Author: Julia Bell

Mortgage REIT preferred shares at discount to par are attracting income investors running yield-to-call math. Here’s why the trade works – and where it breaks.

Dual-class share structures face renewed scrutiny from investors, index providers, and regulators questioning whether founder control protections still make sense as tech giants mature.

Global macro hedge funds are quietly rebuilding long dollar positions as Fed rate cut expectations slow and yield differentials shift. Here’s what’s driving the move.

Liquid alternatives bring hedge fund strategies to retail investors through registered fund wrappers – but the gap between promise and delivery depends heavily on how advisors use them.

Collateralized fund obligations are drawing scrutiny from LP allocators over governance, valuation control, and alignment concerns as more GPs use them to recycle capital.

Variable annuity subaccounts are drawing renewed interest from cost-conscious retirees seeking guaranteed income floors alongside market participation. Here’s why the math is changing.

Agency CMOs are attracting renewed attention from fixed-income investors drawn by spread income and prepayment complexity rather than credit risk.

CLO spreads are near multi-year lows while leveraged loan borrower stress quietly rises. Here is what investors evaluating structured credit need to understand now.

Tender option bonds are drawing fresh institutional interest as the muni yield curve steepens and demand for tax-exempt income grows. Here’s how the structure works and why it’s gaining traction.

Catastrophe bonds are drawing yield seekers as reinsurance capacity tightens. Here’s how the asset class works and why it’s gaining traction now.