Parametric Portfolio Associates’s PIMCO Dynamic Credit and Mortgage Income Fund PCI Stock Holding History

Parametric Portfolio Associates’s Portfolio PCI Stock Details PCI Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-1,088,022	Closed	-$19M	–	3974
2016 Q1	$19M	Buy	1,088,022 +340,659	+46%	+$5.9M	0.03%	550
2015 Q4	$13.5M	Buy	747,363 +419,645	+128%	+$7.75M	0.02%	688
2015 Q3	$5.99M	Buy	327,718 +121,497	+59%	+$2.34M	0.01%	994
2015 Q2	$4.16M	Buy	206,221 +22,549	+12%	+$466K	0.01%	1535
2015 Q1	$3.75M	Buy	+183,672	New	+$3.77M	0.01%	1615

Other funds holding PCI

RCM

Rivernorth Capital Management West Palm Beach, Florida $2B AUM 0.66% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

MGAM

McGowan Group Asset Management Dallas, Texas $785M AUM 15.71% 1-Year Est. Return

SCM

Saba Capital Management New York $3.62B AUM 13% 1-Year Est. Return

SIA

Sit Investment Associates Minneapolis, Minnesota $4.93B AUM 12.22% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Bessemer Group Woodbridge, New Jersey $63.6B AUM 28.76% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $570B AUM 27.57% 1-Year Est. Return

Parametric Portfolio Associates's PCI Position: Q2 2016 in Review

Parametric Portfolio Associates sold out of PIMCO Dynamic Credit and Mortgage Income Fund (PCI) in Q2 2016, closing a stake of 1,088,022 shares — an estimated $19M sold.

Parametric Portfolio Associates first reported a position in PCI in Q1 2015 and held it in 5 quarters. The position peaked at $19M in Q1 2016. 126 funds tracked by Wall St. Rank hold PCI as of Q2 2016.

Parametric Portfolio Associates reported no remaining PIMCO Dynamic Credit and Mortgage Income Fund position as of Q2 2016 after selling out during the quarter.
Parametric Portfolio Associates sold 1,088,022 PIMCO Dynamic Credit and Mortgage Income Fund shares in Q2 2016, an estimated $19M.
Parametric Portfolio Associates first reported a position in PIMCO Dynamic Credit and Mortgage Income Fund in Q1 2015 and held it in 5 quarters.
Parametric Portfolio Associates's PIMCO Dynamic Credit and Mortgage Income Fund position peaked at $19M in Q1 2016.
126 funds tracked by Wall St. Rank held PIMCO Dynamic Credit and Mortgage Income Fund as of Q2 2016.

Based on Parametric Portfolio Associates's 13F filing for Q2 2016, filed 12 Aug 2016.