USBF

iShares USD Bond Factor ETF
*Unless otherwise stated, data provided by FactSet.

USBF Fund Description

USBF tracks an index of USD-denominated Treasurys, securitized fixed income instruments, and high yield or investment grade corporate bonds. The index uses a proprietary factor model that selects bonds based on macroeconomic, quality, and value style factors.

USBF Factset Analytics Insight

USBF tracks an index of USD-denominated bonds selected from a broad universe of fixed income securities and allocated based on a proprietary factor model. The portfolio seeks to enhance the performance and balance the return sources of the aggregate US bond market while maintaining a similar risk profile. Portfolio selection and weighting is determined by a model that systematically applies macroeconomic factor timing and tilt, along with investment style factors. Based on these factor assessments, the exposure will shift the overall interest rate and credit risk. Portfolio construction begins with the status of the economy, which considers high yield bond prices and price momentum, to determine sector allocations. The allocation is then optimized to seek maximum carry and duration. The final step considers quality and value factors to select individual securities. The fund is then rebalanced on the last business day of each month.

PERFORMANCE [as of 08/16/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USBF 1.18% 0.36% -10.83% -- -- -- --
USBF (NAV) 1.43% 0.46% -10.77% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
Bloomberg U.S. Universal Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USBF Summary Data

Blackrock
iShares
10/12/21
Open-Ended Fund
0.18%
$17.79M
0
0.10%

USBF Portfolio Data

5.67
--
3.36%
09/01/22
520

USBF Index Data

No Underlying Index
Tiered
Multi-Factor
Bloomberg U.S. Universal Index

USBF Portfolio Management

0.18%
--
--
--

USBF Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

USBF Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

USBF Factset Analytics Block Liquidity

As of 08/17/22
5
4
3
2
1

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

USBF Tradability

1
0
0
0
0.10%
$0.09
0.21%
4.31% / -1.37%
None
100.00%
50,000
0
--
--
0
$88.90
N/A

USBF Sector/Industry Breakdown


USBF
Segment Benchmark
41.86%
--
16.44%
--
16.07%
--
3.03%
--
2.89%
--
2.10%
--
2.04%
--
1.93%
--
1.91%
--
1.88%
--

USBF Top 10 Holdings[View All]

15.75%
2.10%
1.84%
1.78%
1.65%
1.44%
1.36%
1.34%
1.28%
1.27%
29.81%

USBF Top 5 Countries


USBF
Segment Benchmark
93.97%
--
2.89%
--
1.97%
--
0.32%
--
0.30%
--

USBF Top 5 Currencies


USBF
Segment Benchmark
93.97%
--
2.89%
--
1.97%
--
0.32%
--
0.30%
--

USBF Performance Statistics

0.98
1.11
--
--
--

USBF Holdings Statistics

7.64 years
5.67
3.36%
5.67
High
520
0.69%

USBF Avg Life Maturity Distribution

17.58%
4.95%
17.32%
5.64%
9.68%
28.46%
1.14%
5.97%
9.25%

USBF OAS Breakdown

76.01%
17.50%
4.86%
0.82%
0.42%
0.11%
0.12%
0.09%
0.02%
0.03%
0.03%

Options Strategies for Outcome Investing

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