Author: Julia Bell

Closed-end commodity funds are seeing discounts narrow as inflation lingers. Here’s why the structure matters and what investors should watch.

Closed-end emerging market debt funds are narrowing discounts as rate cut bets drive renewed appetite for yield. Here’s what’s behind the move and where the risks remain.

Collateralized fund obligations are drawing pension allocators seeking rated private markets exposure amid rising public market volatility. Here is how the structures work and what the risks are.

Leveraged loan ETFs are absorbing floating-rate demand as Fed rate cuts stall, offering elevated income with real credit and liquidity risks beneath the surface.

Mezzanine debt funds are absorbing mid-market lending as banks retreat. Here is what drives the returns – and what risks travel with them.

Variable annuity subaccounts are drawing renewed interest from fee-sensitive retirement allocators as newer contract designs reduce costs and expand index options.

Defensive allocators are quietly building positions in emerging market local currency bonds, drawn by high real yields and improving fiscal discipline in select markets.

Macro allocators are quietly rebuilding commodity exposure, betting on a new supercycle driven by energy transition demand and constrained supply. Here is why the timing is shifting.

CLOs are regaining attention among credit allocators as floating-rate structures and historical resilience make senior tranches competitive with corporate bonds in a high-rate environment.

Contingent convertible bonds are drawing yield seekers beyond Europe as coupons stay high and the buyer base expands globally. Here is how the market works and what risks remain.