CORP

Investment Grade Corporate Bond Index Exchange-Traded Fund

Loading...

  • ADD
  • PRINT
  • SUBSCRIBE
Credit
Sector
2.70%
distribution yield
As of 10/31/2020
1.77%
30-day sec yield
As of 11/23/2020
8.87%
nav ytd return
As of 11/24/2020
8.65%
MARKET PRICE YTD RETURN
As of 11/24/2020
Morningstar Rating

The Fund seeks to provide total return that closely corresponds, before fees and expenses, to the total return of The BofA Merrill Lynch US Corporate IndexSM

why invest in this fund

Portfolio Information

527
Number of Holdings
As of 11/23/2020
11.82 Years
Effective Maturity
As of 11/23/2020
8.14 Years
Effective Duration
As of 11/23/2020
1.99%
est. yield to maturity
As of 11/23/2020

Fund Facts

NAV PRICE
$116.69
1 DAY RETURN
$-0.16 -0.14%
As of 11/23/2020
MARKET PRICE
$116.89
1 DAY RETURN
$0.23 0.20%
As of 11/23/2020

Price

Fund Information

As of 11/23/2020
Data point name Data point value
TYPE Index
DURATION CATEGORY Intermediate
CUSIP 72201R817
Inception Date 09/20/2010
Shares Outstanding 7,080,000
Total Net Assets $826,188,011.28
Daily Trading Volume (in shares) 82,705
Premium/Discount Average (since inception) 0.01%
Premium/Discount Average as of market close 0.17%
Tracking Error
Trailing 3 years as of 10/31/2020
0.57%
Closing Price
As of 11/23/2020
$116.74
Annualized Volatility 6.59%

INDEX INFORMATION

ICE BofAML US Corporate Indexsm

ICE BofAML US Corporate Indexsm is an unmanaged index comprised of U.S. dollar denominated investment grade, fixed rate corporate debt securities publicly issued in the U.S. domestic market with at least one year remaining term to final maturity and at least $250 million outstanding. It is not possible to invest directly in an unmanaged index.

INDEX INFORMATION
Data point name Data point value
Index Ticker C0A0
Inception Date 12/31/1972
Rebalancing Frequency Monthly
Annualized Volatility
As of 10/31/2020
4.97%

Quarterly Trading Characteristics

As of 09/30/2020

Average Volume

in shares 56,980
in $ $6,613,290.59

Bid / Ask Spread

in % 0.28%
in $ $0.32

Top Ten Exposure

As of 11/23/2020

Top Ten Exposure table

Description % of Assets Sector Coupon Maturity
FIN FUT US 30YR CBT 03/22/21 1.74 Future 6.00 03/23/2021
FIN FUT US ULTRA 30YR CBT 03/22/21 1.65 Future 6.00 03/23/2021
REPO 1.43 Repo 0.06 11/24/2020
CDX IG33 5Y 1.07 Credit Default Swap 1.00 12/20/2024
GE CAPITAL INTL FUNDING SR UNSEC 0.97 Corporate 4.42 11/15/2035
BARCLAYS PLC SR UNSEC 0.73 Corporate 4.38 01/12/2026
MUFG UNION BANK NA SR UNSEC 0.71 Corporate 2.10 12/09/2022
DISCOVERY COMMUNICATIONS SR UNSEC 0.69 Corporate 3.63 05/15/2030
ABBVIE INC SMR 0.68 Corporate 3.20 11/21/2029
AKER BP ASA SR UNSEC 144A 0.68 Corporate 3.00 01/15/2025

Fund Managers

fund manager Matt Dorsten
Matt Dorsten
Portfolio Manager, Quantitative Strategy
fund manager Graham A. Rennison
Graham A. Rennison
Quantitative Portfolio Manager
Effective as of 10/30/2020

Fees and Expenses

Name Value
Gross Expense Ratio 0.20%

Yields

2.70%
distribution yield
As of 10/31/2020
1.77%
30-DAY SEC YIELD
As of 11/23/2020
1.99%
est. yield to maturity
As of 11/23/2020

Dividends & Capital Gains Distribution

As of 11/23/2020
Distribution Date Dist. Nav Long Term Cap. Gain Short Term Cap. Gain Dividend Income Dist. Total
11/02/2020 114.23 - - 0.270000 0.270000
10/01/2020 114.72 - - 0.253410 0.253410
09/01/2020 115.71 - - 0.240000 0.240000
08/03/2020 116.96 - - 0.270000 0.270000
07/01/2020 113.90 - - 0.280000 0.280000
06/01/2020 111.64 - - 0.290000 0.290000
05/01/2020 109.90 - - 0.280000 0.280000
04/01/2020 104.58 - - 0.280000 0.280000
03/02/2020 112.65 - - 0.280000 0.280000
02/03/2020 112.05 - - 0.300000 0.300000
12/30/2019 109.99 - - 0.270000 0.270000
12/11/2019 110.04 0.000000 0.000000 - 0.000000
12/02/2019 109.27 - - 0.290000 0.290000
11/01/2019 109.71 - - 0.290000 0.290000
10/01/2019 109.59 - - 0.320000 0.320000
09/03/2019 110.40 - - 0.330000 0.330000
08/01/2019 108.17 - - 0.290000 0.290000
07/01/2019 107.04 - - 0.290000 0.290000
06/03/2019 105.11 - - 0.290000 0.290000
05/01/2019 103.76 - - 0.290000 0.290000
04/01/2019 102.96 - - 0.300000 0.300000
03/01/2019 100.93 - - 0.300000 0.300000
02/01/2019 101.01 - - 0.310000 0.310000
12/28/2018 98.94 - - 0.310000 0.310000
12/12/2018 98.70 0.000000 0.000000 - 0.000000
12/03/2018 98.30 - - 0.320000 0.320000
11/01/2018 98.59 - - 0.300000 0.300000
10/01/2018 100.26 - - 0.275000 0.275000
09/04/2018 100.63 - - 0.280000 0.280000
08/01/2018 100.52 - - 0.275000 0.275000
07/02/2018 100.06 - - 0.290000 0.290000
06/01/2018 100.58 - - 0.300000 0.300000
05/01/2018 100.53 - - 0.283000 0.283000
04/02/2018 102.02 - - 0.272000 0.272000
03/01/2018 102.26 - - 0.275000 0.275000
02/01/2018 103.81 - - 0.277000 0.277000
12/28/2017 105.30 - - 0.275000 0.275000
12/13/2017 105.62 0.023430 0.040720 - 0.064150
12/01/2017 105.30 - - 0.277000 0.277000
11/01/2017 105.44 - - 0.268000 0.268000
10/02/2017 105.21 - - 0.274000 0.274000
09/01/2017 105.46 - - 0.264000 0.264000
08/01/2017 105.43 - - 0.268000 0.268000
07/03/2017 104.39 - - 0.273000 0.273000
06/01/2017 104.49 - - 0.263000 0.263000
05/01/2017 103.45 - - 0.250000 0.250000
04/03/2017 103.21 - - 0.250000 0.250000
03/01/2017 102.77 - - 0.252000 0.252000
02/01/2017 102.14 - - 0.277000 0.277000
12/28/2016 101.82 - - 0.295000 0.295000
12/14/2016 101.41 0.000000 0.000000 - 0.000000
12/01/2016 101.55 - - 0.250000 0.250000
11/01/2016 104.93 - - 0.242000 0.242000
10/03/2016 106.17 - - 0.240000 0.240000
09/01/2016 106.77 - - 0.250000 0.250000
08/01/2016 106.40 - - 0.250000 0.250000
07/01/2016 105.99 - - 0.250000 0.250000
06/01/2016 103.44 - - 0.237130 0.237130
05/02/2016 103.58 - - 0.240000 0.240000
04/01/2016 102.82 - - 0.230000 0.230000
03/01/2016 99.85 - - 0.230000 0.230000
02/01/2016 99.03 - - 0.260000 0.260000
12/29/2015 98.87 - - 0.260000 0.260000
12/09/2015 100.03 0.038400 0.000000 - 0.038400
12/01/2015 100.69 - - 0.260000 0.260000
11/02/2015 100.60 - - 0.260000 0.260000
09/30/2015 100.30 - - 0.260000 0.260000
08/31/2015 99.85 - - 0.250000 0.250000
07/31/2015 101.05 - - 0.265000 0.265000
06/30/2015 100.50 - - 0.274000 0.274000
05/29/2015 102.45 - - 0.260000 0.260000
04/30/2015 103.63 - - 0.260000 0.260000
03/31/2015 104.28 - - 0.250000 0.250000
02/27/2015 104.17 - - 0.235000 0.235000
01/30/2015 105.32 - - 0.240000 0.240000
12/29/2014 102.45 - - 0.250000 0.250000
12/10/2014 102.70 0.193964 0.138105 - 0.332069
11/28/2014 103.62 - - 0.275000 0.275000
10/31/2014 103.01 - - 0.285000 0.285000
09/30/2014 102.28 - - 0.285000 0.285000
08/29/2014 104.13 - - 0.280000 0.280000
07/31/2014 102.75 - - 0.279000 0.279000
06/30/2014 103.21 - - 0.295000 0.295000
05/30/2014 103.33 - - 0.280000 0.280000
04/30/2014 102.07 - - 0.280000 0.280000
03/31/2014 101.15 - - 0.280000 0.280000
02/28/2014 101.49 - - 0.275000 0.275000
01/31/2014 100.67 - - 0.260000 0.260000
12/27/2013 99.03 - - 0.260000 0.260000
12/11/2013 99.30 2.054199 1.625604 - 3.679803
11/29/2013 103.21 - - 0.260000 0.260000
10/31/2013 103.79 - - 0.235000 0.235000
09/30/2013 102.49 0.000000 0.000000 0.280000 0.280000
08/30/2013 101.57 - - 0.280000 0.280000
07/31/2013 102.69 - - 0.290000 0.290000
06/28/2013 102.11 - - 0.310000 0.310000
05/31/2013 105.62 - - 0.310000 0.310000
04/30/2013 108.54 - - 0.310000 0.310000
03/28/2013 106.97 - - 0.330000 0.330000
02/28/2013 107.27 - - 0.350000 0.350000
01/31/2013 106.95 - - 0.370000 0.370000
12/27/2012 108.18 - - 0.350000 0.350000
12/12/2012 108.15 0.151244 0.602066 - 0.753310
11/30/2012 109.09 - - 0.300000 0.300000
10/31/2012 109.54 - - 0.275000 0.275000
09/28/2012 108.62 - - 0.270000 0.270000
08/31/2012 108.22 - - 0.275000 0.275000
07/31/2012 108.24 - - 0.260000 0.260000
06/29/2012 105.46 - - 0.270000 0.270000
05/31/2012 105.24 - - 0.265000 0.265000
04/30/2012 104.75 - - 0.255000 0.255000
03/30/2012 103.60 - - 0.260000 0.260000
02/29/2012 104.81 - - 0.257750 0.257750
01/31/2012 104.35 - - 0.255000 0.255000
12/28/2011 101.37 - - 0.290000 0.290000
12/07/2011 101.06 0.000000 0.000000 - 0.000000
11/30/2011 99.97 - - 0.307160 0.307160
10/31/2011 103.45 - - 0.301660 0.301660
09/30/2011 101.15 - - 0.302880 0.302880
08/31/2011 101.47 - - 0.307770 0.307770
07/29/2011 102.07 - - 0.276780 0.276780
06/30/2011 99.76 - - 0.298800 0.298800
05/31/2011 100.95 - - 0.301250 0.301250
04/29/2011 99.93 - - 0.271550 0.271550
03/31/2011 98.40 - - 0.278800 0.278800
02/28/2011 99.11 - - 0.289220 0.289220
01/31/2011 98.63 - - 0.306510 0.306510
12/29/2010 98.39 - - 0.220890 0.220890
12/08/2010 98.32 0.000000 0.048510 - 0.048510
11/30/2010 99.93 - - 0.261200 0.261200
10/29/2010 101.62 - - 0.262940 0.262940
09/30/2010 101.32 - - 0.064480 0.064480