Browsing: Investing

CMOs are returning to institutional portfolios as rate expectations plateau. Learn how tranche structures, spread dynamics, and renewed demand are reshaping the market.

Tender Option Bond trusts are drawing renewed interest from high-bracket investors seeking leveraged tax-exempt yield as rate spreads widen. Here is how the structure works and why the risks remain real.

Catastrophe bond funds are drawing fresh capital as storm losses mount and reinsurance capacity tightens. Here’s how they work and what investors must understand before allocating.

Reinsurance sidecars are drawing institutional interest as hardening markets and low equity correlation make the niche vehicles worth the complexity.

CLOs are entering retail portfolios via ETFs and interval funds, offering floating-rate yields once reserved for institutions – but the complexity gap remains wide.

MBS ETFs are drawing renewed investor interest as tight corporate credit spreads shrink yield options. Here’s what’s driving the shift and what to watch.

Closed-end bond funds are running high leverage as credit spreads compress, creating thinner income margins and stacked risks that income investors need to understand.

The U.S. yield curve is steepening again, reviving the case for long bond strategies. Here’s what that means for duration risk and investor positioning.

Zero-coupon municipal bonds offer tax-exempt compounding for long-horizon investors, with no periodic income and significant duration risk – here is why high-bracket buyers are drawn to them.

AMT rule shifts are widening discounts on high-yield municipal CEFs. Here is what income investors need to understand before buying the dip.