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

Mind the Gap: CMOs vs. Pools

This week’s Convexity Pulse unpacks the Fed’s first rate cut and its ripple effects across MBS performance, with lower coupons and belly sectors still leading the way ...

/ 17:24/E22

Does Grilling an Economist Count as a Vegan's Weekend Meal Prep?

This week’s Convexity Pulse features special guest Tom Tzitzouris of Strategas, who joins Kirill Krylov and Steven Scheerer to discuss consumer debt strains, the myth ...

/ 23:33/E21

Sleepless Dentists in Seattle, Mortgage Wisdom of Ted Lasso, and Inefficiency in 15yr MBS

On this week’s Convexity Pulse, Kirill Krylov and Steven Scheerer discuss long term trends in the evolution of the Bloomberg Agg’s composition, leading to a higher sha...

/ 18:35/E20

When Mission Meets Quicken in the Land of Low Loan Balance

On this week’s Convexity Pulse, Steven Scheerer joins Kirill Krylov to review August fixed income index performance, where MBS posted their best excess return of the y...

/ 17:36/E19

Baird's 4+1 Strategy Equals Depository-Friendly Paths to Alpha

On this week’s Convexity Pulse, Kirill reviews last week's MBS market dynamics and a few post Jackson Hole macro thoughts. Turning to housing, he explores the narrowin...

/ 12:42/E18
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