LQDH tracks an index that primarily takes a long position in iShares iBoxx USD Investment Grade Corporate Bond ETF (LQD) and shorts Treasury futures to achieve a net-zero portfolio duration. This strategy aims to capture only the credit spread without interest-rate risk, although precise duration hedging is hard to implement in the real world. For reference, LQD consists of USD denominated, investment-grade corporate bonds, weighted by market value and rebalanced monthly. Prior to Dec. 1, 2021, the fund is actively-managed holding the ETF LQD and using the same strategy of hedging interest rate risk.
公司网站 :
https://www.ishares.com/us/products/264542/ishares-interest-rate-hedged-corporate-bond-etf
总经理:-
建立时间:2014
公司总部:iShares Interest Rate Hedged Corporate Bond ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds