Author: Julia Bell

Senior secured credit funds are absorbing defensive capital flows as institutional investors prioritize collateral-backed, floating-rate debt over riskier credit categories.

Retirees are quietly replacing bond allocations with dividend growth ETFs, seeking inflation-beating income and long-term yield that fixed coupons can no longer reliably deliver.

Pay-in-kind toggle notes are quietly returning as leveraged borrowers under cash pressure use the instruments to defer interest and avoid default.

Covered bond markets are regaining momentum as central bank liquidity programs wind down. Bank treasurers are rebuilding issuance programs while institutional buyers return for the dual-recourse structure.

Perpetual preferred shares are drawing renewed interest from income allocators as rate expectations shift and yield premiums over investment-grade bonds widen.

Putable bonds are drawing renewed attention from institutional fixed-income managers seeking built-in rate protection. Here is how the structure works and why supply constraints complicate the trade.

Bond investors are quietly using year-end rebalancing to harvest tax losses in fixed income, turning unrealized declines into real tax benefits while maintaining portfolio exposure.

Covered warrants are quietly regaining traction among leveraged equity traders seeking defined-risk directional exposure. Here’s why the instrument is back on desks.

Banks are rebuilding positions in mortgage-backed securities as yields hit multi-decade highs and prepayment risk stabilizes. Here’s what’s driving the return.

Cash-heavy allocators are rotating back into high-yield savings bonds as rates hold high and equity uncertainty lingers. Here is how they are building the position.