Mr. Bergantino is Head of Mortgage Index Models – Engineering at Bloomberg. He has worked in quantitative mortgage research since 1998, joining Bloomberg in 2016 as part of its acquisition of Barclays Risk Analytics and Index Solutions business. Prior to joining Bloomberg, Steve was Head of US Securitized Products Modeling at Barclays Capital, Inc. Prior to that, Steve worked at JPMorgan Chase & Co. (2008-2009), Bear Stearns & Co. (2004-2008), and Lehman Brothers, Inc. (1998-2004). He has been ranked in Institutional Investor’s All-America Fixed Income Survey for his work in agency and non-agency prepayments (2003-2005, 2007).
Mr. Bergantino received B.A. and M.A degrees in Economics from Yale University and a Ph.D. in Economics from the Massachusetts Institute of Technology.
Mr. Caliendo is a fixed income specialist in Bloomberg's San Francisco office focusing on credit market solutions for corporations, buy-side investors, and sell-side broker dealers. He joined Bloomberg in 2015 after almost 20 years in credit sales with J.P. Morgan Chase & Co., Deutsche Bank, and MUFG.
Mr. Caliendo graduated with a BA in Economics and an MBA in Finance, both from Columbia University.
Mr. Frigon is a Structured Products Specialist based in Bloomberg's San Francisco office focusing on RMBS, ABS, and CMBS. Prior to joining Bloomberg in December, 2017 he was responsible for Robert W Baird's agency CMO structuring, mortgage-backed derivatives, and secondary CMO trading. He has 25 years of MBS trading and structuring experience with Baird, Bank of America, Stifel, and Charles Schwab. He founded a managed a mortgage-backed focused hedge fund, Braveheart Capital Mangement, in the early 90's.
Mr. Frigon holds a BFA in Industrial Design from the University of Kansas and an MBA in Finance from Pennsylvania State University.
Mr. Johnson is a fixed income specialist in Bloomberg's San Francisco office focusing on credit, muni and money market solutions for investors and dealers. He is a 19 year veteran of Bloomberg with 15 years previous experience in credit analysis and bond sales with Citibank and Bank of America.
Mr. Johnson graduated with a BA in Economics from University of California Santa Barbara and an earned a MBA in Finance the University of San Francisco.
Paul Kaplan joined Bloomberg L.P. in 2015 and is the Global Credit and TRS Business Manager. In this position, he is responsible for the overall strategy and product development of Global CDS, Global TRS, and North America Cash Credit within Bloomberg’s Global Markets trading group. Mr. Kaplan is also the Business Manager for Bloomberg SEF LLC.
Prior to joining Bloomberg, Mr. Kaplan was a Director at Deutsche Bank and an Executive Director at J.P. Morgan. His responsibilities at these firms included managing the US Corporate IG Front-end Trading Desk, trading US corporate IG front-end debt, developing algorithmic trading for US cash corporate bonds and CDS indices, managing the USD Spread Product Trading Desk (GSEs, USD Sup/Sov, FDIC guaranteed bonds, and USD non-US guaranteed bonds), trading all instruments covered on the USD Spread Product Trading Desk, running syndication for all GSE products, trading US Repo specials, and starting US Repo trading in Tokyo and London.
Mr. Kaplan holds a Bachelor of Business Administration from the University of Michigan Ross School of Business.
Ms. Massiello is an Equity Market Specialist based in our Bloomberg San Francisco office. She works closely with our buy side clients to integrate Bloomberg solutions ranging from Portfolio Analytics to Internal Research Solutions. In the 20 years Debbie has spent at Bloomberg, she has been instrumental in helping shape the direction of our product offering as well as helping bring the solutions Bloomberg has to offer to our clients all over the country.
Stephanie Milner is Fannie Mae’s Director – Capital Markets and Securitization, reporting to the Senior Vice President – Securitization. Stephanie spent 8 years at Fannie Mae managing the issuance and product development of mortgage-backed structured transactions – including Real Estate Mortgage Investment Conduits (REMICs), Stripped Mortgage-Backed Securities, and Mega Pools. Since 2014 she has served as Fannie Mae’s lead for Single Security Industry Readiness.
Before joining Fannie Mae, Stephanie practiced law in the areas of Affordable Housing and Structured Finance. She has a BS in Finance from Florida State University and a JD from the Emory University School of Law.
Mr. Oomman is a Fixed Income Product manager based in Bloomberg's New York office focusing on Relative Value workflow and analytics for cash bonds and curves. Prior to joining Bloomberg in September, 2014 he was responsible for Credit Suisse's client facing Fixed Income Analytic Platform LoCUS. He has 20 years of Research Analyst and Analytics experience with CIBC, Lehman Brothers, and Credit Suisse.
Mr. Oomman holds a MS and M.Phil in Mathematics from Syracuse University and was a ranking research analyst on multiple occasions during the past two decades.
Barbara Pak, Vice President in the Investments & Capital Markets division at Freddie Mac, serves as program execution lead for the Single Security Initiative, providing subject matter expertise to the lending markets, capital markets, policy and regulatory audiences.
Prior to Freddie Mac, Barbara worked in other related financial industry firms for over 20 years in a variety of roles and responsibilities that range from program manager to strategy manager. She has also held previous jobs at Freddie Mac throughout the past 10 years, beginning in the department responsible for Finance Transformation and held various positions in Operations, IT and in Finance.
Barbara received a BS Accounting degree from Virginia Tech, Blacksburg, Virginia and Master of Finance degree from American University, Washington DC
Mr. Patterson is a Regulatory & Liquidity Specialist within Bloomberg‘s Enterprise Data business. With over a decade of experience at Bloomberg L.P., he is currently responsible for managing client solutions across Regulatory, Alternative Data and Market Liquidity Risk. He is responsible for covering Bloomberg's top-tier Global Investment Banks and Asset Managers across the Americas and Europe. Prior to his current role at Bloomberg, Mr. Patterson focused on the areas of Evaluated Pricing for Cash Bonds and Derivative Instruments, Real-Time, and Reference Data-Feeds.
Mr. Patterson received his B.A. (Finance) from Michigan State University.
Mr. Perry is a member of the Portfolio Client Services team on the West Coast focusing on multi-asset portfolio and index consultation, analysis and implementation. Currently he is focused on transitioning Barclays POINT and Index clients to Bloomberg's full suite of solutions. Prior to Bloomberg, Everett was an equity options market-maker at Group One Trading in Chicago, IL. Everett has a Master of Finance and Bachelor’s degree from Tulane University in New Orleans, LA.
Mr. Ristine overseas client engagements for the largest Asset Managers & Mutual Fund Providers across Bloomberg's Enterprise Pricing & Liquidity Products - BVAL Fixed Income, BVAL OTC Derivatives, & Liquidity Assessment (LQA).
Mr. Ristine joined Bloomberg in 2013 to bring extensive Capital Markets experience to the BVAL Sales team. Before Bloomberg, Mr. Ristine co-founded Zaratan Capital Management a Global Macro private investment & risk management advisory firm. Prior to that, he began his career at Salomon Brothers in 1994 in Risk Management, moving to Interest Rate Derivative Option trading at SalomonSmithBarney, and then Director of Rate Sales at Citibank until 2009. Mr. Ristine also spent time at Standard Chartered Bank as Head of North American Rate Sales in 2009-2010 and Societe Generale as Managing Director of Rate Sales in 2010-2012.
Mr. Shah is a Fixed Income Market Specialist and also leads Bloomberg’s Market Specialists team on the West Coast. Prior to Bloomberg, he was analyst on the interest rate trading desk at JPMorgan. Prior to that he was an auditor at Deloitte & Touche focused on financial institutions.
Mr. Shah is a Chartered Financial Analyst earned his Bachelor’s degree in Accounting from State University of New York at Buffalo.
Mr. Strand is a member of Mortgage Index Models - Engineering. He joined Bloomberg in 2016 as part of its acquisition of Barclays Risk Analytics and Index Solutions business. Prior to joining Bloomberg, Mr. Strand was a member of Barclays US Securitized Products Modeling team, focusing on the development of agency MBS prepayment models. Before joining the modeling team in 2014, Mr. Strand was Head of Barclays Agency MBS Strategy. During his time in that capacity he was recognized by Institutional Investor as a top ranked mortgage analyst. Prior to joining Barclays, Mr. Strand worked at Lehman Brothers Inc. in Fixed Income Research.
Mr. Strand has B.S. degrees in Mathematics and Biochemistry from the University of Arizona, and a M.S. in Financial Mathematics from New York University.
Mr. Young is a Bank Loan Market Specialist at Bloomberg Covering Western North America. He joined Bloomberg 5 years ago. Before moving to Bloomberg, he spent 13 years combined in regional banking and accounting. Most recently he worked at Bank of the West, a BNP Paribas subsidiary, where he ran rate derivative pricing and risk. Prior to that he worked in Asset Liability Management for a Central California-based community bank. Mr. Young graduated from CSU Stanislaus with a Bachelors of Science in Business Administration - Finance.
Mark Betteridge is the Global Head of Fixed Income and Currency Analytics at Bloomberg. He is responsible for Bloomberg’s core debt, treasury, bond, syndicated loan and currency analytics, as well as credit analytics and league table products across the Bloomberg Professional service. Prior to his current role, Mr. Betteridge was responsible for the business development, design, build and rollout of Bloomberg's league tables and syndicated loan products globally. Before joining Bloomberg in October 2009, Mr. Betteridge spent eight years with Fortis – most recently as Director of Secondary Loans – where he managed the team responsible for all secondary loan activity and investor relationships in Europe, Middle East and Asia. Prior to that, Mr Betteridge held a variety of positions at NatWest, within the firm’s Structured Finance division. Mr Betteridge holds a Bachelor’s degree in Business Economics from Cardiff University
Ryan K. Brist is Head of Global Investment-Grade Credit and Portfolio Manager at Western Asset. He has more than 25 years of experience in finance. Before joining the Firm in 2009, he served as Chief Investment Officer and Portfolio Manager at Logan Circle Partners, LP, and Co-Chief Investment Officer and Senior Portfolio Manager at Delaware Investment Advisors. Previously, he was Vice President of Corporate Bond Trading at Conseco Capital Management and an Analyst in Corporate Finance at Dean Witter Reynolds in the Retail Products Group.
Mr. Brist, who holds the CFA designation, holds a Bachelor of Science degree in Finance from Indiana University.
Brent Forsland is a BVAL Product Manager. He joined Bloomberg in 2007 and has 15 years of experience the financial markets. Prior to Bloomberg, Mr. Forsland worked at Garban Inter-Capital focused on securitized products and at Citigroup Asset Management as Associate Investment Director.
Nick joined Bloomberg in August 2016 and was previously a MD at Barclays.
Ira Jersey is the Chief U.S. Interest Rate Strategist at Bloomberg Intelligence, a division of Bloomberg LP, and is based in Princeton, NJ. He provides both top-down and bottom-up perspectives on U.S. Treasury and related derivative markets including the impact of the Federal Reserve, Congressional policy and budgets, and issuance. He regularly appears on Bloomberg TV and radio. His work can be found at BI RATES on the Bloomberg Terminal.
Prior to joining Bloomberg Intelligence, Ira was a Strategist for the taxable fixed income teams at Oppenheimer Funds. He spent more than decade in fixed income research at Credit Suisse Securities and RBC Capital Markets most recently as the Head of U.S. Interest Rate Strategy at Credit Suisse. Early in his career he held positions at Morgan Stanley Dean Witter and The Vanguard Group.
Ira is an amateur historian on colonial American history. Given this passion Ira is on the Board of Trustees of the Crossroads of the American Revolution National Heritage Area, President of the Princeton/Cranbury Chapter of the Sons of the American Revolution, and is also a member of the Association of Blauvelt Descendants, the Holland Society of New York, and the Sons of the Revolution.
Mr. Kiesel is CIO Global Credit and a managing director in the Newport Beach office. He is a member of the Investment Committee, a generalist portfolio manager and the global head of corporate bond portfolio management, with oversight for the firm’s investment grade, high yield, bank loan, municipal and insurance business as well as credit research and PIMCO's actively managed equity business. Morningstar named him Fixed-Income Fund Manager of the Year in 2012 and a finalist in both 2010 and 2017. He has written extensively on the topic of global credit markets, founded the firm’s Global Credit Perspectives publication and regularly appears in the financial media. He joined PIMCO in 1996 and previously served as PIMCO's global head of investment grade corporate bonds and as a senior credit analyst.
Mr. Kiesel has 25 years of investment experience and holds an MBA from the University of Chicago's Graduate School of Business. He received his undergraduate degree from the University of Michigan.
Dr. Lindeman has 20-plus years' experience in the financial industry building fixed income models for desktop, enterprise and industry-wide use. In the early 2000's he focused on building modeling libraries the rates and foreign exchange markets at Morgan Stanley, including models for accurately and efficiently calibrating the Libor/OIS and tenor bases. Starting in 2010, Dr. Lindeman has concentrated on the credit markets as he joined Benchmark Solutions to lead the production model build and backtesting efforts of learning mids from Trace and other market data. Following the acquisition into Bloomberg, he has continued to specialize in online learning from fixed income data streams.
Evan MacMillan is founder and CEO of speech software company Gridspace. Evan has been an entrepreneur most of his life. Previously, he co-founded Zappedy, a payments technology company that was backed by Eric Schmidt's venture fund and acquired by Groupon. Evan's patents include an HCI invention and a bank infrastructure capability. He has an engineering bachelor's from Stanford in Product Design.
James McHugh is an Assistant Portfolio Manager at Vanguard, where he co-heads the Global Investment Grade Natural Resources Team. Mr. McHugh joined Vanguard in June of 1999 and has worked in the Fixed Income Portfolio Management Group since 2002.
Mr. McHugh currently trades for and manages portions of Vanguard’s actively managed corporate bond funds; totaling more than $125 billion in assets. Aside from trading, Mr. McHugh’s responsibilities on the Natural Resources Team include overseeing and coordinating the investment process. Relevant sectors include Basics, Energy, and Utilities.
In his free time, Mr. McHugh participates on various local community boards focused on education and athletics. He has coached Little League baseball and softball since 2012.
Mr. McHugh holds a Bachelor’s of Science in Finance from Millersville University and an MBA from Saint Joseph’s University. He is also a Chartered Financial Analyst (CFA) and has more than 16 years of investment experience
Ms. Milner is a Managing Director, Co-Portfolio Manager and Head of Research in the Ares Credit Group, where she focuses on U.S. credit. She additionally serves as a member of the Ares Credit Group’s Global Liquid Credit Investment Committee. Prior to joining Ares in 2004, Ms. Milner was an Associate in the Financial Restructuring Group at Houlihan Lokey Howard & Zukin, where she focused on providing advisory services in connection with restructurings, distressed mergers and acquisitions and private placements. Ms. Milner holds a B.B.A., with distinction, from Emory University’s Goizueta Business School in Finance and Accounting.
Damian Sassower is the senior emerging markets fixed income strategist for Bloomberg Intelligence, a unique research platform that provides context on industries, companies, and government policy, available on the Bloomberg Professional service at BI EMFI . Mr. Sassower specializes in sovereign and corporate credit, both hard and local currency.
Prior to joining Bloomberg, Mr. Sassower was a managing director at Altree Financial, where he oversaw institutional emerging market credit and equity fund management as a member of the investment committee. Mr. Sassower has nearly two decades of investment experience having held various buy- and sell-side positions at Citigroup, Lehman Brothers and Goldman Sachs.
Mr. Sassower earned his MBA in finance from The Leonard N. Stern School of Business at New York University and BA in economics from Vanderbilt University.
Mr. Yovanovic joined the firm in 2000 and is Managing Director and Portfolio Manager, leading the team responsible for management of high yield bond portfolios. Mr. Yovanovic became Portfolio Manager of High Yield for the firm in 2005. Prior to 2005, he held positions as a senior research analyst and as head of AIG’s high yield trading desk; while in investment research, he served as the energy/utilities group head. Previously, Mr. Yovanovic was a senior research analyst and trader at Mentor Investment Advisors, a division of Wachovia Corporation. Mr. Yovanovic started his career in equity research at VanKampen Funds, where he subsequently moved into high yield research and trading. He received a BBA from the University of Houston and is a CFA charterholder.
James Cham is a venture capital investor with Bloomberg Beta, a firm focused on investing in the future of work. James invests in companies working on applying machine intelligence to businesses and society. He’s currently invested in companies like Orbital Insight (satellite imaging), Primer (analyst tools), Domino Data Labs (AI model management), and AppZen (expense management). James speaks and writes on the implications of AI for companies, including a landscape of machine intelligence companies (https://t.co/jnBX6Wdr5R). In the past, he's been involved in investments with companies like LifeLock, LinkedIn, Twilio, DropCam (now Nest), and Skybox Imaging. James was a software developer and management consultant before he started investing. James lives in Palo Alto.
He was previously an investor at Bessemer Venture Partners and Trinity, a management consultant at The Boston Consulting Group, and a software developer. He went to Harvard and MIT.
Erik Schatzker hosts conversations with the world's most powerful, interesting and influential executives, investors, financiers and policymakers for Bloomberg Television. His recent interviews include Bridgewater's Ray Dalio, SEC Chair Mary Jo White and Barclays CEO Jes Staley.
Schatzker has a deep background in business news and years of experience covering many of the most demanding topics in finance and the biggest stories on Wall Street, from the dot-com bubble to the subprime-mortgage meltdown to the rise of hedge fund activism. Over two decades his assignments in pursuit of original reporting have taken him from anti-government protests in Athens to Western Australia's offshore gas fields.
The same interviewing skills that Schatzker puts to work on camera have made him an in-demand moderator at events ranging from the World Economic Forum in Davos, Switzerland, to the Milken Global Conference in Los Angeles. At Bloomberg, Schatzker also co-chairs the Markets Most Influential Summit, an annual conference that brings together the top newsmakers in finance.
Prior to joining Bloomberg Television in 2007, Schatzker led Bloomberg's print coverage of financial services in the Americas. He began his career with the South Pacific Mail in Santiago, Chile, and served as a correspondent in Santiago and Toronto for Knight-Ridder Financial/Bridge News before starting with Bloomberg as a technology reporter in 1998. Schatzker's past positions with Bloomberg include Toronto Bureau Chief and Senior Writer for Bloomberg Markets magazine.
Schatzker earned a bachelor's degree in history from the University of Toronto. He's based in New York City.
In the world of corporate debt, the bank loan markets continue to be one of the most opaque markets in the world. Despite the difficulty in accessing information in the bank loan markets, Bloomberg continues to grow the amount of data available and build tools to find opportunities. In addition to data, Bloomberg has also begun to add tools oriented to linking analysts and PM's together making surveillance, communication and decision making on credits more fluid.
Make your investment and research process richer and more efficient by integrating your proprietary research and data with Bloomberg's powerful analysis, trading, and collaboration tools. Learn how to capture your internal research from platforms such as Microsoft Outlook, Word and Excel and leverage it against your ideas.
Secondary trading in the muni bond market has evolved from largely a rates based market a decade ago to more of a credit market akin to the corporate bonds. Bloomberg has completed a tremendous amount of new analytical development allowing muni users to more effectively evaluate muni bonds and conduct thorough relative value analysis.
Bloomberg's award winning Evaluated Pricing Service (BVAL) continues to raise the bar for pricing transparency and quality in the fixed income valuation market. This session will cover enhancements to current BVAL valuations, review the major coverage expansion in to new asset classes, and explore the continued convergence of valuations and liquidity assessment.
The Agency MBS market is a highly sophisticated market that requires advanced models and analytics. As part of the acquisition of BRAIS (Barclays Risk Analytics and Index Solutions), Bloomberg acquired the Barclays agency MBS prepayment model along with the research team that developed and supports the model. Bloomberg is proud to introduce to the market the newly branded BAM (Bloomberg Agency MBS Prepayment Model) and demonstrate the new functionality that will assist in trading and risk management in the Agency MBS Market.
Harness Bloomberg's fixed income relative value tools, which integrate current and historical bond pricing, issuer fundamentals, index analytics, and liquidity data, to evaluate relative value opportunities in the corporate bond market.
Determining the value of new issue muni bonds has been a difficult and time consuming process. With the release of Bloomberg’s AAA Callable Benchmark Curve the process has become much more transparent. Bloomberg’s New Issue Calendars have been enhanced to capture spreads at issuance using the muni industry standard methodology. Municipal Bond Sector Curves that track muni bond credit spreads can be used to determine fair levels for pending bonds.
Bloomberg Liquidity Assessment (LQA) enables consistent management and reporting of liquidity risk across multi asset class portfolios. LQA's award winning approach is designed to deliver on global regulatory requirements and to
add value to risk management and investment processes. This session will focus on quantitatively evaluating market liquidity in context of SEC Rule 22e-4's Liquidity Risk Management Program, even for instruments with limited trading activity, and utilizing liquidity classifications for SEC form N-PORT.
Designed to bring additional liquidity and fungibility to the MBS TBA market, the Uniform Mortgage-Backed Security (UMBS) is a joint security that will be issued by Fannie Mae and Freddie Mac starting in 2019, under the direction of the Federal Housing Finance Agency's (FHFA) Single Security Initiative. This track will discuss possible actions market participants should consider taking to ensure a smooth transition to TBA trading and management of the new securities.
Learn about our new issue workflow solution for credit markets. NIMY , or My New Issue Monitor, captures announcements directly from your messages to let you easily track new issues with speed and transparency. This session will showcase our end-to-end new issue workflow for collaboration across your firm, including analyzing post-issue performance.
Learn how to Access Bloomberg Barclays Indices on and off the Terminal. We will demonstrate how to access data and reports including historical performance since inception, index contents, aggregated analytics and index publications for these benchmarks. As well as in-depth, customizable workflows to make sure you are in-tune with the indices every day.
Total Return Swaps on the Bloomberg Barclays Indices (BTRS) are a key tool for corporate bond managers to create exposure to the market leading fixed income benchmarks and the underlying cash markets. BTRS are experiencing a new level of transparency and sponsorship in 2018, expanding your options. Session will include overview of substantial changes to Investment Grade and High Yield Credit trading via Bloomberg's list trading platform (BOLT) and ET for single-names and index.