iShares Floating Rate Bond ETF (FLOT)

51.02 +0.01  +0.02% BATS Jan 17, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 51.00
Discount or Premium to NAV 0.04%
Turnover Ratio 23.00%
1 Year Fund Level Flows -1.664B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.29% 0.29% 0.25% 37
3M 0.75% 0.80% 0.62% 15
6M 1.53% 1.51% 1.26% 17
YTD 0.20% 0.20% 0.15% 33
1Y 3.70% 3.70% 3.05% 17
3Y 2.43% 2.43% 2.09% 21
5Y 1.82% 1.80% 1.59% 27
10Y -- -- 1.27% --
15Y -- -- 1.81% --
20Y -- -- 2.26% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 7.72% 7.90% 0.18%
Stock 0.00% 0.00% 0.00%
Bond 89.59% 89.59% 0.00%
Convertible 2.69% 2.69% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 17, 2020

Region Exposure

Americas 61.60%
North America 61.32%
Latin America 0.27%
Greater Europe 18.83%
United Kingdom 6.54%
Europe Developed 12.29%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 11.60%
Japan 4.74%
Australasia 4.47%
Asia Developed 2.05%
Asia Emerging 0.34%
Market Classification
% Developed Markets 91.41%
% Emerging Markets 8.59%
As of Jan. 17, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

FLOT Bond Exposure

Government 13.21%
Corporate 78.90%
Securitized 0.00%
Municipal 0.00%
Cash 7.89%
Derivative 0.00%
As of Jan. 17, 2020

FLOT Bond Credit Quality Exposure

AAA 15.36%
AA 18.64%
A 47.69%
BBB 18.30%
BB 0.00%
B 0.00%
Below B 0.00%
As of Dec. 31, 2019

FLOT 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 8.25%
183 to 364 Days 13.55%
1 to 3 Years 58.97%
3 to 5 Years 19.09%
5 to 7 Years 0.14%
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 Jan. 17, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 1.58% 2.29% -- --
-- Asian Development Bank 1.9% 0.83% -- --
-- AT&T Inc 3.07% 0.80% -- --
-- Morgan Stanley 3.15% 0.73% -- --
-- Morgan Stanley 2.88% 0.66% -- --
-- Inter-American Development Bank 2.03% 0.64% -- --
-- Goldman Sachs Group, Inc. 2.66% 0.63% -- --
-- Inter-American Development Bank 1.9% 0.63% -- --
-- International Finance Corporation 1.96% 0.60% -- --
-- Asian Development Bank 2.08% 0.55% -- --
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 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 8.55 yrs
Scott Radell 8.55 yrs

Net Fund Flows

1M -81.37M
3M -122.34M
6M -163.44M
YTD -1.664B
1Y -1.664B
3Y 5.745B
5Y 5.982B
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) -0.009
Max Drawdown (All) 2.64%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.6917
30-Day Rolling Volatility 0.54%
Daily Value at Risk (VaR) 1% (All) 0.22%
Monthly Value at Risk (VaR) 1% (All) 0.85%

Fundamentals

Dividend Yield TTM (1-17-20) 2.78%
30-Day SEC Yield (1-17-20) 2.06%
7-Day SEC Yield --
Current Yield --
Yield to Maturity 2.31%
Effective Duration 0.1295
Average Coupon 2.58%
Average Credit Score 7.00 (A)
Average Price 100.97
Number of Holdings 646
As of Jan. 17, 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 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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