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.
85 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.
Episode 93: Municipal Bond Yields Are the Highest in a Generation
For wealth professionals working with taxable clients, the episode provides context on current municipal bond yield levels and the taxable-equivalent yields cited for top-bracket investors. It also frames the discussion around both opportunities and risks in the sector.
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.
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.
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.
Wealth Management Invest: Fixed Income Opportunities in a Higher-Rate Market with Sean Banai
It is a practitioner-level discussion of how rates, inflation and credit selection are being framed inside a large fixed income manager, including where the speaker sees investors being paid for risk. Useful for advisors weighing duration, securitized exposure and private credit in client portfolios.
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.
Can Bonds Still Do Their Job?
It addresses the role of bonds in portfolios at a time of rate volatility and inflation uncertainty, and connects that to earnings quality and upcoming economic data. Wealth professionals may find it useful for framing client conversations about fixed income and market conditions.
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.
Investing in a 5% Bond World: The Barbell
For wealth professionals working on bond allocations, the episode offers a manager’s framing of how a higher-yield environment shapes fixed income positioning. It also references specific WisdomTree fixed income funds used to express rate-related views.
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.
Equity Broadening, Bull-Flattening and a One-Trick Pony
The video gives wealth professionals a manager’s weekly read on equity breadth, bond-market behavior and inflation data for client conversations. It is context on market conditions, not a recommendation.
Bonds & fixed income
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