|
iShares iBoxx Invest. Grade Corp Bond
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares iBoxx $ Investment Grade Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The ETF seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds. |
| Category | Corporate |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Jul 26, 2002 |
| Assets (mns) | $35,406 |
| Currency | USD |
| Expense ratio | 15 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 2046 |
| No of distinct issuers | 482 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 7% /93% |
| Non-standard maturity (callable, etc.) | 62% |
| GE CAPITAL INTERNATIO 4.4% 11/15/35 | 0.4 % |
| ANHEUSER-BUSCH COS. L 4.9% 2/01/46 | 0.4 % |
| CVS HEALTH CORPORATIO 4.3% 3/25/28 | 0.3 % |
| 0.0% /00/00 | 0.3 % |
| VERIZON COMMUNICATION 4.3% 9/21/28 | 0.3 % |
| CVS HEALTH CORPORATIO 5.1% 3/25/48 | 0.3 % |
| ANHEUSER-BUSCH COS. L 3.7% 2/01/26 | 0.2 % |
| GOLDMAN SACHS GROUP, 6.8% 1/01/37 | 0.2 % |
| CVS HEALTH CORPORATIO 3.7% 3/09/23 | 0.2 % |
| UNITED STATES TREASUR 2.1% 3/31/24 | 0.2 % |
| TOTAL | 2.8 % |
|---|
| COMCAST CORPORATION | 2.0% |
| BANK OF AMERICA CORPORATION | 2.0% |
| JPMORGAN CHASE & CO. | 1.9% |
| MORGAN STANLEY | 1.9% |
| AT&T INC. | 1.8% |
 |
UNITED STATES | 83.9 % |
 |
BRITAIN | 3.5 % |
 |
UNITED KINGDOM | 2.2 % |
 |
NETHERLANDS | 2.0 % |
 |
JAPAN | 1.9 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 12.2% | 11.4% | 4.4% | 5.7% | 5.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.44 | 75% |
| S&P500 | 0.10 | 6% |
| MSCI EAFE | 0.18 | 17% |
| MSCI Emg. Mkts. | 0.15 | 18% |
| Recent close | $127.93 |
| 30d moving avg. | $125.41 |
| Annualized volatility | 4.9% |
| Short interest (ETF) | 6.6% |
| Relative strength (RSI) | 76 |
| Avg. volume (thou.) | 9,588 |
| Avg. daily value traded (mns) | $1,227 |
| Turnover | 3.4% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| LQD | 9.3 yrs | Category Avg.* |
4.7 yrs |
| LQD | 9.2% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.93% | -19.5% | $103.01 |
| +200 bp | 4.93% | -14.8% | $109.01 |
| +150 bp | 4.43% | -11.8% | $112.88 |
| +100 bp | 3.93% | -8.3% | $117.32 |
| +75 bp | 3.68% | -6.4% | $119.76 |
| +50 bp | 3.43% | -4.4% | $122.34 |
| +25 bp | 3.18% | -2.2% | $125.06 |
| 0 bp | 2.93% | 0% | $127.93 |
| -25 bp | 2.68% | 2.4% | $130.94 |
| -50 bp | 2.43% | 4.8% | $134.10 |
| -75 bp | 2.18% | 7.4% | $137.39 |
| -100 bp | 1.93% | 10.1% | $140.84 |
| -150 bp | 1.43% | 15.8% | $148.15 |
| -200 bp | 0.93% | 22.0% | $156.04 |
| -300 bp | -0.07% | 35.7% | $173.55 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
293 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 2.57 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.2% |
| Emerging Market | 3.6% |
| Government | 1.6% |
| Inflation Protected | 1.7% |
| Mortgage | 2.8% |
| Municipals | 2.2% |
| *Note: The iShares iBoxx Invest. Grade Corp Bond is classified as a Corporate fund. | |