Company: PDO
Filing Date: 2025-05-30
Form Type: NPORT-P
Source: 0001798618-25-000017
Chunk: 8

Company: PIMCO Dynamic Income Opportunities Fund
Filing Date: 2025-05-30
Form: NPORT-P
Chunk 8
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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.              |  -7142.343900 |
| 1 year.               |  10372.517600 |
| 5 years.              |  19392.174600 |
| 10 years.             |   1802.160500 |
| 30 years.             |   1070.387700 |
| Non-Investment grade. |               |
| Maturity period.      |               |
| 3 month.              | 176898.350100 |
| 1 year.               | 125812.672900 |
| 5 years.              | 230554.579700 |
| 10 years.             | 213070.313200 |
| 30 years.             |  14781.526400 |

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 swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity. Item B.4. Securities lending. a. For each borrower in any securities lending transaction, provide the following information:

| b. Did any securities lending counterparty provide any non-cash collateral?