MFUS

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF
*Unless otherwise stated, data provided by FactSet.

MFUS Fund Description

MFUS tracks an index of US companies that are selected and weighted by a combination of fundamental and technical factors.

MFUS Factset Analytics Insight

MFUS is a US-focused, multi-factor fund that aims for increased exposure to outperforming investment factors. The methodology calculates a fundamental weight (a stand-in for market cap) for each security in its universe, using four fundamental metrics: current book value, and the last five years of de-levered sales, cash flow, and dividends plus buybacks. Each security is also scored on five investment factors: value, low volatility, quality, momentum, and size. For the value, quality, and low volatility portfolios, stocks are ranked by the factor score and the top 25% by fundamental weight are selected. The momentum portfolio selects the top 50%. The size portfolio includes all of the small-cap firms from other four portfolios. All sub-portfolios are weighted by fundamental weight. The factor portfolios are equally weighted to start, and the dynamic element of the index adjusts the weight of each factor based upon momentum and long-term reversal signals. The index uses a rolling rebalance, only rebalancing 25% of each sub-portfolio every quarter.

MFUS MSCI ESG Analytics Insight

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.66 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF ranks in the 59th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

MFUS MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MFUS 6.02% 4.79% 20.84% 33.65% 15.12% -- --
MFUS (NAV) 5.01% 5.75% 21.04% 33.33% 15.19% -- --
RAFI Dynamic Multi-Factor U.S. Index 5.04% 5.84% 21.43% 33.94% 15.63% 14.84% 14.85%
MSCI USA IMI 3.46% 4.48% 21.78% 35.05% 20.71% 18.58% 16.25%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MFUS Summary Data

Allianz
PIMCO
08/31/17
Open-Ended Fund
0.30%
$85.56M
$113.39K
0.37%

MFUS Portfolio Data

$137.71B
24.70
2.94
1.46%
N/A
905

MFUS Index Data

Multi-Factor
Multi-Factor
MSCI USA IMI

MFUS Portfolio Management

0.30%
-0.62%
-0.32%
-1.21%

MFUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MFUS Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

MFUS Factset Analytics Block Liquidity

As of 10/25/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of MFUS. MFUS is rated a 5 out of 5.

MFUS Tradability

2,890
$113.39K
1,605
$63.74K
0.37%
$0.15
0.17%
0.53% / -0.20%
None
99.00%
100,000
0.02
0.06%
0.00%
0
$40.45
5

MFUS Sector/Industry Breakdown


MFUS
Segment Benchmark
22.41%
14.74%
15.39%
14.20%
14.12%
33.75%
11.86%
5.23%
11.13%
13.09%
10.76%
9.19%
6.87%
2.45%
4.15%
2.62%
1.33%
1.18%
0.92%
2.41%

MFUS Countries


MFUS
Segment Benchmark
99.96%
99.93%
0.04%
0.07%

MFUS Regions


MFUS
Segment Benchmark
100.00%
100.00%

MFUS Economic Development


MFUS
Segment Benchmark
100.00%
100.00%

MFUS Performance Statistics

0.86
0.96
0.95
0.90
0.34%
MSCI USA IMI

MFUS MSCI ESG Ratings

6.66 / 10
66.83
59.25
5.45%
--
133.23

MFUS Benchmark Comparison Holdings

905
2469
896
44.80%

MFUS Benchmark Comparison Summary


MFUS
Segment Benchmark
905
2469
$137.71B
$504.44B
24.70
31.21
2.94
4.50
1.80%
1.21%
Low
Low

MFUS Benchmark Comparison Market Cap Size


MFUS
Segment Benchmark
75.34%
87.77%
21.03%
9.78%
3.63%
2.35%
0.00%
0.10%