iShares GNMA Bond ETF (GNMA)

51.66 +0.11  +0.22% NASDAQ Apr 6, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 51.51
Discount or Premium to NAV 0.30%
Turnover Ratio 529.0%
1 Year Fund Level Flows 82.64M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.96% 1.57% 1.09% 34
3M 3.34% 3.16% 4.05% 63
6M 3.72% 3.46% 3.86% 63
YTD 3.50% 3.32% 4.48% 64
1Y 7.60% 7.25% 8.87% 64
3Y 3.74% 3.62% 3.83% 58
5Y 2.60% 2.54% 2.50% 49
10Y -- -- 2.95% --
15Y -- -- 3.59% --
20Y -- -- 4.31% --
As of April 6, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 17.53% 31.51% 13.98%
Stock 0.00% 0.00% 0.00%
Bond 82.47% 82.47% 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 April 3, 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 April 3, 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 72.35%
Municipal 0.00%
Cash 27.65%
Derivative 0.00%
As of April 3, 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%
Not Rated 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 0.03%
10 to 15 Years 1.06%
15 to 20 Years 0.19%
20 to 30 Years 98.70%
Over 30 Years 0.00%
As of April 3, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Gnma2 30yr 2019 Production 16.99% -- --
-- Gnma2 30yr 2019 Production 8.05% -- --
-- Gnma2 30yr 2016 Production 7.54% -- --
-- Gnma2 30yr 2016 Production 6.39% -- --
-- Government National Mortgage Association 3% 6.33% -- --
-- Gnma2 30yr 2017 Production 6.20% -- --
-- Government National Mortgage Association 3.5% 4.60% -- --
-- Gnma2 30yr 2015 Production 3.61% -- --
-- Gnma2 30yr 2019 Production 3.36% -- --
-- Gnma2 30yr 2017 Production 3.13% -- --
As of April 3, 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 MBS 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 8.13 yrs
Scott Radell 8.13 yrs

Net Fund Flows

1M -4.976M
3M 2.564M
6M 27.64M
YTD 2.564M
1Y 82.64M
3Y 28.13M
5Y 147.14M
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) 0.5299
Max Drawdown (All) 9.58%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.2221
30-Day Rolling Volatility 8.51%
Daily Value at Risk (VaR) 1% (All) 0.92%
Monthly Value at Risk (VaR) 1% (All) 2.15%

Fundamentals

Dividend Yield TTM (4-6-20) 2.38%
30-Day SEC Yield (4-3-20) 2.36%
7-Day SEC Yield --
Current Yield 3.51%
Yield to Maturity 2.47%
Effective Duration 2.605
Average Coupon 3.57%
Average Credit Score 1.00 (AAA)
Average Price 106.82
Number of Holdings 90
As of April 3, 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 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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