PTY PIMCO Corporate and Income Opportunity Fund

Schedule of Investments PIMCO Corporate & Income Opportunity Fund

March 31, 2024

(Unaudited)

(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)

PRINCIPAL
AMOUNT
(000s)

MARKET
VALUE
(000s)

INVESTMENTS IN SECURITIES 116.1% ¤

LOAN PARTICIPATIONS AND ASSIGNMENTS 34.6%

AI Silk Midco Ltd.
TBD% due 02/24/2031

EUR

2,800

$

2,941

Air Canada
7.833% (TSFR03M + 2.500%) due 03/14/2031 ~

$

1,000

1,003

Altar Bidco, Inc.
10.399% due 02/01/2030 ~

3,450

3,417

American Airlines, Inc.
10.329% (TSFR03M + 4.750%) due 04/20/2028 ~

7,137

7,424

Amsurg
14.248% due 07/20/2026 «~

23,356

23,356

AP Core Holdings LLC
10.945% due 09/01/2027

34,237

33,605

BDO U.S.A. PC
11.330% (TSFR1M + 6.000%) due 08/31/2028 «~

6,859

6,898

Cengage Learning, Inc.
TBD% due 03/22/2031

6,000

6,001

Chromalloy Corp.
TBD% due 03/27/2031

5,900

5,890

Cohesity

TBD% due 03/08/2031 «µ

2,209

2,209

TBD% due 03/08/2031 «

20,900

20,900

Comexposium
4.969% (EUR012M + 4.000%) due 03/28/2026 «~

EUR

24,800

25,551

Cotiviti, Inc.
TBD% due 02/21/2031

$

7,300

7,291

Diamond Sports Group LLC
TBD% due 05/25/2026

15,374

14,797

DirecTV Financing LLC
10.445% (TSFR1M + 5.000%) due 08/02/2027 ~

1,130

1,133

Encina Private Credit LLC
TBD% - 9.134% due 11/30/2025 «µ

8,567

8,443

Envalior Finance GmbH

9.412% (EUR003M + 5.500%) due 03/29/2030 ~

EUR

5,400

5,395

10.813% (TSFR03M + 5.500%) due 03/29/2030 ~

$

8,415

7,844

Finastra U.S.A., Inc.

0.500% - 12.575% (TSFR1M + 7.250%) due 09/13/2029 «~µ

282

282

0.500% - 12.575% (TSFR03M + 7.250%) due 09/13/2029 «~

2,718

2,740

Forward Air Corp.
9.827% (TSFR1M + 4.500%) due 12/19/2030 ~

6,874

6,787

Galaxy U.S. Opco, Inc.
10.063% (TSFR03M + 4.750%) due 04/29/2029 ~

2,700

2,450

Gateway Casinos & Entertainment Ltd.

13.413% (CDOR03 + 8.000%) due 10/18/2027 ~

CAD

9,116

6,747

13.469% due 10/15/2027

$

15,218

15,258

GIP Blue Holding LP
9.942% due 09/29/2028

1

1

iHeartCommunications, Inc.
8.695% due 05/01/2026

2,010

1,756

Ivanti Software, Inc.
9.839% due 12/01/2027

25,607

24,038

Lealand Finance Co. BV
8.442% (TSFR1M + 3.000%) due 06/28/2024 ~

189

104

Lealand Finance Co. BV (6.441% Cash and 3.000% PIK)
9.441% due 06/30/2025 (c)

2,197

910

Lifepoint Health, Inc.
11.087% due 11/16/2028

9,267

9,303

Magenta Buyer LLC
10.574% (TSFR03M + 5.000%) due 07/27/2028 ~

2,487

1,492

Market Bidco Ltd.
10.044% due 11/04/2027

GBP

24,749

31,250

MITER Brands
TBD% due 03/21/2031

$

2,800

2,817

MPH Acquisition Holdings LLC
9.855% due 09/01/2028

22,787

22,077

Naked Juice LLC
11.402% due 01/24/2030

2,200

1,803

Obol France 3 SAS
8.864% (EUR006M + 4.750%) due 12/31/2025 ~

EUR

14,192

14,772

Oi SA
12.500% due 09/07/2024

$

20,699

20,595

Ontario Gaming GTA LP
9.559% (TSFR03M + 4.250%) due 08/01/2030 ~

2,700

2,713

Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.)

March 31, 2024

(Unaudited)

Osaic Holdings, Inc.
TBD% due 08/16/2028

2,100

2,111

Poseidon Bidco SASU
8.902% (EUR003M + 5.000%) due 03/13/2030 ~

EUR

6,500

6,905

Promotora de Informaciones SA
9.123% (EUR003M + 5.220%) due 12/31/2026 ~

43,000

45,849

Promotora de Informaciones SA (6.873% Cash and 5.000% PIK)
11.873% (EUR003M + 2.970%) due 06/30/2027 ~(c)

3,687

3,779

Proofpoint, Inc.
TBD% due 08/31/2028

$

600

601

PUG LLC
10.075% (TSFR03M + 4.750%) due 03/15/2030 ~

8,700

8,724

Red Rock Resorts
TBD% due 03/14/2031

4,700

4,699

Rising Tide Holdings, Inc.
14.329% (TSFR1M + 9.000%) due 06/01/2026 «~

144

139

Steenbok Lux Finco 2 SARL
10.000% due 06/30/2026

EUR

61,987

25,413

Syniverse Holdings, Inc.
12.302% (TSFR03M + 7.000%) due 05/13/2027 ~

$

41,443

39,670

Team Health Holdings, Inc.
10.563% (TSFR03M + 5.250%) due 03/02/2027 ~

6,980

6,212

Telemar Norte Leste SA

1.750% due 02/26/2035

17,631

309

1.750% (LIBOR06M + 1.750%) due 02/26/2035 ~

17,324

303

TransDigm, Inc.
TBD% due 08/24/2028

1,800

1,808

Truist Insurance Holdings LLC
TBD% due 03/24/2031

6,200

6,197

U.S. Renal Care, Inc.
10.442% (TSFR1M + 5.000%) due 06/20/2028 ~

46,384

40,432

Veritas U.S., Inc.
10.445% due 09/01/2025

23,706

21,999

Vistra Zero Operating Co. LLC
TBD% due 03/20/2031

4,400

4,405

Wesco Aircraft Holdings, Inc.
TBD% due 05/01/2024 «

15,294

16,371

Westmoreland Mining Holdings LLC
8.000% due 03/15/2029

1,713

1,113

Windstream Services LLC

9.430% due 02/23/2027

14,910

14,761

11.680% due 09/21/2027

7,391

7,238

WS Audiology
TBD% due 02/27/2029

1,300

1,304

Total Loan Participations and Assignments (Cost $628,455)

612,335

CORPORATE BONDS & NOTES 36.9%

BANKING & FINANCE 12.0%

ADLER Real Estate AG
3.000% due 04/27/2026

EUR

400

382

Agps Bondco PLC

4.625% due 01/14/2026

12,300

5,197

5.500% due 11/13/2026

8,000

3,359

Ally Financial, Inc.
6.848% due 01/03/2030 •(k)

$

2,800

2,884

Armor Holdco, Inc.
8.500% due 11/15/2029 (k)

14,000

13,231

Banca Monte dei Paschi di Siena SpA

7.708% due 01/18/2028 •

EUR

8,500

9,619

8.000% due 01/22/2030 •

3,909

4,273

8.500% due 09/10/2030 •

1,300

1,447

10.500% due 07/23/2029 (k)

6,159

7,842

Banco Bilbao Vizcaya Argentaria SA
6.033% due 03/13/2035 •

$

1,800

1,828

Banco de Credito del Peru SA
4.650% due 09/17/2024

PEN

1,600

425

Banco do Brasil SA
6.000% due 03/18/2031

$

1,000

1,006

Barclays PLC

2.894% due 11/24/2032 •(k)

200

166

5.690% due 03/12/2030 •(k)

3,700

3,720

6.036% due 03/12/2055 •

200

208

6.224% due 05/09/2034 •(k)

2,980

3,075

6.692% due 09/13/2034 •(k)

1,500

1,599

7.437% due 11/02/2033 •(k)

4,870

5,414

BOI Finance BV
7.500% due 02/16/2027 (k)

EUR

7,100

7,264

BPCE SA
7.003% due 10/19/2034 •(k)

$

6,000

6,535

CaixaBank SA

5.673% due 03/15/2030 •

1,100

1,100

6.037% due 06/15/2035 •

700

707

6.840% due 09/13/2034 •

1,300

1,390

Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.)

March 31, 2024

(Unaudited)

Cape Lookout Re Ltd.
13.362% (T-BILL 1MO + 8.000%) due 04/05/2027 «~

2,200

2,204

Cosaint Re Pte. Ltd.
15.202% (T-BILL 1MO + 9.250%) due 04/03/2028 ~

1,900

1,897

Country Garden Holdings Co. Ltd.

2.700% due 07/12/2026 ^(d)

300

20

3.125% due 10/22/2025 ^(d)

200

13

4.800% due 08/06/2030 ^(d)

200

15

6.150% due 09/17/2025 ^(d)

200

14

Credit Suisse AG AT1 Claim

6,636

765

Deutsche Bank AG

5.000% due 09/05/2030 •

EUR

700

786

6.720% due 01/18/2029 •(k)

$

1,300

1,345

6.819% due 11/20/2029 •(k)

1,200

1,255

East Lane Re Ltd.
14.612% (T-BILL 3MO + 9.250%) due 03/31/2026 ~

300

301

EPR Properties

3.750% due 08/15/2029 (k)

100

88

4.500% due 06/01/2027 (k)

400

381

4.950% due 04/15/2028 (k)

200

191

Essential Properties LP
2.950% due 07/15/2031 (k)

500

407

Ford Motor Credit Co. LLC

5.800% due 03/08/2029

2,400

2,411

6.125% due 03/08/2034

4,700

4,728

Gateway Re Ltd.
5.363% (T-BILL 1MO) due 12/23/2028 ~(b)

300

275

GSPA Monetization Trust
6.422% due 10/09/2029

4,274

4,111

Hampton Roads PPV LLC
6.171% due 06/15/2053 (k)

1,800

1,468

Hestia Re Ltd.
14.732% (T-BILL 1MO + 9.370%) due 04/22/2025 ~

1,878

1,855

Hudson Pacific Properties LP

3.250% due 01/15/2030

300

231

3.950% due 11/01/2027

200

177

4.650% due 04/01/2029 (k)

400

341

5.950% due 02/15/2028 (k)

1,100

1,017

Integrity Re Ltd.

22.362% (T-BILL 1MO + 17.000%) due 06/06/2026 ~

1,100

1,100

28.362% (T-BILL 1MO + 23.000%) due 06/06/2026 ~

1,100

1,100

Intesa Sanpaolo SpA

7.200% due 11/28/2033 (k)

1,400

1,509

8.248% due 11/21/2033 •(k)

14,304

15,984

Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025

EUR

1,300

1,320

Lazard Group LLC
6.000% due 03/15/2031

$

700

707

Lloyds Banking Group PLC
5.679% due 01/05/2035 •(k)

1,600

1,610

Long Walk Reinsurance Ltd.
15.112% (T-BILL 3MO + 9.750%) due 01/30/2031 ~

1,900

1,925

Panther Escrow Issuer LLC
7.125% due 06/01/2031 (b)

5,000

5,088

Radian Group, Inc.
6.200% due 05/15/2029 (k)

4,400

4,468

Sammons Financial Group, Inc.
6.875% due 04/15/2034

1,100

1,109

Sanders Re Ltd.
17.122% (T-BILL 3MO + 11.760%) due 04/09/2029 ~

3,241

2,912

Seazen Group Ltd.
6.000% due 08/12/2024

200

161

Societe Generale SA
6.691% due 01/10/2034 •(k)

7,100

7,451

SVB Financial Group

1.800% due 02/02/2031 ^(d)

3,224

2,013

2.100% due 05/15/2028 ^(d)

500

320

3.125% due 06/05/2030 ^(d)

500

321

3.500% due 01/29/2025 ^(d)

200

129

4.345% due 04/29/2028 ^(d)

1,300

825

4.570% due 04/29/2033 ^(d)

4,200

2,664

Trust Fibra Uno
7.375% due 02/13/2034 (k)

1,800

1,798

UBS Group AG

5.699% due 02/08/2035 •(k)

1,200

1,207

5.959% due 01/12/2034 •(k)

4,700

4,824

6.537% due 08/12/2033 •(k)

2,300

2,426

Uniti Group LP

6.000% due 01/15/2030 (k)

20,566

15,355

10.500% due 02/15/2028 (k)

10,171

10,554

Ursa Re Ltd.
14.612% (T-BILL 3MO + 9.250%) due 12/07/2026 ~

2,300

2,329

VICI Properties LP

3.875% due 02/15/2029 (k)

3,700

3,408

4.500% due 01/15/2028 (k)

3,050

2,930

5.750% due 04/01/2034

300

297

Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.)

March 31, 2024

(Unaudited)

6.125% due 04/01/2054

300

296

Voyager Aviation Holdings LLC
8.500% due 05/09/2026 ^«(d)

11,692

2,045

Winston RE Ltd.

15.612% (T-BILL 3MO + 10.250%) due 02/26/2031 ~

280

278

17.112% (T-BILL 3MO + 11.750%) due 02/26/2031 ~

1,700

1,689

Yosemite Re Ltd.
15.340% (T-BILL 3MO + 9.978%) due 06/06/2025 ~

1,790

1,854

212,973

INDUSTRIALS 22.1%

Air Canada Pass-Through Trust

3.300% due 07/15/2031

72

65

5.250% due 10/01/2030 (k)

997

981

Altice France Holding SA

8.000% due 05/15/2027

EUR

3,100

1,119

10.500% due 05/15/2027

$

14,800

5,551

American Airlines Pass-Through Trust

3.350% due 04/15/2031 (k)

1,053

966

3.375% due 11/01/2028 (k)

403

381

3.700% due 04/01/2028 (k)

1,690

1,623

Bayer U.S. Finance LLC

6.375% due 11/21/2030

200

205

6.500% due 11/21/2033

400

407

Beazer Homes USA, Inc.
7.500% due 03/15/2031 (k)

1,500

1,517

British Airways Pass-Through Trust
4.250% due 05/15/2034

49

46

Carvana Co. (12.000% PIK)
12.000% due 12/01/2028 (c)(k)

2,404

2,316

Carvana Co. (13.000% PIK)
13.000% due 06/01/2030 (c)(k)

18,877

18,114

Carvana Co. (14.000% PIK)
14.000% due 06/01/2031 (c)(k)

17,682

17,473

CGG SA

7.750% due 04/01/2027 (k)

EUR

13,419

13,284

7.750% due 04/01/2027

3,100

3,069

8.750% due 04/01/2027 (k)

$

8,648

7,844

Cheniere Energy, Inc.
5.650% due 04/15/2034

1,000

1,008

CVS Pass-Through Trust
7.507% due 01/10/2032 (k)

1,228

1,272

Delek Logistics Partners LP
8.625% due 03/15/2029

2,200

2,248

DISH DBS Corp.

5.250% due 12/01/2026

14,402

11,367

5.750% due 12/01/2028

18,300

12,611

Ecopetrol SA
8.375% due 01/19/2036

620

626

Exela Intermediate LLC (11.500% PIK)
11.500% due 04/15/2026 (c)

138

22

Ford Motor Co.
7.700% due 05/15/2097 (k)

17,956

19,383

GN Bondco LLC
9.500% due 10/15/2031 (k)

4,700

4,696

Greene King Finance PLC
7.143% (BP0003M + 1.800%) due 12/15/2034 ~

GBP

350

371

HCA, Inc.
7.500% due 11/15/2095 (k)

$

4,800

5,330

Intelsat Jackson Holdings SA
6.500% due 03/15/2030 (k)

33,857

31,540

Inter Media & Communication SpA
6.750% due 02/09/2027

EUR

7,000

7,429

Legacy LifePoint Health LLC
4.375% due 02/15/2027 (k)

$

1,000

954

LifePoint Health, Inc.

9.875% due 08/15/2030 (k)

2,600

2,723

11.000% due 10/15/2030 (k)

7,300

7,811

Market Bidco Finco PLC
4.750% due 11/04/2027 (k)

EUR

1,800

1,833

Medline Borrower LP
6.250% due 04/01/2029

$

2,500

2,514

Miter Brands Acquisition Holdco, Inc.
6.750% due 04/01/2032

1,200

1,205

Newfold Digital Holdings Group, Inc.

6.000% due 02/15/2029 (k)

4,750

3,727

11.750% due 10/15/2028

300

325

Nissan Motor Co. Ltd.
4.810% due 09/17/2030 (k)

21,100

19,717

NPC Ukrenergo
6.875% due 11/09/2028

1,000

379

Odebrecht Oil & Gas Finance Ltd.
0.000% due 04/29/2024 (g)(h)

1,279

71

Olympus Water U.S. Holding Corp.
5.375% due 10/01/2029 (k)

EUR

6,300

6,018

Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.)

March 31, 2024

(Unaudited)

Petroleos Mexicanos

6.700% due 02/16/2032 (k)

$

9,094

7,569

6.840% due 01/23/2030

2,300

2,030

Phinia, Inc.
6.750% due 04/15/2029 (b)

200

202

Prime Healthcare Services, Inc.
7.250% due 11/01/2025 (k)

3,412

3,397

Prosus NV

1.985% due 07/13/2033 (k)

EUR

1,100

919

2.778% due 01/19/2034 (k)

1,600

1,400

Russian Railways Via RZD Capital PLC
7.487% due 03/25/2031 ^(d)

GBP

1,500

1,325

Spirit Airlines Pass-Through Trust

3.375% due 08/15/2031

$

67

60

4.100% due 10/01/2029

56

52

Station Casinos LLC
6.625% due 03/15/2032

2,500

2,527

Surgery Center Holdings, Inc.
7.250% due 04/15/2032 (b)

1,600

1,614

Topaz Solar Farms LLC

4.875% due 09/30/2039 (k)

3,575

3,182

5.750% due 09/30/2039 (k)

23,137

23,124

TransDigm, Inc.
6.375% due 03/01/2029

3,800

3,817

U.S. Renal Care, Inc.
10.625% due 06/28/2028

3,751

3,291

United Airlines Pass-Through Trust

2.700% due 11/01/2033 (k)

167

143

4.150% due 02/25/2033

70

66

USA Compression Partners LP
7.125% due 03/15/2029

1,000

1,013

Valaris Ltd.
8.375% due 04/30/2030 (k)

2,532

2,614

Vale SA
1.378% due 12/29/2049 ~(h)

BRL

250,000

16,167

Venture Global LNG, Inc.

9.500% due 02/01/2029

$

7,279

7,850

9.875% due 02/01/2032 (k)

7,200

7,764

Veritas U.S., Inc.
7.500% due 09/01/2025 (k)

7,630

7,003

Vital Energy, Inc.
7.875% due 04/15/2032

1,200

1,220

Wesco Aircraft Holdings, Inc. (7.500% Cash and 3.000% PIK)
10.500% due 11/15/2026 ^(c)(d)

62,397

56,781

Windstream Escrow LLC
7.750% due 08/15/2028 (k)

17,165

15,902

391,173

UTILITIES 2.8%

FORESEA Holding SA

7.500% due 06/15/2030 (k)

562

528

7.500% due 06/15/2030

784

737

Mountain States Telephone & Telegraph Co.
7.375% due 05/01/2030

6,900

3,271

NGD Holdings BV
6.750% due 12/31/2026

1,112

773

Oi SA
10.000% due 07/27/2025 ^(d)

64,484

1,129

Pacific Gas & Electric Co.

4.000% due 12/01/2046 (k)

1,006

755

4.300% due 03/15/2045 (k)

257

203

4.450% due 04/15/2042 (k)

2,491

2,044

4.500% due 12/15/2041

65

53

4.750% due 02/15/2044 (k)

9,791

8,272

4.950% due 07/01/2050 (k)

7,538

6,491

Peru LNG SRL
5.375% due 03/22/2030 (k)

18,496

16,114

Raizen Fuels Finance SA

6.450% due 03/05/2034

800

821

6.950% due 03/05/2054

300

309

Vistra Operations Co. LLC
6.950% due 10/15/2033 (k)

6,600

7,051

48,551