Data point name | Data point value |
---|---|
TYPE | Index |
DURATION CATEGORY | Low |
CUSIP | 72201R783 |
Inception Date | 06/16/2011 |
Shares Outstanding | 16,350,000 |
Total Net Assets | $1,611,251,108.05 |
Daily Trading Volume (in shares) | 643,323 |
Premium/Discount Average (since inception) | -0.08% |
Premium/Discount Average as of market close | 0.03% |
Trailing 3 years as of 11/30/2019 | 0.39% |
As of 12/05/2019 | $98.61 |
The ICE BofAML 0-5 Year US High Yield Constrained Index tracks the performance of short-term U.S. dollar denominated below investment grade corporate debt issued in the U.S. domestic market with less than five years remaining term to final maturity, a fixed coupon schedule and a minimum amount outstanding of $100 million, issued publicly. Allocations to an individual issuer will not exceed 2%. It is not possible to invest directly in an unmanaged index.
Data point name | Data point value |
---|---|
Index Ticker | HUCD |
Inception Date | 12/31/2006 |
Rebalancing Frequency | Monthly |
As of 10/31/2019
|
0.00% |
in shares | 245,271 |
---|---|
in $ | $24,490,960.94 |
in % | 0.03% |
---|---|
in $ | $0.03 |
Description | % of Assets | Sector | Coupon | Maturity |
---|---|---|---|---|
REPO | 9.34 | Repo | 1.60 | 12/06/2019 |
REPO | 9.34 | Repo | 1.62 | 12/09/2019 |
CDX HY32 5Y | 6.40 | Credit Default Swap | 5.00 | 06/20/2024 |
CDX HY33 5Y | 4.71 | Credit Default Swap | 5.00 | 12/20/2024 |
REPO | 2.99 | Repo | 1.58 | 12/06/2019 |
FIN FUT US 5YR CBT 03/31/20 | 2.48 | Future | 6.00 | 04/01/2020 |
TRS IBOXHY/3ML INDX 12/20/19 @ 285.450 | 1.52 | Total Return Swap - RECEIVE | 0.00 | 12/20/2019 |
SPRINT CORP SR UNSEC | 1.06 | Corporate | 7.88 | 09/15/2023 |
DISH DBS CORP SR UNSEC | 1.03 | Corporate | 5.88 | 07/15/2022 |
NIELSEN FINANCE LLC/CO SR UNSEC 144A | 1.03 | Corporate | 5.00 | 04/15/2022 |
Current holdings are subject to risk. Holdings are subject to change at any time.
The Fund uses an indexing approach and may be affected by a general decline in market segments or asset classes relating to its Underlying Index. The Fund invests in securities and instruments included in, or representative of, its Underlying Index regardless of the investment merits of the Underlying Index.
Name | Value |
---|---|
Gross Expense Ratio | 0.56% |
Name | Value |
---|---|
Adjusted Expense Ratio | 0.55% |
The Adjusted Expense Ratio excludes certain investment expenses, such as interest expense from borrowings and repurchase agreements and dividend expense from investments on short sales, incurred directly by the Fund or indirectly through the Fund’s investments in underlying PIMCO Funds (if applicable), none of which are paid to PIMCO.
distribution date | dist. nav | long term cap. gain | short term cap. gain | dividend income | dist total |
---|---|---|---|---|---|
12/02/2019 | 98.39 | - | - | 0.440000 | 0.440000 |
11/01/2019 | 99.26 | - | - | 0.390000 | 0.390000 |
10/01/2019 | 99.44 | - | - | 0.380000 | 0.380000 |
09/03/2019 | 99.41 | - | - | 0.470000 | 0.470000 |
08/01/2019 | 99.85 | - | - | 0.420000 | 0.420000 |
07/01/2019 | 100.44 | - | - | 0.400000 | 0.400000 |
06/03/2019 | 98.87 | - | - | 0.430000 | 0.430000 |
05/01/2019 | 100.31 | - | - | 0.420000 | 0.420000 |
04/01/2019 | 99.88 | - | - | 0.400000 | 0.400000 |
03/01/2019 | 99.55 | - | - | 0.400000 | 0.400000 |
02/01/2019 | 98.64 | - | - | 0.420000 | 0.420000 |
12/28/2018 | 95.32 | - | - | 0.320000 | 0.320000 |
12/12/2018 | 97.65 | 0.000000 | 0.000000 | - | 0.000000 |
12/03/2018 | 98.07 | - | - | 0.450000 | 0.450000 |
11/01/2018 | 98.77 | - | - | 0.450000 | 0.450000 |
10/01/2018 | 100.67 | - | - | 0.360000 | 0.360000 |
09/04/2018 | 100.29 | - | - | 0.420000 | 0.420000 |
08/01/2018 | 100.22 | - | - | 0.400000 | 0.400000 |
07/02/2018 | 99.38 | - | - | 0.420000 | 0.420000 |
06/01/2018 | 99.95 | - | - | 0.400000 | 0.400000 |
05/01/2018 | 99.93 | - | - | 0.390000 | 0.390000 |
04/02/2018 | 99.46 | - | - | 0.340000 | 0.340000 |
03/01/2018 | 100.03 | - | - | 0.385000 | 0.385000 |
02/01/2018 | 101.04 | - | - | 0.395000 | 0.395000 |
12/28/2017 | 100.58 | - | - | 0.386270 | 0.386270 |
12/13/2017 | 100.86 | 0.000000 | 0.000000 | - | 0.000000 |
12/01/2017 | 100.69 | - | - | 0.383000 | 0.383000 |
11/01/2017 | 101.40 | - | - | 0.380000 | 0.380000 |
10/02/2017 | 101.49 | - | - | 0.400000 | 0.400000 |
09/01/2017 | 101.32 | - | - | 0.410000 | 0.410000 |
08/01/2017 | 101.64 | - | - | 0.410000 | 0.410000 |
07/03/2017 | 101.25 | - | - | 0.430000 | 0.430000 |
06/01/2017 | 101.63 | - | - | 0.433000 | 0.433000 |
05/01/2017 | 101.20 | - | - | 0.427000 | 0.427000 |
04/03/2017 | 100.61 | - | - | 0.455000 | 0.455000 |
03/01/2017 | 101.35 | - | - | 0.452000 | 0.452000 |
02/01/2017 | 100.52 | - | - | 0.463000 | 0.463000 |
12/28/2016 | 99.81 | - | - | 0.450000 | 0.450000 |
12/14/2016 | 100.03 | 0.000000 | 0.000000 | - | 0.000000 |
12/01/2016 | 98.62 | - | - | 0.410000 | 0.410000 |
11/01/2016 | 98.35 | - | - | 0.440000 | 0.440000 |
10/03/2016 | 98.91 | - | - | 0.460000 | 0.460000 |
09/01/2016 | 98.34 | - | - | 0.450000 | 0.450000 |
08/01/2016 | 97.23 | - | - | 0.430000 | 0.430000 |
07/01/2016 | 96.51 | - | - | 0.420000 | 0.420000 |
06/01/2016 | 95.72 | - | - | 0.396300 | 0.396300 |
05/02/2016 | 95.36 | - | - | 0.410000 | 0.410000 |
04/01/2016 | 92.80 | - | - | 0.400000 | 0.400000 |
03/01/2016 | 90.44 | - | - | 0.430000 | 0.430000 |
02/01/2016 | 89.87 | - | - | 0.430000 | 0.430000 |
12/29/2015 | 91.86 | - | - | 0.410000 | 0.410000 |
12/09/2015 | 93.16 | 0.000000 | 0.000000 | - | 0.000000 |
12/01/2015 | 94.33 | - | - | 0.430000 | 0.430000 |
11/02/2015 | 96.73 | - | - | 0.430000 | 0.430000 |
09/30/2015 | 95.00 | - | - | 0.410000 | 0.410000 |
08/31/2015 | 97.42 | - | - | 0.390000 | 0.390000 |
07/31/2015 | 99.39 | - | - | 0.410000 | 0.410000 |
06/30/2015 | 100.37 | - | - | 0.420000 | 0.420000 |
05/29/2015 | 101.86 | - | - | 0.380000 | 0.380000 |
04/30/2015 | 101.90 | - | - | 0.380000 | 0.380000 |
03/31/2015 | 101.53 | - | - | 0.360000 | 0.360000 |
02/27/2015 | 102.41 | - | - | 0.380000 | 0.380000 |
01/30/2015 | 100.92 | - | - | 0.380000 | 0.380000 |
12/29/2014 | 101.25 | - | - | 0.470000 | 0.470000 |
12/10/2014 | 101.15 | 0.293283 | 0.663243 | - | 0.956526 |
11/28/2014 | 103.87 | - | - | 0.380000 | 0.380000 |
10/31/2014 | 104.43 | - | - | 0.360000 | 0.360000 |
09/30/2014 | 103.97 | - | - | 0.340000 | 0.340000 |
08/29/2014 | 105.83 | - | - | 0.340000 | 0.340000 |
07/31/2014 | 105.14 | - | - | 0.340000 | 0.340000 |
06/30/2014 | 106.76 | - | - | 0.360000 | 0.360000 |
05/30/2014 | 106.74 | - | - | 0.390000 | 0.390000 |
04/30/2014 | 106.74 | - | - | 0.386000 | 0.386000 |
03/31/2014 | 106.62 | - | - | 0.370000 | 0.370000 |
02/28/2014 | 106.82 | - | - | 0.370000 | 0.370000 |
01/31/2014 | 105.97 | - | - | 0.400000 | 0.400000 |
12/27/2013 | 106.16 | - | - | 0.400000 | 0.400000 |
12/11/2013 | 106.22 | 0.054822 | 0.199399 | - | 0.254221 |
11/29/2013 | 106.31 | - | - | 0.430000 | 0.430000 |
10/31/2013 | 106.00 | - | - | 0.405000 | 0.405000 |
09/30/2013 | 104.64 | 0.000000 | 0.000000 | 0.390000 | 0.390000 |
08/30/2013 | 103.99 | - | - | 0.370000 | 0.370000 |
07/31/2013 | 104.40 | - | - | 0.320000 | 0.320000 |
06/28/2013 | 102.54 | - | - | 0.360000 | 0.360000 |
05/31/2013 | 104.90 | - | - | 0.360000 | 0.360000 |
04/30/2013 | 105.55 | - | - | 0.350000 | 0.350000 |
03/28/2013 | 104.35 | - | - | 0.390000 | 0.390000 |
02/28/2013 | 103.86 | - | - | 0.410000 | 0.410000 |
01/31/2013 | 103.69 | - | - | 0.440000 | 0.440000 |
12/27/2012 | 102.78 | - | - | 0.480000 | 0.480000 |
12/12/2012 | 103.00 | 0.000000 | 0.000000 | - | 0.000000 |
11/30/2012 | 102.05 | - | - | 0.450000 | 0.450000 |
10/31/2012 | 101.95 | - | - | 0.430000 | 0.430000 |
09/28/2012 | 101.47 | - | - | 0.440000 | 0.440000 |
08/31/2012 | 100.81 | - | - | 0.540000 | 0.540000 |
07/31/2012 | 100.31 | - | - | 0.500000 | 0.500000 |
06/29/2012 | 99.62 | - | - | 0.485000 | 0.485000 |
05/31/2012 | 98.49 | - | - | 0.460000 | 0.460000 |
04/30/2012 | 100.06 | - | - | 0.430000 | 0.430000 |
03/30/2012 | 99.77 | - | - | 0.400000 | 0.400000 |
02/29/2012 | 99.71 | - | - | 0.470000 | 0.470000 |
01/31/2012 | 98.37 | - | - | 0.480000 | 0.480000 |
12/28/2011 | 96.60 | - | - | 0.480000 | 0.480000 |
12/07/2011 | 96.49 | 0.000000 | 0.000000 | - | 0.000000 |
11/30/2011 | 95.53 | - | - | 0.534900 | 0.534900 |
10/31/2011 | 97.97 | - | - | 0.413810 | 0.413810 |
09/30/2011 | 93.62 | - | - | 0.506060 | 0.506060 |
08/31/2011 | 96.57 | - | - | 0.520580 | 0.520580 |
07/29/2011 | 100.47 | - | - | 0.418260 | 0.418260 |
06/30/2011 | 100.29 | - | - | 0.162490 | 0.162490 |
Yield to Maturity (YTM) is the estimated total return of a bond if held to maturity. YTM accounts for the present value of a bond's future coupon payments.
PIMCO calculates a Fund's Estimated Yield to Maturity by averaging the yield to maturity of each security held in the Fund on a market weighted basis. PIMCO pulls each security's yield to maturity from PIMCO's Portfolio Analytics database. In general, the calculation will incorporate the yield based on the notional value of all derivative instruments held by a Fund.
The 30 day SEC Yield is computed under an SEC standardized formula based on net income earned over the past 30 days.
The Subsidized yield includes contractual expense reimbursements and it would be lower without those reimbursements. The Unsubsidized 30 Day SEC yield excludes contractual expense reimbursements.
The distribution yield is calculated by annualizing actual dividends distributed for the monthly period ended on the most recent monthly distribution date and dividing by the net asset value for the same date. The yield does not include long- or short-term capital gains distributions.
Returns | 1YR | 3YR | 5YR | 10YR | Inception |
---|---|---|---|---|---|
NAV Total Returns (After Fees) | 5.88 | 5.01 | 4.19 | - | 5.02 |
Market Price Returns | 6.04 | 4.93 | 4.30 | - | 5.01 |
ICE BofAML 0-5 Year US High Yield Constrained Index | 5.72 | 5.38 | 4.64 | - | 5.52 |
Performance Difference (Fund NAV vs. Index) | 0.16 | -0.37 | -0.45 | - | -0.50 |
Performance Difference (Fund Market Price vs. Index) | 0.32 | -0.45 | -0.34 | - | -0.51 |
Standard Deviation | - | 3.32 | 4.33 | - | 4.60 |
After Tax Pre-Liquidation | 3.77 | 2.88 | 1.98 | - | 2.88 |
After Tax Post-Liquidation | 3.46 | 2.89 | 2.19 | - | 2.92 |
Returns | 1YR | 3YR | 5YR | 10YR | Inception |
---|---|---|---|---|---|
NAV Total Returns (After Fees) | 4.05 | 5.26 | 4.36 | - | 5.15 |
Market Price Returns | 4.10 | 5.17 | 4.40 | - | 5.13 |
ICE BofAML 0-5 Year US High Yield Constrained Index | 3.70 | 5.59 | 4.67 | - | 5.63 |
Performance Difference (Fund NAV vs. Index) | 0.35 | -0.33 | -0.31 | - | -0.48 |
Performance Difference (Fund Market Price vs. Index) | 0.40 | -0.42 | -0.27 | - | -0.50 |
Standard Deviation | - | 3.30 | 4.33 | - | 4.64 |
After Tax Pre-Liquidation | 1.97 | 3.10 | 2.15 | - | 3.01 |
After Tax Post-Liquidation | 2.36 | 3.06 | 2.31 | - | 3.01 |
Returns | YTD | 1MO | 3MO | 6MO |
---|---|---|---|---|
NAV Total Returns (After Fees) | 8.02 | -0.24 | 0.08 | 2.06 |
Market Price Returns | 8.23 | 0.05 | 0.18 | 2.47 |
ICE BofAML 0-5 Year US High Yield Constrained Index | 7.90 | -0.03 | 0.22 | 2.09 |
Performance Difference (Fund NAV vs. Index) | 0.12 | -0.21 | -0.14 | -0.03 |
Performance Difference (Fund Market Price vs. Index) | 0.33 | 0.08 | -0.04 | 0.38 |
Standard Deviation | - | - | - | - |
After Tax Pre-Liquidation | 6.21 | -0.40 | -0.43 | 1.03 |
After Tax Post-Liquidation | 4.73 | -0.14 | 0.05 | 1.22 |
Returns | YTD | 1MO | 3MO | 6MO |
---|---|---|---|---|
NAV Total Returns (After Fees) | 8.23 | 0.28 | 0.46 | 2.32 |
Market Price Returns | 8.38 | 0.32 | 0.51 | 2.11 |
ICE BofAML 0-5 Year US High Yield Constrained Index | 7.89 | 0.22 | 0.51 | 2.09 |
Performance Difference (Fund NAV vs. Index) | 0.34 | 0.06 | -0.05 | 0.23 |
Performance Difference (Fund Market Price vs. Index) | 0.49 | 0.10 | 0.00 | 0.02 |
Standard Deviation | - | - | - | - |
After Tax Pre-Liquidation | 6.76 | 0.09 | -0.06 | 1.26 |
After Tax Post-Liquidation | 4.86 | 0.17 | 0.27 | 1.36 |
market price above or equal to nav | market price below nav | ||||
---|---|---|---|---|---|
percent of difference | NUMBER OF DAYS | PERCENT OF TOTAL DAYS | NUMBER OF DAYS | PERCENT OF TOTAL DAYS | |
0 - 0.49% | 17 | 26.56% | 47 | 73.44% | |
0.5% - 0.99% | 0 | 0.00% | 0 | 0.00% | |
1.0% - 1.49% | 0 | 0.00% | 0 | 0.00% | |
1.5% - 1.99% | 0 | 0.00% | 0 | 0.00% | |
2.0% - 2.49% | 0 | 0.00% | 0 | 0.00% | |
2.5% - 2.99% | 0 | 0.00% | 0 | 0.00% | |
3.0% - 3.49% | 0 | 0.00% | 0 | 0.00% | |
3.5% - 3.99% | 0 | 0.00% | 0 | 0.00% | |
4.0% - 4.49% | 0 | 0.00% | 0 | 0.00% | |
4.5% - 4.99% | 0 | 0.00% | 0 | 0.00% | |
> = 5.00% | 0 | 0.00% | 0 | 0.00% | |
Total | 17 | 26.56% | 47 | 73.44% |
Growth of $10,000 is calculated at NAV and assumes that all dividend and capital gain distributions were reinvested. It does not take into account sales charges or the effect of taxes. Results are not indicative of future performance.
A rating is not a recommendation to buy, sell or hold a fund. © 2019 Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.Past performance is not a guarantee or a reliable indicator of future results.
Morningstar Rating™ for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods. Morningstar, Inc.® 2019. All rights reserved. The information contained herein: (1) is proprietary to Morningstar (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.
Sector | Fund | Fund ratio | ICE BofAML 0-5 Year US High Yield Constrained Index | Index ratio |
---|---|---|---|---|
US Government Related | 0.48 | 0.00 | ||
Securitized | 0.00 | 0.00 | ||
Invest. Grade Credit | 2.31 | 0.00 | ||
High Yield Credit | 94.86 | 100.00 | ||
Non-USD Developed | 0.00 | 0.00 | ||
Emerging Markets | 0.00 | 0.00 | ||
Other | 0.22 | 0.00 | ||
Net Other Short Duration Instruments | 2.13 | 0.00 |
Sector | Fund | Fund ratio | ICE BofAML 0-5 Year US High Yield Constrained Index | Index ratio |
---|---|---|---|---|
US Government Related | 2.86 | 0.00 | ||
Securitized | 0.00 | 0.00 | ||
Invest. Grade Credit | 3.39 | 0.00 | ||
High Yield Credit | 93.67 | 100.00 | ||
Non-USD Developed | 0.00 | 0.00 | ||
Emerging Markets | 0.00 | 0.00 | ||
Other | 0.00 | 0.00 | ||
Net Other Short Duration Instruments | 0.08 | 0.00 |
Years | % of Fund | % of ICE BofAML 0-5 Year US High Yield Constrained Index |
---|---|---|
0-1 | 11.00 | 4.00 |
1-3 | 44.00 | 31.00 |
3-5 | 42.00 | 60.00 |
5-10 | 3.00 | 5.00 |
10-20 | 0.00 | 0.00 |
20+ | 0.00 | 0.00 |
Effective Maturity (yrs) | 2.89 | - |
Rating | Fund% | Fund percent |
---|---|---|
AA | 0.00 | |
BBB | 0.05 | |
BBB- | 4.97 | |
BB+ | 7.10 | |
BB | 7.60 | |
BB- | 16.60 | |
B+ | 8.55 | |
B | 8.24 | |
B- | 8.24 | |
CCC+ | 5.76 | |
CCC | 1.45 | |
CCC- | 1.55 | |
CC | 0.11 | |
D | 0.07 | |
Not Rated | 28.39 |
Rating | Fund% | Fund percent |
---|---|---|
Aa2 | 0.00 | |
Baa3 | 1.03 | |
Ba1 | 7.61 | |
Ba2 | 7.48 | |
Ba3 | 13.26 | |
B1 | 8.84 | |
B2 | 7.47 | |
B3 | 8.84 | |
Caa1 | 6.46 | |
Caa2 | 5.68 | |
Caa3 | 0.71 | |
Ca | 0.71 | |
Not Rated | 30.59 |
Rating | Fund% | Fund percent |
---|---|---|
BBB | 0.06 | |
BBB- | 6.10 | |
BB+ | 5.15 | |
BB | 7.31 | |
BB- | 3.01 | |
B+ | 3.87 | |
B | 4.52 | |
B- | 0.20 | |
CCC+ | 0.11 | |
CCC | 0.17 | |
CC | 0.32 | |
Not Rated | 67.86 |
exposure | fund | index |
---|---|---|
Effective Duration | 1.58 | 1.86 |
Bull Market Duration | 1.53 | 1.78 |
Bear Market Duration | 1.64 | 1.94 |
Total Curve Duration | -0.02 | N/A |
exposure | fund | index |
---|---|---|
Mortgage Spread Duration | 0.00 | 0.00 |
Corporate Spread Duration | 2.04 | 1.75 |
Emerging Markets Spread Duration | 0.00 | 0.01 |
A word about risk: Investing in the bond market is subject to risks, including market, interest rate, issuer, credit, inflation risk, and liquidity risk. The value of most bonds and bond strategies are impacted by changes in interest rates. Bonds and bond strategies with longer durations tend to be more sensitive and volatile than those with shorter durations; bond prices generally fall as interest rates rise, and current interest rate environments increase this risk. Reductions in bond counterparty capacity may contribute to decreased market liquidity and increased price volatility. Bond investments may be worth more or less than the original cost when redeemed. High-yield, lower-rated, securities involve greater risk than higher-rated securities; portfolios that invest in them may be subject to greater levels of credit and liquidity risk than portfolios that do not. Investing in foreign denominated and/or domiciled securities may involve heightened risk due to currency fluctuations, and economic and political risks, which may be enhanced in emerging markets. Mortgage and asset-backed securities may be sensitive to changes in interest rates, subject to early repayment risk, and their value may fluctuate in response to the market’s perception of issuer creditworthiness; while generally supported by some form of government or private guarantee there is no assurance that private guarantors will meet their obligations. Derivatives may involve certain costs and risks such as liquidity, interest rate, market, credit, management and the risk that a position could not be closed when most advantageous. Investing in derivatives could lose more than the amount invested. Diversification does not ensure against loss.
PIMCO Investments LLC , distributor, 1633 Broadway, New York, NY, 10019 is a company of PIMCO. ©2019, PIMCO.