iShares CMBS ETF (CMBS)

52.87 +0.97  +1.87% NYSE Arca Mar 30, 16:12 Delayed 2m USD
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Key Stats

Net Asset Value 51.60
Discount or Premium to NAV 0.58%
Turnover Ratio 21.00%
1 Year Fund Level Flows 98.25M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -4.61% -5.00% -1.90% 95
3M -1.44% -1.74% 0.70% 88
6M -1.43% -2.01% 1.10% 92
YTD -1.25% -1.63% 0.85% 88
1Y 2.96% 2.63% 5.92% 93
3Y 3.13% 2.92% 3.65% 82
5Y 2.46% 2.38% 2.62% 71
10Y -- -- 3.45% --
15Y -- -- 3.96% --
20Y -- -- 4.56% --
As of March 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.61% 0.63% 0.02%
Stock 0.00% 0.00% 0.00%
Bond 99.39% 99.39% 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 March 26, 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 March 26, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

CMBS Bond Exposure

Government 0.00%
Corporate 0.63%
Securitized 98.73%
Municipal 0.00%
Cash 0.63%
Derivative 0.00%
As of March 26, 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%
Not Rated 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 0.00%
183 to 364 Days 0.00%
1 to 3 Years 5.45%
3 to 5 Years 6.30%
5 to 7 Years 9.74%
7 to 10 Years 18.06%
10 to 15 Years 2.23%
15 to 20 Years 0.00%
20 to 30 Years 32.81%
Over 30 Years 25.41%
As of March 26, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Federal Home Loan Mortgage Corporation 2.65% 0.95% -- --
-- Federal National Mortgage Association 3.3% 0.82% -- --
-- FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.24% 0.72% -- --
-- Federal National Mortgage Association 3.06% 0.68% -- --
-- FHLMC Pc Prepay Prm 30 3.3% 0.65% -- --
-- Federal Home Loan Mortgage Corporation 4.06% 0.59% -- --
-- Federal Home Loan Mortgage Corporation 3.31% 0.59% -- --
-- Federal National Mortgage Association 3.56% 0.59% -- --
-- Federal Home Loan Mortgage Corporation 3.69% 0.58% -- --
-- FHLMC Pc Prepay Prm 30 3.3% 0.56% -- --
As of March 26, 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 8.05 yrs
Scott Radell 8.05 yrs

Net Fund Flows

1M 18.81M
3M 32.18M
6M 61.46M
YTD 32.18M
1Y 98.25M
3Y 211.37M
5Y 312.35M
10Y --
As of Feb. 29, 2020

Risk Info

Beta (5Y) 0.9492
Max Drawdown (All) 4.94%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.9399
30-Day Rolling Volatility 27.99%
Daily Value at Risk (VaR) 1% (All) 0.70%
Monthly Value at Risk (VaR) 1% (All) 1.98%

Fundamentals

Dividend Yield TTM (3-30-20) 2.74%
30-Day SEC Yield (3-27-20) 2.64%
7-Day SEC Yield --
Current Yield 3.07%
Yield to Maturity 2.43%
Effective Duration 5.124
Average Coupon 3.45%
Average Credit Score 2.00 (AAA)
Average Price 102.33
Number of Holdings 529
As of March 26, 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 2/28/2020
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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