iShares Treasury Floating Rate Bond ETF (TFLO)

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50.24 -0.01  -0.02% NYSE Arca Sep 18, 15:59 Delayed 2m USD
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Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.18% 0.16% -0.34% 7
3M 0.47% 0.46% 0.52% 61
6M 0.99% 1.03% 1.96% 93
YTD 1.47% 1.51% 2.61% 95
1Y 2.10% 2.10% 3.73% 91
3Y 1.46% 1.46% 1.16% 25
5Y 0.93% 0.95% 1.09% 69
10Y -- -- 1.26% --
15Y -- -- 2.20% --
20Y -- -- 3.07% --
As of Sept. 17, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.80% 0.80% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 99.20% 99.20% 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 Sept. 16, 2019

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 Sept. 16, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

TFLO Bond Exposure

Government 99.20%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 0.80%
Derivative 0.00%
As of Sept. 16, 2019

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%
As of Feb. 28, 2019

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 3.31%
183 to 364 Days 31.19%
1 to 3 Years 65.50%
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 Sept. 16, 2019
View More Holdings

Top 8 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 2.04% 38.74% -- --
-- United States Treasury Notes 1.97% 20.97% -- --
-- United States Treasury Notes 1.97% 11.32% -- --
-- United States Treasury Notes 1.96% 9.97% -- --
-- United States Treasury Notes 2.07% 8.90% -- --
-- United States Treasury Notes 2.15% 6.02% -- --
-- United States Treasury Notes 1.93% 3.28% -- --
-- United States Treasury Notes 1.98% 0.66% -- --
As of Sept. 16, 2019
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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
Equity Style --
Fixed Income Style --
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 5.40 yrs
Scott Radell 5.40 yrs

Net Fund Flows

1M -15.08M
3M -30.16M
6M -40.21M
YTD 20.06M
1Y 371.92M
3Y 547.72M
5Y 557.74M
10Y --
As of Aug. 31, 2019

Risk Info

Beta (5Y) 0.0026
Max Drawdown (All) 5.02%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -1.539
30-Day Rolling Volatility 0.30%
Daily Value at Risk (VaR) 1% (All) 0.20%
Monthly Value at Risk (VaR) 1% (All) 0.34%

Fundamentals

Dividend Yield TTM (9-18-19) 2.12%
30-Day SEC Yield (9-16-19) 2.00%
7-Day SEC Yield --
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon 2.01%
Average Credit Score --
Average Price 99.89
Number of Holdings 10
As of Sept. 16, 2019

Comparables

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Attributes

Key Dates
Inception Date 2/4/2014
Termination Date
Last Annual Report Date 10/31/2018
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

Excel Add-In Codes

  • Name: =YCI("TFLO","name")
  • Broad Asset Class: =YCI("TFLO", "broad_asset_class")
  • Broad Category: =YCI("TFLO", "broad_category_group")
  • Prospectus Objective: =YCI("TFLO", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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