The benchmark U.S. 10-year yield, which influences the cost of borrowings on homes, cars, and businesses, has not moved much since bottoming around 4.10% on March 4, after a 56-basis point ...

This is called "negative convexity" and leaves investors with lower portfolio duration than their benchmark. While 64% of outstanding mortgages are locked into interest rates below 4%, about 16% ...

This is called “negative convexity” and leaves investors with lower portfolio duration than their benchmark. While 64 per cent of outstanding mortgages are locked into interest rates below 4 ...

GOVT invests throughout the treasury yield curve. The fund currently possesses a 4.14% SEC yield, convexity of 0.71, and ...

During the fourth quarter, the Harbor Disciplined Bond ETF returned –2.82% (NAV), outperforming its benchmark, the Bloomberg ...

Managers avoid making duration bets but seek to add value through ... about a 20-percentage-point overweighting; however, the team decreased this by about 5 percentage points since June 2023 ...

Citing the difficulty of predicting interest-rate changes consistently, Baird’s approach begins with matching this fund’s overall interest-rate sensitivity, or duration, to the Bloomberg US ...

IRBBB (commonly characterised as an rSR′ pattern in V1 with QRS duration <120 ms) is commonly present in ... but reflects early repolarisation with J point elevation and a high take-off with ...