NPORT-EX 2 corpincomeoppfund.htm PIMCO CORPORATE & INCOME OPPORTUNITY FUND corpincomeoppfund

Schedule of Investments PIMCO Corporate & Income Opportunity Fund

April 30, 2020

(Unaudited)

 

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

 

 

PRINCIPAL
AMOUNT

(000s)

 

MARKET
VALUE

(000s)

INVESTMENTS IN SECURITIES 147.1% ¤

 

 

 

 

LOAN PARTICIPATIONS AND ASSIGNMENTS 23.9%

 

 

 

 

Advanz Pharma Corp.
6.568% (LIBOR03M + 5.500%) due 09/06/2024 ~

$

10,015

$

8,780

Al Convoy (Luxembourg) SARL
4.635% - 4.650% (LIBOR03M + 3.500%) due 01/17/2027 ~

 

161

 

153

Alphabet Holding Co., Inc.
3.904% (LIBOR03M + 3.500%) due 09/26/2024 ~

 

98

 

88

Altice France S.A.
4.814% (LIBOR03M + 4.000%) due 08/14/2026 ~

 

493

 

460

Ancestry.com Operations, Inc.

 

 

 

 

4.660% (LIBOR03M + 4.250%) due 08/27/2026 ~

 

2,293

 

2,011

4.750% (LIBOR03M + 3.750%) due 10/19/2023 «~

 

99

 

92

API Group, Inc.
2.904% (LIBOR03M + 2.500%) due 10/01/2026 ~

 

100

 

97

Arconic Corp.
3.240% (LIBOR03M + 2.750%) due 03/25/2027 «~

 

64

 

64

Avantor, Inc.
3.250% (LIBOR03M + 2.250%) due 11/21/2024 «~

 

38

 

38

Axalta Coating Systems U.S. Holdings, Inc.
3.200% (LIBOR03M + 1.750%) due 06/01/2024 ~

 

325

 

318

Banijay Entertainment U.S. Holdings
TBD% due 03/04/2025 «

 

32

 

30

Bausch Health Cos., Inc.

 

 

 

 

3.468% (LIBOR03M + 2.750%) due 11/27/2025 ~

 

128

 

123

3.718% (LIBOR03M + 3.000%) due 06/02/2025 ~

 

353

 

342

BWAY Holding Co.
4.561% (LIBOR03M + 3.250%) due 04/03/2024 ~

 

1,041

 

903

Caesars Entertainment Operating Co.
2.404% (LIBOR03M + 2.000%) due 10/07/2024 ~

 

81

 

79

CenturyLink, Inc.
2.654% (LIBOR03M + 2.250%) due 03/15/2027 ~

 

1,628

 

1,547

Charter Communications Operating LLC
2.160% (LIBOR03M + 1.750%) due 02/01/2027 ~

 

359

 

346

Clay Holdco BV
4.500% (EUR003M + 4.500%) due 10/30/2025 ~

EUR

4,040

 

4,128

Clear Channel Outdoor Holdings, Inc.
4.203% - 4.260% (LIBOR03M + 3.500%) due 08/21/2026 ~

$

100

 

86

CommScope, Inc.
3.654% (LIBOR03M + 3.250%) due 04/06/2026 ~

 

199

 

189

Diamond Resorts Corp.
4.750% (LIBOR03M + 3.750%) due 09/02/2023 ~

 

12,211

 

9,366

DTEK Holdings Ltd.
TBD% due 06/30/2023

EUR

2,646

 

1,245

DTEK Trading S.A.
5.404% (LIBOR03M + 5.000%) due 06/30/2023 ~

$

1,945

 

914

Dubai World (3.000% Cash and 1.750% PIK)
4.750% (LIBOR03M + 2.000%) due 09/30/2022 ~(d)

 

11,091

 

10,370

Elanco Animal Health, Inc.
TBD% due 02/04/2027

 

274

 

265

Emerald TopCo, Inc.
3.904% - 4.260% (LIBOR03M + 3.500%) due 07/24/2026 ~

 

232

 

219

Encina Private Credit LLC
TBD% - 4.128% (LIBOR03M + 3.128%) due 11/30/2025 «~

 

32,000

 

32,000

Envision Healthcare Corp.
4.154% (LIBOR03M + 3.750%) due 10/10/2025 ~

 

20,120

 

14,134

EyeCare Partners LLC

 

 

 

 

0.500% due 02/18/2027 µ

 

23

 

20

4.822% (LIBOR03M + 3.750%) due 02/05/2027 ~

 

100

 

85

Financial & Risk U.S. Holdings, Inc.

 

 

 

 

3.250% (EUR003M + 3.250%) due 10/01/2025 ~

EUR

997

 

1,066

3.654% (LIBOR03M + 3.250%) due 10/01/2025 ~

$

1,488

 

1,459

Forbes Energy Services LLC (5.000% Cash and 11.000% PIK)
16.000% (LIBOR03M + 5.000%) due 04/13/2021 ~(d)

 

1,040

 

874

Forest City Enterprises LP
3.904% (LIBOR03M + 3.500%) due 12/08/2025 «~

 

296

 

273

Froneri International PLC

 

 

 

 

2.654% (LIBOR03M + 2.250%) due 01/29/2027 ~

 

252

 

235

Front Range Bidco, Inc.
3.250% (EUR003M + 3.250%) due 03/09/2027 ~

EUR

1,000

 

1,057

Frontier Communications Corp.
5.210% - 5.350% (LIBOR03M + 3.750%) due 06/15/2024 ~

$

1,170

 

1,145

Ineos Finance PLC
2.500% (EUR003M + 2.000%) due 04/01/2024 ~

EUR

4,985

 

5,279

 

 

 

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

April 30, 2020

(Unaudited)

 

Ingersoll Rand Co. Ltd.
2.154% (LIBOR03M + 1.750%) due 03/01/2027 ~

$

113

 

107

Innophos, Inc.
4.614% (LIBOR03M + 3.750%) due 02/04/2027 «~

 

48

 

46

Intelsat Jackson Holdings S.A.

 

 

 

 

6.000% (PRIME + 2.750%) due 11/27/2023 ~

 

3,180

 

3,130

6.750% (PRIME + 3.500%) due 01/02/2024 ~

 

100

 

99

IRB Holding Corp.
3.750% - 3.954% (LIBOR03M + 2.750%) due 02/05/2025 ~

 

1,861

 

1,635

Jefferies Finance LLC
3.688% (LIBOR03M + 3.250%) due 06/03/2026 ~

 

47

 

42

McDermott International, Inc.
0.500% - 10.647% (LIBOR03M + 9.000%) due 10/21/2020 ~

 

19,477

 

18,731

McDermott Technology Americas, Inc.

 

 

 

 

TBD% due 05/09/2025 ^(e)

 

12,109

 

3,915

Messer Industrie GmbH
3.950% (LIBOR03M + 2.500%) due 03/01/2026 ~

 

141

 

134

MH Sub LLC
4.822% (LIBOR03M + 3.750%) due 09/13/2024 ~

 

215

 

199

Nascar Holdings, Inc.
3.375% (LIBOR03M + 2.750%) due 10/19/2026 ~

 

148

 

139

NCI Building Systems, Inc.
4.579% (LIBOR03M + 3.750%) due 04/12/2025 ~

 

288

 

249

Neiman Marcus Group Ltd. LLC
7.500% (LIBOR03M + 6.000%) due 10/25/2023 ~

 

22,935

 

9,116

Neiman Marcus Group Ltd. LLC (7.000% Cash and 1.000% PIK)
8.000% (LIBOR03M + 5.500%) due 10/25/2023 ~(d)

 

16,975

 

6,422

Ortho-Clinical Diagnostics S.A.
4.266% (LIBOR03M + 3.250%) due 06/30/2025 ~

 

12,383

 

11,083

Pacific Gas & Electric Co.
TBD% due 02/22/2049 ^«(e)

 

300

 

301

Parexel International Corp.
3.154% (LIBOR03M + 2.750%) due 09/27/2024 ~

 

15,188

 

14,020

PetSmart, Inc.
5.000% (LIBOR03M + 4.000%) due 03/11/2022 ~

 

28,109

 

27,350

Playtika Holding Corp.
7.072% (LIBOR03M + 6.000%) due 12/10/2024 ~

 

8,388

 

8,325

Prestige Brands, Inc.
2.404% (LIBOR03M + 2.000%) due 01/26/2024 ~

 

102

 

99

PUG LLC
3.904% (LIBOR03M + 3.500%) due 02/12/2027 «~

 

76

 

63

RegionalCare Hospital Partners Holdings, Inc.
4.154% (LIBOR03M + 3.750%) due 11/17/2025 ~

 

100

 

93

Reynolds Consumer Products, Inc.
2.154% (LIBOR03M + 1.750%) due 02/04/2027 ~

 

100

 

97

SBA Senior Finance LLC
2.160% (LIBOR03M + 1.750%) due 04/11/2025 ~

 

491

 

476

Sequa Mezzanine Holdings LLC

 

 

 

 

6.742% (LIBOR03M + 5.000%) due 11/28/2021 ~

 

2,284

 

1,923

10.000% (LIBOR03M + 9.000%) due 04/28/2022 ~

 

5,370

 

3,848

Sinclair Television Group, Inc.
3.320% (LIBOR03M + 2.500%) due 09/30/2026 ~

 

128

 

120

Sotera Health Holdings LLC
5.500% (LIBOR03M + 4.500%) due
12/13/2026 ~

 

296

 

286

Starfruit Finco BV
3.864% (LIBOR03M + 3.000%) due 10/01/2025 ~

 

457

 

418

State of Rio de Janeiro
6.024% (LIBOR03M + 3.250%) due 12/20/2020 «~

 

5,373

 

5,396

Summer (BC) Holdco B SARL

 

 

 

 

6.906% (LIBOR03M + 5.000%) due 12/04/2026 «~

 

6,186

 

5,227

6.917% (LIBOR03M + 5.000%) due 12/04/2026 «~

 

1,550

 

1,310

Sunshine Luxembourg SARL
5.322% (LIBOR03M + 4.250%) due 10/01/2026 ~

 

523

 

481

Syniverse Holdings, Inc.
6.873% (LIBOR03M + 5.000%) due 03/09/2023 ~

 

14,450

 

10,245

TransDigm, Inc.
2.654% (LIBOR03M + 2.250%) due 08/22/2024 ~

 

584

 

514

U.S. Renal Care, Inc.
5.438% (LIBOR03M + 5.000%) due 06/26/2026 ~

 

922

 

878

Westmoreland Mining Holdings LLC
9.093% (LIBOR03M + 8.250%) due 03/15/2022 «~

 

904

 

895

Westmoreland Mining Holdings LLC (15.000% PIK)
15.000% due 03/15/2029 «(d)

 

3,056

 

1,986

Whatabrands LLC
3.732% (LIBOR03M + 2.750%) due 07/31/2026 ~

 

47

 

43

Windstream Services LLC

 

 

 

 

7.500% (PRIME + 4.250%) due 02/17/2024 «~

 

16,336

 

10,169

8.250% (PRIME + 5.000%) due 03/29/2021 «~

 

19,926

 

12,553

 

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

April 30, 2020

(Unaudited)

 

Zayo Group Holdings, Inc.
3.404% (LIBOR03M + 3.000%) due 03/09/2027 ~

 

500

 

471

Total Loan Participations and Assignments (Cost $325,157)

 

 

 

262,514

CORPORATE BONDS & NOTES 52.3%

 

 

 

 

BANKING & FINANCE 20.1%

 

 

 

 

Ally Financial, Inc.
8.000% due 11/01/2031 (m)

 

5,957

 

7,061

Ambac LSNI LLC
6.450% due 02/12/2023 •(m)

 

1,012

 

968

Ardonagh Midco PLC
8.375% due 07/15/2023 (m)

GBP

25,482

 

29,080

Banco BTG Pactual S.A.
4.500% due 01/10/2025

$

400

 

376

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

PEN

1,600

 

486

Bank of Ireland
7.375% due 06/18/2020 •(i)(j)(m)

EUR

1,200

 

1,285

Barclays Bank PLC
7.625% due 11/21/2022 (j)

$

450

 

472

Barclays PLC

 

 

 

 

7.125% due 06/15/2025 •(i)(j)

GBP

2,200

 

2,637

7.750% due 09/15/2023 •(i)(j)

$

2,000

 

1,931

7.875% due 09/15/2022 •(i)(j)

GBP

4,625

 

5,774

8.000% due 06/15/2024 •(i)(j)

$

1,000

 

998

BGC Partners, Inc.
5.375% due 07/24/2023 (m)

 

490

 

491

BNP Paribas S.A.
7.625% due 03/30/2021 •(i)(j)

 

200

 

204

Brookfield Finance, Inc.

 

 

 

 

3.900% due 01/25/2028

 

28

 

29

4.700% due 09/20/2047 (m)

 

464

 

470

Cantor Fitzgerald LP

 

 

 

 

4.875% due 05/01/2024

 

64

 

63

6.500% due 06/17/2022 (m)

 

10,000

 

10,310

CBL & Associates LP

 

 

 

 

4.600% due 10/15/2024

 

6

 

2

5.950% due 12/15/2026

 

4,986

 

1,350

Cooperatieve Rabobank UA
5.500% due 06/29/2020 •(i)(j)

EUR

200

 

220

Credit Agricole S.A.
7.875% due 01/23/2024 •(i)(j)(m)

$

400

 

427

Credit Suisse Group AG

 

 

 

 

7.250% due 09/12/2025 •(i)(j)

 

200

 

200

7.500% due 07/17/2023 •(i)(j)

 

600

 

606

7.500% due 12/11/2023 •(i)(j)

 

2,336

 

2,479

Emerald Bay S.A.
0.000% due 10/08/2020 (h)

EUR

1,162

 

1,235

Equitable Holdings, Inc.
5.000% due 04/20/2048

$

16

 

17

ESH Hospitality, Inc.
4.625% due 10/01/2027

 

118

 

107

Flagstar Bancorp, Inc.
6.125% due 07/15/2021 (m)

 

6,000

 

6,032

Ford Motor Credit Co. LLC
0.275% due 12/01/2024 •

EUR

100

 

86

Fortress Transportation & Infrastructure Investors LLC

 

 

 

 

6.500% due 10/01/2025

$

785

 

649

6.750% due 03/15/2022 (m)

 

1,572

 

1,428

GE Capital International Funding Co. Unlimited Co.
4.418% due 11/15/2035 (m)

 

200

 

209

Growthpoint Properties International Pty. Ltd.
5.872% due 05/02/2023 (m)

 

200

 

190

GSPA Monetization Trust
6.422% due 10/09/2029

 

6,077

 

6,000

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

 

1,800

 

1,747

HSBC Bank PLC
6.330% due 05/18/2023

 

12,400

 

11,579

HSBC Holdings PLC

 

 

 

 

5.875% due 09/28/2026 •(i)(j)(m)

GBP

400

 

493

6.000% due 09/29/2023 •(i)(j)(m)

EUR

2,330

 

2,653

6.500% due 03/23/2028 •(i)(j)

$

400

 

397

Hunt Cos., Inc.
6.250% due 02/15/2026

 

56

 

48

Indian Railway Finance Corp. Ltd.

 

 

 

 

3.249% due 02/13/2030

 

200

 

189

3.950% due 02/13/2050

 

200

 

178

ING Groep NV
5.750% due 11/16/2026 •(i)(j)

 

700

 

674

Kennedy-Wilson, Inc.
5.875% due 04/01/2024

 

134

 

129

 

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

April 30, 2020

(Unaudited)

 

Ladder Capital Finance Holdings LLLP
4.250% due 02/01/2027

 

76

 

53

Lloyds Banking Group PLC

 

 

 

 

7.500% due 09/27/2025 •(i)(j)

 

700

 

693

7.625% due 06/27/2023 •(i)(j)

GBP

4,610

 

5,772

7.875% due 06/27/2029 •(i)(j)

 

3,515

 

4,765

LoanCore Capital Markets LLC
6.875% due 06/01/2020 (m)

$

11,610

 

11,164

Navient Corp.

 

 

 

 

5.625% due 08/01/2033

 

74

 

56

6.125% due 03/25/2024

 

289

 

268

6.500% due 06/15/2022

 

600

 

584

7.250% due 01/25/2022

 

1,100

 

1,083

7.250% due 09/25/2023

 

77

 

74

Newmark Group, Inc.
6.125% due 11/15/2023

 

128

 

118

Oppenheimer Holdings, Inc.
6.750% due 07/01/2022

 

2,133

 

2,080

Royal Bank of Scotland Group PLC
8.000% due 08/10/2025 •(i)(j)(m)

 

15,325

 

16,010

Santander UK Group Holdings PLC

 

 

 

 

6.750% due 06/24/2024 •(i)(j)(m)

GBP

9,405

 

11,021

7.375% due 06/24/2022 •(i)(j)

 

1,640

 

1,928

Sberbank of Russia Via SB Capital S.A.
6.125% due 02/07/2022 (m)

$

500

 

528

Societe Generale S.A.

 

 

 

 

6.750% due 04/06/2028 •(i)(j)

 

400

 

376

7.375% due 10/04/2023 •(i)(j)(m)

 

1,300

 

1,221

Springleaf Finance Corp.
6.875% due 03/15/2025

 

270

 

257

Stearns Holdings LLC

 

 

 

 

5.000% due 11/05/2024

 

15

 

9

9.375% due 08/15/2020 «

 

578

 

0

Tesco Property Finance PLC

 

 

 

 

5.661% due 10/13/2041

GBP

510

 

841

5.744% due 04/13/2040

 

405

 

665

5.801% due 10/13/2040

 

1,662

 

2,756

6.052% due 10/13/2039

 

1,202

 

1,981

TP ICAP PLC
5.250% due 01/26/2024 (m)

 

9,020

 

11,976

UniCredit SpA
7.830% due 12/04/2023

$

8,660

 

9,520

Unique Pub Finance Co. PLC
5.659% due 06/30/2027

GBP

5,137

 

7,156

Uniti Group LP
7.875% due 02/15/2025 (m)

$

11,643

 

11,279

Voyager Aviation Holdings LLC
8.500% due 08/15/2021 (m)

 

17,047

 

14,102

 

 

 

 

220,295

INDUSTRIALS 23.6%

 

 

 

 

AA Bond Co. Ltd.

 

 

 

 

2.875% due 07/31/2043 (m)

GBP

2,700

 

3,230

4.249% due 07/31/2043 (m)

 

220

 

275

Aker BP ASA

 

 

 

 

3.000% due 01/15/2025

$

200

 

175

3.750% due 01/15/2030

 

175

 

148

Albertsons Cos., Inc.

 

 

 

 

3.500% due 02/15/2023

 

43

 

42

4.625% due 01/15/2027

 

19

 

19

4.875% due 02/15/2030

 

41

 

42

Altice Financing S.A.
2.250% due 01/15/2025

EUR

300

 

309

Altice France S.A.

 

 

 

 

2.125% due 02/15/2025

 

900

 

922

5.500% due 01/15/2028 (m)

$

2,000

 

2,029

Associated Materials LLC
9.000% due 01/01/2024

 

2,792

 

2,415

Avon International Capital PLC
6.500% due 08/15/2022

 

52

 

49

B.C. Unlimited Liability Co.
4.375% due 01/15/2028

 

70

 

68

Baffinland Iron Mines Corp.
8.750% due 07/15/2026

 

2,300

 

2,035

Bioceanico Sovereign Certificate Ltd.
0.000% due 06/05/2034 (h)

 

150

 

96

Boeing Co.

 

 

 

 

4.508% due 05/01/2023 (c)

 

958

 

958

4.875% due 05/01/2025 (c)

 

958

 

958

5.040% due 05/01/2027 (c)

 

766

 

766

5.150% due 05/01/2030 (c)

 

958

 

958

5.705% due 05/01/2040 (c)

 

1,596

 

1,596

5.805% due 05/01/2050 (c)

 

1,198

 

1,198

5.930% due 05/01/2060 (c)

 

1,596

 

1,596

 

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

April 30, 2020

(Unaudited)

 

Bombardier, Inc.

 

 

 

 

5.750% due 03/15/2022

 

2,300

 

1,735

6.000% due 10/15/2022

 

264

 

200

7.875% due 04/15/2027

 

2,107

 

1,378

Camelot Finance S.A.
4.500% due 11/01/2026

 

15

 

15

CCO Holdings LLC

 

 

 

 

4.500% due 08/15/2030

 

349

 

352

4.750% due 03/01/2030

 

362

 

371

Centene Corp.
4.750% due 01/15/2025

 

362

 

372

Citrix Systems, Inc.
3.300% due 03/01/2030

 

162

 

165

Clear Channel Worldwide Holdings, Inc.
9.250% due 02/15/2024 (m)

 

358

 

300

Community Health Systems, Inc.

 

 

 

 

6.625% due 02/15/2025

 

2,778

 

2,566

8.000% due 03/15/2026 (m)

 

3,672

 

3,537

8.625% due 01/15/2024 (m)

 

1,445

 

1,418

Connect Finco SARL
6.750% due 10/01/2026

 

126

 

121

Corning, Inc.
5.450% due 11/15/2079 (m)

 

157

 

176

CSC Holdings LLC
6.500% due 02/01/2029

 

300

 

329

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

 

1,635

 

1,928

Dell International LLC
6.020% due 06/15/2026 (m)

 

5,180

 

5,614

Diamond Resorts International, Inc.
10.750% due 09/01/2024 (m)

 

2,990

 

1,925

DriveTime Automotive Group, Inc.
8.000% due 06/01/2021 (m)

 

14,929

 

13,432

Eldorado Resorts, Inc.
6.000% due 09/15/2026 (m)

 

4,400

 

4,441

Energy Transfer Operating LP

 

 

 

 

2.900% due 05/15/2025

 

80

 

75

3.750% due 05/15/2030 (m)

 

176

 

160

5.000% due 05/15/2050 (m)

 

160

 

143

Envision Healthcare Corp.
8.750% due 10/15/2026

 

4,951

 

1,680

Exela Intermediate LLC
10.000% due 07/15/2023

 

217

 

41

Ferroglobe PLC
9.375% due 03/01/2022

 

2,500

 

943

First Quantum Minerals Ltd.

 

 

 

 

6.500% due 03/01/2024 (m)

 

3,088

 

2,737

6.875% due 03/01/2026 (m)

 

2,082

 

1,836

Flex Ltd.
4.875% due 06/15/2029

 

36

 

37

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

 

29,796

 

26,071

Fresh Market, Inc.
9.750% due 05/01/2023

 

12,200

 

7,686

Frontier Finance PLC
8.000% due 03/23/2022

GBP

8,800

 

11,445

Full House Resorts, Inc.

 

 

 

 

8.575% due 01/31/2024

$

682

 

658

9.738% due 02/02/2024

 

58

 

56

General Electric Co.

 

 

 

 

5.875% due 01/14/2038

 

22

 

25

6.150% due 08/07/2037

 

82

 

97

6.875% due 01/10/2039

 

16

 

20

Greene King Finance PLC
2.460% (BP0003M + 1.800%) due 12/15/2034 ~

GBP

350

 

414

Griffon Corp.
5.750% due 03/01/2028

$

48

 

46

HCA, Inc.

 

 

 

 

3.500% due 09/01/2030

 

188

 

180

7.500% due 11/15/2095 (m)

 

4,800

 

5,321

iHeartCommunications, Inc.

 

 

 

 

6.375% due 05/01/2026 (m)

 

2,493

 

2,367

8.375% due 05/01/2027

 

808

 

678

IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)
3.625% due 05/15/2025 (d)

EUR

500

 

493

IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)
3.875% due 05/15/2027 (d)

 

300

 

295

IHO Verwaltungs GmbH (6.000% Cash or 6.750% PIK)
6.000% due 05/15/2027 (d)

$

974

 

836

IHO Verwaltungs GmbH (6.375% Cash or 7.125% PIK)
6.375% due 05/15/2029 (d)

 

718

 

630

Innophos Holdings, Inc.
9.375% due 02/15/2028

 

258

 

249

Intelsat Connect Finance S.A.
9.500% due 02/15/2023 ^(e)

 

196

 

38

 

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

April 30, 2020

(Unaudited)

 

Intelsat Jackson Holdings S.A.

 

 

 

 

5.500% due 08/01/2023 ^(e)

 

2,220

 

1,217

8.000% due 02/15/2024

 

156

 

161

8.500% due 10/15/2024 ^(e)

 

11,991

 

7,017

9.750% due 07/15/2025 ^(e)

 

6,072

 

3,553

Intelsat Luxembourg S.A.

 

 

 

 

7.750% due 06/01/2021 ^(e)

 

11,828

 

1,832

8.125% due 06/01/2023 ^(e)(m)

 

1,939

 

170

Kinder Morgan, Inc.

 

 

 

 

7.750% due 01/15/2032 (m)

 

3,100

 

3,973

7.800% due 08/01/2031 (m)

 

6,000

 

7,496

Kraft Heinz Foods Co.

 

 

 

 

3.950% due 07/15/2025

 

650

 

681

5.200% due 07/15/2045

 

200

 

206

Laredo Petroleum, Inc.

 

 

 

 

9.500% due 01/15/2025

 

45

 

19

10.125% due 01/15/2028

 

38

 

16

LifePoint Health, Inc.
4.375% due 02/15/2027

 

16

 

15

Mallinckrodt International Finance S.A.
5.500% due 04/15/2025 (m)

 

2,142

 

549

Mattel, Inc.
5.875% due 12/15/2027

 

29

 

28

Melco Resorts Finance Ltd.

 

 

 

 

4.875% due 06/06/2025

 

200

 

194

5.375% due 12/04/2029 (m)

 

2,430

 

2,286

5.625% due 07/17/2027

 

400

 

392

MGM China Holdings Ltd.
5.875% due 05/15/2026

 

800

 

796

Micron Technology, Inc.
5.327% due 02/06/2029 (m)

 

330

 

379

NCL Corp. Ltd.
3.625% due 12/15/2024

 

152

 

99

Netflix, Inc.

 

 

 

 

3.625% due 06/15/2030

EUR

400

 

444

3.875% due 11/15/2029

 

1,333

 

1,505

4.625% due 05/15/2029

 

500

 

592

4.875% due 06/15/2030

$

300

 

323

5.375% due 11/15/2029

 

130

 

143

Noble Holding International Ltd.
7.875% due 02/01/2026

 

536

 

122

NVR, Inc.
3.000% due 05/15/2030 (c)

 

1,300

 

1,298

Odebrecht Oil & Gas Finance Ltd.

 

 

 

 

0.000% due 05/28/2020 (h)(i)

 

536

 

6

0.000% due 05/29/2020 (h)(i)

 

744

 

8

Ortho-Clinical Diagnostics, Inc.

 

 

 

 

6.625% due 05/15/2022 (m)

 

1,713

 

1,568

7.250% due 02/01/2028

 

2,012

 

1,818

Pacific Drilling SA
8.375% due 10/01/2023

 

763

 

173

Pan American Energy LLC
26.659% (BADLARPP) due 11/20/2020 ~

ARS

57,610

 

486

Par Pharmaceutical, Inc.
7.500% due 04/01/2027

$

232

 

236

Pelabuhan Indonesia Persero PT
4.500% due 05/02/2023 (m)

 

200

 

201

Petroleos Mexicanos

 

 

 

 

2.750% due 04/21/2027

EUR

400

 

317

4.750% due 02/26/2029

 

3,519

 

2,910

4.875% due 02/21/2028 (m)

 

7,947

 

6,744

5.350% due 02/12/2028 (m)

$

1,406

 

1,055

5.950% due 01/28/2031

 

402

 

293

6.490% due 01/23/2027

 

160

 

131

6.500% due 03/13/2027 (m)

 

13,470

 

10,992

6.750% due 09/21/2047

 

90

 

63

6.840% due 01/23/2030

 

470

 

369

6.950% due 01/28/2060

 

660

 

467

7.690% due 01/23/2050

 

240

 

178

Petronas Capital Ltd.

 

 

 

 

3.500% due 04/21/2030

 

600

 

629

4.550% due 04/21/2050

 

400

 

436

4.800% due 04/21/2060

 

400

 

465

Platin 1426 GmbH

 

 

 

 

5.375% due 06/15/2023

EUR

3,000

 

2,852

6.875% due 06/15/2023

 

900

 

848

Prime Security Services Borrower LLC
6.250% due 01/15/2028

$

168

 

152

PTC, Inc.

 

 

 

 

3.625% due 02/15/2025

 

65

 

64

4.000% due 02/15/2028

 

32

 

32

QVC, Inc.
5.950% due 03/15/2043 (m)

 

4,464

 

3,376

Radiate Holdco LLC
6.875% due 02/15/2023

 

7

 

7

 

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

April 30, 2020

(Unaudited)

 

Radiology Partners, Inc.
9.250% due 02/01/2028

 

120

 

115

Refinitiv U.S. Holdings, Inc.
4.500% due 05/15/2026

EUR

400

 

459

Russian Railways via RZD Capital PLC
7.487% due 03/25/2031

GBP

1,500

 

2,427

Sands China Ltd.

 

 

 

 

4.600% due 08/08/2023 (m)

$

400

 

413

5.125% due 08/08/2025 (m)

 

400

 

421

5.400% due 08/08/2028 (m)

 

5,000

 

5,258

Sensata Technologies, Inc.
4.375% due 02/15/2030

 

64

 

62

Spanish Broadcasting System, Inc.
12.500% due 04/15/2049 ^(e)

 

999

 

1,037

Staples, Inc.
7.500% due 04/15/2026

 

27

 

21

Syngenta Finance NV

 

 

 

 

4.892% due 04/24/2025

 

200

 

200

5.182% due 04/24/2028

 

200

 

203

TEGNA, Inc.
4.625% due 03/15/2028

 

385

 

347

Teva Pharmaceutical Finance BV
3.650% due 11/10/2021 (m)

 

2,220

 

2,154

Teva Pharmaceutical Finance Co. BV
2.950% due 12/18/2022 (m)

 

2,369

 

2,261

Teva Pharmaceutical Finance Netherlands BV

 

 

 

 

2.200% due 07/21/2021

 

884

 

865

2.800% due 07/21/2023 (m)

 

3,710

 

3,428

6.000% due 01/31/2025

EUR

200

 

228

Topaz Solar Farms LLC

 

 

 

 

4.875% due 09/30/2039

$

4,597

 

4,787

5.750% due 09/30/2039

 

24,277

 

26,999

TransDigm, Inc.
5.500% due 11/15/2027

 

80

 

68

Transocean Guardian Ltd.
5.875% due 01/15/2024

 

501

 

391

Transocean Pontus Ltd.
6.125% due 08/01/2025

 

251

 

207

Transocean, Inc.

 

 

 

 

7.250% due 11/01/2025

 

216

 

87

8.000% due 02/01/2027

 

372

 

147

Trident TPI Holdings, Inc.
9.250% due 08/01/2024

 

39

 

34

Triumph Group, Inc.

 

 

 

 

5.250% due 06/01/2022

 

51

 

40

6.250% due 09/15/2024

 

152

 

121

U.S. Renal Care, Inc.
10.625% due 07/15/2027

 

137

 

137

Unigel Luxembourg S.A.
8.750% due 10/01/2026

 

300

 

182

United Group BV

 

 

 

 

3.125% due 02/15/2026

EUR

500

 

517

3.250% due 02/15/2026 •

 

200

 

206

3.625% due 02/15/2028

 

600

 

615

4.875% due 07/01/2024

 

200

 

216

Univision Communications, Inc.
5.125% due 02/15/2025 (m)

$

767

 

678

Valaris PLC

 

 

 

 

5.750% due 10/01/2044

 

184

 

16

7.750% due 02/01/2026

 

24

 

2

Vale Overseas Ltd.

 

 

 

 

6.250% due 08/10/2026

 

579

 

637

6.875% due 11/21/2036

 

320

 

375

6.875% due 11/10/2039

 

90

 

107

Vale S.A.
3.750% due 01/10/2023

EUR

100

 

111

ViaSat, Inc.

 

 

 

 

5.625% due 09/15/2025

$

158

 

149

5.625% due 04/15/2027

 

28

 

28

Western Midstream Operating LP

 

 

 

 

2.161% (US0003M + 0.850%) due 01/13/2023 ~

 

96

 

78

3.100% due 02/01/2025

 

64

 

59

4.050% due 02/01/2030

 

64

 

59

5.250% due 02/01/2050

 

64

 

51

Wyndham Destinations, Inc.

 

 

 

 

3.900% due 03/01/2023

 

155

 

136

4.625% due 03/01/2030

 

95

 

81

5.400% due 04/01/2024

 

20

 

18

5.750% due 04/01/2027 (m)

 

1,535

 

1,354

Wynn Macau Ltd.

 

 

 

 

5.125% due 12/15/2029

 

1,200

 

1,165

5.500% due 10/01/2027

 

800

 

773

YPF S.A.

 

 

 

 

23.150% (BADLARPP + 4.000%) due 09/24/2020 «~

ARS

11,480

 

98

26.761% (BADLARPP + 6.000%) due 03/04/2021 ~

 

15,730

 

134

 

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

April 30, 2020

(Unaudited)

 

Zayo Group Holdings, Inc.
6.125% due 03/01/2028

$

163

 

154

 

 

 

 

258,814

UTILITIES 8.6%

 

 

 

 

Centrais Eletricas Brasileiras S.A.

 

 

 

 

3.625% due 02/04/2025

 

200

 

182

4.625% due 02/04/2030

 

200

 

173

CenturyLink, Inc.
4.000% due 02/15/2027

 

128

 

125

DTEK Finance PLC
10.750% due 12/31/2024

 

3,986

 

1,873

Edison International
5.750% due 06/15/2027

 

121

 

138

Frontier Communications Corp.
8.000% due 04/01/2027

 

226

 

232

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

 

6,900

 

7,002

Odebrecht Drilling Norbe Ltd.
6.350% due 12/01/2021 ^

 

273

 

223

Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK)
7.350% due 12/01/2026 ^(d)

 

318

 

109

Odebrecht Offshore Drilling Finance Ltd.
6.720% due 12/01/2022 ^(m)

 

5,762

 

4,386

Odebrecht Offshore Drilling Finance Ltd. (6.720% Cash and 1.000% PIK)
7.720% due 12/01/2026 ^(d)

 

8,087

 

1,001

Pacific Gas & Electric Co.

 

 

 

 

2.450% due 08/15/2022 ^(e)

 

766

 

787

2.950% due 03/01/2026 ^(e)

 

1,422

 

1,434

3.250% due 09/15/2021 ^(e)

 

180

 

184

3.300% due 03/15/2027 ^(e)(m)

 

4,507

 

4,558

3.300% due 12/01/2027 ^(e)(m)

 

2,610

 

2,633

3.400% due 08/15/2024 ^(e)

 

710

 

738

3.500% due 06/15/2025 ^(e)

 

1,489

 

1,532

3.750% due 02/15/2024 ^(e)

 

443

 

467

3.750% due 08/15/2042 ^(e)

 

46

 

45

3.850% due 11/15/2023 ^(e)

 

717

 

749

4.000% due 12/01/2046 ^(e)

 

6

 

6

4.250% due 05/15/2021 ^(e)(m)

 

1,909

 

1,956

4.300% due 03/15/2045 ^(e)

 

57

 

60

4.500% due 12/15/2041 ^(e)

 

65

 

68

4.600% due 06/15/2043 ^(e)

 

36

 

39

4.650% due 08/01/2028 ^(e)(m)

 

1,989

 

2,227

4.750% due 02/15/2044 ^(e)

 

1,650

 

1,830

5.125% due 11/15/2043 ^(e)

 

2,822

 

3,136

5.400% due 01/15/2040 ^(e)

 

36

 

41

5.800% due 03/01/2037 ^(e)

 

8,363

 

9,421

6.250% due 03/01/2039 ^(e)

 

1,376

 

1,553

6.350% due 02/15/2038 ^(e)

 

1,751

 

1,985

Petrobras Global Finance BV

 

 

 

 

5.093% due 01/15/2030 (m)

 

1,272

 

1,163

6.250% due 12/14/2026 (m)

GBP

4,976

 

6,072

6.625% due 01/16/2034

 

800

 

955

Plains All American Pipeline LP
6.650% due 01/15/2037

$

150

 

142

RCS & RDS S.A.
2.500% due 02/05/2025

EUR

400

 

425

Rio Oil Finance Trust

 

 

 

 

8.200% due 04/06/2028

$

360

 

331

8.200% due 04/06/2028 (m)

 

3,700

 

3,404

9.250% due 07/06/2024 (m)

 

6,870

 

6,543

9.750% due 01/06/2027

 

494

 

472

Southern California Edison Co.

 

 

 

 

2.850% due 08/01/2029

 

32

 

33

3.650% due 03/01/2028

 

11

 

12

3.650% due 02/01/2050

 

64

 

70

4.125% due 03/01/2048

 

76

 

87

4.650% due 10/01/2043 (m)

 

1,110

 

1,306

4.875% due 03/01/2049 (m)

 

316

 

403

5.750% due 04/01/2035

 

22

 

29

6.000% due 01/15/2034

 

34

 

44

6.650% due 04/01/2029 (m)

 

142

 

162

Sprint Communications, Inc.

 

 

 

 

6.000% due 11/15/2022

 

908

 

964

11.500% due 11/15/2021

 

200

 

224

Sprint Corp.

 

 

 

 

7.125% due 06/15/2024 (m)

 

1,395

 

1,573

7.250% due 09/15/2021 (m)

 

2,201

 

2,318

7.625% due 03/01/2026 (m)

 

2,182

 

2,589

7.875% due 09/15/2023 (m)

 

10,903

 

12,320

Talen Energy Supply LLC
6.625% due 01/15/2028

 

64

 

61

Transocean Phoenix Ltd.
7.750% due 10/15/2024 (m)

 

1,892

 

1,693

 

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

April 30, 2020

(Unaudited)

 

Transocean Poseidon Ltd.
6.875% due 02/01/2027

 

238

 

190

Transocean Proteus Ltd.
6.250% due 12/01/2024

 

280

 

241

Transocean Sentry Ltd.
5.375% due 05/15/2023

 

100

 

78

 

 

 

 

94,797

Total Corporate Bonds & Notes (Cost $633,728)

 

 

 

573,906

CONVERTIBLE BONDS & NOTES 0.6%

 

 

 

 

INDUSTRIALS 0.6%

 

 

 

 

Caesars Entertainment Corp.
5.000% due 10/01/2024

 

1,050

 

1,494

DISH Network Corp.
3.375% due 08/15/2026

 

5,900

 

4,797

 

 

 

 

6,291

UTILITIES 0.0%

 

 

 

 

Ensco Jersey Finance Ltd.
3.000% due 01/31/2024

 

100

 

18

Total Convertible Bonds & Notes (Cost $7,929)

 

 

 

6,309

MUNICIPAL BONDS & NOTES 3.1%

 

 

 

 

CALIFORNIA 0.3%

 

 

 

 

Riverside County, California Redevelopment Successor Agency Tax Allocation Bonds, Series 2010
7.500% due 10/01/2030

 

3,425

 

3,514

ILLINOIS 1.4%

 

 

 

 

Chicago, Illinois General Obligation Bonds, (BABs), Series 2010
7.517% due 01/01/2040

 

13,700

 

14,737

Chicago, Illinois General Obligation Bonds, Series 2015
7.750% due 01/01/2042

 

51

 

57

Chicago, Illinois General Obligation Bonds, Series 2017
7.045% due 01/01/2029

 

200

 

227

Illinois State General Obligation Bonds, (BABs), Series 2010

 

 

 

 

6.725% due 04/01/2035

 

60

 

65

7.350% due 07/01/2035

 

40

 

42

Illinois State General Obligation Bonds, Series 2003
5.100% due 06/01/2033

 

365

 

329

 

 

 

 

15,457

IOWA 0.1%

 

 

 

 

Iowa Tobacco Settlement Authority Revenue Bonds, Series 2005
6.500% due 06/01/2023

 

445

 

445

VIRGINIA 0.1%

 

 

 

 

Tobacco Settlement Financing Corp., Virginia Revenue Bonds, Series 2007
6.706% due 06/01/2046

 

1,360

 

1,147

WEST VIRGINIA 1.2%

 

 

 

 

Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007

 

 

 

 

0.000% due 06/01/2047 (h)

 

78,700

 

3,384

7.467% due 06/01/2047

 

10,085

 

9,670

 

 

 

 

13,054

Total Municipal Bonds & Notes (Cost $33,727)

 

 

 

33,617

U.S. GOVERNMENT AGENCIES 4.0%

 

 

 

 

Fannie Mae

 

 

 

 

3.000% due 01/25/2042 (a)

 

629

 

23

3.500% due 02/25/2033 (a)

 

1,903

 

192

4.137% due 02/25/2040 •

 

640

 

454

5.613% due 07/25/2040 •(a)

 

624

 

38

6.237% due 07/25/2029 •

 

2,010

 

1,706

7.087% due 02/25/2040 •

 

2,340

 

1,226

Freddie Mac

 

 

 

 

0.000% due 02/25/2046 (b)(h)

 

12,790

 

11,517

0.100% due 02/25/2046 (a)

 

149,250

 

82

3.500% due 10/15/2035 (a)

 

2,303

 

232

4.629% due 03/15/2043

 

403

 

420

6.142% due 11/25/2055 «~

 

14,191

 

8,662

6.395% due 02/15/2034 •(a)

 

1,625

 

361

6.962% due 07/15/2039 •

 

2,207

 

3,028

8.037% due 12/25/2027 •

 

4,414

 

3,461

8.084% due 03/15/2044 •

 

1,822

 

2,681

 

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

April 30, 2020

(Unaudited)

 

9.290% due 02/15/2036 •

 

5,228

 

8,112

11.237% due 03/25/2025 •

 

2,305

 

1,662

Ginnie Mae

 

 

 

 

3.000% due 12/20/2042 (a)

 

74

 

3

3.500% due 09/16/2041 - 06/20/2042 (a)

 

1,074

 

113

6.032% due 01/20/2042 •(a)

 

1,744

 

323

Total U.S. Government Agencies (Cost $44,402)

 

 

 

44,296

NON-AGENCY MORTGAGE-BACKED SECURITIES 16.4%

 

 

 

 

Adjustable Rate Mortgage Trust

 

 

 

 

0.827% due 05/25/2036 •

 

1,647

 

816

1.637% due 01/25/2035 •

 

4,332

 

3,697

Banc of America Alternative Loan Trust

 

 

 

 

6.000% due 01/25/2036 ^

 

148

 

140

6.000% due 04/25/2036 ^

 

2,219

 

2,096

Banc of America Funding Trust

 

 

 

 

5.500% due 01/25/2036

 

217

 

187

6.000% due 07/25/2037 ^

 

495

 

451

BCAP LLC Trust

 

 

 

 

3.533% due 03/27/2036 ~

 

3,794

 

2,946

4.863% due 03/26/2037 þ

 

1,417

 

1,489

7.000% due 12/26/2036 ~

 

3,765

 

3,415

Bear Stearns ALT-A Trust

 

 

 

 

3.644% due 08/25/2046 ^~

 

3,713

 

3,359

3.794% due 11/25/2036 ^~

 

654

 

505

3.907% due 08/25/2036 ^~

 

2,751

 

1,721

4.246% due 09/25/2035 ^~

 

860

 

619

4.284% due 11/25/2034 ~

 

205

 

186

Bear Stearns Commercial Mortgage Securities Trust
5.935% due 04/12/2038 ~

 

370

 

370

Bear Stearns Mortgage Funding Trust
7.500% due 08/25/2036 þ

 

1,203

 

1,149

CD Commercial Mortgage Trust
5.398% due 12/11/2049 ~

 

6

 

6

CD Mortgage Trust
5.688% due 10/15/2048

 

9,920

 

5,742

Chase Mortgage Finance Trust

 

 

 

 

3.789% due 12/25/2035 ^~

 

14

 

13

6.000% due 02/25/2037 ^

 

1,563

 

996

6.000% due 03/25/2037 ^

 

389

 

286

6.000% due 07/25/2037 ^

 

1,383

 

1,009

Citigroup Commercial Mortgage Trust
5.774% due 12/10/2049 ~

 

639

 

391

Citigroup Mortgage Loan Trust

 

 

 

 

3.883% due 04/25/2037 ^~

 

2,491

 

1,993

4.001% due 03/25/2037 ^~

 

554

 

482

4.119% due 11/25/2035 ~

 

15,567

 

10,767

6.000% due 11/25/2036 ~

 

12,305

 

9,346

CitiMortgage Alternative Loan Trust
5.750% due 04/25/2037 ^

 

2,095

 

1,935

Commercial Mortgage Loan Trust
6.253% due 12/10/2049 ~

 

4,058

 

1,806

Countrywide Alternative Loan Resecuritization Trust
6.000% due 08/25/2037 ^~

 

1,828

 

1,441

Countrywide Alternative Loan Trust

 

 

 

 

0.928% due 03/20/2046 •

 

4,290

 

3,418

1.027% due 08/25/2035 •

 

297

 

183

3.952% due 06/25/2037 ^~

 

2,362

 

2,067

4.763% due 04/25/2037 ^•(a)

 

18,014

 

4,416

5.250% due 05/25/2021 ^

 

7

 

7

5.500% due 03/25/2035

 

480

 

310

5.500% due 09/25/2035 ^

 

4,243

 

3,541

5.750% due 01/25/2035

 

446

 

444

5.750% due 02/25/2035

 

562

 

525

6.000% due 02/25/2035

 

677

 

648

6.000% due 04/25/2036

 

1,536

 

974

6.000% due 05/25/2036 ^

 

1,733

 

1,230

6.000% due 02/25/2037 ^

 

640

 

355

6.000% due 02/25/2037

 

2,033

 

1,534

6.000% due 04/25/2037 ^

 

5,416

 

3,550

6.000% due 08/25/2037 ^•

 

8,407

 

6,019

6.250% due 10/25/2036 ^

 

2,132

 

1,727

6.250% due 12/25/2036 ^•

 

3,138

 

2,058

6.500% due 08/25/2036 ^

 

780

 

424

6.500% due 09/25/2036 ^

 

383

 

279

19.847% due 02/25/2036 •

 

1,440

 

2,082

Countrywide Home Loan Mortgage Pass-Through Trust

 

 

 

 

5.500% due 07/25/2037 ^

 

617

 

446

6.000% due 04/25/2036 ^

 

345

 

276

Credit Suisse Mortgage Capital Mortgage-Backed Trust
5.750% due 04/25/2036 ^

 

1,341

 

952

Eurosail PLC

 

 

 

 

1.856% due 06/13/2045 •

GBP

4,487

 

3,195

4.506% due 06/13/2045 •

 

1,394

 

1,166

 

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

April 30, 2020

(Unaudited)

 

GS Mortgage Securities Corp. Trust
4.744% due 10/10/2032 ~

$

9,200

 

7,183

GS Mortgage Securities Trust
5.622% due 11/10/2039

 

1,151

 

880

GSR Mortgage Loan Trust

 

 

 

 

3.909% due 03/25/2037 ^~

 

1,929

 

1,556

4.232% due 11/25/2035 ^~

 

1,229

 

1,107

5.500% due 05/25/2036 ^