PERFORMANCE





Ex-Date Payable Date Record Date Total Distribution   Income ST Cap Gains LT Cap Gains Return on Capital

Holdings

as of 29-Jan-2015

Holding Sector Asset Class Weight (%) Country Market Value Price ISIN SEDOL Currency Maturity Coupon (%) Duration Mod. Duration YTM (%) Yield to Call (%) Yield to Worst (%) Notional Value
holding-image

IBCB

ISHARESBOND 2016 CORPORATE EX-FINA

ETFs FI 16.65 United States $7,563,892 100.18 US46432FAD96 BBHX2Q8 USD - 0.00 0.70 - 0.60 - 0.60 7,563,892.00
holding-image

BLKFDS

BLK CSH FND TREASURY SL AGENCY

Cash and/or Derivatives CA 4.96 United States $2,255,881 1.00 US0669224778 - USD - 0.17 0.00 - 0.17 - 0.17 2,255,881.12
holding-image

MS

MORGAN STANLEY

Corporates FI 1.61 United States $732,919 103.15 US61746SBR94 B0MTBG7 USD Oct 15, 2015 5.38 0.70 - 0.92 - 0.92 732,919.44
holding-image

GS

GOLDMAN SACHS GROUP INC/THE

Corporates FI 1.61 United States $730,891 102.68 US38143USC61 B691LJ1 USD Feb 7, 2016 3.63 1.00 - 0.98 - 0.98 730,891.31
holding-image

BAC

BANK OF AMERICA CORP MTN

Corporates FI 1.46 United States $663,553 100.61 US06051GEB14 B65FQJ2 USD Apr 1, 2015 4.50 0.17 - 0.94 - 0.94 663,552.57
holding-image

WSTP

WESTPAC BANKING CORP

Corporates FI 1.24 Australia $564,169 102.16 US961214BP70 B4PX3S0 USD Dec 9, 2015 3.00 0.85 - 0.48 - 0.48 564,169.47
holding-image

AXP

AMERICAN EXPRESS CO MTN

Corporates FI 1.24 United States $562,213 101.20 US0258M0DA41 B3NML88 USD Sep 15, 2015 2.75 0.62 - 0.83 - 0.83 562,213.36
holding-image

BAC

BANK OF AMERICA CORP MTN

Corporates FI 1.20 United States $547,035 102.87 US06051GEG01 B3NR2D5 USD Mar 17, 2016 3.63 1.10 - 1.07 - 1.07 547,034.60
holding-image

RY

ROYAL BANK OF CANADA MTN

Corporates FI 1.16 Canada $528,566 100.35 US78008SD865 B91RW51 USD Mar 8, 2016 0.85 1.10 - 0.54 - 0.54 528,565.73
holding-image

GE

GENERAL ELECTRIC CAPITAL CORP MTN

Corporates FI 1.11 United States $503,310 100.60 US36962G6R00 B8SG1K2 USD Jan 8, 2016 1.00 0.94 - 0.36 - 0.36 503,309.92
Ticker Name Sector Asset Class Country Weight (%) Market Value Price ISIN SEDOL Currency Maturity Coupon (%) Duration Mod. Duration YTM (%) Yield to Call (%) Yield to Worst (%) Notional Value
Ticker Name Sector Asset Class Country Weight (%) Market Value Price ISIN SEDOL Currency Maturity Coupon (%) Duration Mod. Duration YTM (%) Yield to Call (%) Yield to Worst (%) Notional Value

Exposure Breakdowns

as of 29-Jan-2015

% of Market Value

Banking

34.02%

Consumer Non-Cyclical

13.62%

Consumer Cyclical

8.06%

Energy

7.35%

Cash and/or Derivatives

6.01%

Communications

5.77%

Electric

4.72%

Technology

4.47%

Insurance

4.16%

Finance Companies

3.59%

Capital Goods

3.48%

Basic Industry

2.70%

Brokerage/Asset Managers/Exchanges

1.01%

Reits

0.99%

Transportation

0.04%

as of 29-Jan-2015

  • 70
  • 56
  • 42
  • 28
  • 14
  • 0

6.01

69.66

24.33

  • Cash and/or Derivatives

  • 0 - 1 Year

  • 1 - 2 Years

as of 29-Jan-2015

% of Market Value

Cash and/or Derivatives

6.01%

AAA Rated

0.98%

AA Rated

16.78%

A Rated

48.11%

BBB Rated

28.12%

BB Rated

-

B Rated

-

CCC Rated

-

CC Rated

-

C Rated

-

D Rated

-

Not Rated

-

KEY FACTS

Net Assets

as of 29-Jan-2015

$45,449,851
Inception Date Jul 9, 2013
Exchange NYSE Arca
Asset Class Fixed Income
Benchmark Index Barclays 2016 Maturity Corporate Index
Index Ticker BI16TRUU

Fund Credit Rating - S&P   BBB+f

Shares Outstanding 450,000
Number of Holdings

as of 29-Jan-2015

184
CUSIP 46432FAT4
Closing Price  

as of 29-Jan-2015

101.05
20 Day Avg. Volume   812
Premium/Discount  

as of 29-Jan-2015

-0.01%
Options Available No

FEES as of 31-Oct-2013

Expense Ratio  

0.13%

Fee Waiver  

0.03%

Expense Ratio (including waivers)

0.10%

PORTFOLIO CHARACTERISTICS

Equity Beta  

as of 31-Dec-2014

0.00
Standard Deviation (3y)  

as of -

-

12m Trailing Yield  

as of 29-Jan-2015

0.81%
Distribution Yield  

as of 29-Jan-2015

0.78%
30 Day SEC Yield  

as of 29-Jan-2015

0.57%
30 Day SEC Yield Month End  

as of 31-Dec-2014

0.61
Unsubsidized 30-Day SEC Yield  

as of 31-Dec-2014

0.59%

Weighted Avg Coupon  

as of 29-Jan-2015

2.84%
Weighted Average Life  

as of 29-Jan-2015

0.70 yrs
Effective Duration  

as of 29-Jan-2015

0.69 yrs
Weighted Avg YTM  

as of 29-Jan-2015

0.74%
Option Adjusted Spread  

as of 29-Jan-2015

59 bps

Estimated Net Acquisition Yield Calculator

Calculate the Estimated Net Acquisition Yield (ENA Yield) based on the projected market purchase price that you input. This estimate also reflects the deduction of the expense ratio (10 basis points).
The NAV (as of 29-Jan-2015) used in the calculation is $101.00. The value you enter should correspond to your estimated market purchase price as of 29-Jan-2015.
Please note that the results generated by the Estimated Net Acquisition Yield Calculator are for illustrative purposes only and are not representative of any specific investment outcome.
The Average Yield to Maturity shown is the weighted average yield to maturity of the individual bonds. During the final year of the fund's life, the underlying bonds will mature and the proceeds will be held in cash equivalents until the liquidation of the fund. The investor's total realized yield to fund maturity will be influenced by the yield earned on these proceeds during the final year. If the future yield on cash equivalents is lower than the current Average Yield to Maturity for the portfolio’s bonds, the realized yield to fund maturity is also expected to be lower and vice versa.
Calculate

More Products

No recently viewed funds available