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PIMCO 25+ Year Zero Coupon US Treasury Index ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund is an exchange-traded fund incorporated in the USA. The Fund's objective is provide total return that closely corresponds to the total return of the BofA Merrill Lynch Long US Treasury Principal STRIPS Index. |
| Category | Government |
| Fund Sponsor | Pacific Investment Management |
| Website | www.pimcoetfs.com |
| Inception date | Oct 30, 2009 |
| Assets (mns) | $1,151 |
| Currency | USD |
| Expense ratio | 15 bp |
| Distributions | Quarterly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 21 |
| No of distinct issuers | 1 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 3% /97% |
| Non-standard maturity (callable, etc.) | 3% |
| GOVT OF THE UNITED ST 0.0% 11/15/44 | 5.3 % |
| GOVT OF THE UNITED ST 0.0% 2/15/45 | 5.2 % |
| GOVT OF THE UNITED ST 0.0% 8/15/44 | 5.2 % |
| GOVT OF THE UNITED ST 0.0% 11/15/45 | 5.2 % |
| GOVT OF THE UNITED ST 0.0% 8/15/45 | 5.2 % |
| 0.0% /00/00 | 5.2 % |
| GOVT OF THE UNITED ST 0.0% 2/15/46 | 5.1 % |
| GOVT OF THE UNITED ST 0.0% 8/15/46 | 5.0 % |
| GOVT OF THE UNITED ST 0.0% 5/15/46 | 5.0 % |
| GOVT OF THE UNITED ST 0.0% 2/15/47 | 5.0 % |
| TOTAL | 51.4 % |
|---|
| U.S. TREASURY | 92.1% |
| UNITED STATES OIL & DEVELOPMENT CO... | 5.3% |
 |
UNITED STATES | 97.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -8.0% | -15.0% | -5.9% | 0.8% | 3.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 3.07 | 81% |
| S&P500 | 0.85 | 38% |
| MSCI EAFE | 0.92 | 41% |
| MSCI Emg. Mkts. | 0.93 | 45% |
| Recent close | $73.70 |
| 30d moving avg. | $76.35 |
| Annualized volatility | 24.5% |
| Short interest (ETF) | 0.8% |
| Relative strength (RSI) | 72 |
| Avg. volume (thou.) | 296 |
| Avg. daily value traded (mns) | $22 |
| Turnover | 1.9% |
| Bid/Ask (% of price) | 0.10 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| ZROZ | 27.0 yrs | Category Avg.* |
6.2 yrs |
| ZROZ | 26.5% | Category Avg.* |
6.1% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.59% | -70.6% | $21.70 |
| +200 bp | 6.59% | -49.0% | $37.56 |
| +150 bp | 6.09% | -37.5% | $46.04 |
| +100 bp | 5.59% | -25.5% | $54.89 |
| +75 bp | 5.34% | -19.3% | $59.46 |
| +50 bp | 5.09% | -13.0% | $64.11 |
| +25 bp | 4.84% | -6.6% | $68.86 |
| 0 bp | 4.59% | 0% | $73.70 |
| -25 bp | 4.34% | 6.7% | $78.63 |
| -50 bp | 4.09% | 13.5% | $83.66 |
| -75 bp | 3.84% | 20.5% | $88.77 |
| -100 bp | 3.59% | 27.5% | $93.98 |
| -150 bp | 3.09% | 42.0% | $104.68 |
| -200 bp | 2.59% | 57.0% | $115.74 |
| -300 bp | 1.59% | 88.6% | $138.97 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
459 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 4.41 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 4.9% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The PIMCO 25+ Year Zero Coupon US Treasury Index ETF is classified as a Government fund. | |