Strategic Fixed Income Investing: An Insider's Perspective on Bond Markets, Analysis, and Portfolio Management

Index

ABCP. See asset-backed commercial paper

accommodations, 83–84

policy, 31–32

accumulating investors, 37–39

active strategy, 47

ADP Report, 98–99

agency mortgages, 150–151

aggressive strategy, 57–59

alpha, 141–142

analysis, portfolio, 59–69

ARS. See auction-rate securities

asset allocation, 71–79

asset manager, 175

asset-backed commercial paper, 18–20, 130, 162–163

auction-rate securities, 27

August 2011 FOMC statement, 89–93

Bank of America, 4

Bank of England, 84

bankruptcy, Lehman Brothers, 3–4

BBA. See British Bankers Association

Bear Stearns, 3–5, 180

belly of the yield curve, 134

Bernanke, Ben, 31–32, 81

Black Monday, 15–16

BOE. See Bank of England

Bogle, John C., 15, 145

bond ladder, 126. See also laddered bond strategy

alternatives to, 147–150

cash alternative strategies vs., 133–134

concept, 126–128

coupons and, 137–138

goal, 129–131

performance, 140–142

bond supply, 138–140

bonds, diversification of, 51–52

break-even rate, 108–109, 149–150

breaking the buck, 5–6

British Bankers Association, 154

British Petroleum, 43–44

bubble, housing, 16–17

Buffett, Warren, 71, 125, 159, 169, 177

Bureau of Labor Statistics, 97

buy-side transactions, 171–172

calendar, new issue, 138–140

capital appreciation, 38

capital, preservation of, 131

cash alternative strategies, laddered bond strategy vs., 133–134

cash strategy, 55

CD. See certificates of deposit

central banks, deposits with, 84–86

certificates of deposit, 162, 166–167

CES. See current employment statistics

Churchill, Winston, ...