PIMCO Investment Grade Corporate Bond Index ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
Pimco Investment Grade Corporate Bond Index Exchange-Traded Fund is an exchangetraded fund incorporated in the USA. The Fund seeks to track the performance of the BofA Merrill Lynch US Corporate Index. |
Category | Corporate |
Fund Sponsor | Pacific Investment Management |
Website | www.pimcoetfs.com |
Inception date | Sep 20, 2010 |
Assets (mns) | $1,083 |
Currency | USD |
Expense ratio | 23 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Optimized |
No. of constituents | 1283 |
No of distinct issuers | 598 |
Inflation protected | 0% |
Variable/Fixed coupon | 18% /82% |
Non-standard maturity (callable, etc.) | 83% |
APPLE INC. 3.3% 2/23/26 | 0.8 % |
FIVE CORNERS FUNDING 4.4% 11/15/23 | 0.7 % |
CHARTER COMMUNICATION 4.9% 7/23/25 | 0.7 % |
BRISTOL-MYERS SQUIBB 3.4% 7/26/29 | 0.7 % |
BARCLAYS PLC 4.4% 1/12/26 | 0.7 % |
JPMORGAN CHASE & CO. 3.0% 1/01/26 | 0.7 % |
GOLDMAN SACHS GROUP, 6.8% 1/01/37 | 0.6 % |
BROADCOM INC. 3.1% 4/15/21 | 0.6 % |
MCDONALD'S CORPORATIO 4.9% 12/09/45 | 0.6 % |
BNP PARIBAS S.A. 5.0% 1/15/21 | 0.6 % |
TOTAL | 6.7 % |
---|
BANK OF AMERICA CORPORATION | 2.3% |
U.S. TREASURY | 2.1% |
JPMORGAN CHASE & CO. | 1.9% |
GOLDMAN SACHS GROUP, INC. | 1.4% |
MORGAN STANLEY | 1.3% |
UNITED STATES | 76.5 % | |
UNITED KINGDOM | 4.2 % | |
JAPAN | 3.0 % | |
CANADA | 2.6 % | |
BRITAIN | 1.6 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-1.5% | 7.2% | 2.2% | 2.7% | 3.2% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.28 | 100% |
S&P500 | 0.40 | 58% |
MSCI EAFE | 0.45 | 68% |
MSCI Emg. Mkts. | 0.40 | 58% |
Recent close | $96.12 |
30d moving avg. | $93.37 |
Annualized volatility | 9.3% |
Short interest (ETF) | 0.1% |
Relative strength (RSI) | 78 |
Avg. volume (thou.) | 52 |
Avg. daily value traded (mns) | $5 |
Turnover | 0.5% |
Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
CORP | 7.0 yrs | Category Avg.* |
4.6 yrs |
CORP | 6.9% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 8.32% | -19.3% | $77.59 |
+200 bp | 7.32% | -13.1% | $83.49 |
+150 bp | 6.82% | -10.0% | $86.54 |
+100 bp | 6.32% | -6.7% | $89.67 |
+75 bp | 6.07% | -5.1% | $91.26 |
+50 bp | 5.82% | -3.4% | $92.86 |
+25 bp | 5.57% | -1.7% | $94.48 |
0 bp | 5.32% | 0% | $96.12 |
-25 bp | 5.07% | 1.7% | $97.78 |
-50 bp | 4.82% | 3.5% | $99.45 |
-75 bp | 4.57% | 5.2% | $101.14 |
-100 bp | 4.32% | 7.0% | $102.85 |
-150 bp | 3.82% | 10.6% | $106.31 |
-200 bp | 3.32% | 14.3% | $109.85 |
-300 bp | 2.32% | 21.9% | $117.13 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 532 | bp |
Less: Annual "default factor" | 20 | bp |
Less: Expense ratio | 23 | bp |
Equals: ALTAR Score | 4.89 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.3% |
Corporate | 4.2% |
Emerging Market | 6.0% |
Government | 4.4% |
Inflation Protected | 2.8% |
Mortgage | 5.0% |
Municipals | 3.3% |
*Note: The PIMCO Investment Grade Corporate Bond Index ETF is classified as a Corporate fund. |