Baird Fixed Income Insights: Convexity Pulse

Baird Fixed Income Insights: Convexity Pulse

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Baird's Fixed Income Portfolio Strategy & Analytics Manager, Kirill A Krylov, PhD, CFA, offers our institutional investors a weekly discussion on the most recent Agency MBS market developments. From regulatory updates and changes in government mortgage programs to convexity-enhancing specified pool features, we highlight the most relevant news for MBS investor consideration.

Latest Episodes

Will the GSEs Plunge Back into MBS Like Steven Dove into Lake Tahoe?

Kirill and Steven break down the surge in October prepayments and what it means for November’s setup. They analyze the GSEs’ meaningful portfolio expansion, with Fanni...

/ 18:13/E29

Gold's Pullback and G2 Customs Potential Return

This week on the Convexity Pulse, Kirill Krylov flies solo for a recap that spans gold’s sharp reversal, shifting fund flows, and REITs’ growing influence in the mortg...

/ 14:43/E28

QT is Nearing an End while the Hunt for Convexity Lives On

This week on the Convexity Pulse, Kirill Krylov and Steven Scheerer recap a “pre-Halloween rally” in Treasuries as softer inflation and fresh Russia sanctions push yie...

/ 18:54/E27

Gold Shines Through Data Blackouts

This week on the Convexity Pulse, Kirill Krylov and Steven Scheerer widen the lens, tackling how the government shutdown’s data blackout is distorting market visibilit...

/ 20:13/E26

Trading in the Dark: MBS in a Data Blackout

This week’s Convexity Pulse finds Kirill Krylov flying solo as he navigates a data blackout caused by the government shutdown, renewed U.S. / China trade tensions, and...

/ 17:33/E25
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