Fixed Income

BlackRock USD Systematic Bond Index

  • Index Level as of Jul 25, 2024 915.59
  • 1 Day Index Level Change as of Jul 25, 2024 1.58 (0.17%)

Overview

Index Objective

BlackRock USD Systematic Bond Index (the “Index”) measures the performance of a strategy that starts with a broad, market value weighted universe of U.S. dollar-denominated bonds covering multiple sectors including U.S. Treasuries, Government-related and Corporate securities as well as Taxable Municipals, Fixed Rate Agency MBS, ABS and CMBS. The Index combines strategic duration tilts, adjustments to sector weights and index risk exposures according to market regime, and security selection. It achieves this while seeking to maximize carry and maintain overall risk exposures generally in line with the starting universe.

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Performance

Performance

Index Level History

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Historical index performance is no guarantee of any future performance. Indexes are unmanaged and one cannot invest directly in an index.

  • Returns

  YTD 1m 3m 6m 1y 3y 5y 10y Incept.
Total Return (%) -0.01 1.00 0.33 -0.03 4.02 - - - -9.09

Key Facts

Key Facts

Inception Date
Aug 31, 2021
Number of Index Constituents
-
External Index Ticker
USBNDFCT
Asset Class
Fixed Income
Base Currency
U.S. Dollar

Constituents

Constituents

as of Jun 30, 2024
Issuer Weight (%)
UNITED STATES TREASURY 15.40
FEDERAL NATIONAL MORTGAGE ASSOCIATION 10.67
FEDERAL HOME LOAN MORTGAGE CORPORATION 7.77
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 5.85
FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD 1.11
Issuer Weight (%)
MORGAN STANLEY 1.08
WELLS FARGO & COMPANY 1.05
BANK OF AMERICA CORP 0.97
JPMORGAN CHASE & CO 0.84
HSBC HOLDINGS PLC 0.71
Name Market Value Weight (%) Maturity

Literature

Literature