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iShares Aggregate Bond
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares Core Total U.S. Bond Market ETF is an exchange-traded fund incorporated in the USA. The ETF seeks to track the investment results of an index composed of the total U.S. investment-grade bond market. |
| Category | Aggregate |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Sep 26, 2003 |
| Assets (mns) | $71,982 |
| Currency | USD |
| Expense ratio | 5 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 6712 |
| No of distinct issuers | 1611 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 11% /89% |
| Non-standard maturity (callable, etc.) | 48% |
| 0.0% /00/00 | 4.7 % |
| GNMA II TBA 30YR 4.0% 8/01/48 | 0.7 % |
| UNITED STATES TREASUR 2.0% 11/30/20 | 0.7 % |
| UNITED STATES TREASUR 2.5% 5/15/24 | 0.6 % |
| UNITED STATES TREASUR 1.5% 8/15/26 | 0.6 % |
| UNITED STATES TREASUR 5.3% 2/15/29 | 0.5 % |
| UNITED STATES TREASUR 1.9% 1/31/22 | 0.5 % |
| UNITED STATES TREASUR 2.1% 8/31/20 | 0.5 % |
| UNITED STATES TREASUR 2.8% 4/30/23 | 0.5 % |
| UNITED STATES TREASUR 3.6% 2/15/21 | 0.5 % |
| TOTAL | 9.8 % |
|---|
| U.S. TREASURY | 37.1% |
| FANNIE MAE | 11.7% |
| FREDDIE MAC | 7.7% |
| GINNIE MAE | 6.8% |
| FEDERAL NATIONAL MORTGAGE ASSOCIAT... | 0.4% |
 |
UNITED STATES | 87.6 % |
 |
BRITAIN | 0.9 % |
 |
CANADA | 0.9 % |
 |
SUPRA-NATIONAL | 0.6 % |
 |
GERMANY | 0.5 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 8.4% | 8.4% | 3.0% | 3.7% | 4.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.05 | 99% |
| S&P500 | -0.05 | 5% |
| MSCI EAFE | -0.06 | 4% |
| MSCI Emg. Mkts. | -0.03 | 2% |
| Recent close | $113.18 |
| 30d moving avg. | $112.67 |
| Annualized volatility | 3.1% |
| Short interest (ETF) | 4.8% |
| Relative strength (RSI) | 52 |
| Avg. volume (thou.) | 5,154 |
| Avg. daily value traded (mns) | $583 |
| Turnover | 0.8% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| AGG | 7.0 yrs | Category Avg.* |
5.0 yrs |
| AGG | 6.9% | Category Avg.* |
5.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.32% | -16.8% | $94.22 |
| +200 bp | 4.32% | -12.1% | $99.51 |
| +150 bp | 3.82% | -9.4% | $102.55 |
| +100 bp | 3.32% | -6.5% | $105.83 |
| +75 bp | 3.07% | -5.0% | $107.57 |
| +50 bp | 2.82% | -3.4% | $109.38 |
| +25 bp | 2.57% | -1.7% | $111.25 |
| 0 bp | 2.32% | 0% | $113.18 |
| -25 bp | 2.07% | 1.8% | $115.18 |
| -50 bp | 1.82% | 3.6% | $117.24 |
| -75 bp | 1.57% | 5.5% | $119.36 |
| -100 bp | 1.32% | 7.4% | $121.55 |
| -150 bp | 0.82% | 11.4% | $126.12 |
| -200 bp | 0.32% | 15.7% | $130.95 |
| -300 bp | -0.68% | 24.9% | $141.37 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
232 | bp |
| Less: Annual "default factor" |
9 | bp |
| Less: Expense ratio | 5 | bp |
| Equals: ALTAR Score | 2.18 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.1% |
| Emerging Market | 3.4% |
| Government | 1.8% |
| Inflation Protected | 1.7% |
| Mortgage | 2.7% |
| Municipals | 2.2% |
| *Note: The iShares Aggregate Bond is classified as a Aggregate fund. | |