iShares Floating Rate Bond ETF (FLOT)

50.67 +0.04  +0.08% BATS Aug 5, 20:00 USD
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Key Stats

Net Asset Value 50.61
Discount or Premium to NAV 0.12%
Turnover Ratio 23.00%
1 Year Fund Level Flows -3.846B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.31% 0.33% 0.25% 30
3M 1.80% 1.66% 1.49% 34
6M 0.10% 0.10% 0.49% 83
YTD 0.54% 0.46% 0.80% 80
1Y 1.83% 1.65% 1.76% 67
3Y 2.18% 2.16% 2.00% 44
5Y 1.82% 1.80% 1.69% 42
10Y -- -- 1.21% --
15Y -- -- 1.79% --
20Y -- -- 2.10% --
As of Aug. 5, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 12.40% 12.58% 0.18%
Stock 0.00% 0.00% 0.00%
Bond 83.80% 83.80% 0.00%
Convertible 3.80% 3.80% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Aug. 4, 2020

Region Exposure

Americas 57.47%
North America 57.47%
Latin America 0.00%
Greater Europe 20.79%
United Kingdom 7.67%
Europe Developed 13.12%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 13.66%
Japan 6.33%
Australasia 4.95%
Asia Developed 2.07%
Asia Emerging 0.32%
Market Classification
% Developed Markets 91.61%
% Emerging Markets 8.39%
As of Aug. 4, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

FLOT Bond Exposure

Government 10.43%
Corporate 77.01%
Securitized 0.00%
Municipal 0.00%
Cash 12.56%
Derivative 0.00%
As of Aug. 4, 2020

FLOT Bond Credit Quality Exposure

AAA 13.91%
AA 19.16%
A 49.94%
BBB 15.94%
BB 1.05%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of March 31, 2020

FLOT Bond Maturity Exposure

1 to 7 Days 0.05%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 5.62%
183 to 364 Days 21.65%
1 to 3 Years 56.45%
3 to 5 Years 16.23%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Aug. 4, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- AT&T Inc 1.5% 1.21% -- --
-- Asian Development Bank 0.32% 1.00% -- --
-- Inter-American Development Bank 0.47% 0.98% -- --
-- Pacific Gas and Electric Company 1.8% 0.87% -- --
-- Goldman Sachs Group, Inc. 1.11% 0.83% -- --
-- Standard Chartered plc 1.51% 0.72% -- --
-- U.S. Bank National Association 0.56% 0.70% -- --
-- European Bank For Reconstruction & Development 0.46% 0.70% -- --
-- International Finance Corporation 0.38% 0.69% -- --
-- Wells Fargo & Company 1.38% 0.66% -- --
As of Aug. 4, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the Bloomberg Barclays US Floating Rate Note < 5 Years Index (the "underlying index"), which measures the performance of U.S. dollar-denominated, investment-grade floating rate notes. 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, as well as in securities not included in the underlying index, but which BFA believes will help the fund track the underlying index.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Medium Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Ultrashort Bond
Prospectus Objective Worldwide Bond
Fund Owner Firm Name iShares
Benchmark Index
BBgBarc USFRN 5- Yr TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 9.14 yrs
Scott Radell 9.14 yrs

Net Fund Flows

1M -50.58M
3M -641.83M
6M -3.682B
YTD -3.784B
1Y -3.846B
3Y -227.32M
5Y 2.482B
10Y --
As of July 31, 2020

Risk Info

Beta (5Y) 0.1592
Max Drawdown (All) 13.54%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.0771
30-Day Rolling Volatility 0.82%
Daily Value at Risk (VaR) 1% (All) 0.26%
Monthly Value at Risk (VaR) 1% (All) 1.58%

Fundamentals

Dividend Yield TTM (8-5-20) 2.08%
30-Day SEC Yield (8-4-20) 0.75%
7-Day SEC Yield --
Current Yield --
Yield to Maturity 3.73%
Effective Duration 0.1021
Average Coupon 1.14%
Average Credit Score 7.00 (A)
Average Price 100.52
Number of Holdings 522
As of Aug. 4, 2020

Comparables

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Attributes

Key Dates
Inception Date 6/14/2011
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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