TLTW

iShares 20+ Year Trs Bd Buywrt Stgy ETF

Cboe TLT 2% OTM BuyWrite USD

NAV as of 29-Sep-2023

28.8648

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

Fund Manager:
iShares
Asset Under Management:
654,451,161
Launch Date:
17/08/2022
Asset Class:
Fixed Income
Replication Method:
Physical-Sample
Number of Holdings:
3
Trading Currency:
USD
Style:
Long Term High Quality
Region/Sector/Strategy:
N.A / Government / Long Term
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-15.230.92-16.56
1 Day-3.270.000.00
1 Week-4.903.35-1.46
1 Month-10.805.12-2.11
3 Months-17.728.21-2.16
6 Months-20.789.93-2.09
1 Year-25.0514.81-1.69
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

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
04/09/202310/09/20230.3325
04/07/202310/07/20230.5379
01/06/202307/06/20230.3506
01/05/202307/05/20230.5310
03/04/202309/04/20230.6476
01/03/202307/03/20230.3093
01/02/202307/02/20230.4645
22/12/202229/12/20220.5165
01/12/202207/12/20220.4868
01/11/202207/11/20220.6207

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
1iShares 20+ Year Treasury Bond ETF99.7455130,459014,085,658

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
N.A

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

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

DetailValue
Average Effective Duration17.18
Average Effective Maturity (Years)*25.10
Average Credit Quality1.00
Average Weighted Coupon*2.64
Average Weighted Price*67.97

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA100.00
AA0.00
A0.00
BBB0.00
BB0.00
B0.00
Below B0.00
Not Rated0.00

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years4.72
20 to 30 Years93.45
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

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.

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