Fixed income

The iShares 20+ Year Treasury Bond ETF took in close to $2 billion in September, putting it on track for its second most monthly inflows ever.

No one’s talking about the latest Treasury market selloff because it’s tough to find the negative ramifications across other asset classes.

The bond market’s demise has been predicted so many times in recent years that it's hard to keep track. And while returns have been subdued, it's been nothing remotely close to the apocalypse scenario outlined by the bears.

The longest bull run in American history makes this environment an opportune one to cash out equity positions.

Forget bond ladders. Laddering defined-maturity exchange traded funds may be a safer fixed-income strategy for clients.

To fill the gap, they are looking at the existing debt market with fresh eyes, tapping into potentially overlooked asset classes.

When the financial clouds are gathering, your clients have preparations to make. Top of the list: reduce risk.

Data reported by the Investment Company Institute.

The shift in strategy comes as central banks move away from policies that have buttressed markets since the financial crisis.

The pool of money will primarily buy investments from so-called side pockets of illiquid stocks created before 2008.

AllianceBernstein’s Gershon Distenfeld is sounding the alarm bell on a strategy that’s grown increasingly popular with some of the world’s biggest bond funds.

The fund’s portfolio management team began dumping exposure to the social media giant in light of the Cambridge Analytica scandal.

These funds emerged as investors sought yield amid an otherwise low-interest rate environment. As rates normalize, does this approach still have a purpose?

With stock selection pegged to 10-year Treasury sensitivity, can these ETFs work when short-term rates rise?

Muted core inflation increases and relentless haven flows have kept a lid on longer-dated developed-market yields.