FIBR iShares U.S. Fixed Inc Bal Rsk Fac ETF
Bloomberg FI Balanced Risk+ (Int) TR USD

NAV as of 17-May-2022

87.0844

4 Week: 98.50 - 99.56

52 Week: 96.78 - 99.95

Latest Closing Price

87.08

Premium / Discount

-0.12

Expense Ratio

0.25%

Investment Objective

The investment seeks to track the investment results of the Bloomberg U.S. Fixed Income Balanced Risk Index. The underlying index measures the performance of the corporate and mortgage portion of the Bloomberg U.S. Universal Index while targeting an equal allocation between interest rate and credit spread risk. The fund will invest at least 80% of its assets in the component securities of the underlying index and TBA transactions that have economic characteristics that are substantially identical to the economic characteristics of the component securities of the underlying index.

Main Fund Characteristics

Fund Manager:
iShares
Asset Under Management:
122,323,915
Launch Date:
23/02/2015
Asset Class:
Fixed Income
Replication Method:
Physical-Sample
Number of Holdings:
745
Trading Currency:
USD
Style:
Long Term Medium Quality
Region/Sector/Strategy:
N.A / N.A / Intermediate Term
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD2.290.000.00
1 Day0.000.000.00
1 Week0.060.000.00
1 Month0.940.000.00
3 Months2.350.000.00
6 Months1.930.000.00
1 Year-0.770.000.00
2 Years0.000.000.00
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00005.31763.8454-1.015310.35383.2140-0.9299
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.000014.000068.000066.000018.000097.000057.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
01/05/202205/05/20220.2031
31/03/202206/04/20220.1754
28/02/202206/03/20220.1620
31/01/202206/02/20220.1484
15/12/202121/12/20210.0829
30/11/202106/12/20210.1320
31/10/202104/11/20210.1417
30/09/202106/10/20210.1541
31/08/202107/09/20210.1533
01/08/202105/08/20210.1690

Portfolio Data

Total Number of Holdings: 745

Number of Bond Holdings: 696

Number of Equity Holdings: 0

Total Market Value: 122,323,915

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Federal National Mortgage Association 3.5%4.84415,275,000975,0005,590,096
2Federal National Mortgage Association 2%4.53155,171,0002,221,0005,229,392
3Fhlmc 30yr Umbs4.07854,644,6544,644,6544,706,662
4Fnma Pass-Thru I 2.5%2.85973,169,4723,169,4723,300,169

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large0.03
Medium0.00
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

0.0000

Price/Book*

0.0000

Price/Sales*

0.0000

Price/Cash Flow*

0.0000

Dividend Yield*

0.0000

Growth Measures

Long-Term Earnings

0.0000

Historical Earnings

0.0000

Sales Growth

0.0000

Cash-Flow Growth

0.0000

Book-Value Growth

0.0000

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

696

Bond Statitics

DetailValue
Average Effective Duration8.24
Average Effective Maturity (Years)*7.93
Average Credit Quality1.00
Average Weighted Coupon*3.38
Average Weighted Price*95.57

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA75.02
AA0.28
A14.63
BBB14.05
BB12.70
B5.89
Below B0.53
Not Rated-23.10

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years15.05
3 to 5 Years21.67
5 to 7 Years11.15
7 to 10 Years14.03
10 to 15 Years3.90
15 to 20 Years0.00
20 to 30 Years36.49
Over 30 Years0.13
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.03
183 to 364 Days0.18

Data Source: Morningstar

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