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Record Date | Ex-Date | Payable Date |
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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.
Issuer | Weight (%) |
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FHMS_K110-A2 | 1.00 |
FHMS_K070-A2 | 0.81 |
FHMS_K106-A2 | 0.79 |
FHMS_K108-A2 | 0.76 |
FHMS_K087-A2 | 0.71 |
Issuer | Weight (%) |
---|---|
FHMS_K119-A2 | 0.65 |
FHMS_K103-A2 | 0.64 |
FHMS_K051-A2 | 0.62 |
FHMS_K065-A2 | 0.62 |
FHMS_K089-A2 | 0.60 |
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 | Effective Date | Accrual Date |
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% of Market Value
% of Market Value
% of Market Value
The calculator provides clients with an indication of an ETF's yield and duration for a given market price. The ACF Yield is the discount rate that equates the ETF's aggregate cash flows (i.e., the sum of the cash flows of the ETF's holdings) to a given ETF price. The cash flows are based on the yield to worst methodology in which a bond's cash flows are assumed to occur at the call date (if applicable) or maturity, whichever results in the lowest yield for that bond holding. For a given ETF price, this calculator will estimate the corresponding ACF Yield and spread to the relevant government reference security yield. Note that the ACF Yield will differ from the ETF's "Weighted Avg YTM For more information on Aggregate Cash Flow Yield, see info here.
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