PIMCO Corporate and Income Opportunity Fund

 PTY
Benchmark Morningstar Category
Multisector Bond

Asset Allocation

 

PTY


Asset Distribution
 
  Type %
Long
%
Short
%
Net
Bench-
mark
Cat
Avg
As of 01/31/2018
Cash 70.14 125.32 -55.18 5.13
US Stock 2.48 0.00 2.48 1.20
Non US Stock 0.49 0.00 0.49 0.08
Bond 175.17 39.84 135.33 89.30
Other 16.88 0.00 16.88 4.28
 
 

Style Details

 

PTY

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 01/31/2018
2018 135
2017 128
2016 89
2015 95
2014 88
 
Bond Statistics
Detail Value
As of 07/31/2017
Weighted Average Credit Rating BB-
Average Weighted Coupon 5
Average Weighted Price
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 12
AA 7
A 7
BBB 20
BB 7
B 1
Below B 24
Not Rated 21
As of 01/31/2018
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

PTY

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 10.46 16.13
U.S. Treasury 0.00 6.60
U.S. Treasury Inflation-Protected 0.00 1.74
U.S. Agency 0.00 0.18
Non-U.S. Government 5.15 8.14
Other Government Related 5.31 -0.54
       
Corporate 60.82 33.98
Corporate Bond 39.71 31.79
Bank Loan 6.94 0.50
Convertible 10.38 1.45
Preferred 3.80 0.24
       
Securitized 41.90 32.32
Agency MBS Pass-Through 0.00 11.07
Agency MBS ARM 0.00 0.08
Agency MBS CMO 2.33 3.19
Non-Agency Residential MBS 16.46 4.38
Commercial MBS 5.07 3.80
Asset-Backed 16.96 9.38
Covered Bond 0.00 0.01
       
Municipal 4.36 1.34
       
Cash & Equivalents -53.24 4.92
       
Other 30.51 0.09
As of 01/31/2018
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 2.78 1.59
0% to 4% 50.21 51.22
4% to 6% 16.12 26.81
6% to 8% 24.27 16.52
8% to 10% 4.56 3.14
10% to 12% 1.16 0.47
More than 12% 0.91 0.27
As of 01/31/2018
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

PTY

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 77.73 78.29
United Kingdom 5.95 2.56
Argentina 3.81 1.10
Netherlands 2.66 1.56
Germany 2.11 1.25
Cayman Islands 1.68 1.46
France 1.35 0.62
Canada 0.91 2.04
Ukraine 0.81 0.25
Ireland 0.81 0.41
As of 01/31/2018
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 

PTY

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 10.30 20.64
3 to 5 Years 11.63 28.86
5 to 7 Years 5.47 3.93
7 to 10 Years 15.50 6.88
10 to 15 Years 5.17 6.94
15 to 20 Years 15.43 10.79
20 to 30 Years 31.28 16.38
Over 30 Years 3.32 4.07
As of 07/31/2017

Bond Duration

 

PTY

Unadjusted for Leverage Leverage Adjusted
Average Weighted Duration
Effective Duration 3.16 4.23
Modified Duration
As of 07/31/2017
 
Detail Value
Average Weighted Maturity
Effective Maturity 9.86

Bond Call Profile

 

PTY

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
2018
2019
2020
2021
2022
5 Year +
Non-Callable
As of date not available

Certain information included herein is derived by Morningstar in part from MSCI’s Index Constituents (the “Index Data”). However, MSCI has not reviewed any information contained herein and does not endorse or express any opinion such information or analysis. Neither MSCI nor any third party involved in or related to the computing or compiling of the Index Data makes any express or implied warranties, representations or guarantees concerning the Index Data or any information or data derived therefrom, and in no event will MSCI or any third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any use of this information. None of the Index Data is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. All Index Data and any information derived therefrom is for your internal use only and may not be further redistributed or used to create any financial instruments or products or indices.