PIMCO Dynamic Credit and Mortgage (PCI)

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22.14 +0.14  +0.64% NYSE Feb 21, 20:00 Delayed 2m USD
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PCI Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.21% 0.40% -0.99% 1
3M 0.67% 1.93% -0.16% 20
6M 3.98% 5.55% 1.22% 1
YTD -0.50% 1.48% -0.92% 1
1Y 16.90% 18.41% 5.93% 1
3Y 14.17% 11.79% 5.56% 10
5Y 8.15% 10.02% 5.18% 10
10Y -- -- 7.95% --
As of Feb. 21, 2018. Returns for periods of 1 year and above are annualized.

PCI Asset Allocation

Type % Net % Long % Short
Cash -146.4% 56.83% 203.3%
Stock 3.68% 3.68% 0.00%
Bond 235.0% 263.6% 28.61%
Convertible 5.26% 5.26% 0.00%
Preferred 2.45% 2.45% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 31, 2017

PCI Region Exposure

Americas 82.71%
North America 78.54%
Latin America 4.17%
Greater Europe 17.26%
United Kingdom 12.72%
Europe Developed 4.54%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.03%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.03%
Market Classification
% Developed Markets 97.32%
% Emerging Markets 2.68%
As of Dec. 31, 2017. Region breakdown data is calculated by using the long position holdings of the portfolio.

PCI Bond Exposure

Government 30.15%
Corporate 12.73%
Securitized 37.44%
Municipal 0.35%
Cash 11.46%
Derivative 7.88%
As of Dec. 31, 2017

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 0.00%
183 to 364 Days 0.10%
1 to 3 Years 8.19%
3 to 5 Years 4.07%
5 to 7 Years 25.79%
7 to 10 Years 12.38%
10 to 15 Years 3.22%
15 to 20 Years 31.56%
20 to 30 Years 9.17%
Over 30 Years 5.52%
As of Dec. 31, 2017
View More Holdings

PCI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- CIRS USD 5.33Y MAT 2.2% 1/2018 GLM_Receive 55.42% -- --
-- IRS USD 1.75000 12/21/16-10Y CME_Receive 13.58% -- --
-- IRS USD 2.50000 06/20/18-30Y LCH_Pay 12.25% -- --
-- IRS USD 1.50000 06/21/17-10Y CME_Receive 7.00% -- --
-- IRS GBP 1.50000 03/21/18-10Y LCH_Pay 6.68% -- --
-- IRS USD 2.50000 06/20/18-20Y CME_Pay 5.70% -- --
-- IRS USD 1.75000 12/21/16-7Y CME_Receive 4.92% -- --
-- IRS AUD 3.63500 03/06/14-5Y CME_Receive 4.30% -- --
-- IRS AUD 3.63125 03/06/14-5Y CME_Receive 3.69% -- --
-- IRS CAD 3.30000 06/19/14-10Y CME_Receive 2.67% -- --
As of Dec. 31, 2017
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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 4.84 yrs
Daniel Ivascyn 3.84 yrs
Elizabeth MacLean 4.84 yrs
Mark Kiesel 4.84 yrs
Sai Devabhaktuni 4.84 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) 0.9864
Max Drawdown (All) 16.17%
Historical Sharpe (10Y) --
Historical Sortino (All) 1.313
30-Day Rolling Volatility 11.37%
Daily Value at Risk (VaR) 1% (All) 2.04%
Monthly Value at Risk (VaR) 1% (All) 7.48%

PCI Fundamentals

Dividend Yield TTM (2-21-18) 8.89%
SEC Yield --
Current Yield 6.72%
Yield to Maturity --
Effective Duration --
Average Coupon 3.71%
Average Credit Score --
Average Price --
Number of Holdings 1075
As of Dec. 31, 2017

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
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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