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.
An effective factor investing strategy should be both contextual and adaptable as markets change over time.
Strong funded ratios and higher interest rates are prompting many corporate pension plan sponsors to shift assets to LDI strategies.
The investment climate has changed dramatically over the last 15 years. The playbook for alpha generation needs to be updated.
This paper presents a glide path design process that seeks to maximize the probability of successful retirement by factoring plan participant profiles into investment decisions.
These are the seven major themes shaping positioning across our fixed income portfolios in the second half of the year.
Selecting a target date fund that best aligns with a retirement plan’s objectives and participants requires evaluation of four key aspects of fund design — glide path, asset allocation, underlying managers and portfolio construction.
Our research provides a framework for investors looking to include unconstrained fixed income as part of a strategic fixed income allocation
Seeking effective ESG integration that puts alpha over ratings
After Insurance Portfolio Managers have pulled all the portfolio levers, what’s next?
In anticipation of the upcoming May employment report, we take a look back at last month’s jobs number to put the “disappointing” results in perspective.
Going forward, we believe CLO mezzanine and equity tranches provide one of the most unique and diverse opportunity sets today given the scarcity of yield across most other segments of the market.