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PIMCO 15+ YR US TIPS
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| PIMCO 15+ Year US TIPS Index Exchange-Traded Fund is an exchanged-traded fund incorporated in the USA. The Fund's objective is provide total return that closely corresponds to the total return of its index. |
| Category | Inflation Protected |
| Fund Sponsor | Pacific Investment Management |
| Website | www.pimcoetfs.com |
| Inception date | Sep 08, 2009 |
| Assets (mns) | $262 |
| Currency | USD |
| Expense ratio | 20 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 8 |
| No of distinct issuers | 1 |
| Inflation protected | 99% |
| Variable/Fixed coupon | 1% /99% |
| Non-standard maturity (callable, etc.) | 33% |
| UNITED STATES TREASUR 2.1% 2/15/41 | 15.1 % |
| UNITED STATES TREASUR 1.4% 2/15/44 | 12.2 % |
| UNITED STATES TREASUR 0.8% 2/15/42 | 11.2 % |
| UNITED STATES TREASUR 0.6% 2/15/43 | 10.4 % |
| UNITED STATES TREASUR 0.8% 2/15/45 | 10.4 % |
| UNITED STATES TREASUR 1.0% 2/15/46 | 9.8 % |
| UNITED STATES TREASUR 2.1% 2/15/40 | 9.8 % |
| GOVT OF THE UNITED ST 1.0% 2/15/48 | 8.8 % |
| UNITED STATES TREASUR 0.9% 2/15/47 | 8.4 % |
| GOVT OF THE UNITED ST 1.0% 2/15/49 | 3.7 % |
| TOTAL | 99.7 % |
|---|
| U.S. TREASURY | 99.3% |
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UNITED STATES | 99.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 17.5% | 17.5% | 3.5% | 5.7% | 5.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 2.48 | 64% |
| S&P500 | -0.02 | 0% |
| MSCI EAFE | -0.05 | 0% |
| MSCI Emg. Mkts. | -0.04 | 0% |
| Recent close | $73.78 |
| 30d moving avg. | $73.25 |
| Annualized volatility | 9.0% |
| Short interest (ETF) | 0.7% |
| Relative strength (RSI) | 48 |
| Avg. volume (thou.) | 34 |
| Avg. daily value traded (mns) | $3 |
| Turnover | 0.9% |
| Bid/Ask (% of price) | 0.39 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| LTPZ | 22.3 yrs | Category Avg.* |
7.8 yrs |
| LTPZ | 22.2% | Category Avg.* |
7.8% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 3.33% | -57.7% | $31.23 |
| +200 bp | 2.33% | -40.5% | $43.93 |
| +150 bp | 1.83% | -31.1% | $50.84 |
| +100 bp | 1.33% | -21.2% | $58.12 |
| +75 bp | 1.08% | -16.1% | $61.90 |
| +50 bp | 0.83% | -10.9% | $65.77 |
| +25 bp | 0.58% | -5.5% | $69.73 |
| 0 bp | 0.33% | 0% | $73.78 |
| -25 bp | 0.08% | 5.6% | $77.93 |
| -50 bp | -0.17% | 11.4% | $82.16 |
| -75 bp | -0.42% | 17.2% | $86.49 |
| -100 bp | -0.67% | 23.2% | $90.92 |
| -150 bp | -1.17% | 35.6% | $100.04 |
| -200 bp | -1.67% | 48.5% | $109.53 |
| -300 bp | -2.67% | 75.7% | $129.62 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
249 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 2.26 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.1% |
| Emerging Market | 3.4% |
| Government | 1.8% |
| Inflation Protected | 1.7% |
| Mortgage | 2.7% |
| Municipals | 2.2% |
| *Note: The PIMCO 15+ YR US TIPS is classified as a Inflation Protected fund. | |