Mind the $2 Trillion Gap
It offers a manager discussion of how fiscal deficits and Treasury supply may affect bonds and rates, a subject relevant to wealth professionals following fixed income and market conditions.
Bonds & fixed income
Rates, Treasuries, credit, munis and the managers running bond portfolios for wealth clients. Selected by our editors.
86 videos and podcasts · new this week: 26
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Quality, Liquidity, and Yield in Agency Mortgages
Agency MBS sits in many core bond mandates, so a manager's read on spread levels and on where active selection might add value is relevant background for advisors reviewing fixed income exposure. The discussion of pricing inefficiencies also speaks to the case managers make for active rather than index exposure in the sector.
Diversifying Globally Without Giving Up Yield
For wealth professionals weighing fixed income allocations, the item frames global bond diversification and developed and emerging market opportunities in a higher-yield environment.
What Lies Beneath (your stock or bond index) with Liz Ann Sonders
For wealth professionals, it frames index exposure as something to examine beneath headline performance, including unintended AI concentration in portfolios. It also discusses portfolio construction and active management choices in the context of market concentration.
The Credit Market Lens: The Other Side of Higher Yields
It frames the trade-off allocators face in fixed income right now: better starting yields alongside pockets of credit stress. The episode names specific areas where higher rates are being felt, which may be useful context for portfolio conversations.
Something More with Chris Boyd | Higher Rates, Inflation, and the Changing Role of Bonds
For wealth professionals, the episode provides context on fixed-income investing and portfolio positioning when rates and inflation are uncertain. It focuses on duration risk, bond market conditions and private credit as topics advisors may need to discuss with clients.
Are Bonds Finally Worth Buying Again?
The bond segment and the mortgage-paydown-versus-bonds comparison map onto common client conversations about fixed income and debt. The discussion of home country bias and currency risk touches on portfolio construction questions advisors field from clients.
Behind the Ticker: The First Pure Play BDC Bond ETF
Advisors who use or evaluate private credit and BDC exposure may want to hear how a bond-focused BDC ETF is positioned relative to better-known equity BDC products. The episode also discusses lockups and fees in non-traded BDCs and interval funds, which are practical considerations for allocators comparing access routes.
Bonding Over Bonds: A Fed Hike, 20-Year-High Yields, and Why the Starting Point Matters
It offers a framework for explaining a sharp move in yields to clients, including which explanations the guests set aside and which they emphasise. The comparison of today's starting yields with a decade ago is relevant to how advisors frame fixed income positioning in client conversations.
Higher Yields Without Going Too Far Out the Curve | Portfolio Manager Insights
For wealth professionals thinking about income positioning after money market yield declines, the video offers a portfolio manager's view on limited-term bonds and on areas of fixed-income value and risk.
Sherman Says: Show Me the Math on AI
It offers a fixed income manager's read on the rate path, the energy-to-yields link, and where risk is being repriced in credit, including the weakest parts of high yield and loans. Sherman also names what he would hold if limited to one instrument and where he still sees value in credit, which gives allocators a concrete reference point for duration and credit-quality discussions.
Higher Interest Rates: New Opportunities in Bonds & Equities? | Allocation Views
It is a compact run-through of how one large manager is framing allocation decisions in a higher-rate environment, including the diversification case for insurance-linked and private market assets. Advisors can compare that framing against their own portfolio construction and client conversations.
Wealth Management Invest: Fixed Income Opportunities in a Higher-Rate Market with Sean Banai
It offers a fixed income manager's framing of rates, duration and credit selection at a time when the description says yields may allow meaningful income without extending far out the curve. It also addresses how public and private credit compare, which bears on how advisors judge whether risk is being compensated.
Compute Scarcity, Higher Rates, and Where We’re Investing | Jon Gray’s Market Views Q3 2026
The item offers a manager's framing of AI capacity constraints, rates and cost of capital, and how those themes are described across private equity, real estate and credit. Its chaptered format lets wealth professionals focus on the specific segments most relevant to client conversations.
Why Your Portfolio Needs Diversification
The episode touches on bond allocation, the trade-off between mortgage paydown and bond purchases, and international diversification with currency risk, all of which can come up in client conversations. The housing discussion may also be relevant for advisers fielding questions about home prices and higher mortgage rates.
Fairly Choppy Markets, Light Macro Heading Into Fed Day
This is a concise weekly market recap for advisors who want a manager's rundown of cross-asset moves and the macro data flow into a Fed meeting. It highlights the PMI inflation detail and the market's no-hike expectation as context for client conversations.
4Q26 Capital Markets Outlook: Shaken, Not Stirred: Fixed Income
For advisors framing client bond conversations, it offers a manager's perspective on income, diversification and downside protection after years of low yields and a US Treasury selloff.
4Q26 Capital Markets Outlook: Shaken, Not Stirred: Munis
Advisors with muni exposure in client portfolios get a manager's framing of why tax-exempt yields moved and how valuations are being read, which can inform client conversations during a volatile stretch. The discussion of crossover demand and active curve and credit positioning speaks to how a bond manager is approaching the dislocation.
The Problem with Bond Index Funds
For advisors using bond index funds or comparing them with other fixed-income approaches, the episode is framed around index changes and cost considerations.
Investing in a 5% Bond World: The Barbell
For wealth professionals working on fixed-income allocations, the episode presents one manager's framework for bond positioning when long-term yields are elevated. It also identifies the specific WisdomTree funds discussed alongside that framework.
Building a Financial Planning Business with the CFA® Charter | CFA® Institute Career Conversations
It is a first-person account of leaving an institutional finance role to start an advisory firm, aimed at professionals weighing a similar move. The material also covers how the charterholder designation was used for credibility and confidence, and the role of mentorship and professional networks.
French bonds: a lesson in selectivity
For wealth professionals assessing sovereign and credit exposure amid higher yields, the item frames selectivity around yield drivers, using France’s bond selloff as the example.
Tech Has Led for 20 Years. Bonds Yield Over 5%. What If Your Biggest Risk Is What You Don’t Own?
For wealth professionals, the episode ties several portfolio-level questions together: concentration in tech, the role of bonds when yields are above 5%, and how assumptions about rate cuts or rescues may shape risk. It is framed around what investors may not own and what they may be overlooking.
We Asked a $17B International Manager Why Value is Winning Again — and What the S&P 500 Leaves Out
For advisors considering international value exposure, the episode lays out one manager's process for separating cheap businesses from those that can improve and for thinking about the US-international valuation gap and diversification beyond tech.
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