Page 104 - AugDefComp

PIMCO Long-Term Real Return Instl PRAIX 6/30/2021

Fund Incep Date: Benchmark: Category: Net Assets: Manager Name: Manager Start Date: Expense Ratio: Expense Rank:
11/12/2001 Bloomberg Barclays U.S. TIPS Inflation-Protected Bond $519.00M Stephen A. Rodosky 01/09/2019 1.07% 91

PORTFOLIO COMPOSITION (Holdings-based) INVESTMENT OVERVIEW
Assets The investment seeks maximum real return, consistent with prudent investment management. The fund invests at least 80% of its net assets in inflation-indexed
bonds of varying maturities issued by the U.S. and non-U.S. governments, their agencies or instrumentalities, and corporations. Assets not invested in
Cash 22.84% inflation-indexed bonds may be invested in other types of Fixed Income Instruments. It invests primarily in investment grade securities, but may invest up to 20%
US Stocks 0.00% of its total assets in junk bonds rated B or higher by Moody's, or equivalently rated by S&P or Fitch, or, if unrated, determined by PIMCO to be of comparable
US Bonds 62.85% quality.
Non-US Stocks 0.00%
Preferred Stocks 0.00% PERFORMANCE
Convertible Bonds 0.19%
Other 0.08% 3 Year Rolling Performance (Jul 16-Jun 21)
Non-US Bonds 14.04% 14
5th to 25th Percentile
12 25th to Median
Median to 75th Percentile
10 75th to 95th Percentile
Credit Quality (%)
AAA 8
AA PIMCO Long-Term
A 6 Real Return Instl
Bloomberg Barclays U.S. TIPS
BBB
BB 4
B
2
Below B
NR/NA 0
Total: 0.00%
-2
4/2016 2/2017 4/2017 2/2018 4/2018 2/2019 4/2019 2/2020 4/2020 2/2021
3M YTD 1Y 3Y 5Y 7Y 10Y SI
Fund 8.31 -0.95 7.72 / 15 11.71 / 2 7.81 / 1 5.93 / 4 6.14 / 3 7.32
Sector (%)
Benchmark 3.25 1.73 6.51 / 51 6.53 / 26 4.17 / 29 3.33 / 19 3.40 / 18
% Government 63.34%
% Municipal 0.00% Peer Group Median 3.07 1.86 6.52 / 50 6.07 / 50 3.97 / 50 2.97 / 50 2.99 / 50
% Corporate 0.72% Number of Funds 61 59 53 51 41
% Securitized 10.97% CALENDAR 2020 2019 2018 2017 2016 2015 2014 2013 2012
% Cash and Equivalent 14.86% Fund 27.21 17.10 -6.52 8.83 7.88 -6.65 10.81 -16.51 13.69
% Derivative 10.12%
Benchmark 10.99 8.43 -1.26 3.01 4.68 -1.44 3.64 -8.60 6.98
Total: 100.01%
Peer Group Median 10.19 8.12 -1.37 2.78 4.38 -1.80 2.74 -8.63 6.57

RISK & PERFORMANCE STATISTICS NOTES
Peer Group
3 Yr Fund Benchmark
ASSET LOADINGS (Returns-based) Median
Alpha -2.42 0.00 -0.06
FUND EXPOSURES (WEIGHT) (Jul 18-Jun 21) Beta 2.52 1.00 0.97
100
75 R-Squared 80.75 100.00 90.52
Sharpe Ratio 0.93 1.29 1.23
50
25 Up Market Capture 214.20 100.00 94.97
0 Down Market Capture 258.61 100.00 95.80
Current Average
Fund Bmk Fund Bmk 5 Yr Fund Benchmark Peer Group
Cash 0.0 0.0 0.0 0.0 Median
Credit Bond 69.7 0.0 42.6 0.0 Alpha -0.39 0.00 0.00
Govt Bond 30.3 0.0 25.3 0.0 Beta 2.41 1.00 0.99
HY Corp Bond 0.0 0.0 0.0 0.0 R-Squared 81.31 100.00 91.14
MBS 0.0 0.0 0.0 0.0 Sharpe Ratio 0.72 0.85 0.80
Muni Bond 0.0 0.0 0.0 0.0 Up Market Capture 216.74 100.00 94.88
TIPS 0.0 100.0 32.0 100.0 Down Market Capture 235.54 100.00 97.22

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