iShares Treasury Floating Rate Bond ETF (TFLO)
50.30
-0.01 -0.01%
NYSE Arca
May 27, 11:29
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.15% |
| Total Assets Under Management | 538.15M |
| Share Class Assets Under Management | 538.15M |
| 30-Day Average Daily Volume | 124285.1 |
| Net Asset Value | 50.29 |
| Discount or Premium to NAV | 0.03% |
| Turnover Ratio | 20.00% |
| 1 Year Fund Level Flows | -65.35M |
View All TFLO News
News
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WireHeadlineTime (ET)
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SA Breaking News06/07 08:54
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SA Breaking News01/09 05:37
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SA Breaking News11/07 04:55
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SA Breaking News10/18 14:34
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SA Breaking News10/09 05:15
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SA Breaking News10/02 03:58
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SA Breaking News08/24 04:40
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SA Breaking News08/15 11:52
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SA Breaking News07/24 05:57
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SA Breaking News07/18 14:00
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% | -- |
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% |
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% |
TFLO Bond Exposure
| Government | 83.13% |
| Corporate | 0.00% |
| Securitized | 0.00% |
| Municipal | 0.00% |
| Cash | 16.87% |
| Derivative | 0.00% |
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% |
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% |
View More Holdings
As of May 22, 2020
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% | -- | -- |
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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 | -- |
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 |
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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