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) | $921 |
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% |
0.0% // | 81.4 % |
0.0% // | 48.1 % |
0.0% // | 26.2 % |
0.0% // | 5.4 % |
0.0% // | 4.7 % |
0.0% // | 2.3 % |
0.0% // | 1.6 % |
0.0% // | 1.4 % |
0.0% // | 1.4 % |
0.0% // | 1.4 % |
TOTAL | 173.8 % |
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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% |
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UNITED STATES | 68.7 % |
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BRITAIN | 4.1 % |
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NETHERLANDS | 1.7 % |
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IRELAND | 1.3 % |
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CAYMAN ISLANDS | 1.2 % |
HISTORICAL RETURNS 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
1.3% | 3.7% | 1.3% | 2.1% | 2.2% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.20 | 56% |
S&P500 | 0.04 | 11% |
MSCI EAFE | 0.06 | 25% |
MSCI Emg. Mkts. | 0.06 | 23% |
Recent close | $95.25 |
30d moving avg. | $95.14 |
Annualized volatility | 2.0% |
Short interest (ETF) | 0.1% |
Relative strength (RSI) | 54 |
Avg. volume (thou.) | 40 |
Avg. daily value traded (mns) | $4 |
Turnover | 0.4% |
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 | 7.05% | -6.1% | $89.41 |
+200 bp | 6.05% | -4.6% | $90.84 |
+150 bp | 5.55% | -3.7% | $91.75 |
+100 bp | 5.05% | -2.6% | $92.78 |
+75 bp | 4.80% | -2.0% | $93.35 |
+50 bp | 4.55% | -1.4% | $93.95 |
+25 bp | 4.30% | -0.7% | $94.58 |
0 bp | 4.05% | 0% | $95.25 |
-25 bp | 3.80% | 0.7% | $95.94 |
-50 bp | 3.55% | 1.5% | $96.67 |
-75 bp | 3.30% | 2.3% | $97.43 |
-100 bp | 3.05% | 3.1% | $98.22 |
-150 bp | 2.55% | 4.9% | $99.90 |
-200 bp | 2.05% | 6.8% | $101.71 |
-300 bp | 1.05% | 11.0% | $105.71 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
409 | bp |
Less: Annual "default factor" ![]() |
21 | bp |
Less: Expense ratio | 51 | bp |
Equals: ALTAR Score | 3.37 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.2% |
Corporate | 4.0% |
Emerging Market | 5.7% |
Government | 7.2% |
Inflation Protected | 2.4% |
Mortgage | 5.0% |
Municipals | 3.5% |
*Note: The PIMCO Enhanced Low Duration Active ETF is classified as a Aggregate fund. |