Schedule of Investments PIMCO Corporate & Income Strategy Fund

March 31, 2024

(Unaudited)

 

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

 

 

PRINCIPAL
AMOUNT
(000s)

 

MARKET
VALUE
(000s)

INVESTMENTS IN SECURITIES 107.1% ¤

 

 

 

 

LOAN PARTICIPATIONS AND ASSIGNMENTS 30.1%

 

 

 

 

AI Silk Midco Ltd.
TBD% due 02/24/2031

EUR

1,000

$

1,050

Air Canada
7.833% (TSFR03M + 2.500%) due 03/14/2031 ~

$

300

 

301

American Airlines, Inc.
10.329% (TSFR03M + 4.750%) due 04/20/2028 ~

 

1,337

 

1,391

Amsurg
14.248% due 07/20/2026 «~

 

8,550

 

8,550

AP Core Holdings LLC
10.945% due 09/01/2027

 

12,208

 

11,983

BDO U.S.A. PC
11.330% (TSFR1M + 6.000%) due 08/31/2028 «~

 

2,437

 

2,451

Cengage Learning, Inc.
TBD% due 03/22/2031

 

2,200

 

2,200

Chromalloy Corp.
TBD% due 03/27/2031

 

2,100

 

2,097

Cohesity

 

 

 

 

TBD% due 03/08/2031 «µ

 

803

 

803

TBD% due 03/08/2031 «

 

7,600

 

7,600

Cotiviti, Inc.
TBD% due 02/21/2031

 

2,700

 

2,697

Diamond Sports Group LLC
TBD% due 05/25/2026

 

5,954

 

5,731

DirecTV Financing LLC
10.445% (TSFR1M + 5.000%) due 08/02/2027 ~

 

511

 

512

Envalior Finance GmbH

 

 

 

 

9.412% (EUR003M + 5.500%) due 03/29/2030 ~

EUR

1,900

 

1,898

10.813% (TSFR03M + 5.500%) due 03/29/2030 ~

$

2,970

 

2,768

Finastra U.S.A., Inc.

 

 

 

 

0.500% - 12.575% (TSFR1M + 7.250%) due 09/13/2029 «~µ

 

103

 

103

0.500% - 12.575% (TSFR03M + 7.250%) due 09/13/2029 «~

 

997

 

1,005

Forward Air Corp.
9.827% (TSFR1M + 4.500%) due 12/19/2030 ~

 

2,415

 

2,385

Gateway Casinos & Entertainment Ltd.

 

 

 

 

13.413% (CDOR03 + 8.000%) due 10/18/2027 ~

CAD

3,404

 

2,519

13.469% due 10/15/2027

$

5,659

 

5,674

iHeartCommunications, Inc.
8.695% due 05/01/2026

 

570

 

498

Ivanti Software, Inc.
9.839% due 12/01/2027

 

9,362

 

8,788

Lealand Finance Co. BV
8.442% (TSFR1M + 3.000%) due 06/28/2024 ~

 

75

 

41

Lealand Finance Co. BV (6.441% Cash and 3.000% PIK)
9.441% due 06/30/2025 (c)

 

378

 

156

Lifepoint Health, Inc.
11.087% due 11/16/2028

 

3,000

 

3,012

Magenta Buyer LLC
10.574% (TSFR03M + 5.000%) due 07/27/2028 ~

 

995

 

597

Market Bidco Ltd.
10.044% due 11/04/2027

GBP

8,839

 

11,161

MPH Acquisition Holdings LLC
9.855% due 09/01/2028

$

8,344

 

8,084

Oi SA

 

 

 

 

1.750% (LIBOR03M + 1.750%) due 02/26/2035 ~

 

7,419

 

129

12.500% due 09/07/2024

 

7,922

 

7,882

Osaic Holdings, Inc.
TBD% due 08/16/2028

 

800

 

804

Poseidon Bidco SASU
8.902% (EUR003M + 5.000%) due 03/13/2030 ~

EUR

2,400

 

2,550

Promotora de Informaciones SA
9.123% (EUR003M + 5.220%) due 12/31/2026 ~

 

15,591

 

16,624

Promotora de Informaciones SA (6.873% Cash and 5.000% PIK)
11.873% (EUR003M + 2.970%) due 06/30/2027 ~(c)

 

1,258

 

1,290

Proofpoint, Inc.
TBD% due 08/31/2028

$

200

 

200

PUG LLC
10.075% (TSFR03M + 4.750%) due 03/15/2030 ~

 

3,200

 

3,209

Red Rock Resorts
TBD% due 03/14/2031

 

1,700

 

1,700

Rising Tide Holdings, Inc.
14.329% (TSFR1M + 9.000%) due 06/01/2026 «~

 

747

 

724

Steenbok Lux Finco 2 SARL
10.000% due 06/30/2026

EUR

19,200

 

7,932

 

 

 

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

March 31, 2024

(Unaudited)

 

Syniverse Holdings, Inc.
12.302% (TSFR03M + 7.000%) due 05/13/2027 ~

$

15,398

 

14,740

Telemar Norte Leste SA

 

 

 

 

1.750% due 02/26/2035

 

377

 

7

1.750% (LIBOR06M + 1.750%) due 02/26/2035 ~

 

5,740

 

100

Truist Insurance Holdings LLC
TBD% due 03/24/2031

 

2,200

 

2,199

U.S. Renal Care, Inc.
10.442% (TSFR1M + 5.000%) due 06/20/2028 ~

 

16,796

 

14,640

Veritas U.S., Inc.
10.445% due 09/01/2025

 

9,727

 

9,026

Wesco Aircraft Holdings, Inc.
TBD% due 05/01/2024 «

 

4,726

 

5,059

Westmoreland Mining Holdings LLC
8.000% due 03/15/2029

 

1,919

 

1,247

Windstream Services LLC

 

 

 

 

9.430% due 02/23/2027

 

5,480

 

5,425

11.680% due 09/21/2027

 

2,392

 

2,342

Total Loan Participations and Assignments (Cost $198,042)

 

 

 

193,884

CORPORATE BONDS & NOTES 34.9%

 

 

 

 

BANKING & FINANCE 9.9%

 

 

 

 

Agps Bondco PLC

 

 

 

 

4.625% due 01/14/2026

EUR

3,700

 

1,563

5.000% due 04/27/2027

 

2,300

 

962

5.500% due 11/13/2026

 

200

 

84

Armor Holdco, Inc.
8.500% due 11/15/2029 (k)

$

3,400

 

3,213

Banca Monte dei Paschi di Siena SpA

 

 

 

 

7.708% due 01/18/2028 •

EUR

600

 

679

8.000% due 01/22/2030 •(k)

 

2,296

 

2,510

8.500% due 09/10/2030 •

 

1,100

 

1,224

10.500% due 07/23/2029 (k)

 

2,167

 

2,759

Banco Bilbao Vizcaya Argentaria SA
6.033% due 03/13/2035 •

$

600

 

609

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

PEN

700

 

186

Banco do Brasil SA
6.000% due 03/18/2031

$

400

 

402

Barclays PLC

 

 

 

 

6.224% due 05/09/2034 •(k)

 

1,100

 

1,135

6.692% due 09/13/2034 •(k)

 

600

 

640

7.437% due 11/02/2033 •(k)

 

1,708

 

1,899

BOI Finance BV
7.500% due 02/16/2027 (k)

EUR

2,600

 

2,660

BPCE SA
7.003% due 10/19/2034 •(k)

$

2,200

 

2,396

CaixaBank SA
6.840% due 09/13/2034 •(k)

 

400

 

428

Cape Lookout Re Ltd.
13.362% (T-BILL 1MO + 8.000%) due 04/05/2027 «~

 

800

 

802

Cosaint Re Pte. Ltd.
15.202% (T-BILL 1MO + 9.250%) due 04/03/2028 ~

 

700

 

699

Credit Suisse AG AT1 Claim

 

1,150

 

132

East Lane Re Ltd.
14.612% (T-BILL 3MO + 9.250%) due 03/31/2026 ~

 

250

 

251

Ford Motor Credit Co. LLC

 

 

 

 

5.800% due 03/08/2029

 

900

 

904

6.125% due 03/08/2034 (k)

 

1,700

 

1,710

GSPA Monetization Trust
6.422% due 10/09/2029

 

2,297

 

2,210

Hestia Re Ltd.
14.732% (T-BILL 1MO + 9.370%) due 04/22/2025 ~

 

704

 

696

Hudson Pacific Properties LP
3.950% due 11/01/2027

 

100

 

89

Integrity Re Ltd.

 

 

 

 

22.362% (T-BILL 1MO + 17.000%) due 06/06/2026 ~

 

400

 

400

28.362% (T-BILL 1MO + 23.000%) due 06/06/2026 ~

 

400

 

400

Intesa Sanpaolo SpA

 

 

 

 

6.625% due 06/20/2033 (k)

 

3,200

 

3,323

7.200% due 11/28/2033 (k)

 

2,100

 

2,264

Kennedy Wilson Europe Real Estate Ltd.
3.250% due 11/12/2025

EUR

400

 

406

Lazard Group LLC
6.000% due 03/15/2031

$

300

 

303

Lloyds Banking Group PLC
5.679% due 01/05/2035 •(k)

 

600

 

604

Long Walk Reinsurance Ltd.
15.112% (T-BILL 3MO + 9.750%) due 01/30/2031 ~

 

700

 

709

Panther Escrow Issuer LLC
7.125% due 06/01/2031 (b)

 

1,800

 

1,832

Radian Group, Inc.
6.200% due 05/15/2029

 

1,300

 

1,320

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

March 31, 2024

(Unaudited)

 

Sanders Re Ltd.
17.122% (T-BILL 3MO + 11.760%) due 04/09/2029 ~

 

1,207

 

1,084

SVB Financial Group

 

 

 

 

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

 

1,149

 

717

2.100% due 05/15/2028 ^(d)

 

200

 

128

3.125% due 06/05/2030 ^(d)

 

200

 

129

3.500% due 01/29/2025 ^(d)

 

100

 

64

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

 

500

 

317

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

 

1,500

 

952

Trust Fibra Uno
7.375% due 02/13/2034

 

600

 

599

Uniti Group LP

 

 

 

 

4.750% due 04/15/2028 (k)

 

2,200

 

1,923

6.000% due 01/15/2030 (k)

 

7,721

 

5,765

6.500% due 02/15/2029 (k)

 

2,600

 

2,017

Ursa Re Ltd.
14.612% (T-BILL 3MO + 9.250%) due 12/07/2026 ~

 

800

 

810

VICI Properties LP
3.875% due 02/15/2029 (k)

 

5,800

 

5,343

Voyager Aviation Holdings LLC
8.500% due 05/09/2026 ^«(d)

 

4,095

 

716

Winston RE Ltd.
17.112% (T-BILL 3MO + 11.750%) due 02/26/2031 ~

 

600

 

596

Yosemite Re Ltd.
15.340% (T-BILL 3MO + 9.978%) due 06/06/2025 ~

 

660

 

683

 

 

 

 

64,246

INDUSTRIALS 22.4%

 

 

 

 

Altice France Holding SA

 

 

 

 

8.000% due 05/15/2027

EUR

1,000

 

361

10.500% due 05/15/2027

$

5,400

 

2,025

Bayer U.S. Finance LLC

 

 

 

 

6.250% due 01/21/2029 (k)

 

400

 

407

6.375% due 11/21/2030 (k)

 

200

 

205

Beazer Homes USA, Inc.
7.500% due 03/15/2031

 

600

 

607

Carvana Co. (12.000% PIK)
12.000% due 12/01/2028 (c)

 

836

 

806

Carvana Co. (13.000% PIK)
13.000% due 06/01/2030 (c)

 

6,897

 

6,618

Carvana Co. (14.000% PIK)
14.000% due 06/01/2031 (c)

 

6,355

 

6,280

CGG SA

 

 

 

 

7.750% due 04/01/2027 (k)

EUR

2,250

 

2,227

7.750% due 04/01/2027

 

300

 

297

8.750% due 04/01/2027 (k)

$

6,964

 

6,316

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

 

525

 

544

Delek Logistics Partners LP
8.625% due 03/15/2029

 

800

 

817

DISH DBS Corp.

 

 

 

 

5.250% due 12/01/2026

 

5,100

 

4,025

5.750% due 12/01/2028

 

6,020

 

4,149

Ecopetrol SA
8.375% due 01/19/2036

 

220

 

222

Exela Intermediate LLC (11.500% PIK)
11.500% due 04/15/2026 (c)

 

74

 

12

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

 

4,715

 

5,090

GN Bondco LLC
9.500% due 10/15/2031 (k)

 

1,700

 

1,699

HCA, Inc.
7.500% due 11/15/2095 (k)

 

1,200

 

1,332

Intelsat Jackson Holdings SA
6.500% due 03/15/2030 (k)

 

12,686

 

11,818

Inter Media & Communication SpA
6.750% due 02/09/2027 (k)

EUR

2,600

 

2,759

Legacy LifePoint Health LLC
4.375% due 02/15/2027

$

300

 

286

LifePoint Health, Inc.

 

 

 

 

9.875% due 08/15/2030 (k)

 

800

 

838

11.000% due 10/15/2030 (k)

 

3,200

 

3,424

Market Bidco Finco PLC
4.750% due 11/04/2027

EUR

700

 

713

Medline Borrower LP
6.250% due 04/01/2029

$

900

 

905

Miter Brands Acquisition Holdco, Inc.
6.750% due 04/01/2032

 

500

 

502

New Albertsons LP
6.570% due 02/23/2028

 

5,600

 

5,348

Newfold Digital Holdings Group, Inc.

 

 

 

 

6.000% due 02/15/2029

 

1,000

 

785

11.750% due 10/15/2028 (k)

 

500

 

542

Nissan Motor Co. Ltd.
4.810% due 09/17/2030 (k)

 

11,300

 

10,559

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

March 31, 2024

(Unaudited)

 

Odebrecht Oil & Gas Finance Ltd.
0.000% due 04/29/2024 (g)(h)

 

753

 

41

Olympus Water U.S. Holding Corp.
5.375% due 10/01/2029 (k)

EUR

2,400

 

2,293

Petroleos Mexicanos

 

 

 

 

6.700% due 02/16/2032 (k)

$

1,688

 

1,405

6.840% due 01/23/2030 (k)

 

800

 

706

8.750% due 06/02/2029 (k)

 

1,444

 

1,409

Prime Healthcare Services, Inc.
7.250% due 11/01/2025 (k)

 

1,315

 

1,309

Russian Railways Via RZD Capital PLC
7.487% due 03/25/2031 ^(d)

GBP

1,000

 

883

Station Casinos LLC
6.625% due 03/15/2032

$

900

 

910

Surgery Center Holdings, Inc.
7.250% due 04/15/2032 (b)

 

500

 

504

Times Square Hotel Trust
8.528% due 08/01/2026

 

579

 

578

Topaz Solar Farms LLC

 

 

 

 

4.875% due 09/30/2039 (k)

 

1,832

 

1,630

5.750% due 09/30/2039

 

7,640

 

7,636

TransDigm, Inc.
6.375% due 03/01/2029

 

1,300

 

1,306

U.S. Renal Care, Inc.
10.625% due 06/28/2028

 

842

 

739

USA Compression Partners LP
7.125% due 03/15/2029

 

400

 

405

Valaris Ltd.
8.375% due 04/30/2030 (k)

 

866

 

894

Vale SA
1.378% due 12/29/2049 ~(h)

BRL

90,000

 

5,820

Venture Global LNG, Inc.

 

 

 

 

9.500% due 02/01/2029

$

2,670

 

2,880

9.875% due 02/01/2032 (k)

 

2,600

 

2,804

Veritas U.S., Inc.
7.500% due 09/01/2025 (k)

 

2,040

 

1,872

Vital Energy, Inc.
7.875% due 04/15/2032

 

400

 

407

Wesco Aircraft Holdings, Inc. (7.500% Cash and 3.000% PIK)
10.500% due 11/15/2026 ^(c)(d)

 

19,281

 

17,546

Windstream Escrow LLC
7.750% due 08/15/2028 (k)

 

8,500

 

7,875

 

 

 

 

144,370

UTILITIES 2.6%

 

 

 

 

FORESEA Holding SA
7.500% due 06/15/2030

 

782

 

736

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

 

3,600

 

1,707

NGD Holdings BV
6.750% due 12/31/2026

 

333

 

231

Oi SA
10.000% due 07/27/2025 ^(d)

 

24,519

 

429

Pacific Gas & Electric Co.

 

 

 

 

4.500% due 12/15/2041 (k)

 

275

 

222

4.750% due 02/15/2044 (k)

 

2,440

 

2,061

4.950% due 07/01/2050 (k)

 

3,090

 

2,661

PacifiCorp
5.800% due 01/15/2055 (k)

 

600

 

592

Peru LNG SRL
5.375% due 03/22/2030 (k)

 

6,860

 

5,977

Raizen Fuels Finance SA
6.450% due 03/05/2034

 

300

 

308

Vistra Operations Co. LLC
6.950% due 10/15/2033 (k)

 

1,500

 

1,602

 

 

 

 

16,526

Total Corporate Bonds & Notes (Cost $256,706)

 

 

 

225,142

CONVERTIBLE BONDS & NOTES 0.3%

 

 

 

 

INDUSTRIALS 0.3%

 

 

 

 

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

 

3,400

 

2,134

Total Convertible Bonds & Notes (Cost $3,400)

 

 

 

2,134

MUNICIPAL BONDS & NOTES 2.5%

 

 

 

 

CALIFORNIA 0.1%

 

 

 

 

Golden State, California Tobacco Securitization Corp. Revenue Bonds, Series 2021
3.000% due 06/01/2046

 

475

 

439

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

March 31, 2024

(Unaudited)

 

ILLINOIS 0.0%

 

 

 

 

Illinois State General Obligation Bonds, (BABs), Series 2010
7.350% due 07/01/2035

 

17

 

19

MICHIGAN 0.3%

 

 

 

 

Detroit, Michigan General Obligation Bonds, Series 2014
4.000% due 04/01/2044

 

2,300

 

1,824

PUERTO RICO 1.5%

 

 

 

 

Commonwealth of Puerto Rico Bonds, Series 2022

 

 

 

 

0.000% due 11/01/2043

 

1,149

 

665

0.000% due 11/01/2051

 

16,726

 

8,744

 

 

 

 

9,409

WEST VIRGINIA 0.6%

 

 

 

 

Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007
0.000% due 06/01/2047 (g)

 

44,400

 

4,117

Total Municipal Bonds & Notes (Cost $14,565)

 

 

 

15,808

U.S. GOVERNMENT AGENCIES 1.5%

 

 

 

 

Fannie Mae
3.000% due 02/25/2043 - 06/25/2050 (a)(k)

 

14,012

 

2,064

Freddie Mac

 

 

 

 

3.500% due 05/25/2050 (a)(k)

 

1,665

 

326

6.155% due 11/25/2055 «~

 

7,554

 

4,691

12.985% due 12/25/2027 •

 

2,731

 

2,884

Total U.S. Government Agencies (Cost $14,573)

 

 

 

9,965

NON-AGENCY MORTGAGE-BACKED SECURITIES 10.4%

 

 

 

 

Atrium Hotel Portfolio Trust

 

 

 

 

7.123% due 12/15/2036 •

 

4,600

 

4,401

9.023% due 06/15/2035 •

 

2,300

 

2,226

Banc of America Funding Trust
6.000% due 07/25/2037

 

155

 

126

Banc of America Mortgage Trust
6.000% due 03/25/2037

 

115

 

92

BCAP LLC Trust

 

 

 

 

3.606% due 08/28/2037 ~

 

1,063

 

1,047

3.918% due 03/27/2036 ~

 

1,274

 

891

4.527% due 03/26/2037 þ

 

620

 

875

Bear Stearns ALT-A Trust

 

 

 

 

4.140% due 11/25/2035 ~

 

1,944

 

1,688

4.207% due 09/25/2047 ~

 

3,540

 

1,687

4.266% due 08/25/2036 ~

 

550

 

273

4.576% due 11/25/2036 ~

 

2,371

 

1,248

4.701% due 09/25/2035 ~

 

224

 

123

5.944% due 01/25/2036 •

 

394

 

358

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

 

56

 

55

Braemar Hotels & Resorts Trust
7.898% due 06/15/2035 •

 

1,400

 

1,360

CALI Mortgage Trust
3.957% due 03/10/2039

 

2,900

 

2,594

CD Mortgage Trust
5.688% due 10/15/2048

 

298

 

272

Chase Mortgage Finance Trust

 

 

 

 

4.897% due 12/25/2035 «~

 

3

 

3

6.000% due 07/25/2037

 

523

 

236

Citigroup Mortgage Loan Trust
4.722% due 04/25/2037 ~

 

89

 

77

Colony Mortgage Capital Ltd.

 

 

 

 

7.461% due 11/15/2038 •

 

1,500

 

1,399

8.157% due 11/15/2038 •

 

1,100

 

977

Commercial Mortgage Loan Trust
6.369% due 12/10/2049 ~

 

393

 

16

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

 

684

 

371

Countrywide Alternative Loan Trust

 

 

 

 

5.500% due 03/25/2035

 

194

 

83

5.750% due 01/25/2035

 

114

 

109

5.750% due 02/25/2035

 

173

 

118

5.750% due 03/25/2037

 

377

 

202

6.000% due 02/25/2035

 

576

 

419

6.000% due 04/25/2036

 

672

 

322

6.000% due 02/25/2037

 

3,870

 

1,537

6.000% due 04/25/2037

 

702

 

332

6.250% due 12/25/2036 •

 

1,010

 

425

6.500% due 08/25/2036

 

368

 

116

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

March 31, 2024

(Unaudited)

 

Countrywide Home Loan Mortgage Pass-Through Trust

 

 

 

 

4.172% due 09/20/2036 ~

 

111

 

96

6.000% due 07/25/2037

 

1,086

 

462

Credit Suisse Mortgage Capital Certificates
5.015% due 10/26/2036 ~

 

5,116

 

4,252

DBGS Mortgage Trust
7.740% due 10/15/2036 •

 

2,270

 

1,743

GS Mortgage Securities Corp. Trust

 

 

 

 

4.605% due 10/10/2032 ~

 

4,600

 

4,231

8.726% due 08/15/2039 •

 

950

 

956

GSR Mortgage Loan Trust

 

 

 

 

4.264% due 08/25/2034 «~

 

213

 

188

6.000% due 02/25/2036

 

1,270

 

521

HarborView Mortgage Loan Trust

 

 

 

 

4.077% due 06/19/2036 ~

 

3,400

 

1,467

5.921% due 01/19/2036 •

 

365

 

358

Hilton USA Trust
2.828% due 11/05/2035

 

800

 

694

IndyMac IMSC Mortgage Loan Trust
6.500% due 07/25/2037

 

3,341

 

1,027

Jackson Park Trust
3.242% due 10/14/2039 ~

 

1,272

 

1,003

Jefferies Resecuritization Trust
6.000% due 05/26/2036

 

6,771

 

2,818

JP Morgan Alternative Loan Trust

 

 

 

 

4.110% due 03/25/2037 ~

 

647

 

586

6.000% due 12/25/2035

 

782

 

524

JP Morgan Chase Commercial Mortgage Securities Trust

 

 

 

 

7.439% due 12/15/2036 •

 

1,000

 

273

8.189% due 12/15/2036 •

 

2,500

 

362

JP Morgan Mortgage Trust

 

 

 

 

5.130% due 01/25/2037 ~

 

197

 

169

5.308% due 04/25/2037 «~

 

3

 

2

5.352% due 02/25/2036 ~

 

882

 

599

Lehman Mortgage Trust
6.000% due 07/25/2037 «

 

29

 

25

Lehman XS Trust
5.884% due 06/25/2047 •

 

805

 

708

MASTR Alternative Loan Trust
6.750% due 07/25/2036

 

1,447

 

506

Merrill Lynch Mortgage Investors Trust
4.778% due 03/25/2036 ~

 

408

 

231

Morgan Stanley Bank of America Merrill Lynch Trust
3.708% due 05/15/2046 ~

 

759

 

699

Morgan Stanley Capital Trust
7.823% due 11/15/2034 •

 

504

 

491

Natixis Commercial Mortgage Securities Trust
3.790% due 11/15/2032 ~

 

2,806

 

2,383

New Orleans Hotel Trust

 

 

 

 

6.962% due 04/15/2032 •

 

800

 

753

9.062% due 04/15/2032 •

 

1,300

 

1,198

Residential Accredit Loans, Inc. Trust

 

 

 

 

4.444% due 12/26/2034 ~

 

777

 

272

5.904% due 05/25/2037 «•

 

78

 

65

6.000% due 08/25/2036

 

132

 

108

Residential Asset Securitization Trust

 

 

 

 

6.000% due 11/25/2036

 

2,386

 

845

6.250% due 09/25/2037

 

2,395

 

978

Residential Funding Mortgage Securities, Inc. Trust

 

 

 

 

4.864% due 02/25/2037 ~

 

713

 

476

6.500% due 03/25/2032 «

 

74

 

70

Sequoia Mortgage Trust

 

 

 

 

3.668% due 07/20/2037 ~

 

212

 

153

4.504% due 02/20/2047 ~

 

119

 

95

SG Commercial Mortgage Securities Trust
2.937% due 03/15/2037

 

1,200

 

1,088

Structured Adjustable Rate Mortgage Loan Trust

 

 

 

 

4.575% due 07/25/2035 ~

 

269

 

227

4.776% due 01/25/2036 ~

 

1,177

 

600

5.569% due 11/25/2036 ~

 

964

 

794

SunTrust Adjustable Rate Mortgage Loan Trust

 

 

 

 

5.608% due 02/25/2037 ~

 

75

 

62

5.940% due 04/25/2037 ~

 

145

 

88

WaMu Mortgage Pass-Through Certificates Trust

 

 

 

 

3.781% due 07/25/2037 ~

 

196

 

158

3.971% due 10/25/2036 ~

 

874

 

749

4.174% due 02/25/2037 ~

 

238

 

197

4.541% due 07/25/2037 ~

 

426

 

353

Washington Mutual Mortgage Pass-Through Certificates Trust

 

 

 

 

5.929% due 05/25/2047 «•

 

55

 

46

6.000% due 10/25/2035

 

899

 

671

WSTN Trust

 

 

 

 

7.690% due 07/05/2037 ~

 

1,300

 

1,282

8.455% due 07/05/2037 ~

 

1,300

 

1,292

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

March 31, 2024

(Unaudited)

 

9.835% due 07/05/2037 ~

 

1,100

 

1,089

Total Non-Agency Mortgage-Backed Securities (Cost $80,870)

 

 

 

67,141

ASSET-BACKED SECURITIES 9.5%

 

 

 

 

ACE Securities Corp. Home Equity Loan Trust
6.029% due 02/25/2036 •

 

24,186

 

20,718

Adagio CLO DAC
0.000% due 04/30/2031 ~

EUR

1,800

 

629

Apidos CLO
0.000% due 01/20/2031 ~

$

4,500

 

1,582

Argent Securities Trust
5.824% due 03/25/2036 •

 

2,962

 

1,612

Avoca CLO DAC
0.000% due 04/15/2034 ~

EUR

1,600

 

1,085

Bear Stearns Asset-Backed Securities Trust

 

 

 

 

5.178% due 10/25/2036 •

$

1,604

 

2,491

6.500% due 10/25/2036

 

341

 

142

Belle Haven ABS CDO Ltd.
5.842% due 07/05/2046 •

 

175,347

 

399

Carlyle U.S. CLO Ltd.
0.000% due 07/20/2029 ~

 

1,895

 

265

CIFC Funding Ltd.

 

 

 

 

0.000% due 04/24/2030 ~

 

2,300

 

468

0.000% due 10/22/2031 ~

 

1,500

 

262

Citigroup Mortgage Loan Trust
5.764% due 12/25/2036 •

 

1,233

 

676

First Franklin Mortgage Loan Trust

 

 

 

 

6.389% due 09/25/2035 •

 

3,443

 

3,068

6.419% due 05/25/2036 •

 

6,410