TLTW
iShares 20+ Year Trs Bd Buywrt Stgy ETF
NAV as of
4 Week: 27.49 - 30.47
52 Week: 27.49 - 36.11
Latest Closing Price
28.42
Premium / Discount
0.09
Expense Ratio
0.35%
Investment Objective
The investment seeks to track the investment results of the Cboe TLT 2% OTM BuyWrite Index that reflects a strategy of holding the iShares 20+ Year Treasury Bond ETF while writing (selling) one-month call options to generate income. The fund will seek to write call options up to (but not exceeding) the full amount of shares of the underlying fund held in the fund (i.e., the short position in the call option is offset, or “covered,” by the long position the fund holds in shares of the underlying fund).
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -15.23 | 0.92 | -16.56 |
| 1 Day | -3.27 | 0.00 | 0.00 |
| 1 Week | -4.90 | 3.35 | -1.46 |
| 1 Month | -10.80 | 5.12 | -2.11 |
| 3 Months | -17.72 | 8.21 | -2.16 |
| 6 Months | -20.78 | 9.93 | -2.09 |
| 1 Year | -25.05 | 14.81 | -1.69 |
| 2 Years | 0.00 | 0.00 | 0.00 |
| 3 Years | 0.00 | 0.00 | 0.00 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 04/09/2023 | 10/09/2023 | 0.3325 |
| 04/07/2023 | 10/07/2023 | 0.5379 |
| 01/06/2023 | 07/06/2023 | 0.3506 |
| 01/05/2023 | 07/05/2023 | 0.5310 |
| 03/04/2023 | 09/04/2023 | 0.6476 |
| 01/03/2023 | 07/03/2023 | 0.3093 |
| 01/02/2023 | 07/02/2023 | 0.4645 |
| 22/12/2022 | 29/12/2022 | 0.5165 |
| 01/12/2022 | 07/12/2022 | 0.4868 |
| 01/11/2022 | 07/11/2022 | 0.6207 |
Portfolio Data
Total Number of Holdings: 3
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 654,451,161
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | iShares 20+ Year Treasury Bond ETF | 99.7455 | 130,459 | 0 | 14,085,658 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| N.A | |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
11.1669
Price/Book*
1.8021
Price/Sales*
0.3637
Price/Cash Flow*
6.9223
Dividend Yield*
0.0000
Growth Measures
Long-Term Earnings
20.0000
Historical Earnings
49.9969
Sales Growth
12.1573
Cash-Flow Growth
-31.9506
Book-Value Growth
18.5684
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 17.18 |
| Average Effective Maturity (Years)* | 25.10 |
| Average Credit Quality | 1.00 |
| Average Weighted Coupon* | 2.64 |
| Average Weighted Price* | 67.97 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| AAA | 100.00 |
| AA | 0.00 |
| A | 0.00 |
| BBB | 0.00 |
| BB | 0.00 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.00 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 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 | 4.72 |
| 20 to 30 Years | 93.45 |
| Over 30 Years | 0.00 |
| 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 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
