Page 407 - DCAC February 2024 Files

200.0% 150.0% 150.0

112.3%
100.0% 111.9% 130.0

100.0%
1.4% 0.0% 0.0% 0.0%
-13.8 % 110.0 Down Capture
ASSET ALLOCATION Fixed Income Other Equities Convertibles Cash -100.0 % 50.0% 90.0

62.56 % 20.91 % 15.92 % 13.96 % 0.4% 1.2% 5.5% 6.9% 7.2% 0.0% (01/01/19 - 12/31/23) 70.0
QUALITY ALLOCATION Government/AAA D Rated CCC, CC AND C rated BB AND B Rated A Rated AA Rated BBB Rated UP/DOWN CAPTURE 150.0 125.0 100.0 75.0 50.0 50.0 PIMCO Tot Rtn Inst

Up Capture
73
TOP SECTOR ALLOCATIONS GNMA and Other Mtg Backed Corporate Notes/Bonds Fgn. Currency Denominated Bonds Treasury Notes/Bonds 47.7% 45.0% Barclays Capital Long Term Govt Bond Barclays Capital Long U.S. Credit Average Style Exposure
60.0%

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