PIMCO Dynamic Credit and Mortgage (PCI)

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22.88 +0.10  +0.44% NYSE Sep 22, 20:00 Delayed 2m USD
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PCI Key Stats

PCI Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.80% 0.47% 0.81% 34
3M 5.62% 4.97% 2.34% 1
6M 13.54% 11.85% 6.10% 1
1Y 28.20% 22.44% 10.69% 1
3Y 13.30% 9.44% 6.76% 17
5Y -- -- 7.32% --
10Y -- -- 9.74% --
As of Sept. 22, 2017. Returns for periods of 1 year and above are annualized.

PCI Asset Allocation

Type % Net % Long % Short
Cash -109.2% 55.75% 165.0%
Stock 0.77% 0.77% 0.00
Bond 203.4% 227.5% 24.12%
Convertible 2.59% 2.59% 0.00
Preferred 2.48% 2.48% 0.00
Other 0.00 0.00 0.00
As of June 30, 2017

PCI Region Exposure

Americas 85.87%
North America 80.21%
Latin America 5.66%
Greater Europe 14.11%
United Kingdom 7.88%
Europe Developed 6.06%
Europe Emerging 0.00
Africa/Middle East 0.00
Greater Asia 0.02%
Japan 0.00
Australasia 0.00
Asia Developed 0.00
Asia Emerging 0.02%
Market Classification
% Developed Markets 99.19%
% Emerging Markets 0.81%
As of June 30, 2017. Region breakdown data is calculated by using the long position holdings of the portfolio.

PCI Bond Exposure

Government 21.01%
Corporate 12.14%
Securitized 44.36%
Municipal 0.41%
Cash 14.17%
Derivative 7.90%
As of June 30, 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 0.34%
183 to 364 Days 0.14%
1 to 3 Years 8.66%
3 to 5 Years 3.65%
5 to 7 Years 9.60%
7 to 10 Years 15.34%
10 to 15 Years 5.34%
15 to 20 Years 37.17%
20 to 30 Years 13.27%
Over 30 Years 6.48%
As of June 30, 2017
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PCI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- IRS USD 1.75000 12/21/16-10Y CME_Receive 24.30% -- --
-- IRS USD 1.75000 12/21/16-7Y CME_Receive 15.84% -- --
-- IRS USD 1.75000 06/21/17-30Y LCH_Pay 11.85% -- --
-- IRS USD 1.75000 06/21/17-20Y CME_Pay 5.66% -- --
-- IRS USD 2.50000 12/20/17-10Y CME_Receive 5.54% -- --
-- IRS AUD 3.63500 03/06/14-5Y CME_Receive 4.38% -- --
-- IRS GBP 1.50000 09/20/17-10Y LCH_Pay 4.03% -- --
-- IRS AUD 3.63125 03/06/14-5Y CME_Receive 3.75% -- --
-- Caesars Entmt Oper Co 8.5% 2.90% -- --
-- IRS CAD 3.30000 06/19/14-10Y CME_Receive 2.73% -- --
As of June 30, 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 4.59 yrs
Daniel Ivascyn 3.59 yrs
Elizabeth MacLean 4.59 yrs
Mark Kiesel 4.59 yrs
Sai Devabhaktuni 4.59 yrs

PCI Net Fund Flows

1M -17.27M
3M -51.73M
6M -103.13M
YTD -137.57M
1Y -271.06M
3Y -752.66M
5Y --
10Y --
As of Aug. 31, 2017

PCI Risk Info

Beta (5Y) 1.079
Max Drawdown (All) 35.61%
Historical Sharpe (10Y) --
Historical Sortino (All) 1.310
30-Day Rolling Volatility 10.61%
Daily Value at Risk (VaR) 1% (All) 2.11%
Monthly Value at Risk (VaR) 1% (All) 7.57%

PCI Fundamentals

Dividend Yield TTM (9-22-17) 11.36%
SEC Yield --
Current Yield 6.32%
Yield to Maturity --
Effective Duration --
Average Coupon 3.84%
Average Credit Score --
Average Price --
Number of Holdings 972
As of June 30, 2017

PCI Comparables

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PCI Attributes

Key Dates
Inception Date 1/29/2013
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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