Stock Markets May 5, 2026 04:50 AM

Bank of America: Bond Funds Hold Profitable Shorts While Shifting Into MBS and IG Credit

Asset managers and trend-following strategies maintain short duration exposure as allocations move toward mortgage-backed and investment-grade securities

By Maya Rios
Bank of America: Bond Funds Hold Profitable Shorts While Shifting Into MBS and IG Credit

Bank of America reports that active benchmark funds and systematic strategies are maintaining short positions on duration risk while increasing weightings in mortgage-backed securities and investment-grade bonds. Data from the Commodity Futures Trading Commission show asset managers added to shorts last week. Short positions remain profitable across most tenors, while long positions are broadly unprofitable except around the 10-year sector.

Key Points

  • Active benchmark funds are maintaining short positions on duration risk while increasing allocations to mortgage-backed securities and investment-grade bonds - impacts fixed income sectors including Treasuries, MBS, and corporate IG credit.
  • Data from the Commodity Futures Trading Commission show asset managers added to short positions last week; slower trend followers are also adding shorts according to Bank of America.
  • Short positions are broadly profitable across the Treasury curve while long positions are mostly unprofitable except around the 10-year note, and bank Treasury holdings are up year-to-date but down about $30 billion since late March.

Summary

Bank of America’s research team says active benchmark funds are keeping short positions to manage duration exposure and have simultaneously been raising allocations to mortgage-backed securities (MBS) and investment grade (IG) bonds in recent weeks. Data from the Commodity Futures Trading Commission indicate asset managers expanded their short holdings last week, a trend echoed by some slower-moving trend-following strategies.


Positioning and profitability

According to Bank of America’s systematic strategies desk, short positions across the Treasury curve remain in profitable territory. Long exposures - particularly those positioned further out along the yield curve - face the prospect of being closed out because they are generally unprofitable, with the notable exception of positions tied to 10-year notes, which maintain relative profitability.

The bank’s futures-positioning proxy signals a selloff bias across most tenors. While shorts are broadly profitable across the curve, long positions are largely losing money except at the back end where 10-year note longs show better standing.


Flows, holdings and investor behavior

Bank of America notes that foreign official investors may step in to buy when prices fall, but other investor groups are largely remaining on the sidelines. Overall fund inflows rose last week, yet flows remain lighter at the front end of the curve.

U.S. Treasury holdings at the bank are higher year-to-date but have slid by roughly $30 billion from a peak reached at the end of March. Milliman data cited by the bank suggest even well-funded pension plans are not engaging in significant derisking activity.


Systematic strategies and trend followers

The bank’s systematic strategies team observes that slower trend followers have added to short positions, and that longer-term trend-following strategies are likely continuing to add shorts in U.S. Treasuries.


Implications

The net picture described by Bank of America is one of persistent short-duration positioning and a tilt into MBS and investment-grade credit, with profits on shorts across most tenors and selective profitability for 10-year exposures.

Risks

  • Long positions further out the yield curve face potential closures, creating downside pressure for investors holding those exposures - risk concentrated in longer-dated Treasuries and portfolios with duration sensitivity.
  • Investor caution and sidelining may limit liquidity during price declines despite possible buying from foreign official investors - risk to market functioning in front-end Treasury sectors and fund flow dynamics.
  • Limited derisking even among well-funded pension plans could constrain shifts into lower-risk allocations, affecting demand patterns across fixed income, particularly for MBS and investment-grade credit.

More from Stock Markets

Avalon Posts Q1 Revenue Gain Led by Waste Management; Net Loss Narrows May 5, 2026 BTIG Flags Investment Signals From Boston Digital Health Summit May 5, 2026 Bank of America Sees Modest April Payroll Gain, Private Hiring Outpacing Overall Jobs Growth May 5, 2026 Amazon Opens Its Logistics Platform to All Shippers; Transport Stocks Drop Amid Stifel Pushback May 5, 2026 EQT Raises Offer for Intertek to £58 a Share, Puts Up Takeover Bid Worth £8.93 Billion May 5, 2026