|
PIMCO Low Duration 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) | $442 |
| Currency | USD |
| Expense ratio | 79 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. |
| 3.2% | 4.8% | 2.8% | -- | 2.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.24 | 16% |
| S&P500 | 0.05 | 19% |
| MSCI EAFE | 0.06 | 22% |
| MSCI Emg. Mkts. | 0.05 | 23% |
| Recent close | $101.75 |
| 30d moving avg. | $101.14 |
| Annualized volatility | 2.0% |
| Short interest (ETF) | 0.5% |
| Relative strength (RSI) | 66 |
| Avg. volume (thou.) | 44 |
| Avg. daily value traded (mns) | $4 |
| Turnover | 0.9% |
| Bid/Ask (% of price) | 0.10 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| LDUR | 2.9 yrs | Category Avg.* |
5.0 yrs |
| LDUR | 2.9% | Category Avg.* |
5.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.77% | -6.1% | $95.51 |
| +200 bp | 3.77% | -4.6% | $97.04 |
| +150 bp | 3.27% | -3.7% | $98.01 |
| +100 bp | 2.77% | -2.6% | $99.12 |
| +75 bp | 2.52% | -2.0% | $99.73 |
| +50 bp | 2.27% | -1.4% | $100.37 |
| +25 bp | 2.02% | -0.7% | $101.04 |
| 0 bp | 1.77% | 0% | $101.75 |
| -25 bp | 1.52% | 0.7% | $102.49 |
| -50 bp | 1.27% | 1.5% | $103.27 |
| -75 bp | 1.02% | 2.3% | $104.08 |
| -100 bp | 0.77% | 3.1% | $104.93 |
| -150 bp | 0.27% | 4.9% | $106.72 |
| -200 bp | -0.23% | 6.8% | $108.65 |
| -300 bp | -1.23% | 11.0% | $112.93 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
181 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 79 | bp |
| Equals: ALTAR Score | 0.81 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.2% |
| Corporate | 1.8% |
| Emerging Market | 3.9% |
| Government | 0.5% |
| Inflation Protected | 1.0% |
| Mortgage | 2.4% |
| Municipals | 2.2% |
| *Note: The PIMCO Low Duration ETF is classified as a Aggregate fund. | |