PIMCO Dynamic Credit and Mortgage (PCI)

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23.33 +0.24  +1.04% NYSE Jun 18, 16:59 Delayed 2m USD
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PCI Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.07% 0.44% 0.44% 45
3M 2.59% 2.56% 0.15% 1
6M 8.20% 5.52% -0.81% 1
YTD 7.43% 5.07% -0.96% 1
1Y 13.30% 13.64% 2.65% 1
3Y 16.52% 11.60% 5.49% 1
5Y 11.47% 10.06% 5.41% 1
10Y -- -- 8.34% --
As of June 15, 2018. Returns for periods of 1 year and above are annualized.

PCI Asset Allocation

Type % Net % Long % Short
Cash -144.8% 65.85% 210.7%
Stock 4.48% 4.48% 0.00%
Bond 232.4% 260.3% 27.89%
Convertible 5.16% 5.16% 0.00%
Preferred 1.79% 1.79% 0.00%
Other 0.97% 0.97% 0.00%
As of March 31, 2018

PCI Region Exposure

Americas 82.09%
North America 77.24%
Latin America 4.85%
Greater Europe 17.91%
United Kingdom 13.56%
Europe Developed 4.36%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 96.54%
% Emerging Markets 3.46%
As of March 31, 2018. Region breakdown data is calculated by using the long position holdings of the portfolio.

PCI Bond Exposure

Government 29.10%
Corporate 14.06%
Securitized 34.71%
Municipal 0.35%
Cash 12.12%
Derivative 9.66%
As of March 31, 2018

PCI Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Date Unavailable

PCI Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.13%
183 to 364 Days 4.33%
1 to 3 Years 4.17%
3 to 5 Years 25.44%
5 to 7 Years 5.34%
7 to 10 Years 12.03%
10 to 15 Years 2.70%
15 to 20 Years 28.05%
20 to 30 Years 11.07%
Over 30 Years 6.75%
As of March 31, 2018
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PCI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- IRS USD 2.20000 09/18/17-5Y* CME_Receive 53.84% -- --
-- IRS USD 1.75000 12/21/16-10Y CME_Receive 13.05% -- --
-- IRS USD 2.50000 06/20/18-30Y LCH_Pay 11.44% -- --
-- IRS USD 1.50000 06/21/17-10Y CME_Receive 6.72% -- --
-- IRS GBP 1.50000 09/19/18-10Y LCH_Pay 6.72% -- --
-- IRS USD 2.50000 06/20/18-20Y CME_Pay 5.38% -- --
-- IRS USD 1.75000 12/21/16-7Y CME_Receive 4.77% -- --
-- IRS AUD 3.63500 03/06/14-5Y CME_Receive 4.17% -- --
-- IRS AUD 3.63125 03/06/14-5Y CME_Receive 3.58% -- --
-- IRS EUR 1.25000 09/19/18-10Y LCH_Pay 2.67% -- --
As of March 31, 2018
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PCI One Page Reports

PCI Basic Info

Style
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Multisector Bond
Prospectus Objective Income
Fund Owner Firm Name PIMCO

PCI Manager Info

Name Tenure
Alfred Murata 5.34 yrs
Daniel Ivascyn 4.34 yrs
Elizabeth MacLean 5.34 yrs
Mark Kiesel 5.34 yrs

PCI Net Fund Flows

1M -17.13M
3M -50.93M
6M -102.41M
YTD -17.13M
1Y -205.57M
3Y -696.59M
5Y -771.38M
10Y --
As of Jan. 31, 2018

PCI Risk Info

Beta (5Y) 0.9287
Max Drawdown (All) 16.17%
Historical Sharpe (10Y) --
Historical Sortino (All) 1.452
30-Day Rolling Volatility 6.99%
Daily Value at Risk (VaR) 1% (All) 1.86%
Monthly Value at Risk (VaR) 1% (All) 7.44%

PCI Fundamentals

Dividend Yield TTM (6-18-18) 8.43%
SEC Yield --
Current Yield 7.33%
Yield to Maturity --
Effective Duration --
Average Coupon 3.71%
Average Credit Score --
Average Price --
Number of Holdings 1148
As of March 31, 2018

PCI Comparables

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PCI Attributes

Key Dates
Inception Date 1/29/2013
Termination Date
Last Annual Report Date 6/30/2017
Last Prospectus Date 2/21/2013
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Index Fund No
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan Yes
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

PCI Excel Add-In Codes

  • Name: =YCI("PCI","name")
  • Broad Asset Class: =YCI("PCI", "broad_asset_class")
  • Broad Category: =YCI("PCI", "broad_category_group")
  • Prospectus Objective: =YCI("PCI", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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