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PIMCO Enhanced Low Duration Active ETF
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- 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) | $943 |
| 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 % |
|---|
| 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. |
| 1.5% | 2.6% | 1.3% | 2.1% | 2.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.20 | 51% |
| S&P500 | 0.04 | 11% |
| MSCI EAFE | 0.06 | 25% |
| MSCI Emg. Mkts. | 0.06 | 22% |
| Recent close | $96.19 |
| 30d moving avg. | $95.45 |
| Annualized volatility | 2.0% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 66 |
| Avg. volume (thou.) | 44 |
| 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 | 6.84% | -6.1% | $90.29 |
| +200 bp | 5.84% | -4.6% | $91.74 |
| +150 bp | 5.34% | -3.7% | $92.66 |
| +100 bp | 4.84% | -2.6% | $93.71 |
| +75 bp | 4.59% | -2.0% | $94.28 |
| +50 bp | 4.34% | -1.4% | $94.88 |
| +25 bp | 4.09% | -0.7% | $95.52 |
| 0 bp | 3.84% | 0% | $96.19 |
| -25 bp | 3.59% | 0.7% | $96.89 |
| -50 bp | 3.34% | 1.5% | $97.63 |
| -75 bp | 3.09% | 2.3% | $98.39 |
| -100 bp | 2.84% | 3.1% | $99.19 |
| -150 bp | 2.34% | 4.9% | $100.89 |
| -200 bp | 1.84% | 6.8% | $102.72 |
| -300 bp | 0.84% | 11.0% | $106.76 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
388 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 51 | bp |
| Equals: ALTAR Score | 3.16 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.4% |
| Government | 6.9% |
| Inflation Protected | 2.1% |
| Mortgage | 4.8% |
| Municipals | 3.4% |
| *Note: The PIMCO Enhanced Low Duration Active ETF is classified as a Aggregate fund. | |