Schedule of Investments PIMCO High Income Fund September 30, 2023 (Unaudited)

(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)
		PRINCIPAL AMOUNT (000s)		MARKET VALUE (000s)
INVESTMENTS IN SECURITIES 132.6% ¤
LOAN PARTICIPATIONS AND ASSIGNMENTS 28.7%
Amsurg
TBD% due 04/28/2028 «	$	21,823	$	16,512
16.394% due 04/29/2027		8,885		10,595
AP Core Holdings LLC 10.931% due 09/01/2027		8,266		8,066
Carnival Corp. 7.608% (EUR001M + 3.750%) due 06/30/2025 ~	EUR	2,443		2,595
Diamond Sports Group LLC TBD% - 15.412% due 05/25/2026	$	13,889		7,222
Forbes Energy Services LLC TBD% due 12/31/2023 «		967		0
Gateway Casinos & Entertainment Ltd.
13.496% due 10/15/2027		7,327		7,354
13.498% due 10/18/2027	CAD	1,595		1,178
Incora TBD% - 13.917% due 03/01/2024 «	$	6,727		6,953
Intelsat Jackson Holdings SA 9.772% due 02/01/2029		3,926		3,923
Lealand Finance Co. BV 8.431% due 06/28/2024 «		105		76
Lealand Finance Co. BV (6.431% Cash and 3.000% PIK) 9.431% due 06/30/2025 (c)		525		292
Market Bidco Ltd. 10.144% due 11/04/2027	GBP	11,739		13,907
MPH Acquisition Holdings LLC 9.916% (LIBOR03M + 4.250%) due 09/01/2028 ~	$	7,546		7,131
Oi SA
TBD% - 14.000% due 09/07/2024 µ		5,488		5,488
1.750% (LIBOR06M + 1.750%) due 02/26/2035 ~		3,485		239
Poseidon Bidco SASU 9.205% - 9.222% (EUR003M + 5.250%) due 07/25/2028 ~	EUR	7,400		7,843
Promotora de Informaciones SA 8.905% (EUR003M + 5.220%) due 12/31/2026 ~		11,663		11,796
Promotora de Informaciones SA (6.655% Cash and 5.000% PIK) 11.655% (EUR003M + 2.970%) due 06/30/2027 «~(c)		763		734
PUG LLC 8.931% due 02/12/2027	$	10,406		9,853
Rising Tide Holdings, Inc. 1.000% due 06/01/2026 «		187		180
Steenbok Lux Finco 2 SARL 10.000% due 06/30/2026	EUR	16,591		7,928
Syniverse Holdings, Inc. 12.390% due 05/13/2027	$	19,639		17,404
Team Health Holdings, Inc. 8.181% (LIBOR01M + 2.750%) due 02/06/2024 ~		15,003		14,692
Telemar Norte Leste SA
1.750% due 02/26/2035		8,442		578
1.750% (LIBOR06M + 1.750%) due 02/26/2035 ~		10,818		741
U.S. Renal Care, Inc. 10.607% due 06/20/2028		21,492		14,400
Veritas U.S., Inc. 10.431% due 09/01/2025		5,372		4,685
Westmoreland Mining Holdings LLC 8.000% due 03/15/2029		3,532		2,649
Windstream Services LLC 11.666% due 09/21/2027		2,626		2,536
Total Loan Participations and Assignments (Cost $212,935)				187,550
CORPORATE BONDS & NOTES 36.5%
BANKING & FINANCE 12.3%
Agps Bondco PLC
4.625% due 01/14/2026 ^(d)	EUR	4,500		1,992
5.000% due 04/27/2027 ^(d)		2,700		986
5.500% due 11/13/2026 ^(d)		700		298
Armor Holdco, Inc. 8.500% due 11/15/2029 (m)	$	1,900		1,656
Atlantic Marine Corps Communities LLC 5.383% due 02/15/2048 (m)		4,143		3,014
Banca Monte dei Paschi di Siena SpA
1.875% due 01/09/2026	EUR	1,400		1,328

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

2.625% due 04/28/2025		7,492	7,439
7.677% due 01/18/2028 •		1,700	1,609
8.000% due 01/22/2030 •		2,230	2,243
8.500% due 09/10/2030 •		3,500	3,519
10.500% due 07/23/2029		2,067	2,207
Banco de Credito del Peru SA 4.650% due 09/17/2024	PEN	1,000	255
Barclays PLC
6.224% due 05/09/2034 •(m)	$	1,320	1,251
6.490% due 09/13/2029 •		300	298
6.692% due 09/13/2034 •		700	684
7.437% due 11/02/2033 •(m)		2,112	2,171
BOI Finance BV 7.500% due 02/16/2027 (m)	EUR	3,300	2,965
CaixaBank SA 6.840% due 09/13/2034 •(m)	$	500	490
CBRE Services, Inc. 5.950% due 08/15/2034 (m)		6,700	6,328
Claveau Re Ltd. 22.696% (T-BILL 3MO + 17.250%) due 07/08/2028 ~		1,038	457
Corsair International Ltd. 8.802% due 01/28/2027 •	EUR	1,000	1,049
Cosaint Re Pte. Ltd. 15.286% (T-BILL 1MO + 9.250%) due 04/03/2028 ~	$	1,000	870
Credit Suisse AG AT1 Claim ^		600	63
GSPA Monetization Trust 6.422% due 10/09/2029		4,041	3,834
Hestia Re Ltd. 14.946% (T-BILL 1MO + 9.500%) due 04/22/2025 ~		939	916
HSBC Holdings PLC 6.254% due 03/09/2034 •(m)		6,300	6,162
NatWest Group PLC 6.016% due 03/02/2034 •(m)		500	481
Sanders Re Ltd. 17.196% (T-BILL 3MO + 11.750%) due 04/09/2029 ~		1,545	1,220
Societe Generale SA 6.691% due 01/10/2034 •(m)		1,200	1,166
SVB Financial Group
1.800% due 02/02/2031 ^(d)		1,375	831
2.100% due 05/15/2028 ^(d)		200	125
3.125% due 06/05/2030 ^(d)		200	123
3.500% due 01/29/2025 ^(d)		100	66
4.345% due 04/29/2028 ^(d)		600	386
4.570% due 04/29/2033 ^(d)		1,800	1,138
UBS Group AG 6.442% due 08/11/2028 •(m)		700	700
Uniti Group LP
4.750% due 04/15/2028 (m)		2,800	2,290
6.000% due 01/15/2030 (m)		8,363	5,322
6.500% due 02/15/2029 (m)		3,100	2,034
VICI Properties LP 3.875% due 02/15/2029 (m)		6,900	5,970
Voyager Aviation Holdings LLC 8.500% due 05/09/2026 ^«(d)		7,250	3,942
Yosemite Re Ltd. 15.424% (T-BILL 3MO + 9.978%) due 06/06/2025 ~		840	875
			80,753
INDUSTRIALS 20.5%
Altice Financing SA 5.750% due 08/15/2029 (m)		972	798
American Airlines Pass-Through Trust
3.375% due 11/01/2028 (m)		1,321	1,180
3.700% due 04/01/2028		938	857
BAT Capital Corp. 6.343% due 08/02/2030		800	788
Carvana Co. (13.000% PIK) 13.000% due 06/01/2030 (c)		300	234
Carvana Co. (14.000% PIK) 14.000% due 06/01/2031 (c)		500	392
CGG SA
7.750% due 04/01/2027	EUR	1,400	1,331
8.750% due 04/01/2027	$	7,789	6,977
Citgo Petroleum Corp. 8.375% due 01/15/2029		2,400	2,399
DISH DBS Corp.
5.250% due 12/01/2026 (m)		4,800	4,088
5.750% due 12/01/2028 (m)		7,850	6,049
Exela Intermediate LLC (11.500% PIK) 11.500% due 04/15/2026 (c)		106	19
Ford Motor Co. 7.700% due 05/15/2097 (m)		10,545	10,292
Forward Air Corp. 9.500% due 10/15/2031 (b)		2,400	2,400

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

General Shopping Investments Ltd. 17.467% due 03/20/2024 ^(d)(j)		2,500	113
HCA, Inc. 7.500% due 11/15/2095 (m)		3,462	3,632
Incora 1.000% due 11/15/2026 ^(d)		162	147
Intelsat Jackson Holdings SA 6.500% due 03/15/2030 (m)		16,312	14,507
Inter Media & Communication SpA 6.750% due 02/09/2027 (m)	EUR	3,300	3,350
LifePoint Health, Inc. 11.000% due 10/15/2030 (b)	$	900	900
Market Bidco Finco PLC 4.750% due 11/04/2027	EUR	900	823
New Albertsons LP 6.570% due 02/23/2028 (m)	$	4,021	3,857
Nissan Motor Co. Ltd. 4.810% due 09/17/2030 (m)		8,700	7,508
Odebrecht Oil & Gas Finance Ltd. 0.000% due 10/30/2023 (g)(j)		3,371	80
Petroleos Mexicanos 6.750% due 09/21/2047 (m)		1,098	652
Prime Healthcare Services, Inc. 7.250% due 11/01/2025 (m)		1,604	1,486
Santos Finance Ltd. 6.875% due 09/19/2033		500	490
Sitio Royalties Operating Partnership LP 7.875% due 11/01/2028 (b)		1,100	1,103
Topaz Solar Farms LLC
4.875% due 09/30/2039 (m)		2,070	1,871
5.750% due 09/30/2039 (m)		6,819	6,309
Transocean Aquila Ltd. 8.000% due 09/30/2028 (b)		600	600
U.S. Renal Care, Inc. 10.625% due 06/28/2028		1,001	671
Valaris Ltd. 8.375% due 04/30/2030 (m)		1,868	1,871
Vale SA 1.641% due 12/29/2049 ~(j)	BRL	120,000	7,464
Venture Global Calcasieu Pass LLC
3.875% due 08/15/2029	$	1,200	1,011
3.875% due 11/01/2033		200	156
4.125% due 08/15/2031		600	493
Venture Global LNG, Inc.
8.125% due 06/01/2028		100	99
8.375% due 06/01/2031		400	395
Veritas U.S., Inc. 7.500% due 09/01/2025 (m)		4,280	3,583
Wesco Aircraft Holdings, Inc. 10.500% due 11/15/2026 ^(d)		662	602
Wesco Aircraft Holdings, Inc. (7.500% Cash and 3.000% PIK) 10.500% due 11/15/2026 ^(c)(d)		27,010	24,579
Windstream Escrow LLC 7.750% due 08/15/2028 (m)		9,423	7,502
			133,658
UTILITIES 3.7%
FORESEA Holding SA 7.500% due 06/15/2030		3,000	2,824
Mountain States Telephone & Telegraph Co. 7.375% due 05/01/2030		5,130	3,023
NGD Holdings BV 6.750% due 12/31/2026		846	609
Oi SA 10.000% due 07/27/2025 ^(d)		20,600	1,410
Pacific Gas & Electric Co.
4.000% due 12/01/2046 (m)		600	382
4.200% due 03/01/2029 (m)		2,000	1,770
4.250% due 03/15/2046 (m)		1,150	762
4.450% due 04/15/2042 (m)		1,203	861
4.750% due 02/15/2044 (m)		5,076	3,757
Peru LNG SRL 5.375% due 03/22/2030		8,700	6,839
Vistra Operations Co. LLC 6.950% due 10/15/2033		1,800	1,768
			24,005
Total Corporate Bonds & Notes (Cost $287,282)			238,416
CONVERTIBLE BONDS & NOTES 0.5%
INDUSTRIALS 0.5%
DISH Network Corp. 3.375% due 08/15/2026		5,100	3,091

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

Total Convertible Bonds & Notes (Cost $5,100)		3,091
MUNICIPAL BONDS & NOTES 5.4%
DISTRICT OF COLUMBIA 1.6%
District of Columbia Revenue Bonds, Series 2011 7.625% due 10/01/2035	9,740	10,314
MICHIGAN 0.2%
Detroit, Michigan General Obligation Bonds, Series 2014 4.000% due 04/01/2044	1,700	1,198
PUERTO RICO 1.6%
Commonwealth of Puerto Rico Bonds, Series 2022
0.000% due 11/01/2043	1,631	848
0.000% due 11/01/2051	22,636	9,786
		10,634
TEXAS 1.2%
El Paso Downtown Development Corp., Texas Revenue Bonds, Series 2013 7.250% due 08/15/2043	7,390	7,757
WEST VIRGINIA 0.8%
Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007 0.000% due 06/01/2047 (g)	66,200	5,225
Total Municipal Bonds & Notes (Cost $35,549)		35,128
U.S. GOVERNMENT AGENCIES 2.1%
Fannie Mae
0.671% due 07/25/2050 •(a)(m)	3,215	262
3.500% due 09/25/2027 (a)	64	3
4.000% due 06/25/2050 (a)(m)	2,035	369
10.000% due 01/25/2034 •(m)	135	141
Freddie Mac
0.671% due 06/25/2050 •(a)(m)	3,456	291
0.672% due 07/15/2035 •(a)	446	21
0.772% due 02/15/2042 •(a)	654	29
1.712% due 08/15/2036 •(a)	250	25
2.144% due 05/15/2033 •	21	19
5.000% due 06/15/2033 ~(a)	519	69
6.156% due 11/25/2055 «~	13,149	7,658
14.629% due 10/25/2027 •	4,294	4,651
Ginnie Mae
3.500% due 06/20/2042 (a)	36	5
3.500% due 03/20/2043 (a)(m)	472	91
4.500% due 07/20/2042 (a)	80	10
5.000% due 09/20/2042 (a)	140	21
Uniform Mortgage-Backed Security, TBA 3.000% due 11/01/2053	100	83
Total U.S. Government Agencies (Cost $16,239)		13,748
NON-AGENCY MORTGAGE-BACKED SECURITIES 13.2%
Adjustable Rate Mortgage Trust 5.774% due 05/25/2036 •	3,059	1,212
Banc of America Alternative Loan Trust
0.166% due 06/25/2046 ^•(a)	2,485	75
1.206% due 06/25/2037 ^•(a)	2,078	133
5.794% due 06/25/2037 •	1,914	1,414
Banc of America Funding Trust
6.000% due 07/25/2037 ^	275	216
6.250% due 10/26/2036	3,984	1,632
Banc of America Mortgage Trust 3.891% due 02/25/2036 ^~	5	5
BCAP LLC Trust
4.534% due 03/26/2037 þ	1,170	1,647
6.000% due 05/26/2037 ~	4,218	1,759
Bear Stearns Adjustable Rate Mortgage Trust 3.664% due 11/25/2034 «~	1	1
Benchmark Mortgage Trust 3.555% due 08/15/2052 ~	1,500	1,223
BWAY Mortgage Trust 2.917% due 01/10/2035	4,444	2,889
CALI Mortgage Trust 3.957% due 03/10/2039	3,600	2,751
CD Mortgage Trust 5.688% due 10/15/2048	129	112
Chase Mortgage Finance Trust
4.028% due 12/25/2035 ^«~	7	7
4.376% due 09/25/2036 ^~	38	32

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

Citigroup Commercial Mortgage Trust 5.617% due 12/10/2049 ~		1,808	1,230
Citigroup Mortgage Loan Trust
4.388% due 07/25/2037 ^~		35	30
4.887% due 11/25/2035 ~		9,560	5,307
6.500% due 09/25/2036		2,242	1,233
Colony Mortgage Capital Ltd. 7.468% due 11/15/2038 •		1,700	1,573
Commercial Mortgage Loan Trust 6.809% due 12/10/2049 ~		2,023	269
Countrywide Alternative Loan Trust
0.000% due 04/25/2035 •(a)		1,920	28
3.964% due 02/25/2037 ^~		82	71
5.934% due 12/25/2046 •		1,573	1,282
6.000% due 02/25/2037 ^		4,015	1,635
6.250% due 12/25/2036 ^•		2,132	954
6.500% due 06/25/2036 ^		605	290
Countrywide Home Loan Mortgage Pass-Through Trust
0.000% due 12/25/2036 •(a)		1,652	53
3.965% due 09/20/2036 ^~		213	183
4.163% due 09/25/2047 ^~		15	13
Credit Suisse First Boston Mortgage Securities Corp. 6.000% due 01/25/2036 ^		1,262	757
Credit Suisse Mortgage Capital Trust 3.431% due 11/10/2032		1,200	988
DBGS Mortgage Trust 7.747% due 10/15/2036 •		2,760	1,687
Eurosail PLC
6.688% due 06/13/2045 •	GBP	3,347	3,049
9.338% due 06/13/2045 •		988	987
GS Mortgage Securities Corp. Trust 8.733% due 08/15/2039 •	$	1,200	1,200
HarborView Mortgage Loan Trust
3.717% due 08/19/2036 ^«~		94	80
4.685% due 08/19/2036 ^«~		3	3
Hilton USA Trust 2.828% due 11/05/2035		900	716
IM Pastor Fondo de Titluzacion Hipotecaria 4.074% due 03/22/2043 •	EUR	2,388	2,194
Jackson Park Trust 3.350% due 10/14/2039 ~	$	1,811	1,274
JP Morgan Alternative Loan Trust 3.970% due 03/25/2037 ^~		2,675	2,406
JP Morgan Mortgage Trust
1.186% due 01/25/2037 ^•(a)		13,210	1,671
3.741% due 07/27/2037 ~		3,908	2,663
Lehman XS Trust 5.874% due 06/25/2047 •		1,337	1,175
Natixis Commercial Mortgage Securities Trust 3.917% due 11/15/2032 ~		3,340	2,626
New Orleans Hotel Trust 6.969% due 04/15/2032 •		1,000	941
Nomura Asset Acceptance Corp. Alternative Loan Trust 4.281% due 04/25/2036 ^~		2,735	2,329
Nomura Resecuritization Trust 3.814% due 07/26/2035 ~		4,252	3,559
Residential Asset Securitization Trust
5.834% due 01/25/2046 ^•		167	49
6.250% due 09/25/2037 ^		4,519	1,852
6.500% due 08/25/2036 ^		787	223
SG Commercial Mortgage Securities Trust 2.937% due 03/15/2037		1,400	1,265
Stratton Mortgage Funding PLC
8.159% due 07/20/2060 •	GBP	4,100	4,963
8.409% due 07/20/2060 •		5,000	6,042
Structured Adjustable Rate Mortgage Loan Trust
4.196% due 04/25/2047 ~	$	264	124
4.494% due 01/25/2036 ^~		96	50
Structured Asset Mortgage Investments Trust 5.814% due 07/25/2046 ^•		4,794	3,578
WaMu Mortgage Pass-Through Certificates Trust 3.318% due 05/25/2037 ^~		61	47
Washington Mutual Mortgage Pass-Through Certificates Trust
1.246% due 04/25/2037 •(a)		7,010	844
6.500% due 03/25/2036 ^		4,167	2,869
WSTN Trust
7.958% due 07/05/2037 ~		1,600	1,588
8.748% due 07/05/2037 ~		1,600	1,588
10.174% due 07/05/2037 ~		1,300	1,295
Total Non-Agency Mortgage-Backed Securities (Cost $98,172)			85,941
ASSET-BACKED SECURITIES 8.6%
ACE Securities Corp. Home Equity Loan Trust 5.714% due 07/25/2036 •		1,588	1,223

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

Avoca CLO DAC 0.000% due 04/15/2034 ~	EUR	2,150	1,376
Belle Haven ABS CDO Ltd. 5.780% due 07/05/2046 •	$	185,947	19
Carlyle Global Market Strategies Euro CLO DAC
0.000% due 04/15/2027 ~	EUR	800	198
0.000% due 01/25/2032 ~		2,200	856
Carlyle U.S. CLO Ltd. 0.000% due 10/15/2031 ~	$	4,200	1,515
CIFC Funding Ltd.
0.000% due 04/24/2030 ~		4,000	887
0.000% due 10/22/2031 ~		3,000	588
Cork Street CLO DAC 0.000% due 11/27/2028 ~	EUR	700	132
Countrywide Asset-Backed Certificates Trust 5.839% due 09/25/2046 •	$	12,484	9,500
CVC Cordatus Loan Fund DAC 0.000% due 04/15/2032 ~	EUR	2,500	706
Duke Funding Ltd. 6.271% due 08/07/2033 •	$	13,523	123
First Franklin Mortgage Loan Trust 6.304% due 06/25/2036 •		3,054	2,640
Glacier Funding CDO Ltd. 5.901% due 08/04/2035 •		6,310	764
Jay Park CLO Ltd. 0.000% due 10/20/2027 ~		7,503	437
Long Beach Mortgage Loan Trust 5.814% due 02/25/2036 •		975	779
Man GLG Euro CLO DAC 0.000% due 10/15/2030 ~	EUR	4,150	473
Marlette Funding Trust
0.000% due 12/15/2028 «(g)	$	24	369
0.000% due 04/16/2029 «(g)		7	162
0.000% due 07/16/2029 «(g)		10	465
Merrill Lynch Mortgage Investors Trust 5.754% due 04/25/2037 •		616	294
Morgan Stanley Mortgage Loan Trust
6.465% due 09/25/2046 ^þ		6,102	1,957
7.154% due 11/25/2036 ^•		667	243
Pagaya AI Debt Selection Trust 8.491% due 06/16/2031		2,700	2,707
People's Financial Realty Mortgage Securities Trust 5.594% due 09/25/2036 •		19,857	3,898
Renaissance Home Equity Loan Trust
6.998% due 09/25/2037 ^þ		6,438	2,738
7.238% due 09/25/2037 ^þ		5,570	2,368
Segovia European CLO DAC 0.000% due 04/15/2035 ~	EUR	1,100	561
Sherwood Funding CDO Ltd. 5.803% due 11/06/2039 •	$	31,208	7,001
SLM Student Loan Trust 0.000% due 01/25/2042 «(g)		2	346
SMB Private Education Loan Trust 0.000% due 10/15/2048 «(g)		5	1,379
South Coast Funding Ltd. 6.227% due 08/10/2038 •		24,720	1,697
Specialty Underwriting & Residential Finance Trust 6.409% due 06/25/2036 •		8,070	5,198
Truman Capital Mortgage Loan Trust 9.559% due 01/25/2034 •		2,613	2,513
Washington Mutual Asset-Backed Certificates Trust 5.734% due 05/25/2036 •		141	106
Total Asset-Backed Securities (Cost $134,163)			56,218
SOVEREIGN ISSUES 3.0%
Argentina Government International Bond
0.750% due 07/09/2030 þ		9,019	2,239
1.000% due 07/09/2029		163	45
3.500% due 07/09/2041 þ		9,486	2,462
3.625% due 07/09/2035 þ		8,535	2,041
3.625% due 07/09/2046 þ		115	29
4.250% due 01/09/2038 þ		1,326	390
15.500% due 10/17/2026	ARS	38,100	9
Autonomous City of Buenos Aires
115.688% (BADLARPP + 3.750%) due 02/22/2028 ~		34,626	44
116.492% (BADLARPP + 3.250%) due 03/29/2024 ~		47,730	65
Dominican Republic Central Bank Notes
13.000% due 12/05/2025	DOP	158,800	2,924
13.000% due 01/30/2026		163,300	3,014
Dominican Republic International Bond
11.250% due 09/15/2035		87,600	1,587
13.625% due 02/03/2033		19,300	401
Ghana Government International Bond
6.375% due 02/11/2027 ^(d)	$	600	268
7.875% due 02/11/2035 ^(d)		600	269

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

8.750% due 03/11/2061 ^(d)		200	86
Provincia de Buenos Aires 105.742% due 04/12/2025	ARS	270,895	311
Republic of Greece Government International Bond
2.000% due 04/22/2027	EUR	55	55
3.900% due 01/30/2033		122	126
4.000% due 01/30/2037		96	96
4.200% due 01/30/2042		119	118
Romania Government International Bond
5.500% due 09/18/2028		1,100	1,154
6.375% due 09/18/2033		1,100	1,146
Ukraine Government International Bond 4.375% due 01/27/2032 ^(d)		1,471	373
Venezuela Government International Bond
8.250% due 10/13/2024 ^(d)	$	34	3
9.250% due 09/15/2027 ^(d)		452	46
Total Sovereign Issues (Cost $34,362)			19,301
		SHARES
COMMON STOCKS 6.7%
COMMUNICATION SERVICES 0.4%
Clear Channel Outdoor Holdings, Inc.(e)		754,306	1,192
iHeartMedia, Inc. 'A'(e)		178,528	564
iHeartMedia, Inc. 'B'«(e)		138,545	394
Promotora de Informaciones SA(e)		282,619	109
			2,259
CONSUMER DISCRETIONARY 0.0%
Steinhoff International Holdings NV«(e)(k)		27,368,630	0
ENERGY 0.0%
Axis Energy Services 'A'«(k)		6,207	203
FINANCIALS 1.3%
Banca Monte dei Paschi di Siena SpA(e)		886,500	2,263
Intelsat Emergence SA«(e)(k)		222,366	5,962
			8,225
INDUSTRIALS 3.4%
Drillco Holding Lux SA«(e)		70,121	1,841
Drillco Holding Lux SA«(e)(k)		170,549	4,477
Neiman Marcus Group Ltd. LLC«(e)(k)		90,604	12,319
Syniverse Holdings, Inc.«(k)		2,479,074	2,244
Voyager Aviation Holdings LLC«(e)		1,009	0
Westmoreland Mining Holdings«(e)(k)		87,552	1,007
Westmoreland Mining LLC«(e)(k)		88,323	574
			22,462
UTILITIES 1.6%
West Marine New«(e)(k)		3,250	34
Windstream Units«(e)		537,548	10,698
			10,732
Total Common Stocks (Cost $44,716)			43,881
RIGHTS 0.1%
INDUSTRIALS 0.1%
Intelsat Jackson Holdings SA - Exp. 12/05/2025«(e)		23,339	218
Total Rights (Cost $0)			218
WARRANTS 0.0%
FINANCIALS 0.0%
Intelsat Emergence SA - Exp. 02/17/2027«		250	1
INDUSTRIALS 0.0%
Intelsat Jackson Holdings SA - Exp. 12/05/2025«		23,279	215

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

Total Warrants (Cost $8,992)				216
PREFERRED SECURITIES 5.1%
BANKING & FINANCE 5.1%
AGFC Capital Trust 7.320% (US0003M + 1.750%) due 01/15/2067 ~(m)		27,410,000		14,508
Brighthouse Holdings LLC 6.500% due 07/27/2037 þ(j)		70,000		60
Compeer Financial ACA 4.875% due 08/15/2026 •(j)		2,100,000		1,901
OCP CLO Ltd. 0.000% due 04/26/2028 (g)		8,700		4,547
Stichting AK Rabobank Certificaten 6.500% due 12/29/2049 þ(j)		12,699,000		12,371
SVB Financial Group
4.000% due 05/15/2026 ^(d)(j)		200,000		8
4.250% due 11/15/2026 ^(d)(j)		100,000		4
4.700% due 11/15/2031 ^(d)(j)		188,000		7
				33,406
INDUSTRIALS 0.0%
Voyager Aviation Holdings LLC 9.500% «		6,055		0
Total Preferred Securities (Cost $39,957)				33,406
REAL ESTATE INVESTMENT TRUSTS 0.6%
REAL ESTATE 0.6%
CBL & Associates Properties, Inc.		14,084		295
Uniti Group, Inc.		193,839		915
VICI Properties, Inc.		95,221		2,771
Total Real Estate Investment Trusts (Cost $1,709)				3,981
		PRINCIPAL AMOUNT (000s)
SHORT-TERM INSTRUMENTS 22.1%
REPURCHASE AGREEMENTS (l) 22.0%				143,854
ARGENTINA TREASURY BILLS 0.0%
63.282% due 10/18/2023 - 11/23/2023 (f)(g)(i)	ARS	139,038		190
U.S. TREASURY BILLS 0.1%
5.360% due 10/05/2023 (g)(h)	$	365		365
Total Short-Term Instruments (Cost $144,478)				144,409
Total Investments in Securities (Cost $1,063,654)				865,504
Total Investments 132.6% (Cost $1,063,654)			$	865,504
Financial Derivative Instruments(n)(o)0.5%(Cost or Premiums, net $46,019)				3,261
Auction-Rate Preferred Shares (6.7)%				(43,525)
Other Assets and Liabilities, net (26.4)%				(172,491)
Net Assets Applicable to Common Shareholders 100.0%			$	652,749

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

NOTES TO SCHEDULE OF INVESTMENTS:
* A zero balance may reflect actual amounts rounding to less than one thousand.
¤	The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.
^	Security is in default.
«	Security valued using significant unobservable inputs (Level 3).
µ	All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.
~	Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.
•	Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.
þ	Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.
(a)	Security is an Interest Only ("IO") or IO Strip.
(b)	When-issued security.
(c)	Payment in-kind security.
(d)	Security is not accruing income as of the date of this report.
(e)	Security did not produce income within the last twelve months.
(f)	Coupon represents a weighted average yield to maturity.
(g)	Zero coupon security.
(h)	Coupon represents a yield to maturity.
(i)	Principal amount of security is adjusted for inflation.
(j)	Perpetual maturity; date shown, if applicable, represents next contractual call date.
(k)	RESTRICTED SECURITIES:
Issuer Description								Acquisition Date				Cost								Market Value					Market Value as Percentage of Net Assets Applicable to Common Shareholders
Axis Energy Services 'A'								07/01/2021		$		91					$			203					0.03			%
Drillco Holding Lux SA								06/08/2023				3,411								4,477					0.69
Intelsat Emergence SA								06/19/2017 - 07/03/2023				15,920								5,962					0.91
Neiman Marcus Group Ltd. LLC								09/25/2020				2,918								12,319					1.89
Steinhoff International Holdings NV								06/30/2023				0								0					0.00
Syniverse Holdings, Inc.								05/12/2022 - 05/31/2023				2,436								2,244					0.34
West Marine New								09/12/2023				47								34					0.01
Westmoreland Mining Holdings								07/11/2016 - 10/19/2016				2,140								1,007					0.15
Westmoreland Mining LLC								06/30/2023				585								574					0.09
									$		27,548					$			26,820					4.11%
BORROWINGS AND OTHER FINANCING TRANSACTIONS
(l)	REPURCHASE AGREEMENTS:
Counterparty		Lending Rate	Settlement Date	Maturity Date		Principal Amount	Collateralized By							Collateral (Received)							Repurchase Agreements, at Value					Repurchase Agreement Proceeds to be Received(1)
BPS		5.330%	10/02/2023	10/03/2023	$	60,300	U.S. Treasury Notes 1.875% due 02/28/2029						$		(61,571)			$				60,300	$				60,300
		5.330	09/29/2023	10/02/2023		70,000	U.S. Treasury Notes 1.375% due 10/31/2028								(71,516)							70,000					70,031
FICC		2.600	09/29/2023	10/02/2023		2,154	U.S. Treasury Notes 5.000% due 08/31/2025								(2,197)							2,154					2,154
		5.310	09/29/2023	10/02/2023		11,400	U.S. Treasury Inflation Protected Securities 1.375% due 07/15/2033								(11,628)							11,400					11,405
Total Repurchase Agreements													$		(146,912)			$				143,854	$				143,890

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

REVERSE REPURCHASE AGREEMENTS:
Counterparty										Borrowing Rate(2)						Settlement Date							Maturity Date								Amount Borrowed(2)					Payable for Reverse Repurchase Agreements
BMO										5.660%						09/22/2023							11/20/2023					$			(12,222)				$	(12,241)
BOS										5.810						07/11/2023							10/10/2023								(4,333)					(4,391)
BPS										4.255						09/22/2023							12/22/2023					EUR			(3,022)					(3,199)
										6.010						09/18/2023							03/14/2024					$			(25,392)					(25,452)
BYR										5.940						09/20/2023							11/20/2023								(4,454)					(4,463)
CDC										5.880						07/28/2023							01/24/2024								(4,050)					(4,093)
										5.880						10/02/2023							01/24/2024								(479)					(479)
										6.010						09/07/2023							01/08/2024								(12,411)					(12,463)
										6.010						09/15/2023							01/12/2024								(26,086)					(26,159)
										6.130						07/28/2023							01/24/2024								(2,013)					(2,036)
RCY										6.110						09/15/2023							03/18/2024								(1,027)					(1,030)
SOG										5.620						04/12/2023							10/12/2023								(5,482)					(5,630)
										5.830						08/03/2023							10/11/2023								(3,175)					(3,205)
										5.880						08/03/2023							10/24/2023								(1,058)					(1,069)
										5.950						08/02/2023							12/04/2023								(1,921)					(1,941)
										5.950						08/03/2023							12/04/2023								(4,022)					(4,062)
										5.950						08/08/2023							12/04/2023								(1,310)					(1,322)
										6.070						08/17/2023							02/20/2024								(1,326)					(1,337)
TDM										5.650						07/28/2023							TBD(3)								(3,521)					(3,557)
										5.720						09/22/2023							11/24/2023								(7,097)					(7,108)
UBS										4.275						09/22/2023							12/22/2023					EUR			(2,516)					(2,663)
										6.070						08/28/2023							02/26/2024					$			(4,598)					(4,625)
Total Reverse Repurchase Agreements																																			$	(132,525)
(m)	Securities with an aggregate market value of $145,799 and cash of $1,769 have been pledged as collateral under the terms of master agreements as of September 30, 2023.
(1)	Includes accrued interest.
(2)	The average amount of borrowings outstanding during the period ended September 30, 2023 was $(84,598) at a weighted average interest rate of 5.650%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period.
(3)	Open maturity reverse repurchase agreement.
(n)	FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED
SWAP AGREEMENTS:
CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION(1)
																																Variation Margin
Reference Entity			Fixed Receive Rate	Payment Frequency		Maturity Date		Implied Credit Spread at September 30, 2023(2)							Notional Amount(3)				Premiums Paid/ (Received)					Unrealized Appreciation/ (Depreciation)					Market Value(4)				Asset						Liability
Jaguar Land Rover Automotive			5.000%	Quarterly		06/20/2026		3.735			%		EUR		900		$		63		$			(32)		$			31			$	0				$		(7)
INTEREST RATE SWAPS
																																Variation Margin
Pay/ Receive Floating Rate		Floating Rate Index			Fixed Rate		Payment Frequency		Maturity Date					Notional Amount						Premiums Paid/ (Received)					Unrealized Appreciation/ (Depreciation)					Market Value				Asset						Liability
Receive		1-Day GBP-SONIO Compounded-OIS			0.750%		Annual		09/21/2032			GBP		13,400				$		1,297		$			2,979		$			4,276		$		56				$		0
Receive		1-Day GBP-SONIO Compounded-OIS			2.000		Annual		03/15/2033					6,900						768					845					1,613				31						0
Receive		1-Day GBP-SONIO Compounded-OIS			0.750		Annual		09/21/2052					2,700						(7)					1,880					1,873				27						0
Receive		1-Day USD-SOFR Compounded-OIS			0.250		Semi-Annual		06/16/2024			$		14,250						13					563					576				6						0
Receive		1-Day USD-SOFR Compounded-OIS			3.000		Semi-Annual		06/19/2024					1,900						(8)					47					39				0						0
Receive		1-Day USD-SOFR Compounded-OIS			0.400		Semi-Annual		12/18/2024					72,000						(99)					4,634					4,535				26						0
Receive(5)		1-Day USD-SOFR Compounded-OIS			2.450		Annual		12/20/2024					27,200						(2)					746					744				0						(3)
Pay		1-Day USD-SOFR Compounded-OIS			2.000		Annual		12/21/2024					370,800						(16,297)					(7,112)					(23,409)				0						(78)
Receive(5)		1-Day USD-SOFR Compounded-OIS			2.350		Annual		01/17/2025					13,700						1					377					378				0						(2)
Receive(5)		1-Day USD-SOFR Compounded-OIS			2.300		Annual		01/17/2026					2,200						1					99					100				0						(1)

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

Receive		1-Day USD-SOFR Compounded-OIS		0.850	Semi-Annual		02/01/2027			43,700				253				5,443						5,696			0					(19)
Pay		1-Day USD-SOFR Compounded-OIS		1.750	Annual		06/15/2027			112,200				(2,687)				(8,955)						(11,642)			87					0
Pay		1-Day USD-SOFR Compounded-OIS		3.250	Annual		06/21/2028			23,400				(313)				(955)						(1,268)			28					0
Receive		1-Day USD-SOFR Compounded-OIS		1.370	Semi-Annual		08/25/2028			27,135				(8)				4,016						4,008			0					(26)
Pay(5)		1-Day USD-SOFR Compounded-OIS		3.750	Annual		12/20/2028			89,500				784				(2,987)						(2,203)			131					0
Pay		1-Day USD-SOFR Compounded-OIS		3.000	Semi-Annual		06/19/2029			79,200				1,112				(7,581)						(6,469)			96					0
Pay		1-Day USD-SOFR Compounded-OIS		2.000	Annual		12/21/2029			53,300				(5,501)				(2,434)						(7,935)			62					0
Receive		1-Day USD-SOFR Compounded-OIS		1.000	Semi-Annual		12/16/2030			127				0				28						28			0					0
Receive		1-Day USD-SOFR Compounded-OIS		0.750	Semi-Annual		06/16/2031			7,300				427				1,389						1,816			0					(10)
Receive		1-Day USD-SOFR Compounded-OIS		1.350	Semi-Annual		02/09/2032			139,800				492				31,498						31,990			0					(201)
Receive		1-Day USD-SOFR Compounded-OIS		1.250	Annual		06/15/2032			87,000				4,224				15,774						19,998			0					(123)
Receive		1-Day USD-SOFR Compounded-OIS		1.750	Annual		06/15/2032			59,500				2,570				8,879						11,449			0					(90)
Pay		1-Day USD-SOFR Compounded-OIS		3.500	Semi-Annual		06/19/2044			395,600				59,600				(113,284)						(53,684)			1,352					0
Receive		1-Day USD-SOFR Compounded-OIS		2.000	Semi-Annual		01/15/2050			35,600				(247)				13,816						13,569			0					(106)
Receive		1-Day USD-SOFR Compounded-OIS		1.750	Semi-Annual		01/22/2050			55,100				(135)				23,303						23,168			0					(156)
Receive		1-Day USD-SOFR Compounded-OIS		1.875	Semi-Annual		02/07/2050			42,480				(165)				17,126						16,961			0					(123)
Pay		1-Day USD-SOFR Compounded-OIS		2.000	Semi-Annual		12/15/2051			29,200				2,061				(13,264)						(11,203)			92					0
Receive		1-Day USD-SOFR Compounded-OIS		1.700	Semi-Annual		02/01/2052			223,450				(4,208)				102,245						98,037			0					(662)
Receive		1-Day USD-SOFR Compounded-OIS		2.750	Annual		06/21/2053			9,700				916				1,238						2,154			0					(39)
Receive		6-Month EUR-EURIBOR		0.270	Annual		09/11/2024		EUR	25,600				4				995						999			8					0
Pay		6-Month EUR-EURIBOR		0.650	Annual		02/26/2029			65,500				66				(9,234)						(9,168)			32					0
Receive		6-Month EUR-EURIBOR		0.150	Annual		06/17/2030			24,100				(1,059)				6,168						5,109			0					(3)
Receive		6-Month EUR-EURIBOR		0.250	Annual		09/21/2032			3,200				290				522						812			2					0
Receive		6-Month EUR-EURIBOR		1.250	Annual		08/19/2049			18,200				76				6,372						6,448			0					(32)
Pay		6-Month EUR-EURIBOR		0.500	Annual		06/17/2050			7,700				1,317				(5,206)						(3,889)			16					0
Receive(5)		6-Month EUR-EURIBOR		0.830	Annual		12/09/2052			26,400				424				1,548						1,972			0					(81)
											$		45,960			$	81,518				$		127,478		$	2,052				$	(1,755)
Total Swap Agreements											$		46,023			$	81,486				$		127,509		$	2,052				$	(1,762)
Cash of $15,904 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2023.
(1)	If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(2)	Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(3)	The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(4)	The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(5)	This instrument has a forward starting effective date.
(o)	FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER
FORWARD FOREIGN CURRENCY CONTRACTS:
																			Unrealized Appreciation/(Depreciation)
Counterparty			Settlement Month					Currency to be Delivered							Currency to be Received							Asset							Liability
BOA			10/2023			GBP		609				$			756					$		13						$	0
BPS			10/2023			EUR		2,167							2,313							22							0
			10/2023			$		87,154				EUR			82,247							2							(201)

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

				11/2023		CAD		1,283					$	958									12									0
				11/2023		EUR		82,613						87,652									202									0
CBK				10/2023		BRL		3,532						705									3									0
				10/2023		GBP		9,429						11,766									261									0
				10/2023		$		728					BRL	3,532									0									(25)
				11/2023		BRL		3,540					$	726									25									0
				11/2023		CAD		87						65									1									0
				11/2023		PEN		877						236									5									0
GLM				11/2023		DOP		25,259						443									0									0
				11/2023		$		708					BRL	3,552									0									(5)
				01/2024		DOP		185,401					$	3,255									35									0
				02/2024				47,145						819									2									0
MBC				10/2023		EUR		82,143						88,797									1,951									0
				10/2023		GBP		14,466						18,198									548									0
				10/2023		$		2,339					EUR	2,156									0									(59)
MYI				10/2023				342						322									0									(2)
RBC				11/2023		CAD		10					$	7									0									0
SCX				11/2023		$		441					EUR	415									0									(1)
SSB				10/2023		BRL		3,532					$	726									24									0
TOR				10/2023		$		29,768					GBP	24,504									130									0
				11/2023		CAD		38					$	28									0									0
				11/2023		GBP		24,504						29,773									0									(130)
Total Forward Foreign Currency Contracts																				$		3,236						$			(423)
SWAP AGREEMENTS:
CREDIT DEFAULT SWAPS ON CORPORATE ISSUES – SELL PROTECTION(1)
																												Swap Agreements, at Value(4)
Counterparty			Reference Entity		Fixed Receive Rate		Payment Frequency		Maturity Date			Implied Credit Spread at September 30, 2023(2)						Notional Amount(3)			Premiums Paid/(Received)				Unrealized Appreciation/ (Depreciation)					Asset				Liability
DUB			Eskom «		4.650%		Quarterly		06/30/2029			0.033%				$		3,300	$		0			$	148		$			148			$	0
JPM			Banca Monte Dei Paschi Di		5.000		Quarterly		06/20/2025			2.061				EUR		200			(4)				14					10				0
Total Swap Agreements																			$		(4)			$	162		$			158			$	0
(1)		If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(2)		Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(3)		The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(4)		The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
FAIR VALUE MEASUREMENTS
The following is a summary of the fair valuations according to the inputs used as of September 30, 2023 in valuing the Fund’s assets and liabilities:
Category and Subcategory										Level 1					Level 2						Level 3					Fair Value at 09/30/2023
Investments in Securities, at Value
Loan Participations and Assignments										$	0				$		163,095				$	24,455				$			187,550
Corporate Bonds & Notes
	Banking & Finance										0						76,811					3,942							80,753
	Industrials										900						132,758					0							133,658
	Utilities										0						24,005					0							24,005
Convertible Bonds & Notes
	Industrials										0						3,091					0							3,091
Municipal Bonds & Notes
	District of Columbia										0						10,314					0							10,314
	Michigan										0						1,198					0							1,198
	Puerto Rico										0						10,634					0							10,634
	Texas										0						7,757					0							7,757
	West Virginia										0						5,225					0							5,225
U.S. Government Agencies											0						6,090					7,658							13,748
Non-Agency Mortgage-Backed Securities											0						85,850					91							85,941
Asset-Backed Securities											0						53,497					2,721							56,218
Sovereign Issues											0						19,301					0							19,301
Common Stocks
	Communication Services										1,865						0					394							2,259
	Energy										0						0					203							203
	Financials										2,263						0					5,962							8,225
	Industrials										0						0					22,462							22,462
	Utilities										0						0					10,732							10,732

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

Rights
		Industrials												0								0					218					218
Warrants
		Financials												0								0					1					1
		Industrials												0								0					215					215
Preferred Securities
		Banking & Finance												0								33,406					0					33,406
Real Estate Investment Trusts
		Real Estate												3,981								0					0					3,981
Short-Term Instruments
		Repurchase Agreements												0								143,854					0					143,854
		Argentina Treasury Bills												0								190					0					190
		U.S. Treasury Bills												0								365					0					365
Total Investments												$		9,009						$		777,441				$	79,054			$		865,504
Financial Derivative Instruments – Assets
Exchange-traded or centrally cleared														0								2,052					0					2,052
Over the counter														0								3,246					148					3,394
												$		0						$		5,298				$	148			$		5,446
Financial Derivative Instruments – Liabilities
Exchange-traded or centrally cleared														0								(1,762)					0					(1,762)
Over the counter														0								(423)					0					(423)
												$		0						$		(2,185)				$	0			$		(2,185)
Total Financial Derivative Instruments												$		0						$		3,113				$	148			$		3,261
Totals												$		9,009						$		780,554				$	79,202			$		868,765
The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2023:
Category and Subcategory			Beginning Balance at 06/30/2023			Net Purchases (1)		Net Sales/Settlements (1)			Accrued Discounts/ (Premiums)					Realized Gain/(Loss)			Net Change in Unrealized Appreciation/ (Depreciation) (2)					Transfers into Level 3				Transfers out of Level 3			Ending Balance at 09/30/2023			Net Change in Unrealized Appreciation/ (Depreciation) on Investments Held at 09/30/2023 (2)
Investments in Securities, at Value
Loan Participations and Assignments			$	49,954		$	199	$	(7,245)	$			337		$		46	$			(3,141)		$		76			$	(15,771)		$		24,455	$	950
Corporate Bonds & Notes
	Banking & Finance				0		0		0				0				0				0				3,942				0				3,942		0
	Utilities(3)				2,651		0		0				6				0				167				0				(2,824)				0		0
U.S. Government Agencies				7,605			0		(33)				8				11				67				0				0				7,658		64
Non-Agency Mortgage-Backed Securities				98			0		(7)				0				1				(1)				0				0				91		(1)
Asset-Backed Securities				3,905			4,835		0				7				0				(828)				0				(5,198)				2,721		(878)
Common Stocks
	Communication Services				454		0		0				0				0				(60)				0				0				394		(60)
	Energy				186		0		0				0				0				17				0				0				203		17
	Financials				5,103		0		0				0				0				859				0				0				5,962		859
	Industrials				22,347		0		0				0				0				115				0				0				22,462		814
	Utilities				0		4,502		0				0				0				6,230				0				0				10,732		6,230
Rights
	Industrials				110		0		0				0				0				108				0				0				218		108
Warrants
	Financials				0		0		0				0				0				1				0				0				1		0
	Industrials(4)				169		0		0				0				0				46				0				0				215		47
	Information Technology				8,230		0		(4,455)				0				0				(3,775)				0				0				0		0
Preferred Securities
	Industrials				1,460		0		0				0				0				(1,460)				0				0				0		(1,460)
			$	102,272		$	9,536	$	(11,740)	$			358		$		58	$			(1,655)		$		4,018			$	(23,793)		$		79,054	$	6,690
Financial Derivative Instruments- Assets
Over the counter			$	142		$	40	$	0	$			0		$		0	$			(34)		$		0			$	0		$		148	$	6

Schedule of Investments PIMCO High Income Fund(Cont.) September 30, 2023 (Unaudited)

Totals			$	102,414	$		9,576		$			(11,740)	$	358	$	58	$		(1,689)	$	4,018	$	(23,793)			$	79,202	$		6,696
The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:
																									(% Unless Noted Otherwise)
Category and Subcategory						Ending Balance at 09/30/2023				Valuation Technique								Unobservable Inputs							Input Value(s)				Weighted Average
Investments in Securities, at Value
Loan Participations and Assignments						$		16,512			Comparable Companies							EBITDA Multiple						X/X	11.000/10.000				—
								7,133			Discounted Cash Flow							Discount Rate							16.970-26.560				26.318
								810			Third Party Vendor							Broker Quote							72.500-91.000				89.257
Corporate Bonds & Notes
	Banking & Finance							3,942			Expected Recovery							Recovery Rate							54.375				—
U.S. Government Agencies								7,658			Discounted Cash Flow							Discount Rate							13.000				—
Non-Agency Mortgage-Backed Securities								91			Fair Valuation of Odd Lot Positions							Adjustment Factor							2.500				—
Asset-Backed Securities								2,721			Discounted Cash Flow							Discount Rate							10.000-20.000				12.287
Common Stocks
	Communication Services							394			Reference Instrument							Stock Price w/Liquidity Discount							10.000				—
	Energy							203			Comparable Companies							EBITDA Multiple						X	3.740				—
	Financials							5,962			Indicative Market Quotation/Comparable Companies							Broker Quote/EBITDA Multiple						$/X	22.500/4.000				—
	Industrials							12,320			Comparable Multiple/Discounted Cash Flow							Revenue Multiple/EBITDA Multiple/Discount Rate						X/X/%	0.530/5.780/10.500				—
								2,244			Discounted Cash Flow							Discount Rate							15.620				—
								7,898			Indicative Market Quotation							Broker Quote						$	6.500-26.250				22.934
	Utilities							10,698			Comparable Companies							EBITDA Multiple						X	5.000				—
								34			Comparable Companies							Revenue Multiple						X/X	0.550/0.550
Rights
	Industrials							218			Discounted Cash Flow							Discount Rate							2.750				—
Warrants
	Industrials							1			Option Pricing							Volatility							40.000				—
								215			Discounted Cash Flow							Discount Rate							2.750
Financial Derivative Instruments- Assets
Over the counter								148			Indicative Market Quotation							Broker Quote							3.271				—
Total						$		79,202
(1)		Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions.
(2)		Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2023 may be due to an investment no longer held or categorized as Level 3 at period end.
(3)		Sector type updated from Banking & Finance to Utilities since prior fiscal year end.
(4)		Sector type updated from Financials to Industrials since prior fiscal year end.

Notes to Financial Statements

1. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS

(a) Investment Valuation Policies The net asset value (“NAV”) of the Fund’s shares, or each of its share classes as applicable, is determined by dividing the total value of portfolio investments and other assets attributable to the Fund or class, less any liabilities, as applicable, by the total number of shares outstanding.

On each day that the New York Stock Exchange (“NYSE”) is open, the Fund’s shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) (“NYSE Close”). Information that becomes known to the Fund or its agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a security or the NAV determined earlier that day. If regular trading on the NYSE closes earlier than scheduled, the Fund may calculate its NAV as of the earlier closing time or calculate its NAV as of the NYSE Close for that day. The Fund generally does not calculate its NAV on days on which the NYSE is not open for business. If the NYSE is closed on a day it would normally be open for business, the Fund may calculate its NAV as of the NYSE Close for such day or such other time that the Fund may determine.

For purposes of calculating NAV, portfolio securities and other assets for which market quotations are readily available are valued at market value. A market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the Fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable. Market value is generally determined on the basis of official closing prices or the last reported sales prices. The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and does not normally take into account trading, clearances or settlements that take place after the NYSE Close. A foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC (“PIMCO” or the “Manager”) to be the primary exchange. If market value pricing is used, a foreign (non-U.S.) equity security will be valued as of the close of trading on the foreign exchange, or the NYSE Close, if the NYSE Close occurs before the end of trading on the foreign exchange.

Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended (the “Act”). As a general principle, the fair value of a security or other asset is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Pursuant to Rule 2a-5, the Board of Trustees has designated PIMCO as the valuation designee (“Valuation Designee”) for the Fund to perform the fair value determination relating to all Fund investments. PIMCO may carry out its designated responsibilities as Valuation Designee through various teams and committees. The Valuation Designee’s policies and procedures govern the Valuation Designee’s selection and application of methodologies for determining and calculating the fair value of Fund investments. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources (together, “Pricing Sources”).

Domestic and foreign (non-U.S.) fixed income securities, non-exchange traded derivatives, and equity options are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources using data reflecting the earlier closing of the principal markets for those securities. Prices obtained from Pricing Sources may be based on, among other things, information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Exchange-traded options, except equity options, futures and options on futures are valued at the settlement price determined by the relevant exchange. Swap agreements are valued on the basis of bid quotes obtained from brokers and dealers or market-based prices supplied by Pricing Sources. With respect to any portion of the Fund’s assets that are invested in one or more open-end management investment companies (other than ETFs), the Fund’s NAV will be calculated based on the NAVs of such investments.

If a foreign (non-U.S.) equity security’s value has materially changed after the close of the security’s primary exchange or principal market but before the NYSE Close, the security may be valued at fair value. Foreign (non-U.S.) equity securities that do not trade when the NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, the Fund may determine the fair value of investments based on information provided by Pricing Sources, which may recommend fair value or adjustments with reference to other securities, indexes or assets. In considering whether fair valuation is required and in determining fair values, the Valuation Designee may, among other things, consider significant events (which may be considered to include changes in the value of U.S. securities or securities indexes) that occur after the close of the relevant market and before the NYSE Close. The Fund may utilize modeling tools provided by third-party vendors to determine fair values of foreign (non-U.S.) securities. For these purposes, unless otherwise determined by the Valuation Designee, any movement in the applicable reference index or instrument (“zero trigger”) between the earlier close of the applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively resulting in daily fair valuations). Foreign exchanges may permit trading in foreign (non-U.S.) equity securities on days when the Fund is not open for business, which may result in the Fund's portfolio investments being affected when shareholders are unable to buy or sell shares.

Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Sources. As a result, the value of such investments and, in turn, the NAV of the Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Fund is not open for business. As a result, to the extent that the Fund holds foreign (non-U.S.) investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the Fund's next calculated NAV.

Fair valuation may require subjective determinations about the value of a security. While the Fund’s and Valuation Designee's policies and procedures are intended to result in a calculation of the Fund's NAV that fairly reflects security values as of the time of pricing, the Fund cannot ensure that fair values accurately reflect the price that the Fund could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by the Fund may differ from the value that would be realized if the securities were sold.

(b) Fair Value Hierarchy U.S. GAAP describes fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2 or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

• Level 1 — Quoted prices (unadjusted) in active markets or exchanges for identical assets and liabilities.

• Level 2 — Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

Notes to Financial Statements (Cont.)

• Level 3 — Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Valuation Designee that are used in determining the fair value of investments.

Assets or liabilities categorized as Level 2 or 3 as of period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level 2 to Level 3 are a result of a change, in the normal course of business, from the use of methods used by Pricing Sources (Level 2) to the use of a Broker Quote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based data provided by Pricing Sources or other valuation techniques which utilize significant observable inputs. In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for the Fund.

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into and out of the Level 3 category during the period. The end of period value is used for the transfers between Levels of the Fund's assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy, and if material, a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for the Fund.

(c) Valuation Techniques and the Fair Value Hierarchy

Level 1, Level 2 and Level 3 trading assets and trading liabilities, at fair value The valuation methods (or “techniques”) and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1, Level 2 and Level 3 of the fair value hierarchy are as follows:

Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Investments in registered open-end investment companies (other than ETFs) will be valued based upon the NAVs of such investments and are categorized as Level 1 of the fair value hierarchy. Investments in unregistered open-end investment companies will be calculated based upon the NAVs of such investments and are considered Level 1 provided that the NAVs are observable, calculated daily and are the value at which both purchases and sales will be conducted.

Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities, non-U.S. bonds, and short-term debt instruments (such as commercial paper, time deposits, and certificates of deposit) are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Sources’ internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy.

Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also normally valued by Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Sources that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. Preferred securities and other equities traded on inactive markets or valued by reference to similar instruments are also categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain exchange traded futures and options to account for market movement between the exchange settlement and the NYSE close. These securities are valued using quotes obtained from a quotation reporting system, established market makers or Pricing Sources. Financial derivatives using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.

Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indexes, reference rates, and other inputs or a combination of these factors. These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Sources (normally determined as of the NYSE Close). Depending on the product and the terms of the transaction, financial derivative instruments can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices, issuer details, indexes, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indexes, reference rates, and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Sources (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, LIBOR forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

If third-party evaluated vendor pricing is not available or not deemed to be indicative of fair value, the Manager may elect to obtain Broker Quotes directly from the broker-dealer or passed through from a third-party vendor. In the event that fair value is based upon a single sourced Broker Quote, these securities are categorized as Level 3 of the fair value hierarchy. Broker Quotes are typically received from established market participants. Although independently received, the Manager does not have the transparency to view the underlying inputs which support the market quotation. Significant changes in the Broker Quote would have direct and proportional changes in the fair value of the security.

Notes to Financial Statements (Cont.)

Expected recovery valuation estimates that the fair value of an existing asset can be recovered, net of any liability. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Discounted Cash Flow model is based on future cash flows generated by the investment and may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset Pricing Model and/or other market-based inputs. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Comparable Companies model is based on application of valuation multiples from publicly traded comparable companies to the financials of the subject company. Adjustments may be made to the market-derived valuation multiples based on differences between the comparable companies and the subject company. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Securities that are smaller in size than institutional-sized or round lot positions of the particular security/instrument type may apply an adjustment factor to the daily vendor-provided price for the corresponding round lot position to arrive at a fair value for the applicable odd lot positions. The adjustment factor is determined by comparing the prices of internal trades with vendor prices, calculating the weighted average differences, and using that difference as an adjustment factor to vendor prices. These securities are categorized as Level 3 of the fair value hierarchy.

Short-term debt instruments (such as commercial paper, time deposits, and certificates of deposit) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Valuation Designee believes reflects fair value and are categorized as Level 3 of the fair value hierarchy.

2. FEDERAL INCOME TAX MATTERS

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the “Code”) and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made.

The Fund may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.

In accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of September 30, 2023, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

The Fund files U.S. federal, state, and local tax returns as required. The Fund's tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

Glossary: (abbreviations that may be used in the preceding statements)					(Unaudited)
Counterparty Abbreviations:
BMO	BMO Capital Markets Corporation	DUB	Deutsche Bank AG	RCY	Royal Bank of Canada
BOA	Bank of America N.A.	FICC	Fixed Income Clearing Corporation	SCX	Standard Chartered Bank, London
BOS	BofA Securities, Inc.	GLM	Goldman Sachs Bank USA	SOG	Societe Generale Paris
BPS	BNP Paribas S.A.	JPM	JP Morgan Chase Bank N.A.	SSB	State Street Bank and Trust Co.
BYR	The Bank of Nova Scotia - Toronto	MBC	HSBC Bank Plc	TDM	TD Securities (USA) LLC
CBK	Citibank N.A.	MYI	Morgan Stanley & Co. International PLC	TOR	The Toronto-Dominion Bank
CDC	Natixis Securities Americas LLC	RBC	Royal Bank of Canada	UBS	UBS Securities LLC
Currency Abbreviations:
ARS	Argentine Peso	DOP	Dominican Peso	PEN	Peruvian New Sol
BRL	Brazilian Real	EUR	Euro	USD (or $)	United States Dollar
CAD	Canadian Dollar	GBP	British Pound
Index/Spread Abbreviations:
BADLARPP	Argentina Badlar Floating Rate Notes	LIBOR01M	1 Month USD-LIBOR	SOFR	Secured Overnight Financing Rate
EUR001M	1 Month EUR Swap Rate	LIBOR03M	3 Month USD-LIBOR	SONIO	Sterling Overnight Interbank Average Rate
EUR003M	3 Month EUR Swap Rate	LIBOR06M	6 Month USD-LIBOR	US0003M	ICE 3-Month USD LIBOR
Municipal Bond or Agency Abbreviations:
ACA	American Capital Access Holding Ltd.
Other  Abbreviations:
ABS	Asset-Backed Security	EURIBOR	Euro Interbank Offered Rate	TBA	To-Be-Announced
CDO	Collateralized Debt Obligation	LIBOR	London Interbank Offered Rate	TBD	To-Be-Determined
CLO	Collateralized Loan Obligation	OIS	Overnight Index Swap	TBD%	Interest rate to be determined when loan settles or at the time of funding
DAC	Designated Activity Company	PIK	Payment-in-Kind