iShares Advantaged U.S. High Yield Bond Index Fund (CAD-Hedged) (CHB)
$19.98
Last Market Price: 5/18/12 4:15PM ET
($0.04) | -0.20 %
Change

FUND SUMMARY

The iShares Advantaged U.S. High Yield Bond Index Fund (CAD-Hedged) (the “Fund”) seeks to provide a return based on the price and performance, before fees and expenses, of the Barclays Capital U.S. High-Yield Very Liquid Index (“the Index”). The Fund obtains a tax-efficient exposure to the constituent securities of the index through entering into a forward agreement with a Canadian Chartered Bank.

The ETF provides suitable investors of different sizes with the opportunity to gain exposure to a well diversified U.S. high yield bond portfolio, on a Canadian dollar hedged basis. 

Featured Resources
Fund Statistics
as of 5/18/12
  Market Price NAV
Close $19.98 $20.01
Change ($0.04) ($0.08)
52-Week High $21.28 $21.11
52-Week Low $18.13 $18.04
Bid/Ask Midpoint $20.01
Bid/Ask Premium (Discount) (0.02 %)
Volume 57,347
Shares Outstanding 18,340,000
Total Managed Assets $367,054,375
Total Managed Assets (Common and Advisor) $404,724,856
As of September 15, 2011 volume is the daily volume summation of Toronto Stock Exchange and Alpha Trading Systems. Prior to September 15, 2011 volume displayed was that of the Toronto Stock Exchange only.  Figures are based on market close.


Top Fund Holdings
as of 5/18/12
ICAHN ENTERPRISES LP / ICAHN E 8.000% 01/15/2018 DD 07/15/10 1.93 %
TOYS R US PROPERTY CO I LLC 10.750% 07/15/2017 DD 01/15/10 1.87 %
HUGHES SATELITE SYSTEMS 6.500% 06/15/2019 DD 12/15/11 1.82 %
SPRINT NEXTEL CORP 144A 9.000% 11/15/2018 DD 11/09/11 1.67 %
SEALED AIR CORP 8.375% 09/15/2021 DD 10/03/11 1.66 %
OFFSHORE GROUP INVESTMENTS LTD 11.500% 08/01/2015 DD 02/01/11 1.64 %
CAESARS ENTERTAINMENT OPERATIN 10.000% 12/15/2018 DD 12/15/09 1.62 %
INTERNATIONAL LEASE FINANCE CO 8.750% 03/15/2017 DD 03/15/11 1.44 %
COMMSCOPE INC 8.250% 01/15/2019 DD 01/14/11 1.42 %
INTELSAT JACKSON HOLDINGS SA 7.250% 04/01/2019 DD 10/01/11 1.40 %
Initially, in order to obtain exposure to the performance of the Index, the iShares Advantaged U.S. High Yield Bond Index Fund (CAD-Hedged) (the “ETF”) will invest the net proceeds of its continuous offerings in a portfolio of common shares of Canadian public companies listed on the TSX that qualify as “Canadian securities” for purpose of the Tax Act (the “Canadian Share Portfolio”). The ETF will enter into one or more forward purchase and sale agreements (collectively, the “Forward”) with a Canadian chartered bank or an affiliate thereof (the “Counterparty”) pursuant to which the ETF will agree to sell securities in the Canadian Share Portfolio to the Counterparty from time to time in exchange for a purchase price determined by reference to the Canadian dollar value (the “Forward Amount”) of the performance of Index. However, neither the ETF nor its Unitholders by virtue of their investment in Units will have any ownership interest in the Index or any other financial instrument, if any, the Counterparty chooses to hedge its exposure under the Forward.
Profile
Ticker Symbol (Click for Intraday Price) CHB
Exchange TSX
CUSIP 46432G105
Inception Date 1/11/10
Income Distribution Return of Capital and Capital Gains
Distribution Schedule (if any) Monthly
Management Fees 0.50 %
Management Expense Ratio (as of 6/30/11) 0.56 %
Fiscal Year-End 12/31
Investment Adviser BlackRock Investments Canada Inc.
Index Name Barclays Capital U.S. High Yield Very Liquid Index (hedged CAD)
Index Provider Barclays Capital
RRSP, RRIF, RESP, DPSP, TFSA 100% Eligible
DRIP Offered Yes
PACC Offered Yes
SWP Offered Yes

Management Expense Ratio is the total percentage of fund assets used for administrative, management, marketing, and all other expenses.

Fund Characteristics
as of 5/17/12
Average Credit Quality B1/B2
Average Coupon 8.22 %
Yield To Maturity 7.80 %
Average Yield To Worst 7.52 %
Average Maturity in Years 6.97
Modified Adjusted Duration in Years 4.56
Convexity -0.04 %
Number of Holdings 211

P/E Ratio is a harmonic weighted average and is equal to a security’s market capitalization divided by its after-tax earnings over the most recent 12-month period.

The weighted average credit quality of the bonds held in the portfolio.

The weighted average of coupons on the bonds held in the portfolio.

The total return by an investor who buys the portfolio today at the market price, assuming that the all the bonds will be held until maturity, and that all coupon and principal payments will be made on schedule. Yield to maturity is actually an estimation of future return, as the rates at which coupon payments are assumed to be the current market rates.

When a bond is callable, puttable, exchangeable, or has other features, the yield to worst is the lowest yield of yield to maturity, yield to call, yield to put, and others.

The weighted average maturity of the bonds held in the portfolio.

Duration is measure of sensitivity of bond prices to changes in interest rates assuming small parallel shifts in the interest rates. For example a portfolio with duration of 2 years, when interest rates go up 1% the portfolio value should fall 2%. As maturity increases, duration increases and the bond’s price becomes more sensitive to interest rate changes.

A measure of how the duration of a bond changes as the interest rates changes do not occur evenly along the interest rate curve or non-parallel shifts in the interest rate curve. (measure of the curvature or 2nd derivative of how the price of a bond varies with interest rate).

Distribution Information
Last Distribution per Share $0.122000
Indicated Distribution Yield* 7.316 %
DRIP/PACC Price $20.61
Date Paid 5/4/12
Next Targeted Distribution
Ex-Date 5/28/12
Record Date 5/30/12
Payable Date 6/6/12

(*) Approximate annualized distribution yield based on last distribution and most recent NAV. Information may change without notice. Actual results may vary. Distribution per unit is subject to change on the ex-distribution date.