MBSD
FlexShares Disciplined Duration MBS ETF
NAV as of
4 Week: 19.57 - 20.08
52 Week: 19.35 - 20.89
Latest Closing Price
20.07
Premium / Discount
0.02
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 ® Constrained Duration U.S. Mortgage Backed Securities Index. 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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -1.45 | 0.41 | -3.49 |
| 1 Day | 0.43 | 0.00 | 0.00 |
| 1 Week | 0.22 | 0.83 | 0.27 |
| 1 Month | 2.63 | 2.25 | 1.17 |
| 3 Months | 0.10 | 3.69 | 0.03 |
| 6 Months | -0.89 | 4.67 | -0.19 |
| 1 Year | -2.23 | 6.46 | -0.34 |
| 2 Years | -14.06 | 8.42 | -1.67 |
| 3 Years | -16.70 | 8.69 | -1.92 |
| 5 Years | -12.07 | 9.72 | -1.24 |
| 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 | 1.2043 | 1.0696 | 0.9381 | 0.0776 | 5.9746 | 5.1304 | -1.1892 | -9.5516 |
| 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 | 20.0000 | 44.0000 | 85.0000 | 80.0000 | 52.0000 | 57.0000 | 22.0000 | 12.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 31/10/2023 | 06/11/2023 | 0.0485 |
| 01/10/2023 | 05/10/2023 | 0.0559 |
| 31/08/2023 | 07/09/2023 | 0.0559 |
| 02/07/2023 | 09/07/2023 | 0.0536 |
| 31/05/2023 | 06/06/2023 | 0.0558 |
| 30/04/2023 | 04/05/2023 | 0.0565 |
| 02/04/2023 | 09/04/2023 | 0.0554 |
| 28/02/2023 | 06/03/2023 | 0.0545 |
| 31/01/2023 | 06/02/2023 | 0.0514 |
| 15/12/2022 | 21/12/2022 | 0.0536 |
Portfolio Data
Total Number of Holdings: 428
Number of Bond Holdings: 427
Number of Equity Holdings: 0
Total Market Value: 73,890,128
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Federal Home Loan Mortgage Corporation 2.5% | 2.1154 | 793,830 | 0 | 792,568 |
| 2 | Federal National Mortgage Association 2.5% | 1.0589 | 400,000 | 0 | 396,750 |
| 3 | Federal National Mortgage Association 2.5% | 0.9660 | 362,508 | 0 | 361,931 |
| 4 | Federal National Mortgage Association 3% | 0.9653 | 350,580 | 0 | 361,687 |
| 5 | Government National Mortgage Association 4.5% | 0.9385 | 321,814 | 0 | 351,615 |
| 6 | Fnma Pass-Thru I 3% | 0.8491 | 308,560 | 0 | 318,143 |
| 7 | Government National Mortgage Association 2.5% | 0.8017 | 296,846 | 0 | 300,371 |
| 8 | Federal Home Loan Mortgage Corporation 2.5% | 0.7756 | 290,908 | 0 | 290,607 |
| 9 | Federal Home Loan Mortgage Corporation 3% | 0.7195 | 261,317 | 0 | 269,577 |
| 10 | Federal National Mortgage Association 6% | 0.7097 | 230,521 | 0 | 265,887 |
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*
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
427
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 4.21 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 4.00 |
| Average Weighted Coupon* | 3.70 |
| Average Weighted Price* | 93.31 |
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 | 100.00 |
| 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 | 1.57 |
| 3 to 5 Years | 5.09 |
| 5 to 7 Years | 6.66 |
| 7 to 10 Years | 13.45 |
| 10 to 15 Years | 12.87 |
| 15 to 20 Years | 24.80 |
| 20 to 30 Years | 35.36 |
| 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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