iShares MBS ETF (MBB)

110.61 -0.14  -0.13% NASDAQ Aug 5, 20:00 USD
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Key Stats

Net Asset Value 110.64
Discount or Premium to NAV -0.03%
Turnover Ratio 253.0%
1 Year Fund Level Flows 2.913B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.10% 0.21% 0.57% 71
3M 0.29% 0.29% 0.82% 75
6M 3.14% 3.11% 4.66% 71
YTD 3.80% 3.79% 5.89% 71
1Y 4.87% 4.90% 6.64% 66
3Y 3.72% 3.75% 3.96% 52
5Y 3.04% 3.05% 2.92% 42
10Y 2.75% 2.75% 2.70% 55
15Y -- -- 3.62% --
20Y -- -- 4.27% --
As of Aug. 5, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 9.26% 27.31% 18.05%
Stock 0.00% 0.00% 0.00%
Bond 90.74% 90.74% 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 Aug. 4, 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 Aug. 4, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

MBB Bond Exposure

Government 0.03%
Corporate 0.00%
Securitized 76.84%
Municipal 0.00%
Cash 23.13%
Derivative 0.00%
As of Aug. 4, 2020

MBB 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 March 31, 2020

MBB 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 0.01%
3 to 5 Years 0.06%
5 to 7 Years 0.61%
7 to 10 Years 2.79%
10 to 15 Years 9.56%
15 to 20 Years 2.43%
20 to 30 Years 83.84%
Over 30 Years 0.70%
As of Aug. 4, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Federal National Mortgage Association 2.5% 5.22% -- --
-- Federal National Mortgage Association 3% 1.57% -- --
-- Government National Mortgage Association 3% 1.55% -- --
-- Federal National Mortgage Association 2.5% 1.47% -- --
-- Federal National Mortgage Association 3.5% 1.36% -- --
-- Federal National Mortgage Association 2.5% 1.12% -- --
-- Federal National Mortgage Association 2% 1.11% -- --
-- Government National Mortgage Association 3.5% 0.84% -- --
-- Fnma Pass-Thru I 3% 0.78% -- --
-- Federal Home Loan Mortgage Corporation 3% 0.76% -- --
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 U.S. MBS Index. The fund seeks to track the performance of the underlying index by investing at least 90% of its assets in the securities of the underlying index and in investments that provide substantially similar exposure to securities in the underlying index. The index measures the performance of investment-grade mortgage-backed pass-through securities ("MBS") issued or guaranteed by U.S. government agencies.
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 US MBS TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 9.09 yrs
Scott Radell 10.09 yrs

Net Fund Flows

1M 387.55M
3M 952.61M
6M -1.869B
YTD 158.62M
1Y 2.913B
3Y 10.47B
5Y 13.96B
10Y 19.15B
As of July 31, 2020

Risk Info

Beta (5Y) 0.5839
Max Drawdown (All) 4.81%
Historical Sharpe Ratio (10Y) 0.8991
Historical Sortino (All) 1.455
30-Day Rolling Volatility 1.15%
Daily Value at Risk (VaR) 1% (All) 0.60%
Monthly Value at Risk (VaR) 1% (All) 1.88%

Fundamentals

Dividend Yield TTM (8-5-20) 2.38%
30-Day SEC Yield (8-4-20) 1.75%
7-Day SEC Yield --
Current Yield 3.28%
Yield to Maturity 1.69%
Effective Duration 1.409
Average Coupon 3.50%
Average Credit Score 1.00 (AAA)
Average Price 107.66
Number of Holdings 5251
As of Aug. 4, 2020

Comparables

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Attributes

Key Dates
Inception Date 3/13/2007
Termination Date
Last Annual Report Date 2/29/2020
Last Prospectus Date 6/29/2020
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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