iShares Fallen Angels USD Bond ETF (FALN)

26.70 +0.04  +0.15% NASDAQ Dec 10, 16:58 Delayed 2m USD
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Key Stats

Net Asset Value 26.58
Discount or Premium to NAV 0.19%
Turnover Ratio 29.00%
1 Year Fund Level Flows 76.77M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.47% 0.55% 0.49% 56
3M 0.72% 1.29% 1.00% 30
6M 4.81% 5.23% 3.48% 4
YTD 15.05% 14.40% 11.01% 8
1Y 12.70% 12.02% 9.13% 9
3Y 6.07% 6.23% 5.21% 9
5Y -- -- 4.43% --
10Y -- -- 6.49% --
15Y -- -- 5.89% --
20Y -- -- 5.87% --
As of Dec. 9, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.58% 1.38% 0.81%
Stock 0.81% 0.81% 0.00%
Bond 97.83% 97.83% 0.00%
Convertible 0.79% 0.79% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 6, 2019

Region Exposure

Americas 81.98%
North America 81.98%
Latin America 0.00%
Greater Europe 18.02%
United Kingdom 8.63%
Europe Developed 9.40%
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 Dec. 6, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

FALN Bond Exposure

Government 0.00%
Corporate 98.43%
Securitized 0.19%
Municipal 0.00%
Cash 1.38%
Derivative 0.00%
As of Dec. 6, 2019

FALN Bond Credit Quality Exposure

AAA 0.65%
AA 0.00%
A 0.00%
BBB 0.08%
BB 73.19%
B 16.95%
Below B 8.40%
As of Oct. 31, 2019

FALN 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 22.38%
3 to 5 Years 21.41%
5 to 7 Years 9.83%
7 to 10 Years 10.91%
10 to 15 Years 11.81%
15 to 20 Years 8.88%
20 to 30 Years 10.59%
Over 30 Years 4.19%
As of Dec. 6, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
ASSF Vodafone Group plc 7% 2.19% -- --
ASSF Intesa Sanpaolo S.p.A. 5.02% 1.99% -- --
ASSF Sprint Capital Corporation 6.88% 1.52% -- --
ASSF Deutsche Bank AG New York Branch 4.5% 1.42% -- --
ASSF Sprint Capital Corporation 8.75% 1.33% -- --
ASSF Dresdner Funding Trust I 8.15% 1.29% -- --
ASSF Deutsche Bank AG New York Branch 4.3% 1.27% -- --
ASSF Newell Brands Inc. 4.2% 1.22% -- --
ASSF Barclays PLC 4.84% 1.22% -- --
ASSF Barclays PLC 5.2% 1.21% -- --
As of Dec. 6, 2019
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the Bloomberg Barclays US High Yield Fallen Angel 3% Capped Index composed of U.S. dollar-denominated, high yield corporate bonds that were previously rated investment grade. The fund generally will invest at least 90% of its assets in the component securities of the index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The index is designed to reflect the performance of U.S. dollar denominated, high yield corporate bonds that were previously rated investment grade.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style Low Quality/Moderate Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name High Yield Bond
Prospectus Objective Corporate Bond - High Yield
Fund Owner Firm Name iShares
Benchmark Index
BBgBarc US HY F Angel 3% Capped TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 3.47 yrs
Scott Radell 3.47 yrs

Net Fund Flows

1M 5.307M
3M 31.87M
6M 53.04M
YTD 86.78M
1Y 76.77M
3Y 136.85M
5Y --
10Y --
As of Nov. 30, 2019

Risk Info

Beta (5Y) 0.251
Max Drawdown (All) 8.18%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.682
30-Day Rolling Volatility 2.87%
Daily Value at Risk (VaR) 1% (All) 0.99%
Monthly Value at Risk (VaR) 1% (All) 2.88%

Fundamentals

Dividend Yield TTM (12-10-19) 5.58%
30-Day SEC Yield (11-29-19) 5.48%
7-Day SEC Yield --
Current Yield 5.30%
Yield to Maturity 5.71%
Effective Duration 5.592
Average Coupon 5.68%
Average Credit Score 14.00 (BB)
Average Price 102.47
Number of Holdings 235
As of Dec. 6, 2019

Comparables

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Attributes

Key Dates
Inception Date 6/14/2016
Termination Date
Last Annual Report Date 10/31/2018
Last Prospectus Date 6/27/2019
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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