SEPTEMBER 30, 2022 (UNAUDITED)
PCM Fund, Inc.
Portfolio Holdings
PCM Fund, Inc.
Notes to Financial Statements
Schedule of Investments PIMCO PCM Fund, Inc.
September 30, 2022
(Unaudited)
(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY) | |||||
PRINCIPAL | MARKET | ||||
AMOUNT | VALUE | ||||
(000s) | (000s) | ||||
INVESTMENTS IN SECURITIES 180.6% ¤ | |||||
LOAN PARTICIPATIONS AND ASSIGNMENTS 24.9% | |||||
AAdvantage Loyalty IP Ltd. | |||||
7.460% | (LIBOR03M + 4.750%) due 04/20/2028 ~ | $ | 800 | $ | 777 |
AP Core Holdings LLC | |||||
8.615% | (LIBOR01M + 5.500%) due 09/01/2027 ~ | 419 | 390 | ||
Carnival Corp. | |||||
6.127% | (LIBOR06M + 3.250%) due 10/18/2028 ~ | 177 | 156 | ||
Clear Channel Outdoor Holdings, Inc. | |||||
6.306% | (LIBOR03M + 3.500%) due 08/21/2026 ~ | 1,352 | 1,212 | ||
Encina Private Credit LLC | |||||
7.284% | (LIBOR01M + 4.466%) due 11/30/2025 «~µ | 2,573 | 2,456 | ||
Envision Healthcare Corp. | |||||
TBD% due 04/29/2027 µ | 215 | 212 | |||
10.602% due 04/29/2027 | 1,185 | 1,165 | |||
14.077% due 04/28/2028 | 2,779 | 2,585 | |||
Exgen Texas Power LLC | |||||
9.178% | (LIBOR03M + 6.750%) due 10/08/2026 «~ | 1,338 | 1,344 | ||
Forbes Energy Services LLC | |||||
7.000% due 12/31/2022 « | 514 | 0 | |||
11.000% due 12/30/2022 « | 7 | 0 | |||
Lealand Finance Co. BV | |||||
6.115% | (LIBOR01M + 3.000%) due 06/28/2024 ~ | 27 | 17 | ||
Lealand Finance Co. BV (4.115% Cash and 3.000% PIK) | |||||
7.115% | (LIBOR01M + 1.000%) due 06/30/2025 ~(b) | 197 | 100 | ||
PUG LLC | |||||
6.615% | (LIBOR01M + 3.500%) due 02/12/2027 «~ | 697 | 610 | ||
Redstone Holdco 2 LP | |||||
7.533% | (LIBOR03M + 4.750%) due 04/27/2028 ~ | 1,239 | 926 | ||
Rising Tide Holdings, Inc. | |||||
7.865% | (LIBOR01M + 4.750%) due 06/01/2028 ~ | 1,089 | 935 | ||
SkyMiles IP Ltd. | |||||
6.460% | (LIBOR03M + 3.750%) due 10/20/2027 ~ | 300 | 302 | ||
Softbank Vision Fund | |||||
5.000% due 12/21/2025 « | 752 | 750 | |||
Syniverse Holdings, Inc. | |||||
10.553% due 05/13/2027 | 2,024 | 1,752 | |||
Team Health Holdings, Inc. | |||||
5.865% | (LIBOR01M + 2.750%) due 02/06/2024 ~ | 1,777 | 1,632 | ||
U.S. Renal Care, Inc. | |||||
8.115% | (LIBOR01M + 5.000%) due 06/26/2026 ~ | 200 | 145 | ||
8.615% | (LIBOR01M + 5.000%) due 06/26/2026 ~ | 1,192 | 866 | ||
Uber Technologies, Inc. | |||||
6.570% | (LIBOR03M + 3.500%) due 04/04/2025 ~ | 1,387 | 1,361 | ||
6.570% | (LIBOR03M + 3.500%) due 02/25/2027 ~ | 297 | 290 | ||
United Airlines, Inc. | |||||
6.533% | (LIBOR03M + 3.750%) due 04/21/2028 ~ | 792 | 759 | ||
Univision Communications, Inc. | |||||
5.865% | (LIBOR01M + 2.750%) due 03/15/2024 ~ | 438 | 435 | ||
Westmoreland Mining Holdings LLC (15.000% PIK) | |||||
15.000% due 03/15/2029 (b) | 868 | 592 | |||
Windstream Services LLC | |||||
9.365% | (LIBOR01M + 6.250%) due 09/21/2027 «~ | 166 | 151 | ||
Total Loan Participations and Assignments (Cost $25,126) | 21,920 | ||||
CORPORATE BONDS & NOTES 24.6% | |||||
BANKING & FINANCE 6.5% | |||||
Navient Corp. | |||||
5.625% due 01/25/2025 | 51 | 45 | |||
Piper Sandler Cos. | |||||
5.200% due 10/15/2023 | 900 | 875 | |||
Uniti Group LP | |||||
6.000% due 01/15/2030 (i) | 1,065 | 678 | |||
7.875% due 02/15/2025 (i) | 2,420 | 2,365 | |||
Voyager Aviation Holdings LLC | |||||
8.500% due 05/09/2026 (i) | 2,205 | 1,803 | |||
5,766 | |||||
INDUSTRIALS 15.2% | |||||
Carnival Corp. | |||||
10.500% due 02/01/2026 (i) | 100 | 99 |
Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)
September 30, 2022
(Unaudited)
Carvana Co. | ||
10.250% due 05/01/2030 (i) | 400 | 268 |
Community Health Systems, Inc. | ||
8.000% due 03/15/2026 (i) | 78 | 68 |
CVS Pass-Through Trust | ||
5.880% due 01/10/2028 (i) | 741 | 738 |
DISH DBS Corp. | ||
5.250% due 12/01/2026 (i) | 660 | 542 |
5.750% due 12/01/2028 (i) | 400 | 303 |
Exela Intermediate LLC | ||
11.500% due 07/15/2026 | 17 | 5 |
Illuminate Buyer LLC | ||
9.000% due 07/01/2028 (i) | 500 | 416 |
Netflix, Inc. | ||
4.875% due 06/15/2030 (i) | 200 | 183 |
Noble Corp. PLC (11.000% Cash or 15.000% PIK) | ||
11.000% due 02/15/2028 (b) | 9 | 10 |
Oracle Corp. | ||
4.100% due 03/25/2061 (g)(i) | 100 | 63 |
Prime Healthcare Services, Inc. | ||
7.250% due 11/01/2025 (i) | 100 | 89 |
Royal Caribbean Cruises Ltd. | ||
9.125% due 06/15/2023 (i) | 100 | 102 |
10.875% due 06/01/2023 | 400 | 409 |
Topaz Solar Farms LLC | ||
4.875% due 09/30/2039 (i) | 279 | 244 |
5.750% due 09/30/2039 (i) | 1,900 | 1,753 |
Transocean Pontus Ltd. | ||
6.125% due 08/01/2025 | 16 | 15 |
U.S. Renal Care, Inc. | ||
10.625% due 07/15/2027 | 712 | 332 |
Viking Cruises Ltd. | ||
13.000% due 05/15/2025 (i) | 1,000 | 1,037 |
Viking Ocean Cruises Ship Ltd. | ||
5.625% due 02/15/2029 (i) | 1,200 | 935 |
Wesco Aircraft Holdings, Inc. (7.500% Cash and 3.000% PIK) | ||
10.500% due 11/15/2026 (b)(i) | 4,118 | 3,747 |
Windstream Escrow LLC | ||
7.750% due 08/15/2028 (i) | 1,552 | 1,288 |
ZipRecruiter, Inc. | ||
5.000% due 01/15/2030 (i) | 900 | 729 |
13,375 | ||
UTILITIES 2.9% | ||
Pacific Gas & Electric Co. | ||
3.750% due 08/15/2042 | 2 | 1 |
4.000% due 12/01/2046 | 2 | 1 |
4.200% due 03/01/2029 (i) | 500 | 425 |
4.300% due 03/15/2045 (i) | 463 | 308 |
4.450% due 04/15/2042 | 22 | 16 |
4.500% due 07/01/2040 (i) | 53 | 39 |
4.500% due 12/15/2041 (i) | 26 | 18 |
4.600% due 06/15/2043 | 9 | 6 |
4.750% due 02/15/2044 (i) | 1,471 | 1,057 |
4.950% due 07/01/2050 (i) | 826 | 607 |
Southern California Edison Co. | ||
4.875% due 03/01/2049 (i) | 40 | 34 |
Transocean Poseidon Ltd. | ||
6.875% due 02/01/2027 | 18 | 16 |
2,528 | ||
Total Corporate Bonds & Notes (Cost $25,314) | 21,669 | |
CONVERTIBLE BONDS & NOTES 0.6% | ||
INDUSTRIALS 0.6% | ||
Multiplan Corp. (6.000% Cash or 7.000% PIK) | ||
6.000% due 10/15/2027 «(b)(i) | 700 | 522 |
Transocean, Inc. | ||
4.625% due 09/30/2029 | 46 | 39 |
Total Convertible Bonds & Notes (Cost $734) | 561 | |
MUNICIPAL BONDS & NOTES 1.0% | ||
PUERTO RICO 1.0% | ||
Commonwealth of Puerto Rico Bonds, Series 2022 | ||
0.000% due 11/01/2043 | 1,496 | 750 |
0.000% due 11/01/2051 | 200 | 73 |
Commonwealth of Puerto Rico General Obligation Bonds, Series 2021 | ||
0.000% due 07/01/2033 (d) | 76 | 42 |
Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)
September 30, 2022
(Unaudited)
Total Municipal Bonds & Notes (Cost $959) | 865 | |
U.S. GOVERNMENT AGENCIES 4.5% | ||
Fannie Mae | ||
4.000% due 06/25/2050 (a)(i) | 3,298 | 649 |
8.834% due 07/25/2029 • | 230 | 247 |
Freddie Mac | ||
0.700% due 11/25/2055 ~(a) | 6,080 | 396 |
2.079% due 11/25/2045 ~(a) | 1,027 | 87 |
3.066% due 05/25/2050 •(a)(i) | 1,737 | 200 |
3.500% due 02/25/2041 (a)(i) | 1,967 | 263 |
4.000% due 07/25/2050 (a)(i) | 6,096 | 1,373 |
5.000% due 03/15/2040 (a)(i) | 532 | 31 |
8.234% due 10/25/2029 • | 250 | 262 |
10.634% due 12/25/2027 • | 434 | 440 |
Total U.S. Government Agencies (Cost $4,080) | 3,948 | |
NON-AGENCYMORTGAGE-BACKED SECURITIES 41.6% | ||
Adjustable Rate Mortgage Trust | ||
3.602% due 01/25/2036 ^~ | 60 | 54 |
Banc of America Alternative Loan Trust | ||
5.385% due 04/25/2037 ^~ | 81 | 70 |
Banc of America Funding Trust | ||
2.028% due 12/20/2034 ~ | 224 | 142 |
2.605% due 03/20/2036 ~ | 43 | 36 |
5.806% due 03/25/2037 ^~ | 41 | 42 |
7.000% due 10/25/2037 ^ | 339 | 233 |
Banc of America Mortgage Trust | ||
3.400% due 06/20/2031 ~ | 204 | 200 |
3.647% due 06/25/2035 ~ | 39 | 35 |
Bancorp Commercial Mortgage Trust | ||
6.568% due 08/15/2032 ~(i) | 1,580 | 1,569 |
BCAP LLC Trust | ||
2.795% due 07/26/2036 ~ | 76 | 66 |
Bear Stearns ALT-A Trust | ||
3.043% due 01/25/2047 ~ | 23 | 13 |
3.125% due 09/25/2034 ~ | 65 | 63 |
3.130% due 05/25/2036 ~ | 31 | 25 |
3.389% due 05/25/2036 ^~ | 125 | 114 |
3.424% due 04/25/2037 • | 406 | 363 |
3.542% due 11/25/2036 ^~ | 493 | 281 |
3.652% due 08/25/2036 ^~ | 194 | 108 |
4.042% due 07/25/2035 ^~ | 105 | 79 |
Bear Stearns Commercial Mortgage Securities Trust | ||
5.657% due 10/12/2041 ~ | 45 | 42 |
BHP Trust | ||
5.756% due 08/15/2036 •(i) | 588 | 545 |
CBA Commercial Small Balance Commercial Mortgage | ||
6.040% due 01/25/2039 ^þ | 123 | 112 |
CD Mortgage Trust | ||
5.688% due 10/15/2048 | 65 | 57 |
Chase Mortgage Finance Trust | ||
6.000% due 03/25/2037 ^ | 163 | 90 |
Citigroup Commercial Mortgage Trust | ||
5.692% due 12/10/2049 ~ | 384 | 189 |
Citigroup Mortgage Loan Trust | ||
3.422% due 10/25/2035 ~ | 270 | 171 |
3.434% due 11/25/2036 ^~ | 3 | 3 |
3.525% due 11/25/2035 ~(i) | 1,133 | 672 |
6.250% due 11/25/2037 ~ | 647 | 318 |
Citigroup Mortgage Loan Trust, Inc. Mortgage Pass-Through Certificates | ||
3.265% due 09/25/2035 ^~ | 70 | 54 |
Commercial Mortgage Lease-Backed Certificates | ||
6.250% due 06/20/2031 ~(i) | 1,700 | 1,654 |
Commercial Mortgage Loan Trust | ||
6.673% due 12/10/2049 ~ | 195 | 33 |
Connecticut Avenue Securities Trust | ||
5.381% due 10/25/2041 ~(i) | 800 | 728 |
Countrywide Alternative Loan Trust | ||
2.104% due 12/25/2035 ~(i) | 594 | 504 |
3.634% due 10/25/2037 •(i) | 3,505 | 846 |
3.644% due 02/25/2037 ~ | 130 | 108 |
3.664% due 02/25/2036 ^~ | 395 | 358 |
5.500% due 03/25/2035 | 384 | 183 |
6.000% due 11/25/2035 ^ | 162 | 35 |
6.000% due 04/25/2036 ^(i) | 2,160 | 1,073 |
Countrywide Home Loan Mortgage Pass-Through Trust | ||
3.339% due 09/25/2047 ^~ | 180 | 162 |
3.349% due 09/20/2036 ^~ | 66 | 59 |
3.724% due 03/25/2035 ~ | 71 | 61 |
4.954% due 03/25/2046 ^~ | 350 | 231 |
5.910% due 02/20/2036 ^~ | 3 | 2 |
6.000% due 05/25/2037 ^ | 183 | 90 |
Schedule of Investments PIMCO PCM Fund, Inc. (Cont.)
September 30, 2022
(Unaudited)
Credit Suisse First Boston Mortgage Securities Corp. | ||
7.000% due 02/25/2033 | 33 | 32 |
Credit Suisse Mortgage Capital Mortgage-Backed Trust | ||
6.000% due 07/25/2036 (i) | 898 | 499 |
6.396% due 04/25/2036 þ | 149 | 83 |
6.500% due 05/25/2036 ^ | 145 | 61 |
DBGS Mortgage Trust | ||
0.201% due 10/15/2036 ~(a) | 147,870 | 559 |
4.868% due 06/15/2033 •(i) | 900 | 828 |
5.418% due 06/15/2033 • | 200 | 179 |
Extended Stay America Trust | ||
6.518% due 07/15/2038 ~(i) | 894 | 849 |
First Horizon Alternative Mortgage Securities Trust | ||
3.543% due 08/25/2035 ^~ | 3 | 0 |
Freddie Mac | ||
9.781% due 10/25/2041 ~(i) | 1,100 | 976 |
10.081% due 11/25/2041 •(i) | 1,100 | 981 |
GS Mortgage Securities Corp. Trust | ||
4.744% due 10/10/2032 ~(i) | 800 | 779 |
4.744% due 10/10/2032 ~ | 100 | 95 |
GS Mortgage Securities Trust | ||
0.579% due 08/10/2043 ~(a) | 1,818 | 18 |
GSR Mortgage Loan Trust | ||
3.035% due 03/25/2047 ^~(i) | 602 | 410 |
HarborView Mortgage Loan Trust | ||
3.493% due 01/19/2036 • | 409 | 256 |
IndyMac INDA Mortgage Loan Trust | ||
3.461% due 06/25/2037 ~ | 109 | 87 |
IndyMac INDX Mortgage Loan Trust | ||
2.905% due 05/25/2036 ~ | 95 | 57 |
3.884% due 11/25/2034 • | 59 | 52 |
JP Morgan Alternative Loan Trust | ||
6.500% due 03/25/2036 ^(i) | 766 | 474 |
JP Morgan Chase Commercial Mortgage Securities Corp. | ||
1.630% due 03/12/2039 ~(a) | 1 | 0 |
JP Morgan Chase Commercial Mortgage Securities Trust | ||
0.506% due 02/15/2046 «~(a)(i) | 54,206 | 147 |
6.241% due 02/12/2051 ~ | 34 | 263 |
9.208% due 11/15/2038 •(i) | 900 | 841 |
JP Morgan Mortgage Trust | ||
3.940% due 07/25/2035 ~ | 12 | 12 |
Lehman Mortgage Trust | ||
5.913% due 04/25/2036 ^~ | 116 | 78 |
6.000% due 05/25/2037 ^ | 6 | 13 |
MASTR Adjustable Rate Mortgages Trust | ||
3.429% due 11/25/2035 ^~ | 234 | 154 |
MASTR Asset Securitization Trust | ||
6.000% due 06/25/2036 ^• | 160 | 114 |
Merrill Lynch Mortgage Investors Trust | ||
2.726% due 02/25/2034 ~ | 3 | 3 |
2.887% due 11/25/2035 ~ | 42 | 40 |
2.969% due 05/25/2033 ~ | 2 | 2 |
3.504% due 07/25/2030 • | 19 | 18 |
3.744% due 11/25/2029 • | 52 | 47 |
MFA Trust | ||
3.220% due 08/25/2061 ~(i) | 1,000 | 745 |
4.311% due 12/25/2066 ~(i) | 1,000 | 737 |
Morgan Stanley Capital Trust | ||
0.414% due 11/12/2049 ~(a) | 4,515 | 0 |
7.168% due 11/15/2034 ~ | 400 | 369 |
Morgan Stanley Mortgage Loan Trust | ||
3.153% due 01/25/2035 ^~ | 189 | 160 |
6.000% due 08/25/2037 ^ | 140 | 63 |
Morgan Stanley Re-REMIC Trust | ||
3.327% due 03/26/2037 ~(i) | 1,879 | 1,677 |
Mortgage Equity Conversion Asset Trust | ||
4.000% due 07/25/2060 | 108 | 100 |
Natixis Commercial Mortgage Securities Trust | ||
6.790% due 03/15/2035 •(i) | 350 | 337 |
8.038% due 03/15/2035 ~(i) | 700 | 670 |
New Residential Mortgage Loan Trust | ||
3.879% due 11/25/2059 ~(i) | 2,900 | 1,663 |
Nomura Asset Acceptance Corp. Alternative Loan Trust | ||
4.154% due 02/25/2035 •(i) | 220 | 218 |
Regal Trust | ||
1.993% due 09/29/2031 ~ | 12 | 11 |
Residential Accredit Loans, Inc. Trust | ||
4.588% due 01/25/2036 ^~ | 170 | 136 |
6.000% due 08/25/2035 ^ | 133 | 111 |
6.000% due 06/25/2036 ^ | 70 | 56 |
6.500% due 09/25/2037 ^ | 127 | 101 |
Residential Asset Securitization Trust | ||
6.000% due 03/25/2037 ^ | 181 | 65 |
Residential Funding Mortgage Securities, Inc. Trust | ||
6.000% due 06/25/2036 ^ | 95 | 79 |
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PCM Fund Inc. published this content on 30 November 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 01 December 2022 00:53:04 UTC.