MBSD FlexShares Disciplined Duration MBS ETF
ICE BofA Constd Duration US MBS TR USD

NAV as of 26-May-2022

21.5364

4 Week: 21.20 - 21.53

52 Week: 21.20 - 23.70

Latest Closing Price

21.52

Premium / Discount

-0.05

Expense Ratio

0.2%

Investment Objective

The investment seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the ICE BofA Merrill Lynch® Constrained Duration US Mortgage Backed Securities IndexSM. The underlying index reflects the performance of a selection of investment-grade U.S. agency residential mortgage backed pass-through securities. The fund generally will invest under normal circumstances at least 80% of its total assets (exclusive of collateral held from securities lending) in the securities of the underlying index and in "TBA Transactions" that represent securities in the underlying index.

Main Fund Characteristics

Fund Manager:
Flexshares Trust
Asset Under Management:
110,899,387
Launch Date:
02/09/2014
Asset Class:
Fixed Income
Replication Method:
Physical-Sample
Number of Holdings:
518
Trading Currency:
USD
Style:
Intermediate Term High Quality
Region/Sector/Strategy:
N.A / Government / Intermediate Term
Exchange:
NASDAQ

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-7.080.26-27.56
1 Day0.070.000.00
1 Week0.510.670.77
1 Month0.491.340.37
3 Months-4.272.40-1.78
6 Months-7.832.78-2.82
1 Year-9.083.19-2.85
2 Years-10.923.87-2.82
3 Years-7.635.41-1.41
5 Years-10.787.04-1.53
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00001.20431.06960.93810.07765.97465.1304-1.1892
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.000020.000044.000085.000080.000052.000057.000022.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
01/05/202205/05/20220.0503
31/03/202206/04/20220.0516
28/02/202206/03/20220.0472
31/01/202206/02/20220.0462
16/12/202122/12/20210.0393
30/11/202106/12/20210.0417
31/10/202104/11/20210.0411
30/09/202106/10/20210.0407
31/08/202107/09/20210.0388
01/08/202105/08/20210.0396

Portfolio Data

Total Number of Holdings: 518

Number of Bond Holdings: 517

Number of Equity Holdings: 0

Total Market Value: 110,899,387

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Federal Home Loan Mortgage Corporation 2.5%2.1154793,8300792,568
2Federal National Mortgage Association 2.5%1.0589400,0000396,750
3Federal National Mortgage Association 2.5%0.9660362,5080361,931
4Federal National Mortgage Association 3%0.9653350,5800361,687
5Government National Mortgage Association 4.5%0.9385321,8140351,615
6Fnma Pass-Thru I 3%0.8491308,5600318,143
7Government National Mortgage Association 2.5%0.8017296,8460300,371
8Federal Home Loan Mortgage Corporation 2.5%0.7756290,9080290,607
9Federal Home Loan Mortgage Corporation 3%0.7195261,3170269,577
10Federal National Mortgage Association 6%0.7097230,5210265,887

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*

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

517

Bond Statitics

DetailValue
Average Effective Duration4.81
Average Effective Maturity (Years)*0
Average Credit Quality4.00
Average Weighted Coupon*3.52
Average Weighted Price*100.30

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA0.00
AA100.00
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 Years5.04
5 to 7 Years3.91
7 to 10 Years5.77
10 to 15 Years20.40
15 to 20 Years25.33
20 to 30 Years35.70
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

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