Fixed Income

FIBR

iShares U.S. Fixed Income Balanced Risk Factor ETF

Overview

Important Information: Capital at Risk. The value of investments and the income from them can fall as well as rise and are not guaranteed. Investors may not get back the amount originally invested.

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Performance

Performance

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Distributions

Record Date Ex-Date Payable Date
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  From
30/Sep/2016
To
30/Sep/2017
From
30/Sep/2017
To
30/Sep/2018
From
30/Sep/2018
To
30/Sep/2019
From
30/Sep/2019
To
30/Sep/2020
From
30/Sep/2020
To
30/Sep/2021
Total Return (%)

as of 30/Sep/2021

2.58 -0.60 8.13 3.43 0.66
Benchmark (%)

as of 30/Sep/2021

2.59 -0.32 8.36 3.55 0.71
  1y 3y 5y 10y Incept.
0.66 4.03 2.80 - 3.00
Benchmark (%) 0.71 4.16 2.94 - 3.14
  YTD 1m 3m 6m 1y 3y 5y 10y Incept.
-0.72 -0.64 0.25 1.61 0.66 12.58 14.79 - 21.53
Benchmark (%) -0.57 -0.62 0.26 1.65 0.71 13.01 15.56 - 22.58
  2016 2017 2018 2019 2020
Total Return (%) 5.32 3.85 -1.02 10.35 3.21
Benchmark (%) 5.42 3.98 -0.63 10.49 3.14

The figures shown relate to past performance. Past performance is not a reliable indicator of current or future results and should not be the sole factor of consideration when selecting a product or strategy.

Share Class and Benchmark performance displayed in USD, hedged Share Class Benchmark performance is displayed in USD.

Performance is shown on a Net Asset Value (NAV) basis, with gross income reinvested where applicable. Performance data is based on the net asset value (NAV) of the ETF which may not be the same as the market price of the ETF. Individual shareholders may realize returns that are different to the NAV performance.

The return of your investment may increase or decrease as a result of currency fluctuations if your investment is made in a currency other than that used in the past performance calculation. Source: Blackrock

Key Facts

Key Facts

Net Assets of Fund as of 03/Dec/2021 USD 119,862,168
Fund Launch Date 24/Feb/2015
Exchange Cboe BZX formerly known as BATS
Asset Class Fixed Income
Benchmark Index Fixed Income Balanced Risk (Constant Sector, 25% leverage)
Index Ticker FBRTTRUU
Distribution Frequency Monthly
Premium/Discount as of 03/Dec/2021 -0.07%
CUSIP 46435U796

Portfolio Characteristics

Portfolio Characteristics

Number of Holdings as of 02/Dec/2021 753
Equity Beta (3y) as of 31/Oct/2021 0.14
Weighted Av YTM as of 02/Dec/2021 2.97%
Standard Deviation (3y) as of 31/Oct/2021 4.07%
12m Trailing Yield as of 02/Dec/2021 1.89%
Weighted Avg Coupon as of 02/Dec/2021 4.50%
Weighted Avg Maturity as of 02/Dec/2021 6.26 yrs
Effective Duration as of 02/Dec/2021 6.94
Convexity as of 02/Dec/2021 -1.15
Option Adjusted Spread as of 02/Dec/2021 88.05

Sustainability Characteristics

Sustainability Characteristics

To be included in MSCI ESG Fund Ratings, 65% of the fund’s gross weight must come from securities covered by MSCI ESG Research (certain cash positions and other asset types deemed not relevant for ESG analysis by MSCI are removed prior to calculating a fund’s gross weight; the absolute values of short positions are included but treated as uncovered), the fund’s holdings date must be less than one year old, and the fund must have at least ten securities. For newly launched funds, sustainability characteristics are typically available 6 months after launch. MSCI Ratings are currently unavailable for this fund.

Business Involvement

Business Involvement

Business Involvement metrics can help investors gain a more comprehensive view of specific activities in which a fund may be exposed through its investments.


Business Involvement metrics are not indicative of a fund’s investment objective, and, unless otherwise stated in fund documentation and included within a fund’s investment objective, do not change a fund’s investment objective or constrain the fund’s investable universe, and there is no indication that an ESG or Impact focused investment strategy or exclusionary screens will be adopted by a fund. For more information regarding a fund's investment strategy, please see the fund's prospectus.


Review the MSCI methodology behind the Business Involvement metrics, using links below.

MSCI - Controversial Weapons as of 02/Dec/2021 0.28%
MSCI - UN Global Compact Violators as of 02/Dec/2021 0.12%
MSCI - Nuclear Weapons as of 02/Dec/2021 0.21%
MSCI - Thermal Coal as of 02/Dec/2021 0.00%
MSCI - Civilian Firearms as of 02/Dec/2021 0.06%
MSCI - Oil Sands as of 02/Dec/2021 0.01%
MSCI - Tobacco as of 02/Dec/2021 0.38%

Business Involvement Coverage as of 02/Dec/2021 36.69%
Percentage of Fund not covered as of 02/Dec/2021 63.31%
BlackRock business involvement exposures as shown above for Thermal Coal and Oil Sands are calculated and reported for companies that generate more than 5% of revenue from thermal coal or oil sands as defined by MSCI ESG Research. For the exposure to companies that generate any revenue from thermal coal or oil sands (at a 0% revenue threshold), as defined by MSCI ESG Research, it is as follows: Thermal Coal 0.05% and for Oil Sands 0.31%.

Business Involvement metrics are calculated by BlackRock using data from MSCI ESG Research which provides a profile of each company’s specific business involvement. BlackRock leverages this data to provide a summed up view across holdings and translates it to a fund's market value exposure to the listed Business Involvement areas above.


Business Involvement metrics are designed only to identify companies where MSCI has conducted research and identified as having involvement in the covered activity. As a result, it is possible there is additional involvement in these covered activities where MSCI does not have coverage. This information should not be used to produce comprehensive lists of companies without involvement. Business Involvement metrics are only displayed if at least 1% of the fund’s gross weight includes securities covered by MSCI ESG Research.

Fees

Fees

as of current prospectus
Management Fee 0.25
Acquired Fund Fees and Expenses 0.01
Foreign Taxes and Other Expenses 0.00
Gross Expense Ratio 0.26
Fee Waivers 0.01
Net Expense Ratio 0.25

Ratings

Registered Locations

Registered Locations

  • United States

Holdings

Holdings

as of 02/Dec/2021
Issuer Weight (%)
UNIFORM MBS 30.70
FEDERAL NATIONAL MORTGAGE ASSOCIATION 16.34
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 14.36
FEDERAL HOME LOAN MORTGAGE CORPORATION 11.25
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I 2.45
Issuer Weight (%)
BANK OF AMERICA CORP 1.82
MORGAN STANLEY 1.52
GOLDMAN SACHS GROUP INC/THE 1.47
CITIGROUP INC 1.38
JPMORGAN CHASE & CO 1.38
Name Sector Asset Class Market Value Weight (%) Notional Value Par Value CUSIP ISIN SEDOL Price Location Exchange Currency Duration YTM (%) FX Rate Maturity Coupon (%) Mod. Duration Yield to Call (%) Yield to Worst (%) Real Duration Real YTM (%) Market Currency Accrual Date Effective Date
Detailed Holdings and Analytics contains detailed portfolio holdings information and select analytics.

The values shown for “market value,” “weight,” and “notional value” (the “calculated values”) are based off of a price provided by a third-party pricing vendor for the portfolio holding and do not reflect the impact of systematic fair valuation (“the vendor price”). The vendor price is not necessarily the price at which the Fund values the portfolio holding for the purposes of determining its net asset value (the “valuation price”). Additionally, where applicable, foreign currency exchange rates with respect to the portfolio holdings denominated in non-U.S. currencies for the valuation price will be generally determined as of the close of business on the New York Stock Exchange, whereas for the vendor price will be generally determined as of 4 p.m. London. The calculated values may have been different if the valuation price were to have been used to calculate such values. The vendor price is as of the most recent date for which a price is available and may not necessarily be as of the date shown above.

Please see the “Determination of Net Asset Value” section of each Fund’s prospectus for additional information on the Fund’s valuation policies and procedures.

Exposure Breakdowns

Exposure Breakdowns

as of 02/Dec/2021

% of Market Value

Type Fund
as of 02/Dec/2021

% of Market Value

Type Fund
The maturity breakdown above is based on Weighted Average Life (WAL). WAL is the average length of time to the repayment of principal for the securities in the fund. This metric considers the likelihood that bonds will be called or prepaid before the scheduled maturity date.

as of 01/Dec/2021

% of Market Value

Type Fund
Credit quality ratings on underlying securities of the fund are received from S&P, Moody’s and Fitch and converted to the equivalent S&P major rating category. This breakdown is provided by BlackRock and takes the median rating of the three agencies when all three agencies rate a security, the lower of the two ratings if only two agencies rate a security, and one rating if that is all that is provided. Unrated securities do not necessarily indicate low quality. Below investment-grade is represented by a rating of BB and below. Ratings and portfolio credit quality may change over time.
Allocations are subject to change.

Literature

Literature