During the fourth quarter, the Harbor Core Bond Fund returned –2.91%, outperforming its benchmark, the Bloomberg US Aggregate ...

Beyond trying to minimize negative convexity, the portfolio’s securitized allocation varies depending on how attractive the sector and its subsectors are to other areas of the bond market.

Beyond trying to minimize negative convexity, the portfolio’s securitized allocation varies depending on how attractive the sector and its subsectors are to other areas of the bond market.

we use the values of three other bonds with very similar maturities to interpolate the value of this bond given its duration and convexity. The measure of relative value is simply the difference ...

Our allocation to TBAs remained minimal given elevated implied roll financing rates that prevailed in Q4 and a preference for better convexity ... the portfolio's duration extension was ...

Simplify Asset Management ("Simplify"), a leading provider of Exchange Traded Funds ("ETFs"), is today announcing that the Simplify Downside Interest Rate Hedge Strategy ETF has been renamed the ...

Although Oberbank printed a sub-benchmark size, “it has proved 10 years is possible if an issuer is willing to pay the ...

Key rate duration measures a bond's sensitivity to shifts in interest rates at specific maturity points along the yield curve ...

But there's another investment option that can be a critical part of your investment portfolio: bonds. Bonds are generally less risky than stocks and can be a valuable source of stability for ...

That’s because shorter-term bond investments are less exposed to rising rates. “Duration” describes the vulnerability of a bond or ETF to interest rate changes. It describes how much your ...

Here’s a handy guide explaining what government borrowing, bonds, and yields all mean. Governments borrow to cover the gap between their spending and income Governments get most of their income ...