Insight

Credit Spreads and Defensive Positioning

How we evaluate whether current spread levels justify incremental risk in income portfolios.

Bluestone Investment Team Portfolio Management & Allocation

As of late January 2026. Credit spreads are informative only when read with liquidity, refinancing pressure, and earnings durability, not as a standalone valuation score.

Absolute vs Relative Value

Tight spreads can still offer value if default expectations are overstated. Wide spreads can still be expensive when fundamentals are deteriorating. The useful question is rarely “are spreads tight?” It is “are we being paid for the specific risks we would be adding?”

Indicators We Monitor

  • Refinancing calendar concentration over the next 12–24 months
  • Interest coverage trajectories by rating cohort and sector
  • Sector-level margin pressure and issuer-level free-cash-flow quality
  • Liquidity depth in stressed sessions (dealer willingness, fund flows, and bid-ask behavior)

Portfolio Implication

Defensive positioning does not mean abandoning income opportunities. It means sizing exposure to where compensation is clear, preserving dry powder when repricing begins, and avoiding crowded carry that depends on stable funding conditions.

Decision Checklist

  1. What risk am I adding: credit, liquidity, or both?
  2. What would force an exit before the thesis plays out?
  3. Does the position still work if spreads widen while rates stay sticky?

Educational commentary only. Not investment advice or a recommendation regarding any security.

Discuss This Theme With the Team

Contact us if you want to walk through how this observation may relate to your mandate.

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