Company: PTY
Filing Date: 2025-11-26
Form Type: NPORT-P
Source: 0001099263-25-004534
Chunk: 8

Company: PIMCO CORPORATE & INCOME OPPORTUNITY FUND
Filing Date: 2025-11-26
Form: NPORT-P
Chunk 8
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710828.916584 |

| 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.         |  -189.303474 |
| 1 year.          | 10002.764688 |
| 5 years.         | 15567.931370 |
| 10 years.        | -7526.091289 |
| 30 years.        | -2844.267959 |

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.         |  -18436.077229 |
| 1 year.          |  993008.294895 |
| 5 years.         | 1539722.206749 |
| 10 years.        | -707085.294005 |
| 30 years.        | -247623.014549 |

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.              |  68936.388900 |
| 1 year.               |   5537.075800 |
| 5 years.              |  47665.353400 |
| 10 years.             |  48698.