SEPTEMBER 30, 2023 (UNAUDITED)

PCM Fund, Inc.

Portfolio Holdings

PCM Fund, Inc.

Notes to Financial Statements

Schedule of Investments PIMCO PCM Fund, Inc.

September 30, 2023

(Unaudited)

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

PRINCIPAL

MARKET

AMOUNT

VALUE

(000s)

(000s)

INVESTMENTS IN SECURITIES 184.5% ¤

LOAN PARTICIPATIONS AND ASSIGNMENTS 23.9%

Amsurg

TBD% due 04/28/2028 «

$

2,929

$

2,216

16.394% due 04/29/2027

1,371

1,635

AmSurg LLC

0.500% - 13.250% (PRIME + 2.750%) due 07/10/2026 «~

71

71

Diamond Sports Group LLC

TBD% - 15.412% due 05/25/2026

1,284

668

Encina Private Credit LLC

TBD% - 9.587% due 11/30/2025 «µ

1,011

972

Forbes Energy Services LLC

TBD% due 12/31/2023 «

521

0

Incora

TBD% - 13.917% due 03/01/2024 «

1,025

1,059

Ivanti Software, Inc.

9.758% due 12/01/2027

1,659

1,441

Lealand Finance Co. BV

8.431% due 06/28/2024 «

27

20

Lealand Finance Co. BV (6.431% Cash and 3.000% PIK)

9.431% due 06/30/2025 (c)

203

113

Profrac Services LLC

12.753% - 12.902% due 03/04/2025

837

840

PUG LLC

8.931% - 9.681% due 02/12/2027

690

653

8.931% - 9.681% due 02/12/2027 «

281

268

Radiate Holdco LLC

8.681% due 09/25/2026

394

324

Rising Tide Holdings, Inc.

1.000% due 06/01/2026 «

86

83

Softbank Vision Fund

5.000% due 12/21/2025 «

569

532

Syniverse Holdings, Inc.

12.390% due 05/13/2027

2,003

1,775

Team Health Holdings, Inc.

8.181% (LIBOR01M + 2.750%) due 02/06/2024 ~

1,758

1,721

TexGen Power LLC

12.410% (LIBOR03M + 6.850%) due 10/08/2026 «~

924

928

U.S. Renal Care, Inc.

10.607% due 06/20/2028

2,075

1,390

Veritas U.S., Inc.

10.431% due 09/01/2025

1,194

1,041

Westmoreland Mining Holdings LLC

8.000% due 03/15/2029

369

277

Windstream Services LLC

11.666% due 09/21/2027

164

159

Total Loan Participations and Assignments (Cost $20,035)

18,186

CORPORATE BONDS & NOTES 23.3%

BANKING & FINANCE 6.6%

CBRE Services, Inc.

5.950% due 08/15/2034 (k)

1,100

1,039

Navient Corp.

5.625% due 01/25/2025

51

49

Piper Sandler Cos.

5.200% due 10/15/2023

900

899

SVB Financial Group

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

284

172

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

100

64

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

200

127

Uniti Group LP

6.000% due 01/15/2030 (k)

1,065

678

10.500% due 02/15/2028 (k)

807

791

Voyager Aviation Holdings LLC

8.500% due 05/09/2026 ^«(d)

2,205

1,199

5,018

INDUSTRIALS 16.3%

Carvana Co. (12.000% PIK)

12.000% due 12/01/2028 (c)

83

65

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

September 30, 2023

(Unaudited)

Carvana Co. (13.000% PIK)

13.000% due 06/01/2030 (c)

125

98

Carvana Co. (14.000% PIK)

14.000% due 06/01/2031 (c)

248

194

Citgo Petroleum Corp.

8.375% due 01/15/2029

200

200

CVS Pass-Through Trust

5.880% due 01/10/2028 (k)

618

601

DISH DBS Corp.

5.250% due 12/01/2026 (k)

660

562

5.750% due 12/01/2028 (k)

400

308

DISH Network Corp.

11.750% due 11/15/2027 (k)

800

807

Exela Intermediate LLC (11.500% PIK)

11.500% due 04/15/2026 (c)

14

3

Forward Air Corp.

9.500% due 10/15/2031 (b)

200

200

LifePoint Health, Inc.

11.000% due 10/15/2030 (b)

100

100

Sitio Royalties Operating Partnership LP

7.875% due 11/01/2028 (b)

400

401

Topaz Solar Farms LLC

4.875% due 09/30/2039 (k)

273

247

5.750% due 09/30/2039 (k)

1,792

1,658

Transocean Aquila Ltd.

8.000% due 09/30/2028 (b)

400

400

U.S. Renal Care, Inc.

10.625% due 06/28/2028

249

167

Valaris Ltd.

8.375% due 04/30/2030

100

100

Venture Global LNG, Inc.

8.125% due 06/01/2028

100

99

Veritas U.S., Inc.

7.500% due 09/01/2025 (k)

1,200

1,005

Wesco Aircraft Holdings, Inc. (7.500% Cash and 3.000% PIK)

10.500% due 11/15/2026 ^(c)(d)

4,180

3,804

Windstream Escrow LLC

7.750% due 08/15/2028 (k)

1,752

1,395

12,414

UTILITIES 0.4%

Pacific Gas & Electric Co.

3.750% due 08/15/2042

2

2

4.000% due 12/01/2046

2

1

4.300% due 03/15/2045 (k)

463

314

317

Total Corporate Bonds & Notes (Cost $20,602)

17,749

CONVERTIBLE BONDS & NOTES 0.6%

INDUSTRIALS 0.6%

Multiplan Corp. (6.000% Cash or 7.000% PIK)

6.000% due 10/15/2027 (c)(k)

700

467

Total Convertible Bonds & Notes (Cost $689)

467

MUNICIPAL BONDS & NOTES 1.7%

PUERTO RICO 1.7%

Commonwealth of Puerto Rico Bonds, Series 2022

0.000% due 11/01/2043

1,418

738

0.000% due 11/01/2051

1,234

563

Total Municipal Bonds & Notes (Cost $1,295)

1,301

U.S. GOVERNMENT AGENCIES 4.7%

Fannie Mae

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

2,934

551

11.179% due 07/25/2029 •(k)

230

259

Freddie Mac

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

5,985

396

0.721% due 05/25/2050 •(a)(k)

1,537

149

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

1,027

74

3.500% due 02/25/2041 (a)(k)

1,760

223

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

5,575

1,255

5.000% due 03/15/2040 (a)(k)

237

12

10.579% due 10/25/2029 •(k)

250

274

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

September 30, 2023

(Unaudited)

12.979% due 12/25/2027 •

390

412

Total U.S. Government Agencies (Cost $3,719)

3,605

NON-AGENCYMORTGAGE-BACKED SECURITIES 48.1%

245 Park Avenue Trust

3.779% due 06/05/2037 ~(k)

1,065

848

Adjustable Rate Mortgage Trust

5.383% due 01/25/2036 ^«~

48

43

Ashford Hospitality Trust

6.905% due 04/15/2035 •(k)

900

869

Banc of America Alternative Loan Trust

5.285% due 04/25/2037 ^«~

63

52

Banc of America Funding Trust

3.116% due 12/20/2034 ~

185

134

3.629% due 03/20/2036 «~

34

28

5.806% due 03/25/2037 ^«~

36

34

7.000% due 10/25/2037 ^«

320

211

Banc of America Mortgage Trust

4.739% due 06/25/2035 «~

37

34

5.189% due 06/20/2031 «~

113

108

Bancorp Commercial Mortgage Trust

9.193% due 08/15/2032 •(k)

314

312

Barclays Commercial Mortgage Securities Trust

3.811% due 02/15/2053 ~(k)

1,000

724

8.329% due 10/15/2037 •(k)

900

853

BCAP LLC Trust

5.828% due 07/26/2036 ~

54

45

Bear Stearns ALT-A Trust

3.704% due 05/25/2036 ^~

880

787

3.802% due 05/25/2036 ~

23

16

3.876% due 01/25/2047 ~

21

10

4.216% due 08/25/2036 ^~

183

93

4.352% due 07/25/2035 ^~

101

71

4.491% due 11/25/2036 ^~

459

236

5.125% due 09/25/2034 «~

61

56

5.774% due 04/25/2037 •

386

334

Bear Stearns Asset-Backed Securities Trust

5.500% due 12/25/2035 «

23

15

Bear Stearns Commercial Mortgage Securities Trust

5.657% due 10/12/2041 ~

35

33

BHP Trust

8.318% due 08/15/2036 •(k)

588

572

CBA Commercial Small Balance Commercial Mortgage

6.040% due 01/25/2039 ^þ

96

87

CD Mortgage Trust

5.688% due 10/15/2048

59

51

Chase Mortgage Finance Trust

6.000% due 03/25/2037 ^

156

87

Citigroup Commercial Mortgage Trust

5.617% due 12/10/2049 ~

219

149

Citigroup Mortgage Loan Trust

4.859% due 10/25/2035 ~

950

770

4.887% due 11/25/2035 ~(k)

1,085

602

6.250% due 11/25/2037 ~

649

288

Citigroup Mortgage Loan Trust, Inc. Mortgage Pass-Through Certificates

3.762% due 09/25/2035 ^«~

59

41

Commercial Mortgage Lease-Backed Certificates

6.250% due 06/20/2031 ~(k)

222

220

Commercial Mortgage Loan Trust

6.809% due 12/10/2049 ~

133

18

Connecticut Avenue Securities Trust

8.415% due 10/25/2041 •(k)

800

803

Countrywide Alternative Loan Trust

5.500% due 03/25/2035

375

162

5.626% due 12/25/2035 •(k)

532

438

5.984% due 10/25/2037 •(k)

3,477

776

5.994% due 02/25/2037 •

120

98

6.000% due 11/25/2035 ^«

160

25

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

2,130

996

6.014% due 02/25/2036 ^•

364

319

Countrywide Home Loan Mortgage Pass-Through Trust

3.965% due 09/20/2036 ^~

57

49

4.163% due 09/25/2047 ^~

164

143

6.000% due 05/25/2037 ^

180

76

6.074% due 03/25/2035 •

64

55

7.304% due 03/25/2046 ^•

327

212

7.884% due 02/20/2036 ^•

2

2

Credit Suisse First Boston Mortgage Securities Corp.

7.000% due 02/25/2033 «

30

29

Credit Suisse Mortgage Capital Mortgage-Backed Trust

6.000% due 07/25/2036 (k)

847

409

6.396% due 04/25/2036 þ

144

74

6.500% due 05/25/2036 ^«

144

55

DBGS Mortgage Trust

0.201% due 10/15/2036 ~(a)

147,870

291

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

September 30, 2023

(Unaudited)

7.480% due 06/15/2033 •(k)

900

682

8.030% due 06/15/2033 •(k)

200

139

Extended Stay America Trust

9.146% due 07/15/2038 •(k)

855

834

First Horizon Alternative Mortgage Securities Trust

6.175% due 08/25/2035 ^«~

3

0

Freddie Mac

12.815% due 10/25/2041 •(k)

1,100

1,135

13.115% due 11/25/2041 •(k)

1,100

1,141

GS Mortgage Securities Corp. Trust

4.744% due 10/10/2032 ~(k)

800

742

4.744% due 10/10/2032 ~

100

91

GS Mortgage Securities Trust

0.564% due 08/10/2043 ~(a)

1,781

17

GSR Mortgage Loan Trust

3.841% due 03/25/2047 ^~

577

370

HarborView Mortgage Loan Trust

5.942% due 01/19/2036 •

398

242

IndyMac INDA Mortgage Loan Trust

3.874% due 06/25/2037 ~

94

72

IndyMac INDX Mortgage Loan Trust

3.253% due 05/25/2036 «~

88

46

6.234% due 11/25/2034 •

53

46

JP Morgan Alternative Loan Trust

6.500% due 03/25/2036 ^(k)

744

411

JP Morgan Chase Commercial Mortgage Securities Trust

0.503% due 02/15/2046 «~(a)(k)

52,814

45

6.241% due 02/12/2051 ~

28

229

7.066% due 07/05/2033 •(k)

843

732

9.697% due 02/15/2035 •(k)

786

741

11.837% due 11/15/2038 •(k)

900

813

JP Morgan Mortgage Trust

5.768% due 07/25/2035 «~

7

7

Lehman Mortgage Trust

5.874% due 04/25/2036 ^~

155

98

6.000% due 05/25/2037 ^«

5

5

MASTR Adjustable Rate Mortgages Trust

4.871% due 11/25/2035 ^«~

182

87

MASTR Asset Securitization Trust

6.000% due 06/25/2036 ^•

147

87

Merrill Lynch Mortgage Investors Trust

4.261% due 11/25/2035 •

37

35

4.421% due 02/25/2034 ~

3

2

4.970% due 05/25/2033 «~

8

7

5.854% due 07/25/2030 «•

14

13

6.094% due 11/25/2029 •

40

36

MFA Trust

4.092% due 08/25/2061 ~(k)

1,000

809

4.254% due 12/25/2066 ~(k)

1,000

700

Morgan Stanley Capital Trust

0.818% due 11/12/2049 ~(a)

125

0

9.855% due 11/15/2034 •

400

369

Morgan Stanley Mortgage Loan Trust

5.124% due 01/25/2035 ^~

161

127

6.000% due 08/25/2037 ^

136

49

Morgan Stanley Re-REMIC Trust

4.109% due 03/26/2037 ~(k)

1,731

1,479

Mortgage Equity Conversion Asset Trust

4.000% due 07/25/2060

70

63

Natixis Commercial Mortgage Securities Trust

4.193% due 04/10/2037 ~(k)

1,197

804

9.277% due 03/15/2035 •(k)

288

288

10.525% due 03/15/2035 •(k)

576

576

New Residential Mortgage Loan Trust

3.881% due 11/25/2059 ~(k)

2,900

1,328

Nomura Asset Acceptance Corp. Alternative Loan Trust

6.504% due 02/25/2035 •(k)

179

175

Regal Trust

4.231% due 09/29/2031 «•

10

9

Residential Accredit Loans, Inc. Trust

5.041% due 01/25/2036 ^~

165

119

6.000% due 08/25/2035 ^

115

95

6.000% due 06/25/2036 ^

62

47

6.500% due 09/25/2037 ^

115

89

Residential Asset Securitization Trust

6.000% due 03/25/2037 ^

181

59

Residential Funding Mortgage Securities, Inc. Trust

6.000% due 06/25/2036 ^«

86

68

Structured Adjustable Rate Mortgage Loan Trust

3.956% due 04/25/2036 ^~

150

86

4.494% due 01/25/2036 ^~

173

90

4.777% due 09/25/2036 ^«

17

15

Structured Asset Mortgage Investments Trust

5.854% due 08/25/2036 ^•(k)

299

239

TBW Mortgage-Backed Trust

6.000% due 07/25/2036 ^«

102

37

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

September 30, 2023

(Unaudited)

Tharaldson Hotel Portfolio Trust

8.922% due 11/11/2034 •(k)

1,126

1,090

Wachovia Bank Commercial Mortgage Trust

0.638% due 10/15/2041 ~(a)

11

0

WaMu Mortgage Pass-Through Certificates Trust

3.907% due 12/25/2036 ^~(k)

153

134

6.126% due 10/25/2046 •

693

617

6.126% due 11/25/2046 •(k)

443

381

6.334% due 10/25/2045 •(k)

2,436

1,980

6.414% due 06/25/2044 «•

160

143

Washington Mutual Mortgage Pass-Through Certificates Trust

6.500% due 08/25/2036 ^(k)

625

495

Wells Fargo Commercial Mortgage Trust

5.092% due 12/15/2039 ~(k)

1,042

892

Worldwide Plaza Trust

3.715% due 11/10/2036 ~(k)

2,400

378

Total Non-AgencyMortgage-Backed Securities (Cost $42,904)

36,578

ASSET-BACKED SECURITIES 63.8%

AIM Aviation Finance Ltd.

6.213% due 02/15/2040 þ(k)

883

574

Asset-Backed Securities Corp. Home Equity Loan Trust

6.164% due 02/25/2035 •(k)

1,305

1,314

8.689% due 06/21/2029 «•

58

55

Bear Stearns Asset-Backed Securities Trust

4.445% due 07/25/2036 «~

20

20

5.287% due 04/25/2036 •(k)

1,982

2,746

Bombardier Capital Mortgage Securitization Corp.

7.830% due 06/15/2030 ~

1,185

151

Citigroup Mortgage Loan Trust

5.754% due 12/25/2036 •(k)

1,042

584

5.874% due 12/25/2036 •(k)

635

250

6.134% due 11/25/2046 •(k)

1,100

907

8.959% due 12/25/2033 •(k)

807

828

Conseco Finance Securitizations Corp.

7.960% due 05/01/2031

324

93

9.163% due 03/01/2033 ~

744

703

Countrywide Asset-Backed Certificates Trust

5.694% due 12/25/2036 ^•(k)

715

640

5.834% due 06/25/2037 ^•(k)

481

465

5.839% due 09/25/2046 •(k)

4,161

3,167

5.914% due 05/25/2036 •(k)

7,445

6,080

7.084% due 06/25/2035 •(k)

3,954

3,840

7.309% due 10/25/2035 •(k)

2,224

1,691

Crown City CLO

0.000% due 04/20/2035 ~

600

401

EMC Mortgage Loan Trust

6.484% due 05/25/2040 «•

87

84

6.734% due 02/25/2041 «•

184

174

Flagship Credit Auto Trust

0.000% due 06/15/2026 «(f)

2

80

0.000% due 06/15/2029 «(f)

14

939

GE Capital Mortgage Services, Inc. Trust

6.705% due 04/25/2029 «~

24

20

GSAMP Trust

7.234% due 06/25/2035 •(k)

2,200

2,051

8.059% due 12/25/2034 •(k)

2,156

1,691

Home Equity Mortgage Loan Asset-Backed Trust

5.674% due 04/25/2037 •(k)

3,229

2,093

6.184% due 10/25/2035 •

120

116

HSI Asset Securitization Corp. Trust

5.544% due 04/25/2037 •(k)

2,779

1,402

5.774% due 12/25/2036 •(k)

4,289

1,132

Lehman XS Trust

6.260% due 11/25/2035 þ

719

311

Marlette Funding Trust

0.000% due 07/16/2029 «(f)

5

234

0.000% due 03/15/2030 «(f)

8

302

MASTR Asset-Backed Securities Trust

5.654% due 08/25/2036 •(k)

2,468

951

Morgan Stanley ABS Capital, Inc. Trust

5.574% due 10/25/2036 •(k)

7,909

3,433

6.214% due 12/25/2034 «•

93

85

Morgan Stanley Home Equity Loan Trust

6.499% due 05/25/2035 •(k)

1,920

1,628

National Collegiate Commutation Trust

0.000% due 03/25/2038 •

3,500

954

People's Financial Realty Mortgage Securities Trust

5.564% due 09/25/2036 •(k)

5,718

1,123

Renaissance Home Equity Loan Trust

7.238% due 09/25/2037 ^þ(k)

3,314

1,409

Securitized Asset-Backed Receivables LLC Trust

6.079% due 01/25/2035 «•

142

138

SMB Private Education Loan Trust

0.000% due 02/16/2055 «(f)

0

232

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

September 30, 2023

(Unaudited)

SoFi Professional Loan Program LLC

0.000% due 05/25/2040 (f)

1,000

93

0.000% due 09/25/2040 «(f)

339

41

Soundview Home Loan Trust

6.384% due 10/25/2037 •(k)

1,632

1,185

Structured Asset Investment Loan Trust

7.159% due 10/25/2034 •(k)

1,986

1,963

9.934% due 10/25/2033 «•

68

73

UCFC Manufactured Housing Contract

7.900% due 01/15/2028 ^~

56

50

Total Asset-Backed Securities (Cost $59,135)

48,496

SHARES

COMMON STOCKS 5.1%

COMMUNICATION SERVICES 0.4%

Clear Channel Outdoor Holdings, Inc. (e)

108,013

171

iHeartMedia, Inc. 'A' (e)

25,745

81

iHeartMedia, Inc. 'B' «(e)

20,009

57

309

ENERGY 0.2%

Axis Energy Services 'A' «(i)

3,344

109

INDUSTRIALS 3.0%

Mcdermott International Ltd. (e)

7,216

2

Neiman Marcus Group Ltd. LLC «(e)(i)

13,191

1,794

Syniverse Holdings, Inc. «(i)

351,847

318

Voyager Aviation Holdings LLC «(e)

307

0

Westmoreland Mining Holdings «(e)(i)

9,154

105

Westmoreland Mining LLC «(e)(i)

9,234

60

2,279

UTILITIES 1.5%

TexGen Power LLC «(e)(i)

9,914

278

West Marine New «(e)(i)

2,750

29

Windstream Units «(e)

43,518

866

1,173

Total Common Stocks (Cost $3,679)

3,870

WARRANTS 0.0%

UTILITIES 0.0%

West Marine - Exp. 09/08/2028 «

357

0

Total Warrants (Cost $0)

0

PREFERRED SECURITIES 0.0%

BANKING & FINANCE 0.0%

SVB Financial Group

4.700% due 11/15/2031 ^(d)(h)

11,000

0

INDUSTRIALS 0.0%

Voyager Aviation Holdings LLC

9.500% «

1,842

0

Total Preferred Securities (Cost $605)

0

REAL ESTATE INVESTMENT TRUSTS 0.9%

REAL ESTATE 0.9%

CBL & Associates Properties, Inc.

4,345

91

Uniti Group, Inc.

34,736

164

VICI Properties, Inc.

13,531

394

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

September 30, 2023

(Unaudited)

Total Real Estate Investment Trusts (Cost $317)

649

PRINCIPAL

AMOUNT

(000s)

SHORT-TERM INSTRUMENTS 12.4%

REPURCHASE AGREEMENTS (j) 12.1%

9,207

U.S. TREASURY BILLS 0.3%

5.412% due 11/02/2023 (f)(g)(n)

$

258

257

Total Short-Term Instruments (Cost $9,464)

9,464

Total Investments in Securities (Cost $162,444)

140,365

Total Investments 184.5% (Cost $162,444)

$

140,365

Financial Derivative Instruments (l)(m) (0.2)%(Cost or Premiums, net $1,501)

(186)

Other Assets and Liabilities, net (84.3)%

(64,119)

Net Assets 100.0%

$

76,060

Schedule of Investments PIMCO PCM Fund, Inc. (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).
  • 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.
  • 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.
  1. Security is an Interest Only ("IO") or IO Strip.
  2. When-issuedsecurity.
  3. Payment in-kind security.
  4. Security is not accruing income as of the date of this report.
  5. Security did not produce income within the last twelve months.
  6. Zero coupon security.
  7. Coupon represents a yield to maturity.
  8. Perpetual maturity; date shown, if applicable, represents next contractual call date.
  9. RESTRICTED SECURITIES:

Market Value

Acquisition

Market

as Percentage

Issuer Description

Date

Cost

Value

of Net Assets

Axis Energy Services 'A'

07/01/2021

$

49

$

109

0.14%

Neiman Marcus Group Ltd. LLC

09/25/2020

425

1,794

2.36

Syniverse Holdings, Inc.

05/12/2022 - 05/31/2023

346

318

0.42

TexGen Power LLC

07/20/2018

314

278

0.37

West Marine New

12/08/2014

40

29

0.04

Westmoreland Mining Holdings

06/30/2023

267

105

0.14

Westmoreland Mining LLC

09/12/2023

61

60

0.08

..........................................................................................................................

$

1,502

$

2,693

3.54%

BORROWINGS AND OTHER FINANCING TRANSACTIONS

  1. REPURCHASE AGREEMENTS:

Repurchase

Agreement

Repurchase

Proceeds

Lending

Settlement

Maturity

Principal

Collateral

Agreements,

to be

Counterparty

Rate

Date

Date

Amount

Collateralized By

(Received)

at Value

Received(1)

FICC

2.600%

09/29/2023

10/02/2023

$

607

U.S. Treasury Notes 0.250% due 09/30/2025

$

(619)

$

607

$

607

BSN

5.340

09/29/2023

10/02/2023

8,600

U.S. Treasury Notes 2.750% due 05/15/2025

(8,776)

8,600

8,604

Total Repurchase Agreements

$

(9,395)

$

9,207

$

9,211

REVERSE REPURCHASE AGREEMENTS:

Payable for

Reverse

Amount

Repurchase

Counterparty

Borrowing Rate(2)

Settlement Date

Maturity Date

Borrowed(2)

Agreements

BNY

6.171%

04/20/2023

10/20/2023

$

(4,434)

$

(4,559)

BOS

5.810

07/11/2023

10/10/2023

(286)

(290)

6.410

09/18/2023

01/17/2024

(1,435)

(1,438)

6.560

09/18/2023

01/17/2024

(1,494)

(1,498)

BPS

5.720

07/14/2023

10/13/2023

(961)

(973)

6.030

07/31/2023

01/29/2024

(853)

(862)

6.060

07/14/2023

01/10/2024

(667)

(676)

6.410

08/17/2023

02/13/2024

(206)

(208)

6.560

07/13/2023

01/10/2024

(5,418)

(5,497)

6.560

08/17/2023

02/13/2024

(298)

(300)

6.600

07/13/2023

01/10/2024

(2,652)

(2,690)

6.660

08/17/2023

02/13/2024

(627)

(633)

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

September 30, 2023

(Unaudited)

6.860

07/13/2023

01/10/2024

(1,413)

(1,435)

BRC

5.700

07/28/2023

TBD(3)

(574)

(580)

6.660

09/08/2023

01/05/2024

(1,031)

(1,035)

6.700

09/21/2023

01/18/2024

(742)

(743)

6.720

08/10/2023

02/06/2024

(1,238)

(1,250)

6.820

08/31/2023

02/26/2024

(100)

(101)

6.833

08/07/2023

01/30/2024

(501)

(506)

6.870

08/24/2023

12/22/2023

(2,086)

(2,101)

BYR

6.030

04/13/2023

10/10/2023

(794)

(816)

CIB

6.020

08/16/2023

02/16/2024

(10)

(10)

GLM

6.560

07/21/2023

04/16/2024

(166)

(169)

6.610

07/21/2023

04/16/2024

(516)

(522)

6.780

09/07/2023

05/24/2024

(637)

(640)

6.830

09/07/2023

05/24/2024

(558)

(561)

6.930

09/07/2023

05/24/2024

(1,158)

(1,164)

IND

5.910

09/11/2023

12/11/2023

(1,405)

(1,410)

6.080

09/26/2023

12/27/2023

(588)

(589)

6.120

09/26/2023

12/27/2023

(716)

(717)

6.130

09/26/2023

12/27/2023

(1,199)

(1,201)

JPS

6.170

05/05/2023

11/01/2023

(518)

(532)

6.220

05/05/2023

11/01/2023

(410)

(420)

6.510

08/11/2023

02/07/2024

(246)

(248)

MSB

6.610

07/31/2023

10/03/2023

(817)

(826)

MZF

6.340

05/24/2023

11/22/2023

(900)

(921)

6.670

09/20/2023

03/20/2024

(4,040)

(4,049)

RBC

6.380

09/15/2023

01/16/2024

(664)

(666)

RCY

6.020

08/17/2023

02/16/2024

(1,879)

(1,893)

RTA

6.610

07/12/2023

10/06/2023

(1,886)

(1,914)

SOG

5.950

08/02/2023

12/04/2023

(1,522)

(1,537)

6.410

07/21/2023

11/20/2023

(654)

(662)

TDM

5.500

07/28/2023

TBD(3)

(607)

(613)

UBS

5.750

04/19/2023

10/19/2023

(134)

(138)

6.100

07/10/2023

01/05/2024

(933)

(947)

6.280

04/13/2023

10/10/2023

(5,502)

(5,667)

6.350

04/13/2023

10/10/2023

(3,357)

(3,459)

6.610

09/11/2023

03/11/2024

(4,252)

(4,268)

6.690

07/10/2023

01/10/2024

(851)

(864)

Total Reverse Repurchase Agreements

$

(64,798)

  1. Securities with an aggregate market value of $82,984 and cash of $919 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 $(65,273) at a weighted average interest rate of 6.225%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period.
  3. Open maturity reverse repurchase agreement.
  1. FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED
    FUTURES CONTRACTS:
    SHORT FUTURES CONTRACTS

Variation Margin

Unrealized

Expiration

# of

Notional

Appreciation/

Description

Month

Contracts

Amount

(Depreciation)

Asset

Liability

3-Month SOFR Active Contract December Futures

03/2024

5

$

(1,182)

$

35

$

0

$

0

3-Month SOFR Active Contract December Futures

03/2025

1

(239)

6

0

0

3-Month SOFR Active Contract December Futures

03/2026

1

(240)

5

0

0

3-Month SOFR Active Contract June Futures

09/2024

2

(474)

14

0

0

3-Month SOFR Active Contract June Futures

09/2025

2

(479)

10

0

(1)

3-Month SOFR Active Contract March Futures

06/2024

4

(946)

28

0

0

3-Month SOFR Active Contract March Futures

06/2025

2

(478)

10

0

0

3-Month SOFR Active Contract March Futures

06/2026

1

(240)

4

0

0

3-Month SOFR Active Contract September Futures

12/2024

2

(475)

13

0

0

3-Month SOFR Active Contract September Futures

12/2025

1

(240)

5

0

0

Total Futures Contracts

$

130

$

0

$

(1)

SWAP AGREEMENTS:

INTEREST RATE SWAPS

Variation Margin

Pay/

Receive

Premiums

Unrealized

Floating

Payment

Maturity

Notional

Paid/

Appreciation/

Market

Rate

Floating Rate Index

Fixed Rate

Frequency

Date

Amount

(Received)

(Depreciation)

Value

Asset

Liability

1-DayUSD-SOFR

Pay

Compounded-OIS

4.875%

Annual

12/21/2023

$

38,500

$

(54)

$

(38)

$

(92)

$

0

$

(2)

Attachments

Disclaimer

PCM Fund Inc. published this content on 30 November 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 01 December 2023 02:48:17 UTC.