Company: PTY
Filing Date: 2025-03-03
Form Type: NPORT-P
Source: 0001190935-25-000007
Chunk: 8

Company: PIMCO CORPORATE & INCOME OPPORTUNITY FUND
Filing Date: 2025-03-03
Form: NPORT-P
Chunk 8
---
 |    0.000000 |

| Currency Metric:		10 |                      |
| ISO Currency code    | United Kingdom Pound |

a. Interest Rate Risk (DV01). 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 1 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.         |  -184.769240 |
| 1 year.          |  5535.509190 |
| 5 years.         | 14083.489911 |
| 10 years.        | -9577.772599 |
| 30 years.        | -2977.422234 |

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.         |  -17846.833275 |
| 1 year.          |  539027.599630 |
| 5 years.         | 1386661.303012 |
| 10 years.        | -901487.948306 |
| 30 years.        | -258664.704964 |

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.              |   19277.506900 |
| 1 year.               |  105485.599400 |
| 5 years.              |  233607.701900 |
| 10 years.             |