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 07/31/2017
Cash 68.85 146.94 -78.08 -8.28
US Stock 0.52 0.00 0.52 0.84
Non US Stock 0.00 0.00 0.00 0.06
Bond 206.09 43.68 162.40 102.64
Other 15.16 0.00 15.16 4.74
 
 

Style Details

 

PTY

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 07/31/2017
2017 162
2016 89
2015 95
2014 88
2013 80
 
Bond Statistics
Detail Value
As of 07/31/2017
Weighted Average Credit Rating BB-
Average Weighted Coupon 4
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 07/31/2017
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 43.59 27.38
U.S. Treasury 0.07 7.49
U.S. Treasury Inflation-Protected 0.00 1.33
U.S. Agency 0.00 0.18
Non-U.S. Government 1.73 8.47
Other Government Related 41.79 9.89
       
Corporate 58.73 36.62
Corporate Bond 38.74 34.49
Bank Loan 6.64 0.64
Convertible 10.81 1.27
Preferred 2.54 0.22
       
Securitized 40.53 34.01
Agency MBS Pass-Through 0.00 12.73
Agency MBS ARM 0.00 0.09
Agency MBS CMO 2.60 3.09
Non-Agency Residential MBS 17.27 5.25
Commercial MBS 3.37 2.87
Asset-Backed 16.73 9.48
Covered Bond 0.00 0.09
       
Municipal 4.38 1.14
       
Cash & Equivalents -77.69 4.61
       
Other 29.85 -16.50
As of 07/31/2017
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% 1.65 1.15
0% to 4% 58.40 59.62
4% to 6% 15.32 20.00
6% to 8% 19.46 14.21
8% to 10% 4.12 4.51
10% to 12% 1.00 0.31
More than 12% 0.04 0.21
As of 07/31/2017
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 85.83 77.50
United Kingdom 3.38 2.37
Netherlands 2.18 1.60
Germany 1.94 1.07
Argentina 1.65 0.81
France 1.49 0.90
Cayman Islands 1.01 1.58
Ireland 0.81 0.21
Portugal 0.30 0.18
Spain 0.29 0.13
As of 07/31/2017
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 6.72 6.59
3 to 5 Years 9.65 15.82
5 to 7 Years 21.88 18.07
7 to 10 Years 11.28 18.06
10 to 15 Years 6.69 5.47
15 to 20 Years 13.06 10.01
20 to 30 Years 26.66 20.33
Over 30 Years 3.98 3.55
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
2017
2018
2019
2020
2021
5 Year +
Non-Callable
As of date not available

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