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PIMCO 0-5 Year High Yield Corporate Bond Index ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund is an exchange-traded fund incorporated in the USA. The Fund seeks to track the perfor mance of the BofA ML 0-5 Year US High Yield Constrained Index. |
| Category | Corporate |
| Fund Sponsor | Pacific Investment Management |
| Website | www.pimcoetfs.com |
| Inception date | Jun 16, 2011 |
| Assets (mns) | $1,257 |
| Currency | USD |
| Expense ratio | 56 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 662 |
| No of distinct issuers | 451 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 14% /86% |
| Non-standard maturity (callable, etc.) | 94% |
| SPRINT CORP. 7.9% 9/15/23 | 1.1 % |
| INFOR (US), INC. (MIN 6.5% 5/15/22 | 1.0 % |
| NIELSEN FINANCE LLC 5.0% 4/15/22 | 0.9 % |
| 1011778 B.C. ULC 4.6% 1/15/22 | 0.8 % |
| CIT GROUP INC. 5.0% 8/15/22 | 0.8 % |
| FIRST DATA CORPORATIO 5.4% 8/15/23 | 0.8 % |
| TRANSOCEAN, INC. 9.0% 7/15/23 | 0.7 % |
| COMMUNITY HEALTH SYST 6.3% 3/31/23 | 0.7 % |
| XPO LOGISTICS, INC. 6.5% 6/15/22 | 0.7 % |
| DIAMOND 1 FINANCE COR 5.9% 6/15/21 | 0.7 % |
| TOTAL | 8.4 % |
|---|
| FORD MOTOR CREDIT COMPANY LLC | 2.3% |
| CARNIVAL CORPORATION | 1.4% |
| AMERICAN AIRLINES, INC. | 1.2% |
| COLT MERGER SUB, INC. | 1.0% |
| CCO HOLDINGS LLC | 1.0% |
 |
UNITED STATES | 72.0 % |
 |
CANADA | 4.6 % |
 |
UNITED KINGDOM | 2.0 % |
 |
LUXEMBOURG | 1.7 % |
 |
IRELAND | 1.2 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.6% | 10.1% | 3.8% | 4.0% | 5.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.69 | 54% |
| S&P500 | 0.32 | 71% |
| MSCI EAFE | 0.33 | 72% |
| MSCI Emg. Mkts. | 0.23 | 38% |
| Recent close | $92.35 |
| 30d moving avg. | $91.29 |
| Annualized volatility | 6.7% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 72 |
| Avg. volume (thou.) | 201 |
| Avg. daily value traded (mns) | $19 |
| Turnover | 1.5% |
| Bid/Ask (% of price) | 0.10 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| HYS | 2.9 yrs | Category Avg.* |
4.6 yrs |
| HYS | 2.7% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 12.68% | -12.0% | $81.24 |
| +200 bp | 11.68% | -7.2% | $85.73 |
| +150 bp | 11.18% | -5.1% | $87.68 |
| +100 bp | 10.68% | -3.2% | $89.43 |
| +75 bp | 10.43% | -2.3% | $90.23 |
| +50 bp | 10.18% | -1.5% | $90.99 |
| +25 bp | 9.93% | -0.7% | $91.69 |
| 0 bp | 9.68% | 0% | $92.35 |
| -25 bp | 9.43% | 0.7% | $92.96 |
| -50 bp | 9.18% | 1.3% | $93.52 |
| -75 bp | 8.93% | 1.8% | $94.03 |
| -100 bp | 8.68% | 2.3% | $94.49 |
| -150 bp | 8.18% | 3.2% | $95.26 |
| -200 bp | 7.68% | 3.8% | $95.84 |
| -300 bp | 6.68% | 4.4% | $96.41 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
968 | bp |
| Less: Annual "default factor" |
361 | bp |
| Less: Expense ratio | 56 | bp |
| Equals: ALTAR Score | 5.51 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.6% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.7% |
| Inflation Protected | 3.0% |
| Mortgage | 5.3% |
| Municipals | 3.4% |
| *Note: The PIMCO 0-5 Year High Yield Corporate Bond Index ETF is classified as a Corporate fund. | |