NPORT-EX 2 pcm_fundinc.htm PCM FUND, INC.

Schedule of Investments PIMCO PCM Fund, Inc.

September 30, 2020

(Unaudited)

 

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

 

 

PRINCIPAL
AMOUNT

(000s)

 

MARKET
VALUE

(000s)

INVESTMENTS IN SECURITIES 191.8% ¤

 

 

 

 

LOAN PARTICIPATIONS AND ASSIGNMENTS 13.0%

 

 

 

 

Ancestry.com Operations, Inc.
4.400% (LIBOR03M + 4.250%) due 08/27/2026 ~

$

99

$

99

Caesars Resort Collection LLC

 

 

 

 

2.897% (LIBOR03M + 2.750%) due 12/23/2024 ~

 

35

 

33

4.647% - 4.772% (LIBOR03M + 4.500%) due 07/21/2025 ~

 

150

 

146

Clear Channel Outdoor Holdings, Inc.
3.761% (LIBOR03M + 3.500%) due 08/21/2026 ~

 

99

 

91

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

 

656

 

590

Emerald TopCo, Inc.
3.761% (LIBOR03M + 3.500%) due 07/24/2026 ~

 

6

 

6

Encina Private Credit LLC
TBD% - 4.627% (LIBOR03M + 3.627%) due 11/30/2025 «~µ

 

3,000

 

3,000

Envision Healthcare Corp.
3.897% (LIBOR03M + 3.750%) due 10/10/2025 ~

 

1,584

 

1,142

EyeCare Partners LLC

 

 

 

 

3.750% due 02/18/2027 µ

 

2

 

2

3.897% (LIBOR03M + 3.750%) due 02/18/2027 ~

 

10

 

9

Forbes Energy Services LLC
TBD% due 04/13/2021 «

 

590

 

528

Froneri International PLC
2.397% (LIBOR03M + 2.250%) due 01/31/2027 ~

 

26

 

25

Frontier Communications Corp.
6.000% (PRIME + 2.750%) due 06/15/2024 ~

 

786

 

776

Ingersoll Rand Co. Ltd.
1.897% (LIBOR03M + 1.750%) due 03/01/2027 ~

 

9

 

9

Innophos, Inc.
3.897% (LIBOR03M + 3.750%) due 02/07/2027 «~

 

5

 

5

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

 

167

 

159

Jefferies Finance LLC
3.397% - 3.438% (LIBOR03M + 3.250%) due 06/03/2026 ~

 

5

 

5

McDermott Technology Americas, Inc.

 

 

 

 

3.147% (LIBOR03M + 3.000%) due 06/30/2024 «~

 

130

 

113

4.147% (LIBOR03M + 4.000%) due 06/30/2025 ~

 

185

 

151

MH Sub LLC
3.647% (LIBOR03M + 3.500%) due 09/13/2024 ~

 

19

 

19

Nascar Holdings, Inc.
2.895% (LIBOR03M + 2.750%) due 10/19/2026 ~

 

13

 

13

NCI Building Systems, Inc.
3.901% (LIBOR03M + 3.750%) due 04/12/2025 ~

 

109

 

108

Neiman Marcus Group Ltd. LLC
13.000% (LIBOR03M + 12.000%) due 09/25/2025 ~

 

1,044

 

1,076

Parexel International Corp.
2.897% (LIBOR03M + 2.750%) due 09/27/2024 ~

 

100

 

96

PetSmart, Inc.
4.500% (LIBOR03M + 3.500%) due 03/11/2022 ~

 

93

 

93

PUG LLC
3.647% (LIBOR03M + 3.500%) due 02/12/2027 ~

 

6

 

5

Refinitiv U.S. Holdings, Inc.
3.397% (LIBOR03M + 3.250%) due 10/01/2025 ~

 

218

 

216

Sequa Mezzanine Holdings LLC (5.000% Cash and 6.750% PIK)
11.750% (LIBOR03M + 4.000%) due 04/28/2024 «~(c)

 

820

 

656

Sotera Health Holdings LLC
5.500% (LIBOR03M + 4.500%) due 12/11/2026 ~

 

23

 

23

Starfruit Finco BV
3.151% (LIBOR03M + 3.000%) due 10/01/2025 ~

 

96

 

93

Syniverse Holdings, Inc.
6.000% (LIBOR03M + 5.000%) due 03/09/2023 ~

 

1,405

 

1,095

U.S. Renal Care, Inc.
5.147% (LIBOR03M + 5.000%) due 06/26/2026 ~

 

84

 

82

Univision Communications, Inc.
3.750% (LIBOR03M + 2.750%) due 03/15/2024 ~

 

2,329

 

2,248

Westmoreland Mining Holdings LLC
9.250% (LIBOR03M + 8.250%) due 03/15/2022 «~

 

137

 

130

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

 

674

 

393

 

 

 

Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)

September 30, 2020

(Unaudited)

 

Windstream Services LLC
7.250% (LIBOR03M + 6.250%) due 09/21/2027 ~

 

170

 

165

Total Loan Participations and Assignments (Cost $14,428)

 

 

 

13,400

CORPORATE BONDS & NOTES 29.2%

 

 

 

 

BANKING & FINANCE 7.8%

 

 

 

 

CBL & Associates LP

 

 

 

 

4.600% due 10/15/2024 ^(d)(k)

 

190

 

72

5.950% due 12/15/2026 ^(d)(k)

 

1,621

 

612

CIT Group, Inc.
5.000% due 08/15/2022 (k)

 

300

 

310

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

 

2

 

2

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

 

13

 

13

Ford Motor Credit Co. LLC
3.416% (US0003M + 3.140%) due 01/07/2022 ~(k)

 

280

 

277

Fortress Transportation & Infrastructure Investors LLC

 

 

 

 

6.500% due 10/01/2025 (k)

 

76

 

75

6.750% due 03/15/2022 (k)

 

104

 

103

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

 

6

 

6

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

 

14

 

14

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

 

7

 

6

Navient Corp.

 

 

 

 

5.625% due 01/25/2025

 

51

 

47

6.125% due 03/25/2024 (k)

 

102

 

103

6.500% due 06/15/2022 (k)

 

200

 

205

7.250% due 01/25/2022 (k)

 

300

 

309

7.250% due 09/25/2023

 

24

 

25

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

 

20

 

21

OneMain Finance Corp.

 

 

 

 

6.125% due 03/15/2024

 

24

 

25

6.875% due 03/15/2025 (k)

 

1,025

 

1,139

Piper Jaffray Cos.

 

 

 

 

4.740% due 10/15/2021

 

200

 

200

5.200% due 10/15/2023

 

900

 

902

Sabra Health Care LP
4.800% due 06/01/2024

 

32

 

34

Toll Road Investors Partnership LP
0.000% due 02/15/2045 (f)

 

194

 

63

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

 

2,420

 

2,568

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

 

1,842

 

921

 

 

 

 

8,052

INDUSTRIALS 15.6%

 

 

 

 

Albertsons Cos., Inc.

 

 

 

 

4.625% due 01/15/2027

 

2

 

2

4.875% due 02/15/2030

 

3

 

3

Associated Materials LLC
9.000% due 09/01/2025

 

770

 

807

Boeing Co.

 

 

 

 

5.040% due 05/01/2027 (k)

 

64

 

70

5.150% due 05/01/2030 (k)

 

123

 

138

5.705% due 05/01/2040 (k)

 

193

 

226

5.805% due 05/01/2050 (k)

 

129

 

156

5.930% due 05/01/2060 (k)

 

310

 

385

CCO Holdings LLC

 

 

 

 

4.500% due 08/15/2030

 

26

 

27

4.750% due 03/01/2030 (k)

 

36

 

38

Charter Communications Operating LLC
4.800% due 03/01/2050 (k)

 

41

 

47

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

 

22

 

24

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

 

29

 

28

Community Health Systems, Inc.

 

 

 

 

6.250% due 03/31/2023 (k)

 

2,356

 

2,306

6.625% due 02/15/2025 (k)

 

221

 

214

8.000% due 03/15/2026 (k)

 

78

 

77

8.625% due 01/15/2024 (k)

 

236

 

235

Corning, Inc.
5.450% due 11/15/2079

 

14

 

18

CVS Pass-Through Trust
5.880% due 01/10/2028 (k)

 

965

 

1,085

DAE Funding LLC

 

 

 

 

4.500% due 08/01/2022

 

10

 

10

Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)

September 30, 2020

(Unaudited)

 

5.000% due 08/01/2024

 

22

 

22

5.250% due 11/15/2021 (k)

 

102

 

104

5.750% due 11/15/2023 (k)

 

100

 

101

Delta Air Lines, Inc.
7.375% due 01/15/2026 (k)

 

920

 

966

Diamond Resorts International, Inc.

 

 

 

 

7.750% due 09/01/2023

 

20

 

19

10.750% due 09/01/2024 (k)

 

246

 

220

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

 

172

 

173

Energy Transfer Operating LP

 

 

 

 

3.750% due 05/15/2030

 

14

 

14

5.000% due 05/15/2050

 

14

 

13

Envision Healthcare Corp.
8.750% due 10/15/2026 (k)

 

382

 

177

Exela Intermediate LLC
10.000% due 07/15/2023

 

23

 

7

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

 

350

 

315

Full House Resorts, Inc.

 

 

 

 

8.575% due 01/31/2024

 

100

 

96

9.738% due 02/02/2024

 

8

 

8

General Electric Co.

 

 

 

 

5.875% due 01/14/2038

 

4

 

5

6.150% due 08/07/2037

 

2

 

2

6.875% due 01/10/2039

 

10

 

13

iHeartCommunications, Inc.

 

 

 

 

6.375% due 05/01/2026 (k)

 

233

 

243

8.375% due 05/01/2027

 

60

 

59

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

 

23

 

25

Kronos Acquisition Holdings, Inc.
9.000% due 08/15/2023 (k)

 

200

 

203

NCL Corp. Ltd.

 

 

 

 

3.625% due 12/15/2024

 

14

 

10

10.250% due 02/01/2026 (k)

 

988

 

1,032

Netflix, Inc.
5.375% due 11/15/2029

 

12

 

14

Noble Holding International Ltd.
7.875% due 02/01/2026 ^(d)

 

45

 

11

Occidental Petroleum Corp.
1.730% (US0003M + 1.450%) due 08/15/2022 ~(k)

 

1,000

 

891

Ortho-Clinical Diagnostics, Inc.

 

 

 

 

7.250% due 02/01/2028

 

16

 

17

7.375% due 06/01/2025

 

7

 

7

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

 

21

 

22

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

 

3

 

3

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

 

32

 

31

Topaz Solar Farms LLC

 

 

 

 

4.875% due 09/30/2039 (k)

 

314

 

349

5.750% due 09/30/2039 (k)

 

2,109

 

2,468

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

 

8

 

8

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

 

8

 

5

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

 

22

 

20

Transocean, Inc.
7.250% due 11/01/2025

 

51

 

15

TripAdvisor, Inc.
7.000% due 07/15/2025 (k)

 

1,000

 

1,044

Triumph Group, Inc.

 

 

 

 

5.250% due 06/01/2022

 

4

 

3

6.250% due 09/15/2024

 

11

 

9

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

 

12

 

13

UAL Pass-Through Trust
6.636% due 01/02/2024 (k)

 

355

 

336

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

 

438

 

416

ViaSat, Inc.

 

 

 

 

5.625% due 09/15/2025

 

18

 

18

5.625% due 04/15/2027

 

4

 

4

Western Midstream Operating LP

 

 

 

 

2.116% (US0003M + 1.850%) due 01/13/2023 ~

 

9

 

8

6.250% due 02/01/2050

 

5

 

5

Windstream Escrow LLC
7.750% due 08/15/2028

 

509

 

501

Wyndham Destinations, Inc.

 

 

 

 

3.900% due 03/01/2023

 

14

 

14

4.625% due 03/01/2030

 

5

 

5

6.000% due 04/01/2027 (k)

 

154

 

158

Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)

September 30, 2020

(Unaudited)

 

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

 

12

 

12

 

 

 

 

16,130

UTILITIES 5.8%

 

 

 

 

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

 

14

 

14

Edison International
5.750% due 06/15/2027

 

11

 

12

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

 

24

 

24

Pacific Gas & Electric Co.

 

 

 

 

3.150% due 01/01/2026

 

53

 

54

3.300% due 03/15/2027 (k)

 

132

 

135

3.400% due 08/15/2024 (k)

 

85

 

89

3.450% due 07/01/2025 (k)

 

381

 

399

3.500% due 06/15/2025 (k)

 

151

 

159

3.750% due 07/01/2028 (k)

 

381

 

396

3.750% due 08/15/2042

 

2

 

2

3.850% due 11/15/2023 (k)

 

14

 

15

4.000% due 12/01/2046

 

2

 

2

4.300% due 03/15/2045

 

24

 

23

4.500% due 07/01/2040

 

53

 

54

4.500% due 12/15/2041

 

26

 

26

4.550% due 07/01/2030 (k)

 

712

 

773

4.600% due 06/15/2043

 

9

 

9

4.650% due 08/01/2028 (k)

 

227

 

247

4.750% due 02/15/2044 (k)

 

157

 

161

4.950% due 07/01/2050 (k)

 

712

 

764

Southern California Edison Co.

 

 

 

 

3.650% due 03/01/2028

 

2

 

2

3.650% due 02/01/2050

 

5

 

5

4.125% due 03/01/2048

 

16

 

17

4.650% due 10/01/2043

 

30

 

35

4.875% due 03/01/2049

 

40

 

48

5.750% due 04/01/2035

 

2

 

3

6.000% due 01/15/2034

 

20

 

26

6.650% due 04/01/2029

 

13

 

16

Sprint Corp.

 

 

 

 

7.125% due 06/15/2024 (k)

 

158

 

182

7.625% due 02/15/2025 (k)

 

394

 

462

7.625% due 03/01/2026 (k)

 

954

 

1,154

7.875% due 09/15/2023 (k)

 

527

 

605

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

 

4

 

4

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

 

20

 

16

 

 

 

 

5,933

Total Corporate Bonds & Notes (Cost $30,563)

 

 

 

30,115

MUNICIPAL BONDS & NOTES 0.7%

 

 

 

 

WEST VIRGINIA 0.7%

 

 

 

 

Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007
7.467% due 06/01/2047

 

710

 

761

Total Municipal Bonds & Notes (Cost $671)

 

 

 

761

U.S. GOVERNMENT AGENCIES 15.3%

 

 

 

 

Fannie Mae

 

 

 

 

3.798% due 02/25/2040 •

 

50

 

48

4.000% due 06/25/2050 (a)(k)

 

6,381

 

897

5.898% due 07/25/2029 •

 

230

 

237

Freddie Mac

 

 

 

 

0.000% due 02/25/2046 (b)(f)(k)

 

1,291

 

1,222

0.100% due 02/25/2046 (a)

 

13,318

 

2

0.639% due 01/25/2021 ~(a)

 

2,154

 

0

0.700% due 11/25/2055 ~(a)(k)

 

6,253

 

458

1.210% due 10/25/2020 ~(a)

 

22

 

0

2.079% due 11/25/2045 ~(a)(k)

 

1,027

 

125

3.615% due 06/25/2041 ~(a)(k)

 

10,500

 

157

4.000% due 07/25/2050 (a)(k)

 

11,741

 

1,572

5.000% due 03/15/2040 (a)

 

2,148

 

164

5.298% due 10/25/2029 •

 

250

 

256

5.998% due 05/25/2050 •(a)(k)

 

2,854

 

556

7.698% due 12/25/2027 •

 

445

 

449

Uniform Mortgage-Backed Security, TBA

 

 

 

 

2.000% due 12/01/2050

 

4,100

 

4,221

Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)

September 30, 2020

(Unaudited)

 

2.500% due 12/01/2050

 

5,200

 

5,434

Total U.S. Government Agencies (Cost $16,219)

 

 

 

15,798

NON-AGENCY MORTGAGE-BACKED SECURITIES 41.7%

 

 

 

 

Adjustable Rate Mortgage Trust
3.079% due 01/25/2036 ^~

 

95

 

88

Banc of America Alternative Loan Trust
5.913% due 04/25/2037 ^~

 

126

 

128

Banc of America Funding Trust

 

 

 

 

3.100% due 12/20/2034 ~

 

284

 

192

3.692% due 03/20/2036 ~

 

59

 

54

5.806% due 03/25/2037 ^~

 

71

 

71

7.000% due 10/25/2037 ^

 

438

 

355

Banc of America Mortgage Trust

 

 

 

 

3.385% due 06/25/2035 ~

 

59

 

56

3.704% due 06/20/2031 ~

 

270

 

270

Bancorp Commercial Mortgage Trust
3.902% due 08/15/2032 •(k)

 

2,300

 

2,180

BCAP LLC Trust
0.587% due 07/26/2036 ~

 

87

 

76

Bear Stearns ALT-A Trust

 

 

 

 

0.318% due 04/25/2037 •

 

603

 

540

2.750% due 09/25/2034 ~

 

84

 

83

3.191% due 11/25/2036 ^~

 

627

 

413

3.346% due 05/25/2036 ~

 

36

 

29

3.411% due 08/25/2036 ^~

 

92

 

92

3.463% due 05/25/2036 ^~

 

190

 

177

3.535% due 08/25/2036 ^~

 

246

 

163

3.749% due 01/25/2047 ~

 

30

 

21

3.912% due 07/25/2035 ^~

 

129

 

105

Bear Stearns Commercial Mortgage Securities Trust

 

 

 

 

5.657% due 10/12/2041 ~(k)

 

796

 

815

6.105% due 04/12/2038 ~

 

40

 

40

BRAD Resecuritization Trust

 

 

 

 

2.142% due 03/12/2021 «

 

1,141

 

17

6.550% due 03/12/2021 «

 

278

 

269

CBA Commercial Small Balance Commercial Mortgage
6.040% due 01/25/2039 ^þ

 

241

 

184

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

 

15

 

15

CD Mortgage Trust
5.688% due 10/15/2048

 

1,031

 

595

Chase Mortgage Finance Trust
6.000% due 03/25/2037 ^

 

202

 

150

Churchill Capital Corp.
6.000% due 09/30/2027 «(i)

 

700

 

667

Citigroup Commercial Mortgage Trust
5.773% due 12/10/2049 ~

 

671

 

406

Citigroup Mortgage Loan Trust

 

 

 

 

3.252% due 11/25/2035 ~(k)

 

1,515

 

1,045

3.353% due 11/25/2036 ^~

 

62

 

60

3.711% due 08/25/2035 ^~

 

26

 

23

6.250% due 11/25/2037 ~

 

780

 

548

Citigroup Mortgage Loan Trust, Inc.
2.908% due 10/25/2035 ~

 

397

 

283

Citigroup Mortgage Loan Trust, Inc. Mortgage Pass-Through Certificates
3.560% due 09/25/2035 ^~

 

106

 

88

CitiMortgage Alternative Loan Trust
5.500% due 04/25/2022 ^

 

8

 

8

Commercial Mortgage Lease-Backed Certificates
6.250% due 06/20/2031 ~

 

1,700

 

1,725

Commercial Mortgage Loan Trust
6.258% due 12/10/2049 ~(k)

 

721

 

328

Commercial Mortgage Trust
6.050% due 07/10/2046 ~

 

690

 

687

Countrywide Alternative Loan Trust

 

 

 

 

0.428% due 02/25/2037 •

 

185

 

165

0.438% due 02/25/2036 ^•

 

564

 

472

0.698% due 10/25/2037 •

 

4,047

 

672

2.019% due 12/25/2035 •

 

936

 

855

5.500% due 03/25/2035

 

449

 

292

6.000% due 11/25/2035 ^

 

170

 

48

6.000% due 04/25/2036 ^(k)

 

2,727

 

1,972

Countrywide Home Loan Mortgage Pass-Through Trust

 

 

 

 

0.788% due 03/25/2035 •

 

118

 

103

2.018% due 03/25/2046 ^•(k)

 

585

 

374

2.195% due 02/20/2036 ^•

 

6

 

5

3.097% due 09/20/2036 ^~

 

94

 

87

3.231% due 09/25/2047 ^~

 

292

 

271

6.000% due 05/25/2037 ^

 

234

 

170

Credit Suisse Commercial Mortgage Trust

 

 

 

 

5.457% due 02/15/2040 ~

 

3,228

 

569

5.869% due 09/15/2040 ~

 

3

 

6

Credit Suisse First Boston Mortgage Securities Corp.
7.000% due 02/25/2033

 

49

 

51

Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)

September 30, 2020

(Unaudited)

 

Credit Suisse Mortgage Capital Certificates
0.676% due 11/30/2037 ~

 

2,928

 

2,670

Credit Suisse Mortgage Capital Mortgage-Backed Trust

 

 

 

 

5.896% due 04/25/2036 þ

 

198

 

139

6.000% due 07/25/2036

 

1,063

 

853

6.500% due 05/25/2036 ^

 

162

 

87

First Horizon Alternative Mortgage Securities Trust
2.778% due 08/25/2035 ^~

 

13

 

2

GE Commercial Mortgage Corp. Trust
5.606% due 12/10/2049 ~

 

191

 

105

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

 

900

 

810

GS Mortgage Securities Trust

 

 

 

 

1.183% due 08/10/2043 ~(a)

 

5,266

 

64

2.346% due 05/10/2045 ~(a)

 

3,050

 

47

5.622% due 11/10/2039

 

512

 

354

GSR Mortgage Loan Trust
3.408% due 03/25/2047 ^~(k)

 

877

 

716

HarborView Mortgage Loan Trust
0.656% due 01/19/2036 •

 

554

 

406

IndyMac Mortgage Loan Trust

 

 

 

 

0.948% due 11/25/2034 •

 

91

 

85

3.277% due 05/25/2036 ~

 

123

 

86

3.792% due 06/25/2037 ~

 

197

 

175

JPMorgan Alternative Loan Trust
6.500% due 03/25/2036 ^(k)

 

987

 

808

JPMorgan Chase Commercial Mortgage Securities Corp.
2.065% due 03/12/2039 ~(a)

 

158

 

0

JPMorgan Chase Commercial Mortgage Securities Trust

 

 

 

 

0.608% due 02/15/2046 ~(a)

 

57,062

 

317

5.411% due 05/15/2047 (k)

 

1,532

 

1,773

6.040% due 01/12/2038 ~

 

1,600

 

1,620

6.374% due 02/12/2051 ~

 

680

 

685

JPMorgan Mortgage Trust
2.962% due 07/25/2035 ~

 

31

 

31

LB-UBS Commercial Mortgage Trust

 

 

 

 

5.407% due 11/15/2038 ^(k)

 

282

 

157

5.562% due 02/15/2040 ^~

 

119

 

66

Lehman Mortgage Trust

 

 

 

 

5.000% due 08/25/2021 ^

 

42

 

42

5.954% due 04/25/2036 ^~

 

133

 

117

6.000% due 05/25/2037 ^

 

241

 

244

MASTR Adjustable Rate Mortgages Trust
3.261% due 11/25/2035 ^~

 

324

 

248

MASTR Asset Securitization Trust
6.000% due 06/25/2036 ^•

 

276

 

247

Merrill Lynch Mortgage Investors Trust

 

 

 

 

0.568% due 07/25/2030 •

 

41

 

40

0.808% due 11/25/2029 •

 

71

 

68

3.963% due 11/25/2035 •

 

81

 

80

Morgan Stanley Capital Trust

 

 

 

 

0.498% due 11/12/2049 ~(a)

 

5,366

 

4

5.399% due 12/15/2043

 

83

 

56

Morgan Stanley Mortgage Loan Trust

 

 

 

 

3.530% due 01/25/2035 ^~

 

206

 

161

6.000% due 08/25/2037 ^

 

190

 

128

Morgan Stanley Resecuritization Trust
3.921% due 03/26/2037 ~(k)

 

3,842

 

3,686

Mortgage Equity Conversion Asset Trust
4.000% due 07/25/2060

 

154

 

150

Motel 6 Trust
7.079% due 08/15/2024 •

 

972

 

810

Nomura Asset Acceptance Corp. Alternative Loan Trust
1.218% due 02/25/2035 •

 

147

 

150

Regal Trust
2.255% due 09/29/2031 •

 

14

 

14

Residential Accredit Loans, Inc. Trust

 

 

 

 

4.482% due 01/25/2036 ^~(k)

 

266

 

235

6.000% due 08/25/2035 ^

 

215

 

216

6.000% due 06/25/2036 ^

 

115

 

110

6.500% due 09/25/2037 ^

 

196

 

194

Residential Asset Securitization Trust
6.000% due 03/25/2037 ^

 

201

 

119

Residential Funding Mortgage Securities, Inc. Trust
6.000% due 06/25/2036 ^

 

171

 

168

Structured Adjustable Rate Mortgage Loan Trust

 

 

 

 

3.508% due 09/25/2036 ^~

 

93

 

87

3.556% due 01/25/2036 ^~

 

247

 

175

3.569% due 04/25/2036 ^~

 

260

 

207

Structured Asset Mortgage Investments Trust
0.358% due 08/25/2036 ^•(k)

 

639

 

609

TBW Mortgage-Backed Trust
6.000% due 07/25/2036 ^

 

128

 

85

Wachovia Bank Commercial Mortgage Trust

 

 

 

 

1.145% due 10/15/2041 ~(a)

 

42

 

0

5.720% due 10/15/2048 ~(k)

 

1,467

 

1,427

Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)

September 30, 2020

(Unaudited)

 

WaMu Mortgage Pass-Through Certificates Trust

 

 

 

 

0.638% due 06/25/2044 •(k)

 

315

 

306

2.182% due 11/25/2046 •

 

436

 

409

3.353% due 12/25/2036 ^~(k)

 

250

 

248

Washington Mutual Mortgage Pass-Through Certificates Trust
6.500% due 08/25/2036 ^(k)

 

1,014

 

916

Wells Fargo Alternative Loan Trust
5.500% due 07/25/2022

 

3

 

3

Wells Fargo-RBS Commercial Mortgage Trust
0.987% due 02/15/2044 ~(a)

 

10,955

 

0

Total Non-Agency Mortgage-Backed Securities (Cost $42,802)

 

 

 

42,973

ASSET-BACKED SECURITIES 72.6%

 

 

 

 

Asset-Backed Securities Corp. Home Equity Loan Trust

 

 

 

 

1.243% due 02/25/2035 •(k)

 

2,907

 

2,907

1.873% due 12/25/2034 •(k)

 

1,362

 

1,350

3.406% due 06/21/2029 •

 

71

 

70

Bayview Financial Acquisition Trust
0.425% due 12/28/2036 •

 

34

 

34

Bear Stearns Asset-Backed Securities Trust

 

 

 

 

0.528% due 04/25/2036 •(k)

 

1,973

 

2,568

3.444% due 07/25/2036 ~

 

276

 

278

5.500% due 12/25/2035

 

34

 

29

Bombardier Capital Mortgage Securitization Corp.
7.830% due 06/15/2030 ~

 

1,185

 

371

Centex Home Equity Loan Trust
0.898% due 01/25/2035 •(k)

 

1,643

 

1,580

Citigroup Mortgage Loan Trust