PIMCO Dynamic Credit and Mortgage Inc (PCI)

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23.70 +0.20  +0.85% NYSE Mar 18, 13:38 Delayed 2m USD
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PCI Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 3.85% 1.20% 1.23% 41
3M 9.95% 2.72% 3.79% 87
6M 2.75% 2.95% 2.62% 46
YTD 14.08% 4.78% 5.14% 60
1Y 13.04% 7.25% 5.05% 23
3Y 22.92% 16.91% 11.04% 5
5Y 12.40% 9.26% 6.95% 20
10Y -- -- 15.55% --
15Y -- -- 8.06% --
20Y -- -- 7.09% --
As of March 15, 2019. Returns for periods of 1 year and above are annualized.

PCI Asset Allocation

Type % Net % Long % Short
Cash -146.0% 67.54% 213.5%
Stock 5.24% 5.24% 0.00%
Bond 232.5% 261.9% 29.47%
Convertible 5.55% 5.55% 0.00%
Preferred 1.70% 1.70% 0.00%
Other 1.05% 1.05% 0.00%
As of Dec. 31, 2018

PCI Region Exposure

Americas 83.66%
North America 81.27%
Latin America 2.38%
Greater Europe 12.76%
United Kingdom 9.30%
Europe Developed 2.98%
Europe Emerging 0.00%
Africa/Middle East 0.48%
Greater Asia 3.59%
Japan 0.43%
Australasia 3.11%
Asia Developed 0.01%
Asia Emerging 0.04%
Market Classification
% Developed Markets 98.24%
% Emerging Markets 1.76%
As of Dec. 31, 2018. Region breakdown data is calculated by using the long position holdings of the portfolio.

PCI Bond Exposure

Government 29.96%
Corporate 16.02%
Securitized 31.80%
Municipal 0.35%
Cash 13.32%
Derivative 8.54%
As of Dec. 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 2.85%
91 to 182 Days 0.15%
183 to 364 Days 0.60%
1 to 3 Years 5.28%
3 to 5 Years 30.04%
5 to 7 Years 5.77%
7 to 10 Years 12.07%
10 to 15 Years 2.73%
15 to 20 Years 28.81%
20 to 30 Years 7.30%
Over 30 Years 4.40%
As of Dec. 31, 2018
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PCI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Irs Usd 2.20000 09/18/17-5y* Cme 57.59% -- --
-- Irs Usd 1.75000 12/21/16-10y Cme 14.07% -- --
-- Irs Usd 2.50000 06/20/18-30y Lch -12.13% -- --
-- Irs Usd 1.50000 06/21/17-10y Cme 7.26% -- --
-- Irs Gbp 1.50000 03/20/19-10y Lch -6.52% -- --
-- Irs Usd 3.00000 12/19/18-20y Cme -5.92% -- --
-- Irs Usd 1.75000 12/21/16-7y Cme 5.13% -- --
-- Irs Aud 3.63500 03/06/14-5y Cme 4.01% -- --
-- Irs Aud 3.63125 03/06/14-5y Cme 3.44% -- --
-- Irs Eur 1.00000 03/20/19-10y Lch -2.62% -- --
As of Dec. 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 6.01 yrs
Daniel Ivascyn 5.01 yrs
Elizabeth MacLean 6.01 yrs
Mark Kiesel 6.01 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) 0.7082
Max Drawdown (All) 16.17%
Historical Sharpe (10Y) --
Historical Sortino (All) 1.429
30-Day Rolling Volatility 6.10%
Daily Value at Risk (VaR) 1% (All) 2.11%
Monthly Value at Risk (VaR) 1% (All) 7.38%

PCI Fundamentals

Dividend Yield TTM (3-18-19) 9.77%
30-Day SEC Yield --
7-Day SEC Yield --
Current Yield 7.45%
Yield to Maturity --
Effective Duration --
Average Coupon 3.81%
Average Credit Score --
Average Price 89.01
Number of Holdings 1144
As of Dec. 31, 2018

PCI Comparables

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PCI Attributes

Key Dates
Inception Date 1/29/2013
Termination Date
Last Annual Report Date 6/30/2018
Last Prospectus Date 1/28/2013
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual 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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