LQDH

iShares Interest Rate Hedged Corporate Bond ETF
*Unless otherwise stated, data provided by FactSet.

LQDH Fund Description

LQDH tracks an index that holds iShares iBoxx USD Investment Grade Corporate Bond ETF (LQD), which targets USD-denominated investment corporate bonds, while mitigating duration risk.

LQDH Factset Analytics Insight

LQDH tracks an index that primarily takes a long position in iShares iBoxx USD Investment Grade Corporate Bond ETF (LQD) and shorts Treasury futures to achieve a net-zero portfolio duration. This strategy aims to capture only the credit spread without interest-rate risk, although precise duration hedging is hard to implement in the real world. For reference, LQD consists of USD denominated, investment-grade corporate bonds, weighted by market value and rebalanced monthly. Prior to Dec. 1, 2021, the fund is actively-managed holding the ETF LQD and using the same strategy of hedging interest rate risk.

PERFORMANCE [as of 06/24/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LQDH 0.34% -1.81% -4.15% -3.74% 1.21% 2.04% --
LQDH (NAV) 0.39% -1.87% -3.92% -3.66% 1.24% 2.02% --
Bloomberg Barclays US Aggregate Corporate Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LQDH Summary Data

Blackrock
iShares
05/27/14
Open-Ended Fund
0.24%
$1.07B
$14.87M
0.11%

LQDH Portfolio Data

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07/05/22
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LQDH Index Data

BlackRock Interest Rate Hedged Corporate Bond Index
Fixed
Fixed
Bloomberg Barclays US Aggregate Corporate Index

LQDH Portfolio Management

0.24%
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LQDH Tax Exposures

20.00% / 39.60%
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Ordinary income
No

LQDH Fund Structure

Open-Ended Fund
Yes
Yes
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N/A
N/A
Low
Daily

LQDH Factset Analytics Block Liquidity

As of 06/27/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of LQDH. LQDH is rated a 5 out of 5.

LQDH Tradability

162,788
$14.87M
68,600
$6.28M
0.11%
$0.10
0.03%
0.41% / -0.40%
None
100.00%
50,000
1.37
0.00%
0.30%
517
$91.11
5

LQDH Sector/Industry Breakdown


LQDH
Segment Benchmark
76.83%
--
23.17%
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LQDH Top 10 Holdings

34.86%
0.17%
-0.03%
-11.66%
100.00%

LQDH Performance Statistics

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LQDH Holdings Statistics

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LQDH Avg Life Maturity Distribution

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LQDH OAS Breakdown

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