Page 406 - DCAC February 2024 Files
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TOP SECTOR ALLOCATIONS ASSET ALLOCATION 62.56 % GNMA and Other Mtg Backed 112.3% Fixed Income 20.91 % Corporate Notes/Bonds 15.92 % Fgn. Currency Denominated Bonds 1.4% Other 13.96 % Treasury Notes/Bonds Equities 0.0% 0.0% Convertibles -13.8 % Cash 200.0% 100.0% 0.0% -100.0 % QUALITY ALLOCATION 47.7% Government/AAA 0.4% D Rated CCC, CC AND C rated 1.2% 5.5% BB AND B Rated 6.9% A Rated 7.2%
30.0%
26.5% Manager Style Dec-2023
PIMCO Tot Rtn Inst 12/31/23 PORTFOLIO CHARACTERISTICS 3.99 % Avg. Coupon N/A Nominal Maturity 8.44 Years Effective Maturity 6.18 Years Duration 2.44 SEC 30 Day Yield BB Avg. Credit Quality 3.41 Current Yield MATURITY DISTRIBUTION 5-10Yrs 3-5Yrs 10-20Yrs 13.1% 8.1% 1-3Yrs 4.7% 20-30Yrs 0.0% <1Yr 0.0% >30Yrs 0.0% Other 15.0% 0.0% (06/01/87 - 12/31/23) STYLE MAP Barclays Capital 1-5 Yr Gov Capital
