iShares CMBS ETF (CMBS)

53.19 -0.11  -0.21% NYSE Arca Jan 17, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 53.06
Discount or Premium to NAV 0.25%
Turnover Ratio 21.00%
1 Year Fund Level Flows 78.66M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.72% 0.82% 0.60% 3
3M 0.54% 0.58% 0.88% 89
6M 2.45% 2.09% 2.71% 86
YTD 0.76% 0.70% 0.53% 10
1Y 8.81% 8.69% 8.56% 63
3Y 3.80% 3.70% 3.56% 47
5Y 2.95% 2.90% 2.58% 28
10Y -- -- 3.46% --
15Y -- -- 3.86% --
20Y -- -- 4.65% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.44% 0.44% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 99.56% 99.56% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 17, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Jan. 17, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

CMBS Bond Exposure

Government 0.00%
Corporate 0.52%
Securitized 99.04%
Municipal 0.00%
Cash 0.44%
Derivative 0.00%
As of Jan. 17, 2020

CMBS Bond Credit Quality Exposure

AAA 90.68%
AA 6.33%
A 2.74%
BBB 0.25%
BB 0.00%
B 0.00%
Below B 0.00%
As of Dec. 31, 2019

CMBS Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.01%
183 to 364 Days 0.00%
1 to 3 Years 3.64%
3 to 5 Years 7.26%
5 to 7 Years 9.96%
7 to 10 Years 17.54%
10 to 15 Years 1.95%
15 to 20 Years 0.00%
20 to 30 Years 32.80%
Over 30 Years 26.84%
As of Jan. 17, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Federal Home Loan Mortgage Corporation 2.65% 1.09% -- --
-- FHLMC Pc Prepay Prm 30 3.56% 0.68% -- --
-- FHLMC Pc Prepay Prm 30 3.43% 0.66% -- --
-- FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.24% 0.65% -- --
-- FHLMC Pc Prepay Prm 30 3.3% 0.59% -- --
-- Benchmark 2018-B6 Mortgage Trust 4.26% 0.54% -- --
-- Federal Home Loan Mortgage Corporation 3.31% 0.53% -- --
-- Federal Home Loan Mortgage Corporation 4.06% 0.53% -- --
-- BENCHMARK MORTGAGE TRUST 4.02% 0.53% -- --
-- Federal Home Loan Mortgage Corporation 3.9% 0.52% -- --
As of Jan. 17, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the Bloomberg Barclays U.S. CMBS (ERISA Only) Index. The index measures the performance of investment-grade commercial mortgage-backed securities ("CMBS"), which are classes of securities (known as "certificates") that represent interests in "pools" of commercial mortgages. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Moderate Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Intermediate Core Bond
Prospectus Objective Growth
Fund Owner Firm Name iShares
Benchmark Index
BBgBarc CMBS ERISA Eligible TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 7.88 yrs
Scott Radell 7.88 yrs

Net Fund Flows

1M 0.00
3M 23.94M
6M 39.93M
YTD 78.66M
1Y 78.66M
3Y 186.86M
5Y 282.76M
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.9707
Max Drawdown (All) 4.94%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.6291
30-Day Rolling Volatility 3.43%
Daily Value at Risk (VaR) 1% (All) 0.71%
Monthly Value at Risk (VaR) 1% (All) 1.98%

Fundamentals

Dividend Yield TTM (1-17-20) 2.72%
30-Day SEC Yield (1-17-20) 2.72%
7-Day SEC Yield --
Current Yield 3.21%
Yield to Maturity 2.43%
Effective Duration 5.124
Average Coupon 3.48%
Average Credit Score 2.00 (AAA)
Average Price 106.05
Number of Holdings 540
As of Jan. 17, 2020

Comparables

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Attributes

Key Dates
Inception Date 2/14/2012
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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