iShares Treasury Floating Rate Bond ETF (TFLO)

50.30 -0.01  -0.01% NYSE Arca May 27, 11:29 Delayed 2m USD
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Key Stats

Net Asset Value 50.29
Discount or Premium to NAV 0.03%
Turnover Ratio 20.00%
1 Year Fund Level Flows -65.35M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.02% 0.01% 0.20% 83
3M 0.10% 0.10% 1.85% 98
6M 0.61% 0.59% 2.72% 93
YTD 0.45% 0.43% 2.63% 94
1Y 1.56% 1.54% 4.51% 98
3Y 1.67% 1.66% 2.33% 83
5Y 1.10% 1.15% 1.61% 79
10Y -- -- 1.42% --
15Y -- -- 2.44% --
20Y -- -- 3.18% --
As of May 26, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 16.87% 16.87% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 83.13% 83.13% 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 May 22, 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 May 22, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

TFLO Bond Exposure

Government 83.13%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 16.87%
Derivative 0.00%
As of May 22, 2020

TFLO 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

TFLO 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 13.59%
183 to 364 Days 57.21%
1 to 3 Years 29.20%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
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 May 22, 2020
View More Holdings

Top 6 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 0.25% 38.67% -- --
-- United States Treasury Notes 0.43% 18.26% -- --
-- United States Treasury Notes 0.17% 12.86% -- --
-- United States Treasury Notes 0.18% 11.30% -- --
-- United States Treasury Notes 0.27% 8.88% -- --
-- United States Treasury Notes 0.35% 6.01% -- --
As of May 22, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the Bloomberg Barclays U.S. Treasury Floating Rate Index, which is composed of U.S. Treasury floating rate bonds. 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. The underlying index is a market capitalization-weighted index that measures the performance of floating rate public obligations of the U.S. Treasury.
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 Short Government
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name iShares
Benchmark Index
BBgBarc US Trsy Floating Rate TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 6.16 yrs
Scott Radell 6.16 yrs

Net Fund Flows

1M -45.25M
3M 85.42M
6M 30.12M
YTD 65.30M
1Y -65.35M
3Y 507.53M
5Y 527.59M
10Y --
As of April 30, 2020

Risk Info

Beta (5Y) 0.0044
Max Drawdown (All) 5.02%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.695
30-Day Rolling Volatility 0.44%
Daily Value at Risk (VaR) 1% (All) 0.20%
Monthly Value at Risk (VaR) 1% (All) 0.33%

Fundamentals

Dividend Yield TTM (5-27-20) 1.65%
30-Day SEC Yield (5-26-20) 0.01%
7-Day SEC Yield --
Current Yield --
Yield to Maturity 0.27%
Effective Duration 0.0121
Average Coupon 0.29%
Average Credit Score 1.00 (AAA)
Average Price 100.15
Number of Holdings 8
As of May 22, 2020

Comparables

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Attributes

Key Dates
Inception Date 2/4/2014
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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