iShares Floating Rate Bond ETF (FLOT)
51.02
+0.01 +0.02%
BATS
Jan 17, 20:00
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.20% |
| Total Assets Under Management | 9.735B |
| Share Class Assets Under Management | 9.735B |
| 30-Day Average Daily Volume | 1.086M |
| 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% | -- |
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% |
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% |
FLOT Bond Exposure
| Government | 13.21% |
| Corporate | 78.90% |
| Securitized | 0.00% |
| Municipal | 0.00% |
| Cash | 7.89% |
| Derivative | 0.00% |
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% |
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% |
View More Holdings
As of Jan. 17, 2020
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% | -- | -- |
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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 | -- |
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 |
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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