 1, 2022 marked a significant milestone in the transition from LIBOR to alternative reference rates.
Risk across the entire commercial mortgage-backed securities market is being viewed through the narrow lens of two troubled sub-sectors.
Fixed income markets have staged a significant recovery since April — the focus is finally starting to shift back to fundamentals.
Never mind the recent uptick in inflation—we believe the Fed’s zero interest rate policy is here to stay.
As the world adapts and moves forward, we expect emerging markets to rebound strongly in 2021 and outperform developed markets.
The fixed income landscape is being shaped by six key themes—this is how we are positioning portfolios in the second half of the year.
Massive intervention helped corporate credit stage a recovery in April and May—with summer approaching the Fed turns its attention to the securitized credit markets.
What can corporate plan sponsors learn from the “L” shaped recovery of funded status since the Great Financial Crisis?
Recent developments are generally positive for securitized markets—our latest insight breaks down what investors need to know.
Europe continues to be the poster child for understanding why central banks should avoid negative rates as a policy tool.
Commercial mortgage loans, securitized assets and private placements can help plan sponsors diversify their exposure to long corporate bonds.