Company: PTY
Filing Date: 2025-05-30
Form Type: NPORT-P
Source: 0001190935-25-000017
Chunk: 9

Company: PIMCO CORPORATE & INCOME OPPORTUNITY FUND
Filing Date: 2025-05-30
Form: NPORT-P
Chunk 9
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 | -8960.343135 |
| 30 years.        | -2887.964024 |

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Maturity period. |                |
| 3 month.         |  -19121.523373 |
| 1 year.          |  386623.956509 |
| 5 years.         | 1445611.601499 |
| 10 years.        | -843319.134080 |
| 30 years.        | -251105.778864 |

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Investment grade.     |               |
| Maturity period.      |               |
| 3 month.              |  25657.544600 |
| 1 year.               |   4048.033400 |
| 5 years.              |  63159.675900 |
| 10 years.             |  63603.674600 |
| 30 years.             |  -4194.481700 |
| Non-Investment grade. |               |
| Maturity period.      |               |
| 3 month.              | 199149.581300 |
| 1 year.               |  93599.624600 |
| 5 years.              | 189536.880400 |
| 10 years.             |  53535.846200 |
| 30 years.             |   2365.562600 |

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default