By integrating ESG metrics with a time-tested smart beta strategy, RAFI ESG U.S. Index aims to help investors achieve the dual objectives of social responsibility and long-term outperformance of the broad market.
|Data point name||Data point value|
|Total Net Assets||$26,794,651.46|
The RAFI ESG US Index is a long-only, smart beta index that seeks to achieve the dual objectives of social responsibility and long-horizon outperformance of the broad market. The Index is constructed by RAFI Indices, LLC (the "Index Provider") using a rules-based approach within publicly traded U.S. equities to create an integrated ESG strategy which overweights companies that rate well across various ESG (Environmental, Social, and Governance) themes and excludes companies with a major involvement in industries such as tobacco, gaming, weapons and fossil fuels. The strategy supplements traditional ESG metrics with metrics linked to long-term value creation, specifically financial discipline and diversity, for improved return potential. It is not possible to invest directly in the index.
|Data point name||Data point value|
|Description||% of Assets||Security Type|
|MICROSOFT CORP COMMON STOCK USD.00000625||5.83||COMMON STOCK|
|WELLS FARGO + CO COMMON STOCK USD1.666||3.98||COMMON STOCK|
|BANK OF AMERICA CORP COMMON STOCK USD.01||3.23||COMMON STOCK|
|JOHNSON + JOHNSON COMMON STOCK USD1.0||2.83||COMMON STOCK|
|APPLE INC COMMON STOCK USD.00001||2.81||COMMON STOCK|
|INTEL CORP COMMON STOCK USD.001||2.70||COMMON STOCK|
|CISCO SYSTEMS INC COMMON STOCK USD.001||2.56||COMMON STOCK|
|AT+T INC COMMON STOCK USD1.0||2.19||COMMON STOCK|
|VERIZON COMMUNICATIONS INC COMMON STOCK USD.1||2.10||COMMON STOCK|
|PROCTER + GAMBLE CO/THE COMMON STOCK||2.04||COMMON STOCK|
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.
|Gross Expense Ratio||0.30%|
|Net Expense Ratio||0.29%|
The Net Expense Ratio reflects a contractual fee waiver and/or expense reduction, which is in place through 10/31/2022 and renews automatically for a full year unless terminated by PIMCO in accordance with the terms of the agreement. See the Fund's prospectus for more information.
|Distribution Date||Dist. Nav||Long Term Cap. Gain||Short Term Cap. Gain||Dividend Income||Dist. Total|
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 YTM by averaging the YTM of each security held in the Fund on a market-weighted basis. PIMCO pulls each security's YTM 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 measure does not reflect the deduction of fees and expenses and is not necessarily indicative of the Fund's actual performance.
The SEC yield is an annualized yield based on the most recent 30 day period.
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 for monthly paying Funds is calculated by annualizing actual dividends distributed for the monthly period ended on the date shown and dividing by the net asset value on the last business day for the same period. The distribution yield for quarterly paying Funds is calculated by taking the average of the prior four quarterly distribution yields. The quarterly distribution yields are calculated by annualizing actual dividends distributed for the quarterly period ended on the most recent quarterly 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.
No dividend reinvestment service is provided by the Trust. Financial intermediaries may make available the DTC book-entry Dividend Reinvestment Service for use by beneficial owners of Fund shares for reinvestment of their dividend distributions. Beneficial owners should contact their financial intermediary to determine the availability and costs of the service and the details of participation therein. Financial intermediaries may require beneficial owners to adhere to specific procedures and timetables. If this service is available and used, dividend distributions of both income and net capital gains will be automatically reinvested in additional whole shares of the Fund purchased in the secondary market.
|NAV Total Returns (After Fees)||48.03||-||-||-||16.42|
|Market Price Returns||48.26||-||-||-||16.24|
|RAFI ESG US Index||48.75||16.91||15.66||-||16.89|
|S&P 500 Index||42.91||21.48||18.93||16.21||23.69|
|Performance Difference (Fund NAV vs. Index)||-0.72||-||-||-||-0.47|
|Performance Difference (Fund Market Price vs. Index)||-0.49||-||-||-||-0.65|
|After Tax Pre-Liquidation||47.15||-||-||-||15.67|
|After Tax Post-Liquidation||28.49||-||-||-||12.41|
|NAV Total Returns (After Fees)||37.22||-||-||-||13.79|
|Market Price Returns||37.59||-||-||-||13.65|
|RAFI ESG US Index||37.85||12.84||14.00||-||14.22|
|S&P 500 Index||30.00||15.99||16.90||16.63||20.27|
|Performance Difference (Fund NAV vs. Index)||-0.63||-||-||-||-0.43|
|Performance Difference (Fund Market Price vs. Index)||-0.26||-||-||-||-0.57|
|After Tax Pre-Liquidation||36.43||-||-||-||13.13|
|After Tax Post-Liquidation||22.17||-||-||-||10.39|
|NAV Total Returns (After Fees)||24.84||5.52||3.57||6.92|
|Market Price Returns||25.07||5.44||3.64||6.98|
|RAFI ESG US Index||25.29||5.57||3.66||7.10|
|S&P 500 Index||24.04||7.01||5.13||10.91|
|Performance Difference (Fund NAV vs. Index)||-0.45||-0.05||-0.09||-0.18|
|Performance Difference (Fund Market Price vs. Index)||-0.22||-0.13||-0.02||-0.12|
|After Tax Pre-Liquidation||24.29||5.33||3.39||6.58|
|After Tax Post-Liquidation||14.69||3.26||2.11||4.09|
|NAV Total Returns (After Fees)||18.31||-3.77||-0.79||4.88|
|Market Price Returns||18.61||-3.64||-0.75||4.84|
|RAFI ESG US Index||18.68||-3.75||-0.72||5.05|
|S&P 500 Index||15.92||-4.65||0.58||9.18|
|Performance Difference (Fund NAV vs. Index)||-0.37||-0.02||-0.07||-0.17|
|Performance Difference (Fund Market Price vs. Index)||-0.07||0.11||-0.03||-0.21|
|After Tax Pre-Liquidation||17.99||-3.77||-0.93||4.60|
|After Tax Post-Liquidation||10.84||-2.23||-0.46||2.89|
|Premium / Discount||Calendar Year 2020||First Quarter 2021||Second Quarter 2021||Third Quarter 2021|
|Days Traded At Premium||53||16||25||9|
|Days Traded At NAV||35||8||9||10|
|Days Traded At Discount||165||37||29||45|
The performance figures presented reflect the total return performance, unless otherwise noted, and reflect changes in share price and reinvestment of dividend and capital gain distributions. All periods longer than one year are annualized. Periods less than one year are cumulative.
Investments made by a Fund and the results achieved by a Fund are not expected to be the same as those made by any other PIMCO-advised Fund, including those with a similar name, investment objective or policies. A new or smaller Fund's performance may not represent how the Fund is expected to or may perform in the long-term. New Funds have limited operating histories for investors to evaluate and new and smaller Funds may not attract sufficient assets to achieve investment and trading efficiencies. A Fund may be forced to sell a comparatively large portion of its portfolio to meet significant shareholder redemptions for cash, or hold a comparatively large portion of its portfolio in cash due to significant share purchases for cash, in each case when the Fund otherwise would not seek to do so, which may adversely affect performance.
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.
© 2021 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.
A rating is not a recommendation to buy, sell or hold a fund. © 2021 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. The Morningstar RatingTM 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.
|sector||FUND||Fund ratio||S&P 500 Index||Secondary index ratio|
|Factor||Percentage Weight||Weight ratio|
As of 11/25/2021
|Number of Holdings||285|
|Weighted Average Market Cap ($ US MM)||378,185.95|
|Median Market Cap ($ US MM)||175,396.78|
|P/E Ratio (Forward)||14.36|
|P/E Ratio (Trailing)||16.30|
|P/S Ratio (Price to Sales)||1.82|
|P/B Ratio (Price to Book)||3.08|