|
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
|
|||||||||||||||||
- 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) | $1,521 |
| 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% |
| 0.0% // | 4.4 % |
| 0.0% // | 4.1 % |
| 0.0% // | 4.0 % |
| 0.0% // | 2.6 % |
| 0.0% // | 2.6 % |
| 0.0% // | 1.6 % |
| 0.0% // | 0.6 % |
| 0.0% // | 0.6 % |
| 0.0% // | 0.5 % |
| 0.0% // | 0.5 % |
| TOTAL | 21.6 % |
|---|
| 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. |
| 8.0% | 7.4% | 5.9% | 5.8% | 5.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.43 | 13% |
| S&P500 | 0.24 | 72% |
| MSCI EAFE | 0.26 | 59% |
| MSCI Emg. Mkts. | 0.21 | 46% |
| Recent close | $94.77 |
| 30d moving avg. | $94.72 |
| Annualized volatility | 4.4% |
| Short interest (ETF) | 0.3% |
| Relative strength (RSI) | 61 |
| Avg. volume (thou.) | 79 |
| Avg. daily value traded (mns) | $7 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.10 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| HYS | 2.9 yrs | Category Avg.* |
4.7 yrs |
| HYS | 2.7% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 11.31% | -12.0% | $83.37 |
| +200 bp | 10.31% | -7.2% | $87.97 |
| +150 bp | 9.81% | -5.1% | $89.97 |
| +100 bp | 9.31% | -3.2% | $91.77 |
| +75 bp | 9.06% | -2.3% | $92.60 |
| +50 bp | 8.81% | -1.5% | $93.37 |
| +25 bp | 8.56% | -0.7% | $94.10 |
| 0 bp | 8.31% | 0% | $94.77 |
| -25 bp | 8.06% | 0.7% | $95.39 |
| -50 bp | 7.81% | 1.3% | $95.97 |
| -75 bp | 7.56% | 1.8% | $96.49 |
| -100 bp | 7.31% | 2.3% | $96.96 |
| -150 bp | 6.81% | 3.2% | $97.76 |
| -200 bp | 6.31% | 3.8% | $98.35 |
| -300 bp | 5.31% | 4.4% | $98.94 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
831 | bp |
| Less: Annual "default factor" |
361 | bp |
| Less: Expense ratio | 56 | bp |
| Equals: ALTAR Score | 4.14 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 7.0% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.2% |
| *Note: The PIMCO 0-5 Year High Yield Corporate Bond Index ETF is classified as a Corporate fund. | |