iShares GNMA Bond ETF (GNMA)

50.30 +0.00  +0.00% NASDAQ Jan 17, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 50.25
Discount or Premium to NAV 0.10%
Turnover Ratio 529.0%
1 Year Fund Level Flows 50.84M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.38% 0.30% 0.42% 85
3M 0.63% 0.61% 0.45% 27
6M 1.70% 1.56% 1.86% 79
YTD 0.18% 0.20% 0.39% 86
1Y 6.11% 5.85% 6.32% 70
3Y 2.74% 2.74% 2.62% 47
5Y 2.09% 2.11% 1.83% 27
10Y -- -- 2.62% --
15Y -- -- 3.32% --
20Y -- -- 4.25% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 34.50% 68.79% 34.30%
Stock 0.00% 0.00% 0.00%
Bond 65.50% 65.50% 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 Jan. 17, 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 Jan. 17, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

GNMA Bond Exposure

Government 0.00%
Corporate 0.00%
Securitized 48.78%
Municipal 0.00%
Cash 51.22%
Derivative 0.00%
As of Jan. 17, 2020

GNMA Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
As of Dec. 31, 2019

GNMA 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 0.00%
3 to 5 Years 0.01%
5 to 7 Years 0.02%
7 to 10 Years 0.05%
10 to 15 Years 1.43%
15 to 20 Years 0.25%
20 to 30 Years 98.25%
Over 30 Years 0.00%
As of Jan. 17, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Government National Mortgage Association 3% 12.88% -- --
-- Gnma2 30yr 2019 Production 12.17% -- --
-- Government National Mortgage Association 3.5% 8.55% -- --
-- Gnma2 30yr 2016 Production 8.10% -- --
-- Gnma2 30yr 2017 Production 6.86% -- --
-- Gnma2 30yr 2016 Production 4.45% -- --
-- Government National Mortgage Association 4% 3.69% -- --
-- Gnma2 30yr 2017 Production 3.28% -- --
-- Government National Mortgage Association 4% 2.91% -- --
-- Government National Mortgage Association 4.5% 2.88% -- --
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 U.S. GNMA Bond Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The underlying index includes fixed-rate mortgage pass-through securities issued by GNMA that have 30- or 15-year maturities. The index measures the performance of mortgage-backed pass-through securities issued by GNMA.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Intermediate Government
Prospectus Objective Government Bond - Mortgage
Fund Owner Firm Name iShares
Benchmark Index
BBgBarc GNMA TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 7.88 yrs
Scott Radell 7.88 yrs

Net Fund Flows

1M 17.54M
3M 25.08M
6M 67.70M
YTD 50.84M
1Y 50.84M
3Y 32.99M
5Y 154.66M
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.5828
Max Drawdown (All) 9.58%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.1026
30-Day Rolling Volatility 1.55%
Daily Value at Risk (VaR) 1% (All) 0.92%
Monthly Value at Risk (VaR) 1% (All) 2.17%

Fundamentals

Dividend Yield TTM (1-17-20) 2.61%
30-Day SEC Yield (1-17-20) 2.27%
7-Day SEC Yield --
Current Yield 3.66%
Yield to Maturity 2.47%
Effective Duration 2.605
Average Coupon 3.69%
Average Credit Score 1.00 (AAA)
Average Price 104.87
Number of Holdings 88
As of Jan. 17, 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 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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