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PIMCO Investment Grade Corporate Bond Index ETF
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- 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) | $1,365 |
| 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% |
| 0.0% // | 12.0 % |
| 0.0% // | 5.9 % |
| 0.0% // | 3.1 % |
| 0.0% // | 1.7 % |
| 0.0% // | 1.6 % |
| 0.0% // | 1.5 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.0 % |
| TOTAL | 30.4 % |
|---|
| 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 % |
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UNITED KINGDOM | 4.2 % |
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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. |
| 0.8% | 3.5% | 0.0% | 2.5% | 3.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.16 | 94% |
| S&P500 | 0.37 | 50% |
| MSCI EAFE | 0.42 | 68% |
| MSCI Emg. Mkts. | 0.39 | 58% |
| Recent close | $95.25 |
| 30d moving avg. | $95.44 |
| Annualized volatility | 8.7% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 52 |
| Avg. volume (thou.) | 40 |
| Avg. daily value traded (mns) | $4 |
| Turnover | 0.3% |
| 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 | 8.33% | -19.3% | $76.89 |
| +200 bp | 7.33% | -13.1% | $82.74 |
| +150 bp | 6.83% | -10.0% | $85.76 |
| +100 bp | 6.33% | -6.7% | $88.86 |
| +75 bp | 6.08% | -5.1% | $90.43 |
| +50 bp | 5.83% | -3.4% | $92.02 |
| +25 bp | 5.58% | -1.7% | $93.63 |
| 0 bp | 5.33% | 0% | $95.25 |
| -25 bp | 5.08% | 1.7% | $96.89 |
| -50 bp | 4.83% | 3.5% | $98.55 |
| -75 bp | 4.58% | 5.2% | $100.22 |
| -100 bp | 4.33% | 7.0% | $101.92 |
| -150 bp | 3.83% | 10.6% | $105.35 |
| -200 bp | 3.33% | 14.3% | $108.86 |
| -300 bp | 2.33% | 21.9% | $116.07 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
533 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 23 | bp |
| Equals: ALTAR Score | 4.90 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.1% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.3% |
| Mortgage | 4.9% |
| Municipals | 3.5% |
| *Note: The PIMCO Investment Grade Corporate Bond Index ETF is classified as a Corporate fund. | |