Author: Julia Bell
Putable bonds are regaining favor as rate uncertainty makes their embedded exit options worth the yield concession. Here’s how allocators are using them.
Callable agency bonds are attracting ladder builders who use call schedules – not maturity dates – to capture premium yields with government-backed credit quality.
High-yield municipal money market funds are gaining traction as a cash sleeve option, offering tax-exempt yields that rival taxable alternatives for high-bracket investors.
TIPS are drawing renewed investor attention as U.S. deficits widen and real yields turn positive. Here’s why the fiscal backdrop changes the math on inflation-protected bonds.
Inflation-protected annuities are regaining attention among late-career investors as higher rates improve pricing and inflation risk feels more real than theoretical.
Hedge funds are turning to collateralized commodity swaps as volatility builds, drawn by defined counterparty risk and alternative return streams outside traditional equity exposure.
CMOs are quietly returning to institutional portfolios. Agency-backed structures offer yield pickup and duration control that’s hard to find elsewhere right now.
High-bracket investors are rediscovering muni bonds through taxable equivalent yield math. Here is why the after-tax numbers are making the case right now.
Floating-rate Treasuries are drawing steady interest from short-duration investors as Fed rate cuts keep getting delayed. Here is why the FRN structure works right now.
The alternative minimum tax is reshaping muni bond demand, pushing investors toward closed-end funds with clean, AMT-free portfolios and discount compression potential.