NDR Fixed Income Allocation Strategy January 2024 Update

The NDR Fixed Income Allocation Strategy, Positioning Update
BY BRIAN SANBORN

Entering January, the fixed income allocation strategy continued to favor risk-on leadership and didn’t rebalance. The model remains overweight Emerging Market bonds, U.S. High Yield, U.S. Investment Grade Corporate, and U.S. Mortgage-Backed Securities. The model remains underweight U.S. Floating Rate Notes, U.S. Long-Term Treasurys, U.S. Treasury Inflation-Protected Securities, and International Investment Grade.

Click the link below to read more about the strategy’s positioning.

Full strategy commentary: NDRFIAS202401041

Other posts

C8 Hedge – Currency Compass – Focus on our Systematic FX Models and Brazil – July 2025

BY JON WEBB
This month discuss the exonomic backdrop for FX, our underlying models and managind Brazilian Real exposure. Read more →

March 24: The Week Ahead

BY TEMATICA
Flash PMIs, Fed speakers and the PCE Price Index Read more →

Thoughts From The Divide: Les Bons Temps

BY JON WEBB
It may be only January, but this week, both markets and data appear to be running with the Mardi Gras slogan, “laissez les bons temps rouler!”. While they haven’t broken out the beads and the hurricanes/Sazeracs just yet, everything is coming up roses. Read more →
Back to all posts →