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.
- Security is an Interest Only ("IO") or IO Strip.
- When-issuedsecurity.
- Payment in-kind security.
- Security is not accruing income as of the date of this report.
- Security did not produce income within the last twelve months.
- Zero coupon security.
- Coupon represents a yield to maturity.
- Perpetual maturity; date shown, if applicable, represents next contractual call date.
- 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
- 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) |
- 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.
- Includes accrued interest.
- 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.
- Open maturity reverse repurchase agreement.
-
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
- Original Link
- Original Document
- Permalink
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.