FALN
iShares Fallen Angels USD Bond ETF
NAV as of
4 Week: 24.95 - 25.44
52 Week: 23.70 - 25.76
Latest Closing Price
25.00
Premium / Discount
0.25
Expense Ratio
0.25%
Investment Objective
The investment seeks to track the investment results of the Bloomberg US High Yield Fallen Angel 3% Capped Index composed of U.S. dollar-denominated, high yield corporate bonds that were previously rated investment grade. The fund will invest at least 80% of its assets in the component securities of the underlying index, and the fund will invest at least 90% of its assets in fixed income securities of the types included in the underlying index. The index is designed to reflect the performance of U.S. dollar denominated, high yield corporate bonds that were previously rated investment grade.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 1.38 | 0.44 | 3.16 |
1 Day | -0.20 | 0.00 | 0.00 |
1 Week | -1.31 | 0.75 | -1.75 |
1 Month | -0.68 | 1.49 | -0.46 |
3 Months | -0.28 | 2.99 | -0.09 |
6 Months | 1.09 | 4.39 | 0.25 |
1 Year | 3.23 | 8.65 | 0.37 |
2 Years | -17.71 | 13.15 | -1.35 |
3 Years | -7.77 | 13.92 | -0.56 |
5 Years | -6.06 | 25.30 | -0.24 |
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 | 9.2532 | -4.3657 | 16.6407 | 14.4325 | 5.7666 | -13.5889 |
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 | 7.0000 | 86.0000 | 5.0000 | 1.0000 | 22.0000 | 92.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
31/08/2023 | 07/09/2023 | 0.1160 |
02/07/2023 | 09/07/2023 | 0.1121 |
31/05/2023 | 06/06/2023 | 0.1119 |
30/04/2023 | 04/05/2023 | 0.1139 |
02/04/2023 | 06/04/2023 | 0.1076 |
28/02/2023 | 06/03/2023 | 0.1106 |
31/01/2023 | 06/02/2023 | 0.1132 |
14/12/2022 | 20/12/2022 | 0.1055 |
30/11/2022 | 06/12/2022 | 0.1092 |
31/10/2022 | 06/11/2022 | 0.1364 |
Portfolio Data
Total Number of Holdings: 220
Number of Bond Holdings: 218
Number of Equity Holdings: 0
Total Market Value: 1,362,541,869
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Vodafone Group plc 7% | 2.2361 | 2,800,000 | 0 | 3,263,577 |
2 | Intesa Sanpaolo S.p.A. 5.02% | 2.0361 | 2,800,000 | 0 | 2,971,663 |
3 | Sprint Capital Corporation 6.88% | 1.5451 | 2,000,000 | 25,000 | 2,255,072 |
4 | Deutsche Bank AG New York Branch 4.5% | 1.4587 | 2,175,000 | 200,000 | 2,128,922 |
5 | Sprint Capital Corporation 8.75% | 1.3754 | 1,610,000 | 10,000 | 2,007,277 |
6 | Deutsche Bank AG New York Branch 4.3% | 1.3389 | 2,025,000 | 0 | 1,954,112 |
7 | Dresdner Funding Trust I 8.15% | 1.3073 | 1,400,000 | 0 | 1,907,928 |
8 | Barclays PLC 4.84% | 1.2655 | 1,700,000 | 0 | 1,846,945 |
9 | The Gap, Inc. 5.95% | 1.1595 | 1,625,000 | 0 | 1,692,171 |
10 | Navient Corporation 5.5% | 1.1103 | 1,525,000 | 0 | 1,620,457 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 0.00 |
Large | 0.41 |
Medium | 0.00 |
Small | 0.00 |
Micro | 0.00 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
7.7101
Price/Book*
0.2860
Price/Sales*
0.8913
Price/Cash Flow*
0.0000
Dividend Yield*
1.0230
Growth Measures
Long-Term Earnings
18.3910
Historical Earnings
130.2238
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
218
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 4.80 |
Average Effective Maturity (Years)* | 7.50 |
Average Credit Quality | 14.00 |
Average Weighted Coupon* | 5.37 |
Average Weighted Price* | 89.57 |
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 | 0.00 |
AA | 0.00 |
A | 0.00 |
BBB | 2.92 |
BB | 76.19 |
B | 15.93 |
Below B | 4.95 |
Not Rated | 0.00 |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
1 to 3 Years | 25.37 |
3 to 5 Years | 19.91 |
5 to 7 Years | 12.55 |
7 to 10 Years | 10.13 |
10 to 15 Years | 14.36 |
15 to 20 Years | 4.39 |
20 to 30 Years | 7.56 |
Over 30 Years | 4.05 |
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 | 0.54 |
Data Source: Morningstar
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