PmipMyCallStack is a Visual Studio 2015 extension to help debug native applications embedding Mono, like Unity.
Mono doesn't generate debug symbols that Visual Studio understands for jitted functions.
As a result, Visual Studio can not show anything meaningful for managed stack frames.
PmipMyCallStack is calling the function mono_pmip
on every frame that doesn't belong to a module to show a meaningful representation of the stack frame and displays it natively in the call stack window.
Incidentally, PmipMyCallStack is an interesting introduction to extending Visual Studio's Concord debugger.