PIMCO Enhanced Low Duration Active ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
The PIMCO Low Duration Active ETF is a diversified portfolio of high quality bonds that is actively managed in an effort to limit interest rate exposure while maximizing returns in a risk-controlled framework. |
Category | Aggregate |
Fund Sponsor | Pacific Investment Management |
Website | www.pimcoetfs.com |
Inception date | Jan 22, 2014 |
Assets (mns) | $927 |
Currency | USD |
Expense ratio | 51 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Not Applicable |
Index replication | Not Applicable |
No. of constituents | 150 |
No of distinct issuers | 127 |
Inflation protected | 2% |
Variable/Fixed coupon | 24% /76% |
Non-standard maturity (callable, etc.) | 61% |
UNITED STATES TREASUR 2.3% 3/31/21 | 8.2 % |
UNITED STATES TREASUR 2.5% 2/28/21 | 5.8 % |
0.0% 2/12/21 | 1.2 % |
FHLMC 30YR POOL#ZT195 3.5% 5/01/49 | 1.1 % |
HARLEY-DAVIDSON FINAN 2.4% 6/15/20 | 0.9 % |
0.0% 1/16/24 | 0.9 % |
HCA, INC. 6.5% 2/15/20 | 0.9 % |
EDISON INTERNATIONAL 2.1% 4/15/20 | 0.9 % |
BACARDI LTD. 4.5% 1/15/21 | 0.8 % |
ROCKIES EXPRESS PIPEL 5.6% 4/15/20 | 0.8 % |
TOTAL | 21.4 % |
---|
U.S. TREASURY | 32.3% |
FANNIE MAE | 5.8% |
SLMA 2008-9 A 3MLIB+150 | 1.8% |
GOVERNMENT OF THE UNITED STATES OF... | 1.5% |
GINNIE MAE | 1.0% |
UNITED STATES | 68.7 % | |
BRITAIN | 4.1 % | |
NETHERLANDS | 1.7 % | |
IRELAND | 1.3 % | |
CAYMAN ISLANDS | 1.2 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.9% | 5.2% | 1.7% | 2.0% | 2.0% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.22 | 49% |
S&P500 | 0.04 | 9% |
MSCI EAFE | 0.06 | 20% |
MSCI Emg. Mkts. | 0.06 | 20% |
Recent close | $94.21 |
30d moving avg. | $94.03 |
Annualized volatility | 2.3% |
Short interest (ETF) | 0.2% |
Relative strength (RSI) | 65 |
Avg. volume (thou.) | 49 |
Avg. daily value traded (mns) | $5 |
Turnover | 0.5% |
Bid/Ask (% of price) | 0.08 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
LDUR | 2.9 yrs | Category Avg.* |
4.8 yrs |
LDUR | 2.9% | Category Avg.* |
4.7% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 7.33% | -6.1% | $88.43 |
+200 bp | 6.33% | -4.6% | $89.85 |
+150 bp | 5.83% | -3.7% | $90.75 |
+100 bp | 5.33% | -2.6% | $91.78 |
+75 bp | 5.08% | -2.0% | $92.34 |
+50 bp | 4.83% | -1.4% | $92.93 |
+25 bp | 4.58% | -0.7% | $93.55 |
0 bp | 4.33% | 0% | $94.21 |
-25 bp | 4.08% | 0.7% | $94.90 |
-50 bp | 3.83% | 1.5% | $95.62 |
-75 bp | 3.58% | 2.3% | $96.37 |
-100 bp | 3.33% | 3.1% | $97.15 |
-150 bp | 2.83% | 4.9% | $98.81 |
-200 bp | 2.33% | 6.8% | $100.60 |
-300 bp | 1.33% | 11.0% | $104.56 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 437 | bp |
Less: Annual "default factor" | 21 | bp |
Less: Expense ratio | 51 | bp |
Equals: ALTAR Score | 3.65 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.5% |
Emerging Market | 6.2% |
Government | 4.8% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The PIMCO Enhanced Low Duration Active ETF is classified as a Aggregate fund. |