Rosa Fenwick
Rosa Fenwick

Rosa Fenwick

Head of Core LDI Portfolio Management

Latest articles

March 2024

What implications does record net gilt supply have for LDI portfolios?

Following the budget last Thursday 7 March, we review the reaction from the Gilt Market and highlight what this means for pension schemes' LDI portfolios.
February 2024

Euro LDI Survey – Q4 2023

In the quarterly Columbia Threadneedle Investments LDI Survey we poll investment bank trading desks on various topical questions around monetary policy and longer-term rate expectations.
February 2024

LDI Survey - Q4 2023

In the quarterly Columbia Threadneedle Investments LDI Survey, we poll investment bank trading desks on the volumes of quarterly hedging transactions.
January 2024

Q4 2023 repo update

The fourth quarter of 2023 brought happy surprises, namely inflation falling faster than anticipated
November 2023

Euro LDI Survey – Q3 2023

In the quarterly Columbia Threadneedle Investments LDI Survey, we poll investment bank trading desks on the volumes of quarterly hedging transactions.
November 2023

UK Base Rate Expectations – what does this mean for LDI?

As we approach the peak of the UK base rate in this current cycle, uncertainty mounts as to the next phase and the impact it could have on longer dated yields. To that end, we asked our bank counterparties for their view of where the base rate could be.
November 2023

LDI Survey - Q3 2023

In the quarterly Columbia Threadneedle Investments LDI Survey, we poll investment bank trading desks on the volumes of quarterly hedging transactions.
October 2023

Q3 2023 repo update

The peak or close-to-peak rate environment prevailed across Europe and the US during the third quarter as inflationary fears receded.
August 2023

LDI Survey - Q2 2023

We poll investment bank trading desks on the volumes of quarterly hedging transactions. Investors digested the previous quarter’s banking crisis and the impact of monetary policy on growth prospects, resulting in a retrenchment in interest rate hedging activity.
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Latest articles

March 2024

What implications does record net gilt supply have for LDI portfolios?

Following the budget last Thursday 7 March, we review the reaction from the Gilt Market and highlight what this means for pension schemes' LDI portfolios.
February 2024

Euro LDI Survey – Q4 2023

In the quarterly Columbia Threadneedle Investments LDI Survey we poll investment bank trading desks on various topical questions around monetary policy and longer-term rate expectations.
February 2024

LDI Survey - Q4 2023

In the quarterly Columbia Threadneedle Investments LDI Survey, we poll investment bank trading desks on the volumes of quarterly hedging transactions.
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