Page 382 - DCAC Feb 2026 Files

PIMCO Tot Rtn Inst 12/31/25

PORTFOLIO CHARACTERISTICS TOP SECTOR ALLOCATIONS ASSET ALLOCATION
Avg. Coupon 4.22 % 5 Year Treasury Note Future Dec 17.83 %
Avg. Effective Maturity 9.24 Years 10 Year Treasury Note Future Dec 10.12 % Fixed Income 141.5%
Avg. Effective Duration 6.67 Years Federal National Mortgage Asso 5.76 %
Avg. Credit Quality BBB Pimco Fds 5.34 % Others 5.3%
Yield To Maturity 5.91 % Federal National Mortgage Asso 4.78 %
SEC Yield 4.5 % Federal National Mortgage Asso 4.61 % Equity
Current Yield 3.41 Federal National Mortgage Asso 4.48 % -0.7 %
United States Treasury Bonds 1.375% 2.26 % Cash -46.1 %
Federal National Mortgage Asso 1.57 %
United Kingdom of Great Britain 1.32 % -150.0 % 0.0% 150.0% 300.0%
Total 58.08 %

MATURITY DISTRIBUTION QUALITY ALLOCATION

>30Yrs 22.7%
Municipal 0.3%
<1Yr 21.6%
20-30Yrs Corporate 10.7%
19.3%
1-3Yrs 11.0%
Other
3-5Yrs 6.8% 12.7%
15-20Yrs 6.3% Cash & Equivalents 12.8%
10-15Yrs 5.3% Government 30.6%
7-10Yrs 4.3%
Securitized 32.9%
5-7Yrs 3.0%
0.0% 5.0% 10.0% 15.0% 20.0% 25.0% 30.0% 0.0% 8.0% 16.0% 24.0% 32.0% 40.0%

STYLE MAP (06/01/87 - 12/31/25) UP/DOWN CAPTURE (01/01/21 - 12/31/25)
150.0
Barclays Capital 1-5 Yr Gov Barclays Capital Long Term Govt Bond 125.0
Capitalization Up Capture 100.0

75.0
50.0
Barclays Capital U.S. Credit 1-5 Year Index Barclays Capital Long U.S. Credit
50.0 70.0 90.0 110.0 130.0 150.0
Manager Style Down Capture
Style History Dec-2025 Average Style Exposure PIMCO Tot Rtn Inst

69