State of New Jersey Common Pension Fund D’s PIMCO Dynamic Credit and Mortgage Income Fund PCI Stock Holding History

State of New Jersey Common Pension Fund D’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
2017 Q2	–	Sell	-175,000	Closed	-$3.75M	–	966
2017 Q1	$3.75M	Sell	175,000 -925,000	-84%	-$19.2M	0.02%	622
2016 Q4	$22.2M	Sell	1,100,000 -905,000	-45%	-$18.2M	0.1%	242
2016 Q3	$40.9M	Buy	2,005,000 +1,385,000	+223%	+$27.6M	0.18%	142
2016 Q2	$11.9M	Buy	620,000 +270,000	+77%	+$4.95M	0.05%	345
2016 Q1	$6.1M	Buy	350,000 +160,000	+84%	+$2.77M	0.03%	502
2015 Q4	$3.43M	Buy	+190,000	New	+$3.51M	0.01%	631

Other funds holding PCI

NSLI

Nan Shan Life Insurance Taipei City, Taiwan $2.76B AUM 6.75% 1-Year Est. Return

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

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

MGAM

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

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

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

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

SIA

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

Cohen & Steers New York $57.6B AUM 8.03% 1-Year Est. Return

HCM

Howland Capital Management Boston, Massachusetts $2.77B AUM 19.56% 1-Year Est. Return

State of New Jersey Common Pension Fund D's PCI Position: Q2 2017 in Review

State of New Jersey Common Pension Fund D sold out of PIMCO Dynamic Credit and Mortgage Income Fund (PCI) in Q2 2017, closing a stake of 175,000 shares — an estimated $3.75M sold.

State of New Jersey Common Pension Fund D first reported a position in PCI in Q4 2015 and held it in 6 quarters. The position peaked at $40.9M in Q3 2016. 131 funds tracked by Wall St. Rank hold PCI as of Q2 2017.

State of New Jersey Common Pension Fund D reported no remaining PIMCO Dynamic Credit and Mortgage Income Fund position as of Q2 2017 after selling out during the quarter.
State of New Jersey Common Pension Fund D sold 175,000 PIMCO Dynamic Credit and Mortgage Income Fund shares in Q2 2017, an estimated $3.75M.
State of New Jersey Common Pension Fund D first reported a position in PIMCO Dynamic Credit and Mortgage Income Fund in Q4 2015 and held it in 6 quarters.
State of New Jersey Common Pension Fund D's PIMCO Dynamic Credit and Mortgage Income Fund position peaked at $40.9M in Q3 2016.
131 funds tracked by Wall St. Rank held PIMCO Dynamic Credit and Mortgage Income Fund as of Q2 2017.

Based on State of New Jersey Common Pension Fund D's 13F filing for Q2 2017, filed 28 Jul 2017.