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PIMCO Enhanced Short Maturity Active ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| PIMCO Enhanced Short Maturity Exchange-Traded Fund is an actively managed exchange-traded fund incorporated in the USA. The Fund's objective is to provide maximum current income, consistent with preservation of capital. The Fund is an actively managed ETF. |
| Category | Aggregate |
| Fund Sponsor | Pacific Investment Management |
| Website | www.pimcoetfs.com |
| Inception date | Nov 16, 2009 |
| Assets (mns) | $11,659 |
| Currency | USD |
| Expense ratio | 35 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Proprietary |
| Index replication | Not Applicable |
| No. of constituents | 331 |
| No of distinct issuers | 251 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 68% /32% |
| Non-standard maturity (callable, etc.) | 55% |
| BROADCOM CORPORATION 2.4% 1/15/20 | 1.5 % |
| SHIRE ACQUISITIONS IN 1.9% 9/23/19 | 1.2 % |
| FEDERAL HOME LOAN MOR 2.8% 6/03/24 | 1.0 % |
| BAYER US FINANCE LLC 2.4% 1/08/19 | 0.8 % |
| CITIBANK, NATIONAL AS 2.8% 5/20/22 | 0.8 % |
| BARCLAYS PLC 2.8% 11/08/19 | 0.8 % |
| 0.0% 8/14/20 | 0.7 % |
| 0.0% 6/29/20 | 0.7 % |
| 0.0% 11/13/20 | 0.6 % |
| 0.0% 3/03/22 | 0.6 % |
| TOTAL | 8.8 % |
|---|
| U.S. TREASURY | 10.7% |
| JAPAN BANK FOR INTERNATIONAL COOPE... | 1.5% |
| DAIMLER FINANCE NORTH AMERICA LLC | 1.3% |
| BEAR STEARNS ARM TRUST 2003-5 | 1.3% |
| FANNIE MAE REMIC TRUST 2001-46 | 1.2% |
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UNITED STATES | 39.1 % |
 |
JAPAN | 7.3 % |
 |
BRITAIN | 4.4 % |
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3.4 % | |
 |
NETHERLANDS | 2.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 5.0% | 6.0% | 2.6% | 2.2% | 1.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.08 | 17% |
| S&P500 | 0.03 | 9% |
| MSCI EAFE | 0.03 | 12% |
| MSCI Emg. Mkts. | 0.04 | 20% |
| Recent close | $100.57 |
| 30d moving avg. | $100.41 |
| Annualized volatility | 1.4% |
| Short interest (ETF) | 0.5% |
| Relative strength (RSI) | 87 |
| Avg. volume (thou.) | 1,377 |
| Avg. daily value traded (mns) | $138 |
| Turnover | 1.2% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| MINT | 2.0 yrs | Category Avg.* |
4.8 yrs |
| MINT | 2.0% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.45% | -4.1% | $96.44 |
| +200 bp | 4.45% | -3.2% | $97.39 |
| +150 bp | 3.95% | -2.5% | $98.02 |
| +100 bp | 3.45% | -1.8% | $98.77 |
| +75 bp | 3.20% | -1.4% | $99.18 |
| +50 bp | 2.95% | -1.0% | $99.61 |
| +25 bp | 2.70% | -0.5% | $100.08 |
| 0 bp | 2.45% | 0% | $100.57 |
| -25 bp | 2.20% | 0.5% | $101.09 |
| -50 bp | 1.95% | 1.1% | $101.63 |
| -75 bp | 1.70% | 1.6% | $102.20 |
| -100 bp | 1.45% | 2.2% | $102.80 |
| -150 bp | 0.95% | 3.5% | $104.08 |
| -200 bp | 0.45% | 4.9% | $105.46 |
| -300 bp | -0.55% | 7.9% | $108.54 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
245 | bp |
| Less: Annual "default factor" |
15 | bp |
| Less: Expense ratio | 35 | bp |
| Equals: ALTAR Score | 1.95 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.0% |
| Municipals | 3.2% |
| *Note: The PIMCO Enhanced Short Maturity Active ETF is classified as a Aggregate fund. | |