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PIMCO Broad US TIPS Index ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| PIMCO Broad U.S. TIPS Index Exchange-Traded Fund is an exchanged-traded fund incorporated in theUSA. 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 03, 2009 |
| Assets (mns) | $106 |
| Currency | USD |
| Expense ratio | 20 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 20 |
| No of distinct issuers | 2 |
| Inflation protected | 99% |
| Variable/Fixed coupon | 1% /99% |
| Non-standard maturity (callable, etc.) | 16% |
| UNITED STATES TREASUR 0.6% 1/15/24 | 8.8 % |
| UNITED STATES TREASUR 1.8% 1/15/28 | 7.5 % |
| UNITED STATES TREASUR 2.4% 1/15/25 | 7.2 % |
| UNITED STATES TREASUR 0.1% 1/15/22 | 7.1 % |
| UNITED STATES TREASUR 2.5% 1/15/29 | 6.8 % |
| UNITED STATES TREASUR 1.1% 1/15/21 | 6.6 % |
| UNITED STATES TREASUR 2.0% 1/15/26 | 6.5 % |
| UNITED STATES TREASUR 0.4% 7/15/25 | 6.1 % |
| UNITED STATES TREASUR 0.1% 7/15/22 | 5.6 % |
| UNITED STATES TREASUR 0.1% 1/15/23 | 5.2 % |
| TOTAL | 67.3 % |
|---|
| U.S. TREASURY | 99.0% |
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UNITED STATES | 99.0 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 4.1% | 5.3% | 2.0% | 2.3% | 3.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.88 | 76% |
| S&P500 | 0.35 | 63% |
| MSCI EAFE | 0.36 | 66% |
| MSCI Emg. Mkts. | 0.27 | 38% |
| Recent close | $52.53 |
| 30d moving avg. | $53.30 |
| Annualized volatility | 7.7% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 43 |
| Avg. volume (thou.) | 71 |
| Avg. daily value traded (mns) | $4 |
| Turnover | 3.5% |
| Bid/Ask (% of price) | 0.07 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| TIPZ | 8.4 yrs | Category Avg.* |
7.8 yrs |
| TIPZ | 8.3% | Category Avg.* |
7.8% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.43% | -16.0% | $44.12 |
| +200 bp | 3.43% | -12.7% | $45.87 |
| +150 bp | 2.93% | -10.3% | $47.14 |
| +100 bp | 2.43% | -7.3% | $48.68 |
| +75 bp | 2.18% | -5.7% | $49.54 |
| +50 bp | 1.93% | -3.9% | $50.47 |
| +25 bp | 1.68% | -2.0% | $51.47 |
| 0 bp | 1.43% | 0% | $52.53 |
| -25 bp | 1.18% | 2.1% | $53.66 |
| -50 bp | 0.93% | 4.4% | $54.85 |
| -75 bp | 0.68% | 6.8% | $56.11 |
| -100 bp | 0.43% | 9.3% | $57.43 |
| -150 bp | -0.07% | 14.8% | $60.28 |
| -200 bp | -0.57% | 20.7% | $63.39 |
| -300 bp | -1.57% | 34.0% | $70.39 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
335 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 3.12 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The PIMCO Broad US TIPS Index ETF is classified as a Inflation Protected fund. | |