Author: Julia Bell
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.
Leveraged loan CLOs are regaining favor among yield-seeking allocators drawn to floating-rate income and structural credit protections in a still-elevated rate environment.
Surplus notes from insurance companies offer yield premiums of 50-150 bps above comparable corporate debt, attracting institutional fixed income investors willing to navigate their unique regulatory structure.
Royalty streaming deals offer income investors passive cash flow, inflation sensitivity, and asset-light business models – but the risks are easy to underestimate.
Contingent convertible bonds are returning to bank capital markets after the 2023 Credit Suisse shock. Here’s what investors need to understand before buying.