This week we present our Portfolio Allocation Summary for May 2023.

This report looks at the relationship between rate risk and credit risk and how it has changed over time. It also makes the case for favoring agency MBS within an underweight allocation to US spread product.

This week we present our Portfolio Allocation Summary for April 2023.

This week we present our Portfolio Allocation Summary for March 2023.

This week we present our Portfolio Allocation Summary for February 2023.

This week we present our Portfolio Allocation Summary for January 2023.

This week we present our Portfolio Allocation Summary for December 2022.

Special Report

This week we present six key investment views for 2023.

This week we present our Portfolio Allocation Summary for November 2022.

This week’s report takes a look at risk-adjusted return opportunities in US spread product.