Browsing: Investing
CDO tranches are quietly attracting credit specialists again, drawn by yield spreads and structural reforms. Here is what is driving the return and what risks remain.
Self-directed IRA investors are routing retirement savings into tax lien certificates, drawn by statutory fixed returns, real property collateral, and tax-deferred compounding.
Structured notes are regaining retail traction as rate plateaus make customized payoff profiles more attractive than directional bond bets. Here’s what’s driving demand.
Agency MBS are drawing renewed interest from rate-cautious allocators as spreads remain wide and prepayment risk stays low. Here is why the timing works.
Collateralized fund obligations are drawing liquid-alternatives seekers who want private-market exposure with structured notes that offer tradability and defined risk hierarchy.
Tender option bond programs are regaining interest among municipal hedge funds, driven by tax-exempt leverage mechanics and rebuilt risk controls after years of skepticism.
Contingent convertible bonds are drawing renewed interest from fixed-income allocators who see mispriced yield in a post-Credit Suisse market that oversold the asset class.
Synthetic convertible notes are returning to hedge-conscious portfolios as higher base rates restore bond floor value and equity volatility reprices the optionality component.
Preferred capital securities are drawing renewed interest from income-focused allocators as yields top 6% from investment-grade issuers. Here is what the category involves and why the complexity is real.
AMT rule changes are sending high-tax allocators back to tender option bond residuals. Here is how the structure works and who it actually suits.