NPORT-EX 2 globalstocksplusincomefund.htm PIMCO GLOBAL STOCKSPLUS & INCOME FUND globalstocksplusincomefund

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund

September 30, 2021

(Unaudited)

 

(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)

 

 

PRINCIPAL
AMOUNT
(000s)

 

MARKET
VALUE
(000s)

INVESTMENTS IN SECURITIES 178.6% ¤

 

 

 

 

LOAN PARTICIPATIONS AND ASSIGNMENTS 20.0%

 

 

 

 

AP Core Holdings, LLC
6.250% (LIBOR03M + 5.500%) due 09/01/2027 ~

$

1,156

$

1,160

Caesars Resort Collection LLC

 

 

 

 

2.834% (LIBOR03M + 2.750%) due 12/23/2024 ~

 

2,162

 

2,152

3.583% (LIBOR03M + 3.500%) due 07/21/2025 ~

 

128

 

128

Cengage Learning, Inc.
5.750% (LIBOR03M + 4.750%) due 06/29/2026 ~

 

501

 

505

Clear Channel Outdoor Holdings, Inc.
3.629% (LIBOR03M + 3.500%) due 08/21/2026 ~

 

1,124

 

1,103

Coty, Inc.
2.500% (EUR003M + 2.500%) due 04/07/2025 ~

EUR

992

 

1,128

Emerald TopCo, Inc.
3.584% (LIBOR03M + 3.500%) due 07/24/2026 ~

$

5

 

5

Envision Healthcare Corp.
3.834% (LIBOR03M + 3.750%) due 10/10/2025 ~

 

3,392

 

3,028

Forbes Energy Services LLC
TBD% due 12/31/2021 «

 

97

 

0

GIP Blue Holding
TBD% due 09/29/2028

 

700

 

702

Instant Brands Holdings, Inc
5.750% (LIBOR03M + 5.000%) due 04/12/2028 «~

 

981

 

979

Intelsat Jackson Holdings S.A.
3.600% - 5.750% (LIBOR03M + 4.750%) due 10/13/2022 «~µ

 

238

 

236

IRB Holding Corp.
2.750% - 3.750% (LIBOR03M + 2.750%) due 02/05/2025 ~

 

145

 

145

Lealand Finance Company B.V.

 

 

 

 

1.084% (LIBOR03M + 1.000%) due 06/30/2025 ~

 

63

 

28

3.084% (LIBOR03M + 3.000%) due 06/30/2024 «~

 

7

 

4

Medline Industries, Inc.

 

 

 

 

TBD% due 08/04/2022 «

 

1,200

 

1,185

TBD% due 09/20/2028

 

582

 

579

MH Sub LLC
3.584% (LIBOR03M + 3.500%) due 09/13/2024 ~

 

19

 

19

Ortho-Clinical Diagnostics S.A.
3.083% (LIBOR03M + 3.000%) due 06/30/2025 ~

 

62

 

62

Parexel International Corp.

 

 

 

 

TBD% due 08/11/2028

 

651

 

652

PUG LLC
3.584% (LIBOR03M + 3.500%) due 02/12/2027 ~

 

6

 

6

Redstone Buyer LLC
5.500% (LIBOR03M + 4.750%) due 04/27/2028 ~

 

1,500

 

1,481

Sabre GLBL, Inc.
4.000% (LIBOR03M + 3.500%) due 12/17/2027 ~

 

1,069

 

1,063

Scientific Games International, Inc.
2.834% (LIBOR03M + 2.750%) due 08/14/2024 ~

 

199

 

199

Sotera Health Holdings LLC
3.250% (LIBOR03M + 2.750%) due 12/11/2026 «~

 

22

 

22

Syniverse Holdings, Inc.

 

 

 

 

6.000% (LIBOR03M + 5.000%) due 03/09/2023 ~

 

2,560

 

2,563

10.000% (LIBOR03M + 9.000%) due 03/11/2024 ~

 

135

 

135

Team Health Holdings, Inc.
3.750% (LIBOR03M + 2.750%) due 02/06/2024 ~

 

1,100

 

1,076

TransDigm, Inc.

 

 

 

 

2.334% (LIBOR03M + 2.250%) due 08/22/2024 ~

 

398

 

394

2.334% (LIBOR03M + 2.250%) due 05/30/2025 ~

 

398

 

393

2.334% (LIBOR03M + 2.250%) due 12/09/2025 ~

 

398

 

393

Veritas Holdings, Inc
6.000% (LIBOR03M + 5.000%) due 09/01/2025 ~

 

1,197

 

1,204

Westmoreland Coal Company (15.000% PIK)
15.000% due 03/15/2029 (d)

 

1,122

 

233

Windstream Services LLC
7.250% (LIBOR03M + 6.250%) due 09/21/2027 ~

 

237

 

238

Total Loan Participations and Assignments (Cost $23,968)

 

 

 

23,200

CORPORATE BONDS & NOTES 59.8%

 

 

 

 

BANKING & FINANCE 14.2%

 

 

 

 

Ally Financial, Inc.
8.000% due 11/01/2031 (n)

 

100

 

144

Ambac Assurance Corp.
5.100% due 12/31/2099 (j)

 

13

 

18

 

 

 

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

Banca Monte dei Paschi di Siena SpA

 

 

 

 

2.625% due 04/28/2025 (n)

EUR

600

 

713

3.625% due 09/24/2024 (n)

 

600

 

727

8.000% due 01/22/2030 •(n)

 

321

 

300

8.500% due 09/10/2030 •

 

200

 

190

10.500% due 07/23/2029 (n)

 

303

 

360

Banco de Credito del Peru
4.650% due 09/17/2024

PEN

100

 

24

Corestate Capital Holding S.A.
3.500% due 04/15/2023

EUR

600

 

647

Credit Agricole S.A.
7.875% due 01/23/2024 •(j)(k)(n)

$

200

 

223

Credit Suisse Group AG

 

 

 

 

5.250% due 02/11/2027 •(j)(k)(n)

 

600

 

629

6.250% due 12/18/2024 •(j)(k)(n)

 

200

 

216

6.375% due 08/21/2026 •(j)(k)(n)

 

400

 

440

7.250% due 09/12/2025 •(j)(k)(n)

 

200

 

222

Ford Motor Credit Co. LLC

 

 

 

 

2.330% due 11/25/2025

EUR

100

 

119

2.386% due 02/17/2026

 

100

 

120

Fortress Transportation & Infrastructure Investors LLC
6.500% due 10/01/2025 (n)

$

73

 

75

Host Hotels & Resorts LP
3.375% due 12/15/2029 (n)

 

100

 

103

HSBC Holdings PLC
6.000% due 09/29/2023 •(j)(k)

EUR

200

 

250

Icahn Enterprises LP
5.250% due 05/15/2027 (n)

$

1,000

 

1,039

MGM Growth Properties Operating Partnership LP

 

 

 

 

4.500% due 09/01/2026 (n)

 

300

 

327

4.625% due 06/15/2025 (n)

 

575

 

620

5.750% due 02/01/2027 (n)

 

200

 

230

Newmark Group, Inc.
6.125% due 11/15/2023

 

18

 

20

Pinnacol Assurance
8.625% due 06/25/2034 «(l)

 

1,100

 

1,422

PRA Group, Inc.
5.000% due 10/01/2029

 

1,000

 

1,003

Societe Generale S.A.
7.375% due 10/04/2023 •(j)(k)(n)

 

200

 

217

Trust Fibra Uno
6.390% due 01/15/2050 (n)

 

900

 

1,067

Uniti Group LP

 

 

 

 

6.000% due 01/15/2030 (c)

 

1,127

 

1,120

7.125% due 12/15/2024 (n)

 

899

 

919

7.875% due 02/15/2025 (n)

 

1,320

 

1,396

Voyager Aviation Holdings LLC
8.500% due 05/09/2026

 

816

 

750

XP, Inc.
3.250% due 07/01/2026 (n)

 

800

 

779

 

 

 

 

16,429

INDUSTRIALS 38.8%

 

 

 

 

Air Canada
3.875% due 08/15/2026 (n)

 

400

 

404

Altice Financing S.A.
5.750% due 08/15/2029 (n)

 

1,100

 

1,067

American Airlines, Inc.
5.500% due 04/20/2026 (n)

 

1,100

 

1,158

Associated Materials LLC
9.000% due 09/01/2025 (n)

 

262

 

277

Boeing Co.

 

 

 

 

5.150% due 05/01/2030 (n)

 

99

 

116

5.705% due 05/01/2040 (n)

 

181

 

230

5.805% due 05/01/2050 (n)

 

173

 

231

5.930% due 05/01/2060 (n)

 

239

 

327

Bombardier, Inc.

 

 

 

 

6.000% due 02/15/2028 (n)

 

254

 

257

7.125% due 06/15/2026 (n)

 

160

 

168

7.500% due 12/01/2024 (n)

 

576

 

600

7.500% due 03/15/2025 (n)

 

1,071

 

1,095

7.875% due 04/15/2027 (n)

 

450

 

467

Broadcom, Inc.

 

 

 

 

3.187% due 11/15/2036

 

49

 

49

3.419% due 04/15/2033 (n)

 

200

 

207

3.469% due 04/15/2034 (n)

 

400

 

412

4.300% due 11/15/2032 (n)

 

258

 

289

Caesars Entertainment, Inc.
6.250% due 07/01/2025

 

100

 

105

CGG S.A.

 

 

 

 

7.750% due 04/01/2027

EUR

132

 

156

8.750% due 04/01/2027 (n)

$

1,887

 

1,902

Charter Communications Operating LLC

 

 

 

 

3.850% due 04/01/2061 (n)

 

100

 

96

4.800% due 03/01/2050

 

36

 

40

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

Community Health Systems, Inc.
6.625% due 02/15/2025 (n)

 

800

 

838

Corp. GEO S.A.B. de C.V.
9.250% due 06/30/2020

 

470

 

0

Coty, Inc.
5.000% due 04/15/2026 (n)

 

1,000

 

1,023

Delta Air Lines, Inc.
7.375% due 01/15/2026 (n)

 

508

 

599

Dufry One BV
2.000% due 02/15/2027 (n)

EUR

1,049

 

1,161

Envision Healthcare Corp.
8.750% due 10/15/2026 (n)

$

382

 

311

Exela Intermediate LLC
10.000% due 07/15/2023

 

23

 

18

Fresh Market, Inc.
9.750% due 05/01/2023 (n)

 

1,200

 

1,238

General Electric Co.
6.875% due 01/10/2039 (n)

 

4

 

6

Guara Norte SARL
5.198% due 06/15/2034 (n)

 

386

 

389

HCA, Inc.
7.500% due 11/15/2095 (n)

 

300

 

456

iHeartCommunications, Inc.
6.375% due 05/01/2026 (n)

 

207

 

219

Innophos Holdings, Inc.
9.375% due 02/15/2028

 

21

 

23

Intelsat Connect Finance S.A.
9.500% due 02/15/2023 ^(e)

 

35

 

9

Intelsat Jackson Holdings S.A.

 

 

 

 

5.500% due 08/01/2023 ^(e)

 

1,079

 

603

8.500% due 10/15/2024 ^(e)

 

1,487

 

850

9.750% due 07/15/2025 ^(e)

 

1,026

 

559

Intelsat Luxembourg S.A.
8.125% due 06/01/2023 ^(e)

 

54

 

0

Jaguar Land Rover Automotive PLC
6.875% due 11/15/2026

EUR

200

 

259

Level 3 Financing, Inc.
3.625% due 01/15/2029 (n)

$

872

 

846

Mozart Debt Merger Sub, Inc.

 

 

 

 

3.875% due 04/01/2029 (c)

 

582

 

582

5.250% due 10/01/2029 (c)

 

582

 

582

NCL Corp. Ltd.

 

 

 

 

10.250% due 02/01/2026 (n)

 

600

 

689

12.250% due 05/15/2024 (n)

 

175

 

207

Nielsen Finance LLC
5.625% due 10/01/2028 (n)

 

1,000

 

1,039

Nissan Motor Co. Ltd.
4.810% due 09/17/2030 (n)

 

1,200

 

1,350

Noble Corp. PLC (11.000% Cash or 15.000% PIK)
11.000% due 02/15/2028 (d)

 

10

 

12

Odebrecht Oil & Gas Finance Ltd.
0.000% due 11/01/2021 (h)(j)

 

322

 

3

Oracle Corp.
4.100% due 03/25/2061 (l)(n)

 

100

 

107

Ortho-Clinical Diagnostics, Inc.
7.375% due 06/01/2025 (n)

 

22

 

23

Petroleos Mexicanos

 

 

 

 

5.350% due 02/12/2028 (n)

 

114

 

113

5.950% due 01/28/2031 (n)

 

628

 

610

6.490% due 01/23/2027

 

10

 

11

6.500% due 03/13/2027 (n)

 

232

 

245

6.500% due 01/23/2029 (n)

 

590

 

607

6.750% due 09/21/2047

 

10

 

9

6.840% due 01/23/2030 (n)

 

383

 

396

6.950% due 01/28/2060

 

50

 

44

7.690% due 01/23/2050

 

20

 

19

Premier Entertainment Sub LLC
5.625% due 09/01/2029 (n)

 

1,100

 

1,112

Prime Healthcare Services, Inc.
7.250% due 11/01/2025 (n)

 

1,000

 

1,074

Rolls-Royce PLC

 

 

 

 

3.625% due 10/14/2025 (n)

 

500

 

507

5.750% due 10/15/2027

GBP

200

 

300

Sabre GLBL, Inc.
7.375% due 09/01/2025 (n)

$

1,000

 

1,067

Sands China Ltd.
5.400% due 08/08/2028 (n)

 

362

 

400

Schenck Process Holding GmbH
6.875% due 06/15/2023 (n)

EUR

100

 

117

Strathcona Resources Ltd.
6.875% due 08/01/2026 (n)

$

1,171

 

1,162

Syngenta Finance NV
5.676% due 04/24/2048 (n)

 

953

 

1,164

Topaz Solar Farms LLC

 

 

 

 

4.875% due 09/30/2039 (n)

 

162

 

175

5.750% due 09/30/2039 (n)

 

1,771

 

2,130

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

TransDigm, Inc.
5.500% due 11/15/2027

 

6

 

6

Transocean Pontus Ltd.
6.125% due 08/01/2025 (n)

 

19

 

19

Transocean, Inc.

 

 

 

 

7.250% due 11/01/2025

 

36

 

30

7.500% due 01/15/2026

 

6

 

5

8.000% due 02/01/2027

 

13

 

10

TripAdvisor, Inc.
7.000% due 07/15/2025 (n)

 

1,000

 

1,061

Triumph Group, Inc.

 

 

 

 

6.250% due 09/15/2024

 

11

 

11

8.875% due 06/01/2024 (n)

 

839

 

924

U.S. Renal Care, Inc.
10.625% due 07/15/2027

 

10

 

11

United Airlines, Inc.

 

 

 

 

4.375% due 04/15/2026 (n)

 

800

 

822

4.625% due 04/15/2029 (n)

 

100

 

103

Valaris Ltd. (8.250% Cash or 12.000% PIK)
8.250% due 04/30/2028 (d)

 

2

 

2

Vale Overseas Ltd.

 

 

 

 

6.250% due 08/10/2026

 

25

 

30

6.875% due 11/21/2036

 

38

 

51

6.875% due 11/10/2039

 

6

 

8

Vale S.A.
2.762% due 12/29/2049 «~(j)

BRL

20,000

 

2,036

Viking Cruises Ltd.
13.000% due 05/15/2025 (n)

$

849

 

978

Windstream Escrow LLC
7.750% due 08/15/2028 (n)

 

720

 

753

Wolverine Escrow LLC

 

 

 

 

8.500% due 11/15/2024 (n)

 

1,522

 

1,417

9.000% due 11/15/2026 (n)

 

1,314

 

1,215

Wynn Las Vegas LLC
5.250% due 05/15/2027 (n)

 

100

 

101

Wynn Macau Ltd.
5.500% due 01/15/2026 (n)

 

400

 

389

 

 

 

 

44,898

UTILITIES 6.8%

 

 

 

 

AT&T, Inc.

 

 

 

 

3.500% due 06/01/2041 (n)

 

105

 

108

3.650% due 06/01/2051 (n)

 

524

 

535

3.850% due 06/01/2060 (n)

 

96

 

100

DTEK Finance PLC (1.500% Cash and 3.500% PIK)
5.000% due 12/31/2027 (d)(n)

 

738

 

454

Genesis Energy LP
8.000% due 01/15/2027 (n)

 

857

 

869

Lumen Technologies, Inc.
4.000% due 02/15/2027

 

12

 

12

Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK)
7.350% due 12/01/2026 ^(d)

 

495

 

276

Odebrecht Offshore Drilling Finance Ltd.
6.720% due 12/01/2022 ^(n)

 

422

 

418

Odebrecht Offshore Drilling Finance Ltd. (6.720% Cash and 1.000% PIK)
7.720% due 12/01/2026 ^(d)

 

736

 

175

Pacific Gas & Electric Co.

 

 

 

 

3.000% due 06/15/2028 (n)

 

1,200

 

1,222

3.950% due 12/01/2047 ^(n)

 

100

 

96

4.450% due 04/15/2042 ^

 

34

 

34

4.500% due 07/01/2040 (n)

 

600

 

613

4.550% due 07/01/2030 (n)

 

182

 

196

4.750% due 02/15/2044 ^(n)

 

1,151

 

1,174

4.950% due 07/01/2050 (n)

 

182

 

193

Petrobras Global Finance BV

 

 

 

 

5.093% due 01/15/2030

 

1

 

1

6.750% due 06/03/2050 (n)

 

118

 

128

6.850% due 06/05/2115 (n)

 

196

 

203

7.250% due 03/17/2044

 

38

 

44

Rio Oil Finance Trust
9.250% due 07/06/2024 (n)

 

944

 

1,037

Transocean Poseidon Ltd.
6.875% due 02/01/2027

 

20

 

20

 

 

 

 

7,908

Total Corporate Bonds & Notes (Cost $68,762)

 

 

 

69,235

CONVERTIBLE BONDS & NOTES 1.9%

 

 

 

 

BANKING & FINANCE 0.1%

 

 

 

 

Corestate Capital Holding S.A.
1.375% due 11/28/2022

EUR

100

 

107

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

INDUSTRIALS 1.8%

 

 

 

 

DISH Network Corp.
3.375% due 08/15/2026 (n)

$

600

 

625

Royal Caribbean Cruises Ltd.
4.250% due 06/15/2023

 

1,000

 

1,410

 

 

 

 

2,035

Total Convertible Bonds & Notes (Cost $1,703)

 

 

 

2,142

MUNICIPAL BONDS & NOTES 2.6%

 

 

 

 

ILLINOIS 0.0%

 

 

 

 

Chicago, Illinois General Obligation Bonds, Series 2015
7.750% due 01/01/2042

 

12

 

14

Illinois State General Obligation Bonds, (BABs), Series 2010
7.350% due 07/01/2035

 

5

 

6

 

 

 

 

20

PUERTO RICO 1.8%

 

 

 

 

Commonwealth of Puerto Rico General Obligation Bonds, Series 2014
8.000% due 07/01/2035 ^(e)

 

2,400

 

2,076

WEST VIRGINIA 0.8%

 

 

 

 

Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007
0.000% due 06/01/2047 (h)

 

8,800

 

954

Total Municipal Bonds & Notes (Cost $2,647)

 

 

 

3,050

U.S. GOVERNMENT AGENCIES 37.1%

 

 

 

 

Fannie Mae

 

 

 

 

3.000% due 04/25/2050 (a)(n)

 

13,865

 

2,125

5.836% due 07/25/2029 •

 

220

 

241

5.914% due 11/25/2049 •(a)

 

139

 

27

5.964% due 03/25/2037 •(a)

 

182

 

33

6.064% due 11/25/2039 •(a)

 

167

 

29

6.214% due 01/25/2038 •(a)

 

240

 

41

6.294% due 03/25/2037 •(a)

 

198

 

35

6.314% due 12/25/2037 •(a)

 

234

 

34

6.324% due 06/25/2037 •(a)

 

88

 

13

6.364% due 04/25/2037 •(a)

 

522

 

100

6.514% due 11/25/2035 •(a)

 

51

 

6

6.714% due 11/25/2036 •(a)

 

948

 

198

7.000% due 12/25/2023

 

20

 

21

7.114% due 02/25/2037 •(a)

 

168

 

36

7.500% due 06/01/2032

 

23

 

23

7.800% due 06/25/2026 ~

 

1

 

1

8.428% due 06/25/2044 •

 

224

 

245

8.808% due 12/25/2042 ~

 

39

 

44

14.080% due 08/25/2022 •

 

9

 

10

Freddie Mac

 

 

 

 

0.000% due 02/25/2046 (b)(h)

 

435

 

366

0.100% due 02/25/2046 (a)

 

435

 

0

0.700% due 11/25/2055 ~(a)

 

5,608

 

377

5.236% due 10/25/2029 •

 

250

 

274

6.064% due 05/25/2050 •(a)(n)

 

1,554

 

271

6.356% due 03/15/2037 •(a)

 

384

 

70

6.486% due 09/15/2036 •(a)

 

222

 

38

6.496% due 09/15/2036 •(a)

 

484

 

93

7.000% due 08/15/2023

 

1

 

1

Ginnie Mae
6.013% due 12/20/2048 •(a)(n)

 

1,487

 

238

Uniform Mortgage-Backed Security
3.500% due 03/01/2048 - 04/01/2048

 

559

 

594

Uniform Mortgage-Backed Security, TBA

 

 

 

 

2.500% due 12/01/2051

 

450

 

462

3.500% due 12/01/2051

 

32,800

 

34,732

4.500% due 11/01/2051

 

2,000

 

2,166

Total U.S. Government Agencies (Cost $42,592)

 

 

 

42,944

NON-AGENCY MORTGAGE-BACKED SECURITIES 14.2%

 

 

 

 

Banc of America Funding Trust

 

 

 

 

2.119% due 12/20/2034 ~

 

244

 

167

2.371% due 03/20/2036 ~

 

178

 

173

5.846% due 01/25/2037 ^~

 

118

 

121

Banc of America Mortgage Trust
6.000% due 07/25/2046 ^

 

1

 

1

Bear Stearns Adjustable Rate Mortgage Trust
2.970% due 07/25/2036 ^~

 

91

 

90

Bear Stearns ALT-A Trust

 

 

 

 

2.910% due 09/25/2035 ^~

 

77

 

60

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

3.057% due 11/25/2035 ^~

 

85

 

74

3.123% due 04/25/2035 ~

 

95

 

90

Bear Stearns Commercial Mortgage Securities Trust
5.314% due 02/11/2041 ~

 

164

 

164

Bear Stearns Structured Products, Inc. Trust

 

 

 

 

2.708% due 01/26/2036 ^~

 

385

 

327

2.727% due 12/26/2046 ^~

 

193

 

176

CBA Commercial Small Balance Commercial Mortgage
6.040% due 01/25/2039 ^þ

 

160

 

126

CD Mortgage Trust
5.688% due 10/15/2048

 

76

 

75

Chevy Chase Funding LLC Mortgage-Backed Certificates

 

 

 

 

0.386% due 08/25/2035 •

 

44

 

44

0.766% due 10/25/2034 •

 

3

 

3

Citigroup Commercial Mortgage Trust
5.697% due 12/10/2049 ~

 

578

 

309

Citigroup Mortgage Loan Trust

 

 

 

 

2.605% due 03/25/2037 ^~

 

115

 

113

2.705% due 11/25/2035 ~

 

1,216

 

818

Commercial Mortgage Loan Trust
6.171% due 12/10/2049 ~

 

1,169

 

544

Countrywide Alternative Loan Trust

 

 

 

 

0.436% due 05/25/2036 ^•

 

1,274

 

355

0.566% due 12/25/2046 ^•

 

72

 

51

0.746% due 10/25/2035 •

 

504

 

407

2.737% due 10/25/2035 ^~

 

90

 

87

3.055% due 02/25/2037 ^~

 

95

 

95

5.500% due 08/25/2034

 

236

 

245

5.500% due 02/25/2036 ^

 

14

 

11

6.250% due 09/25/2034

 

36

 

37

6.500% due 08/25/2036 ^

 

1,033

 

544

7.064% due 07/25/2036 •(a)

 

852

 

291

19.564% due 07/25/2035 •

 

526

 

612

Countrywide Home Loan Mortgage Pass-Through Trust

 

 

 

 

0.566% due 03/25/2036 •

 

124

 

116

0.866% due 02/25/2035 •

 

60

 

57

2.166% due 10/20/2035 ~

 

32

 

31

2.586% due 10/20/2035 ^~

 

51

 

51

2.887% due 08/25/2034 ~

 

23

 

23

2.970% due 10/20/2035 ^~

 

85

 

84

3.201% due 03/25/2037 ^~

 

252

 

223

5.500% due 08/25/2035 ^

 

13

 

10

Credit Suisse Commercial Mortgage Trust
5.869% due 09/15/2040 ~

 

2

 

4

Credit Suisse Mortgage Capital Mortgage-Backed Trust
6.000% due 11/25/2036

 

133

 

124

DBUBS Mortgage Trust
4.652% due 11/10/2046

 

700

 

582

Extended Stay America Trust
3.784% due 07/15/2038 •(n)

 

995

 

1,010

First Horizon Alternative Mortgage Securities Trust
2.670% due 11/25/2036 ^~

 

186

 

152

First Horizon Mortgage Pass-Through Trust
2.895% due 01/25/2037 ^~

 

253

 

200

GSR Mortgage Loan Trust

 

 

 

 

2.638% due 05/25/2035 ~

 

8

 

8

2.922% due 04/25/2035 ~

 

123

 

125

5.500% due 06/25/2036 ^

 

1

 

10

HarborView Mortgage Loan Trust

 

 

 

 

0.687% due 04/19/2034 •

 

8

 

8

2.298% due 11/19/2034 ~

 

82

 

85

2.563% due 08/19/2036 ^~

 

4

 

4

2.623% due 02/25/2036 ^~

 

15

 

7

HSI Asset Loan Obligation Trust
2.817% due 01/25/2037 ^~

 

165

 

140

IndyMac Mortgage Loan Trust

 

 

 

 

0.356% due 06/25/2037 ^•

 

606

 

800

0.646% due 03/25/2035 •

 

6

 

6

2.755% due 06/25/2037 ^~

 

346

 

366

JP Morgan Chase Commercial Mortgage Securities Trust
6.044% due 01/12/2038 ~

 

860

 

873

JP Morgan Mortgage Trust

 

 

 

 

2.599% due 04/25/2037 ^~

 

294

 

260

5.500% due 01/25/2036 ^

 

28

 

19

5.500% due 06/25/2037 ^

 

6

 

8

MASTR Adjustable Rate Mortgages Trust

 

 

 

 

2.677% due 11/25/2035 ^~

 

390

 

289

2.935% due 10/25/2034 ~

 

105

 

106

Merrill Lynch Alternative Note Asset Trust
0.226% due 01/25/2037 •

 

687

 

278

Opteum Mortgage Acceptance Corp. Trust
0.626% due 07/25/2036 •

 

189

 

92

RBSSP Resecuritization Trust
5.000% due 09/26/2036 ~

 

1,108

 

1,001

Residential Accredit Loans, Inc. Trust

 

 

 

 

3.118% due 12/26/2034 ^~

 

87

 

85

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

4.309% due 01/25/2036 ^~

 

430

 

388

6.000% due 09/25/2035 ^

 

281

 

148

6.000% due 08/25/2036 ^

 

137

 

135

Residential Asset Mortgage Products Trust
7.500% due 12/25/2031

 

11

 

10

Structured Adjustable Rate Mortgage Loan Trust

 

 

 

 

1.492% due 05/25/2035 ^•

 

928

 

786

2.937% due 01/25/2036 ^~

 

245

 

175

2.997% due 09/25/2035 ~

 

45

 

36

3.009% due 04/25/2036 ^~

 

192

 

145

3.085% due 09/25/2036 ^~

 

171

 

150

Structured Asset Mortgage Investments Trust

 

 

 

 

0.546% due 02/25/2036 •

 

287

 

278

0.646% due 02/25/2036 ^•

 

195

 

189

SunTrust Adjustable Rate Mortgage Loan Trust
2.394% due 01/25/2037 ^~

 

44

 

39

WaMu Mortgage Pass-Through Certificates Trust

 

 

 

 

2.993% due 12/25/2036 ^~

 

218

 

220

3.096% due 07/25/2037 ^~

 

61

 

62

Wells Fargo-RBS Commercial Mortgage Trust
0.412% due 12/15/2046 ~(a)

 

30,000

 

187

Total Non-Agency Mortgage-Backed Securities (Cost $14,568)

 

 

 

16,396

ASSET-BACKED SECURITIES 11.4%

 

 

 

 

Adagio CLO DAC
0.000% due 04/30/2031 ~

EUR

250

 

173

Apidos CLO
0.000% due 07/22/2026 ~

$

500

 

0

Avoca CLO DAC
0.000% due 07/15/2032 ~

EUR

1,000

 

986

Bear Stearns Asset-Backed Securities Trust

 

 

 

 

6.500% due 08/25/2036 ^

$

523

 

292

23.210% due 03/25/2036 ^•

 

1,632

 

1,358

Belle Haven ABS CDO Ltd.
0.388% due 07/05/2046 •

 

34,966

 

69

Bombardier Capital Mortgage Securitization Corp.
7.830% due 06/15/2030 ~

 

1,421

 

341

California Republic Auto Receivables Trust
0.000% due 04/15/2025 «(h)

 

1,400

 

1,480

Carlyle Global Market Strategies CLO Ltd.

 

 

 

 

0.000% due 04/17/2031 ~

 

1,700

 

814

0.000% due 10/15/2031 ~

 

600

 

384

Carlyle Global Market Strategies Euro CLO DAC

 

 

 

 

0.000% due 04/15/2027 ~

EUR

900

 

509

0.000% due 01/25/2032 ~

 

300

 

210

Carrington Mortgage Loan Trust
0.236% due 08/25/2036 •

$

53

 

52

Citigroup Mortgage Loan Trust
0.246% due 01/25/2037 •

 

141

 

73

Conseco Finance Securitizations Corp.
7.960% due 05/01/2031

 

375

 

153

Countrywide Asset-Backed Certificates
1.186% due 09/25/2034 •

 

37

 

37

Flagship Credit Auto Trust
0.000% due 05/15/2025 «(h)

 

1

 

86

Lehman XS Trust
4.474% due 05/25/2037 ^þ

 

52

 

53

Marlette Funding Trust

 

 

 

 

0.000% due 12/15/2028 «(a)(h)

 

2

 

200

0.000% due 04/16/2029 «(h)

 

2

 

136

0.000% due 07/16/2029 «(h)

 

2

 

229

MF1 Ltd.
4.264% due 11/15/2035 •

 

400

 

407

Morgan Stanley ABS Capital, Inc. Trust
0.146% due 05/25/2037 •

 

64

 

59

SMB Private Education Loan Trust

 

 

 

 

0.000% due 09/18/2046 «(h)

 

1

 

391

0.000% due 10/15/2048 «(h)

 

2

 

593

SoFi Consumer Loan Program LLC
0.000% due 05/26/2026 (h)

 

10

 

381

Soundview Home Loan Trust
0.146% due 11/25/2036 •

 

168

 

69

South Coast Funding Ltd.
0.454% due 01/06/2041 •

 

11,840

 

3,044

Structured Asset Securities Corp. Mortgage Loan Trust
0.536% due 06/25/2035 •

 

121

 

121

Symphony CLO Ltd.
4.733% due 07/14/2026 •

 

400

 

399

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

Washington Mutual Asset-Backed Certificates Trust
0.146% due 10/25/2036 •

 

89

 

47

Total Asset-Backed Securities (Cost $22,350)

 

 

 

13,146

SOVEREIGN ISSUES 3.4%

 

 

 

 

Argentina Government International Bond

 

 

 

 

0.500% due 07/09/2030 þ

 

535

 

181

1.000% due 07/09/2029

 

97

 

37

1.125% due 07/09/2035 þ

 

573

 

180

2.000% due 01/09/2038 þ(n)

 

1,597

 

620

2.500% due 07/09/2041 þ(n)

 

905

 

332

15.500% due 10/17/2026

ARS

8,480

 

19

18.200% due 10/03/2021

 

1,638

 

9

34.163% (BADLARPP) due 10/04/2022 ~

 

132

 

0

Autonomous City of Buenos Aires
37.907% (BADLARPP + 3.750%) due 02/22/2028 ~

 

449

 

2

Egypt Government International Bond
6.375% due 04/11/2031

EUR

600

 

683

Provincia de Buenos Aires

 

 

 

 

37.896% due 04/12/2025 (n)

ARS

71,001

 

329

37.896% due 04/12/2025

 

8,630

 

40

Republic of Greece Government International Bond

 

 

 

 

4.300% due 02/24/2023 þ

EUR

33

 

41

4.300% due 02/24/2024 þ

 

33

 

42

4.300% due 02/24/2025 þ

 

33

 

44

4.300% due 02/24/2026 þ

 

33

 

45

4.300% due 02/24/2027 þ

 

33

 

47

4.300% due 02/24/2028 þ

 

33

 

48

4.300% due 02/24/2029 þ

 

33

 

48

4.300% due 02/24/2030 þ

 

33

 

49

4.300% due 02/24/2031 þ

 

33

 

50

4.300% due 02/24/2032 þ

 

33

 

51

4.300% due 02/24/2033 þ

 

33

 

52

4.300% due 02/24/2034 þ

 

33

 

53

4.300% due 02/24/2035 þ

 

33

 

53

4.300% due 02/24/2036 þ

 

33

 

54

4.300% due 02/24/2037 þ

 

33

 

56

4.300% due 02/24/2038 þ

 

33

 

56

4.300% due 02/24/2039 þ

 

33

 

57

4.300% due 02/24/2040 þ

 

33

 

57

4.300% due 02/24/2041 þ

 

33

 

58

4.300% due 02/24/2042 þ

 

33

 

58

South Africa Government International Bond
5.750% due 09/30/2049

$

200

 

191

Ukraine Government International Bond
4.375% due 01/27/2030

EUR

233

 

251

Venezuela Government International Bond

 

 

 

 

6.000% due 12/09/2020

$

50

 

5

8.250% due 10/13/2024 ^(e)

 

4

 

0

9.250% due 09/15/2027 ^(e)

 

62

 

7

Total Sovereign Issues (Cost $5,194)

 

 

 

3,905

 

 

SHARES

 

 

COMMON STOCKS 1.8%

 

 

 

 

COMMUNICATION SERVICES 1.0%

 

 

 

 

Clear Channel Outdoor Holdings, Inc. (f)

 

97,913

 

265

iHeartMedia, Inc. 'A' (f)

 

22,927

 

574

iHeartMedia, Inc. 'B' «(f)

 

17,837

 

402

 

 

 

 

1,241

ENERGY 0.1%

 

 

 

 

Axis Energy Services 'A' «(f)(l)

 

514

 

8

Noble Corp. (f)(l)

 

3,943

 

107

Valaris Ltd. (f)

 

211

 

7

 

 

 

 

122

INDUSTRIALS 0.1%

 

 

 

 

Neiman Marcus Group Ltd. LLC «(f)(l)

 

516

 

55

Noble Corp. «(f)

 

317

 

9

Sierra Hamilton Holder LLC «(f)(l)

 

100,456

 

0

Voyager Aviation Holdings «(f)

 

377

 

0

Westmoreland Mining Holdings LLC «(f)(l)

 

13,224

 

0

 

 

 

 

64

MATERIALS 0.6%

 

 

 

 

Associated Materials Group, Inc. «(f)(l)

 

100,208

 

706

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

Total Common Stocks (Cost $2,555)

 

 

 

2,133

WARRANTS 1.1%

 

 

 

 

INDUSTRIALS 0.1%

 

 

 

 

Sequa Corp. - Exp. 04/28/2024 «

 

121,000

 

71

INFORMATION TECHNOLOGY 1.0%

 

 

 

 

Windstream Holdings LLC - Exp. 09/21/2055 «

 

52,536

 

1,261

Total Warrants (Cost $403)

 

 

 

1,332

PREFERRED SECURITIES 8.6%

 

 

 

 

BANKING & FINANCE 4.7%

 

 

 

 

AGFC Capital Trust
1.876% (US0003M + 1.750%) due 01/15/2067 ~(n)

 

1,000,000

 

590

Charles Schwab Corp.
4.000% due 12/01/2030 •(j)

 

200,000

 

207

OCP CLO Ltd.
0.000% due 04/26/2028 «(h)

 

1,400

 

1,097

Stichting AK Rabobank Certificaten
19.437% due 12/29/2049 þ(j)

 

2,124,000

 

3,545

 

 

 

 

5,439

INDUSTRIALS 3.9%

 

 

 

 

General Electric Co.
3.446% (US0003M + 3.330%) due 12/15/2021 ~(j)

 

28,000

 

27

Sequa Corp. (15.000% PIK)
15.000% «(d)

 

3,470

 

3,779

Voyager Aviation Holdings LLC
9.500% «

 

2,260

 

668

 

 

 

 

4,474

Total Preferred Securities (Cost $7,946)

 

 

 

9,913

REAL ESTATE INVESTMENT TRUSTS 0.5%

 

 

 

 

REAL ESTATE 0.5%

 

 

 

 

Uniti Group, Inc.

 

44,060

 

545

Total Real Estate Investment Trusts (Cost $279)

 

 

 

545

SHORT-TERM INSTRUMENTS 16.2%

 

 

 

 

REPURCHASE AGREEMENTS (m) 1.4%

 

 

 

1,627

 

 

 

 

 

ARGENTINA TREASURY BILLS 0.0%

 

 

 

 

40.499% due 10/29/2021 (h)(i)

ARS

3,595

 

20

U.S. TREASURY BILLS 13.7%

 

 

 

 

0.048% due 11/12/2021 - 03/31/2022 (g)(h)(p)(r)

$

15,800

 

15,797

 

 

PRINCIPAL
AMOUNT
(000s)

 

 

U.S. TREASURY CASH MANAGEMENT BILLS 1.1%

 

 

 

 

0.043% due 01/04/2022 (h)(i)(p)

 

1,300

 

1,300

Total Short-Term Instruments (Cost $18,745)

 

 

 

18,743

Total Investments in Securities (Cost $211,720)

 

 

 

206,684

Total Investments 178.6% (Cost $211,712)

 

 

$

206,684

Financial Derivative Instruments (o)(q) 3.5%(Cost or Premiums, net $(1,345))

 

 

 

7,220

Other Assets and Liabilities, net (84.9)%

 

 

 

(98,187)

Net Assets 100.0%

 

 

$

115,717

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

 

NOTES TO SCHEDULE OF INVESTMENTS:

 

* A zero balance may reflect actual amounts rounding to less than one thousand.

 

¤

The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.

^

Security is in default.

«

Security valued using significant unobservable inputs (Level 3).

µ

All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.

~

Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.

•

Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.

þ

Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.

(a)

Security is an Interest Only ("IO") or IO Strip.

(b)

Principal only security.

(c)

When-issued security.

(d)

Payment in-kind security.

(e)

Security is not accruing income as of the date of this report.

(f)

Security did not produce income within the last twelve months.

(g)

Coupon represents a weighted average yield to maturity.

(h)

Zero coupon security.

(i)

Coupon represents a yield to maturity.

(j)

Perpetual maturity; date shown, if applicable, represents next contractual call date.

(k)

Contingent convertible security.

(l)

RESTRICTED SECURITIES:

Issuer Description

 

 

Acquisition
Date

 

Cost

 

Market
Value

Market Value
as Percentage
of Net Assets

Associated Materials Group, Inc.

 

 

08/24/2020

$

636

$

706

0.61

%

Axis Energy Services 'A'

 

 

07/01/2021

 

8

 

8

0.01

 

Neiman Marcus Group Ltd. LLC

 

 

09/25/2020

 

0

 

55

0.05

 

Noble Corp.

 

 

02/05/2021 - 02/27/2021

 

52

 

107

0.09

 

Oracle Corp. 4.100% due 03/25/2061

 

 

08/02/2021

 

114

 

107

0.09

 

Pinnacol Assurance 8.625% due 06/25/2034

 

 

06/23/2014

 

1,100

 

1,422

1.23

 

Sierra Hamilton Holder LLC

 

 

07/31/2017

 

26

 

0

0.00

 

Westmoreland Mining Holdings LLC

 

 

12/08/2014 - 08/05/2016

 

370

 

0

0.00

 

 

 

 

 

$

2,306

$

2,405

2.08%

BORROWINGS AND OTHER FINANCING TRANSACTIONS

(m)

REPURCHASE AGREEMENTS:

Counterparty

Lending
Rate

Settlement
Date

Maturity
Date

 

Principal
Amount

Collateralized By

 

Collateral
(Received)

 

Repurchase
Agreements,
at Value

 

Repurchase
Agreement
Proceeds
to be
Received

FICC

0.000%

09/30/2021

10/01/2021

$

1,627

U.S. Treasury Notes 1.625% due 12/15/2022

$

(1,660)

$

1,627

$

1,627

Total Repurchase Agreements

 

$

(1,660)

$

1,627

$

1,627

REVERSE REPURCHASE AGREEMENTS:

Counterparty

Borrowing Rate(1)

Settlement Date

Maturity Date

 

Amount
Borrowed(1)

 

Payable for
Reverse
Repurchase
Agreements

BPS

(0.400)%

07/26/2021

10/26/2021

EUR

(904)

$

(1,046)

 

0.250

09/27/2021

11/10/2021

$

(742)

 

(742)

 

0.350

07/20/2021

01/20/2022

 

(208)

 

(208)

 

0.380

09/03/2021

10/01/2021

 

(765)

 

(765)

 

0.390

09/03/2021

10/01/2021

 

(962)

 

(962)

 

0.400

08/20/2021

02/22/2022

 

(1,011)

 

(1,012)

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

 

0.430

10/01/2021

10/20/2021

 

(1,739)

 

(1,739)

 

0.490

08/12/2021

02/15/2022

 

(2,180)

 

(2,181)

 

0.490

08/20/2021

02/22/2022

 

(1,031)

 

(1,032)

 

0.490

09/14/2021

02/22/2022

 

(764)

 

(764)

 

0.500

07/12/2021

01/10/2022

 

(1,565)

 

(1,567)

 

0.500

07/20/2021

01/20/2022

 

(2,125)

 

(2,127)

 

0.500

07/21/2021

01/21/2022

 

(2,081)

 

(2,083)

BRC

0.500

09/10/2021

03/10/2022

 

(233)

 

(233)

 

0.763

07/08/2021

01/10/2022

 

(808)

 

(809)

CDC

0.260

09/03/2021

10/07/2021

 

(551)

 

(551)

 

0.360

08/19/2021

TBD(2)

 

(2,563)

 

(2,564)

 

0.480

07/09/2021

10/07/2021

 

(1,067)

 

(1,069)

 

0.490

09/20/2021

03/21/2022

 

(567)

 

(567)

CEW

0.450

07/12/2021

01/11/2022

 

(1,995)

 

(1,997)

 

0.450

07/22/2021

01/21/2022

 

(976)

 

(977)

 

0.500

07/09/2021

01/05/2022

 

(380)

 

(381)

CIB

0.500

09/10/2021

10/13/2021

 

(2,168)

 

(2,168)

IND

0.290

08/03/2021

02/03/2022

 

(1,111)

 

(1,111)

 

0.360

08/12/2021

10/12/2021

 

(932)

 

(932)

 

0.420

08/03/2021

02/03/2022

 

(1,044)

 

(1,045)

JML

(0.450)

07/26/2021

10/26/2021

EUR

(94)

 

(109)

 

(0.400)

07/21/2021

10/21/2021

 

(522)

 

(604)

 

(0.380)

07/21/2021

10/21/2021

 

(548)

 

(634)

 

(0.380)

07/26/2021

10/26/2021

 

(280)

 

(325)

 

(0.300)

07/14/2021

10/14/2021

 

(89)

 

(103)

 

(0.050)

07/08/2021

10/06/2021

$

(376)

 

(376)

 

0.400

08/26/2021

10/08/2021

 

(810)

 

(810)

 

0.600

07/08/2021

10/13/2021

 

(1,034)

 

(1,036)

NOM

0.380

10/04/2021

TBD(2)

 

(1,213)

 

(1,213)

 

0.400

08/25/2021

08/23/2023

 

(880)

 

(880)

 

0.400

08/25/2021

TBD(2)

 

(1,766)

 

(1,766)

 

0.400

09/02/2021

10/04/2021

 

(1,229)

 

(1,229)

 

0.400

09/14/2021

10/14/2021

 

(1,442)

 

(1,442)

 

0.400

09/30/2021

10/14/2021

 

(167)

 

(167)

 

0.750

08/25/2021

TBD(2)

 

(547)

 

(547)

RDR

0.270

09/22/2021

01/20/2022

 

(546)

 

(546)

 

0.270

09/24/2021

01/20/2022

 

(113)

 

(113)

 

0.270

09/28/2021

01/20/2022

 

(3,347)

 

(3,347)

SGY

0.270

09/30/2021

10/19/2021

 

(52)

 

(52)

SOG

0.270

09/24/2021

10/19/2021

 

(212)

 

(212)

 

0.350

08/13/2021

TBD(2)

 

(68)

 

(68)

 

0.410

08/09/2021

10/12/2021

 

(1,106)

 

(1,107)

 

0.410

08/27/2021

10/19/2021

 

(715)

 

(715)

 

0.500

07/16/2021

01/14/2022

 

(490)

 

(490)

 

0.500

07/30/2021

01/14/2022

 

(66)

 

(66)

 

0.500

09/16/2021

03/16/2022

 

(1,356)

 

(1,357)

 

0.500

09/22/2021

03/23/2022

 

(473)

 

(473)

 

0.500

09/30/2021

03/07/2022

 

(1,795)

 

(1,795)

 

0.550

07/26/2021

04/26/2022

 

(777)

 

(778)

TDM

0.220

08/09/2021

TBD(2)

 

(432)

 

(432)

 

0.220

08/09/2021

08/06/2023

 

(215)

 

(215)

 

0.250

04/16/2021

TBD(2)

 

(680)

 

(681)

 

0.250

06/09/2021

TBD(2)

 

(5)

 

(5)

 

0.250

09/16/2021

TBD(2)

 

(1,050)

 

(1,050)

UBS

0.350

07/08/2021

10/08/2021

 

(187)

 

(188)

 

0.350

07/14/2021

10/15/2021

 

(174)

 

(174)

 

0.350

08/30/2021

TBD(2)

 

(532)

 

(532)

 

0.400

08/16/2021

10/14/2021

 

(858)

 

(859)

 

0.400

09/16/2021

10/13/2021

 

(1,591)

 

(1,591)

 

0.420

08/04/2021

11/04/2021

 

(4,281)

 

(4,284)

 

0.450

07/07/2021

10/05/2021

 

(1,289)

 

(1,291)

 

0.500

07/14/2021

01/12/2022

 

(603)

 

(604)

Total Reverse Repurchase Agreements

 

 

 

 

 

$

(64,898)

SHORT SALES:

Description

Coupon

Maturity
Date

 

Principal
Amount

 

Proceeds

 

Payable for
Short Sales

U.S. Government Agencies (0.7)%

Uniform Mortgage-Backed Security, TBA

2.000%

12/01/2051

$

800

$

(797)

$

(799)

Total Short Sales (0.7)%

 

 

 

 

$

(797)

$

(799)

(n)

Securities with an aggregate market value of $70,856 have been pledged as collateral under the terms of master agreements as of September 30, 2021.

(1)

The average amount of borrowings outstanding during the period ended September 30, 2021 was $(61,832) at a weighted average interest rate of 0.419%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period.

(2)

Open maturity reverse repurchase agreement.

(o)

FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

PURCHASED OPTIONS:

OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS

Description

 

Strike
Price

Expiration
Date

# of
Contracts

 

Notional Amount

 

Cost

 

Market
Value

Put - CME E-mini S&P 500 October 2021 Futures

$

4,230.000

10/15/2021

250

$

13

$

350

$

631

Total Purchased Options

$

350

$

631

WRITTEN OPTIONS:

OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS

Description

 

Strike
Price

Expiration
Date

# of
Contracts

 

Notional Amount

 

Premiums
(Received)

 

Market
Value

Call - CME E-mini S&P 500 October 2021 Futures

$

4,450.000

10/15/2021

250

$

13

$

(870)

$

(91)

Total Written Options

$

(870)

$

(91)

FUTURES CONTRACTS:

LONG FUTURES CONTRACTS

 

Variation Margin

Description

 

 

 

Expiration
Month

 

# of
Contracts

 

Notional
Amount

 

 

Unrealized
Appreciation/
(Depreciation)

 

Asset

 

Liability

E-mini S&P 500 Index December Futures

12/2021

 

268

 

57,590

 

$

(2,238)

$

1

$

(684)

Total Futures Contracts

 

$

(2,238)

$

1

$

(684)

SWAP AGREEMENTS:

CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION(1)

 

Variation Margin

Reference Entity

Fixed
(Pay) Rate

Payment
Frequency

Maturity
Date

Implied
Credit Spread at
September 30, 2021(3)

 

Notional
Amount(4)

 

Premiums
Paid/
(Received)

 

Unrealized
Appreciation/
(Depreciation)

 

Market
Value(5)

 

Asset

 

Liability

Jaguar Land Rover Automotive

(5.000)%

Quarterly

12/20/2026

4.391

%

EUR

300

$

19

$

(9)

$

10

$

1

$

0

CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION(2)

 

Variation Margin

Reference Entity

Fixed
Receive Rate

Payment
Frequency

Maturity
Date

Implied
Credit Spread at
September 30, 2021(3)

 

Notional
Amount(4)

 

Premiums
Paid/
(Received)

 

Unrealized
Appreciation/
(Depreciation)

 

Market
Value(5)

 

Asset

 

Liability

Jaguar Land Rover Automotive

5.000%

Quarterly

06/20/2026

4.219

%

EUR

1,100

$

78

$

(34)

$

44

$

1

$

0

Rolls-Royce PLC

1.000

Quarterly

12/20/2025

1.716

 

 

1,100

 

(214)

 

177

 

(37)

 

1

 

0

Rolls-Royce PLC

1.000

Quarterly

06/20/2026

1.876

 

 

1,300

 

(102)

 

42

 

(60)

 

0

 

0

 

 

 

 

 

 

$

(238)

$

185

$

(53)

$

2

$

0

INTEREST RATE SWAPS

 

Variation Margin

Pay/
Receive
Floating Rate

Floating Rate Index

Fixed Rate

Payment
Frequency

Maturity
Date

 

Notional
Amount

 

Premiums
Paid/
(Received)

 

Unrealized
Appreciation/
(Depreciation)

 

Market
Value

 

Asset

 

Liability

Receive(6)

1-Day GBP-SONIO Compounded-OIS

0.750%

Annual

03/16/2052

GBP

1,100

$

(19)

$

118

$

99

$

16

$

0

Receive (6)

1-Day USD-Federal Funds Rate Compounded-OIS

0.100

Annual

01/13/2023

$

3,500

 

0

 

2

 

2

 

0

 

0

Pay

1-Year BRL-CDI

3.700

Maturity

01/03/2022

BRL

35,800

 

(12)

 

(45)

 

(57)

 

0

 

0

Pay

1-Year BRL-CDI

3.978

Maturity

01/03/2022

 

1,500

 

0

 

(2)

 

(2)

 

0

 

0

Pay

1-Year BRL-CDI

4.040

Maturity

01/03/2022

 

1,500

 

0

 

(2)

 

(2)

 

0

 

0

Pay

1-Year BRL-CDI

6.170

Maturity

01/02/2023

 

19,600

 

(4)

 

(73)

 

(77)

 

0

 

(3)

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

Pay

3-Month CAD-Bank Bill

3.300

Semi-Annual

06/19/2024

CAD

4,900

 

369

 

(114)

 

255

 

1

 

0

Receive

3-Month CAD-Bank Bill

3.500

Semi-Annual

06/20/2044

 

1,600

 

(285)

 

11

 

(274)

 

6

 

0

Receive

3-Month USD-LIBOR

0.250

Semi-Annual

06/16/2024

$

3,000

 

8

 

17

 

25

 

0

 

0

Receive

3-Month USD-LIBOR

3.000

Semi-Annual

06/19/2024

 

4,400

 

(73)

 

(251)

 

(324)

 

0

 

0

Receive(6)

3-Month USD-LIBOR

1.500

Semi-Annual

12/15/2028

 

1,250

 

(15)

 

6

 

(9)

 

0

 

(2)

Receive

3-Month USD-LIBOR

1.750

Semi-Annual

01/15/2030

 

600

 

(7)

 

(10)

 

(17)

 

0

 

(1)

Receive

3-Month USD-LIBOR

2.000

Semi-Annual

02/12/2030

 

4,400

 

(78)

 

(128)

 

(206)

 

0

 

(10)

Receive

3-Month USD-LIBOR

2.000

Semi-Annual

03/10/2030

 

500

 

(1)

 

(22)

 

(23)

 

0

 

(1)

Receive

3-Month USD-LIBOR

1.000

Semi-Annual

12/16/2030

 

400

 

(15)

 

32

 

17

 

0

 

(1)

Pay

3-Month USD-LIBOR

0.750

Semi-Annual

06/16/2031

 

2,229

 

(211)

 

53

 

(158)

 

5

 

0

Pay

3-Month USD-LIBOR

3.000

Semi-Annual

12/19/2048

 

5,700

 

(17)

 

1,526

 

1,509

 

23

 

0

Pay

6-Month EUR-EURIBOR

0.650

Annual

02/26/2029

EUR

34,900

 

35

 

2,139

 

2,174

 

5

 

0

Receive

6-Month EUR-EURIBOR

0.150

Annual

03/18/2030

 

1,300

 

(18)

 

47

 

29

 

0

 

0

Receive

6-Month EUR-EURIBOR

0.150

Annual

06/17/2030

 

3,000

 

(132)

 

105

 

(27)

 

0

 

0

Receive(6)

6-Month EUR-EURIBOR

0.250

Annual

03/16/2032

 

800

 

(15)

 

13

 

(2)

 

0

 

0

Receive

6-Month EUR-EURIBOR

1.250

Annual

08/19/2049

 

8,800

 

37

 

(2,108)

 

(2,071)

 

29

 

0

Pay

6-Month EUR-EURIBOR

0.250

Annual

03/18/2050

 

400

 

48

 

(79)

 

(31)

 

0

 

(1)

Pay

6-Month EUR-EURIBOR

0.500

Annual

06/17/2050

 

1,000

 

171

 

(167)

 

4

 

0

 

(3)

Pay

28-Day MXN-TIIE

4.550

Lunar

02/27/2023

MXN

21,600

 

3

 

(26)

 

(23)

 

1

 

0

Pay

28-Day MXN-TIIE

4.500

Lunar

03/03/2023

 

14,200

 

(1)

 

(15)

 

(16)

 

0

 

0

 

 

 

 

 

 

$

(232)

$

1,027

$

795

$

86

$

(22)

Total Swap Agreements

$

(451)

$

1,203

$

752

$

89

$

(22)

(p)

Securities with an aggregate market value of $1,927 and cash of $3,505 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2021.

(1)

If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(2)

If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(3)

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

(4)

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(5)

The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

(6)

This instrument has a forward starting effective date.

(q)

FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER

FORWARD FOREIGN CURRENCY CONTRACTS:

 

Unrealized Appreciation/(Depreciation)

Counterparty

Settlement
Month

 

Currency to
be Delivered

 

Currency to
be Received

 

Asset

 

Liability

BOA

10/2021

MXN

13,584

$

663

$

6

$

0

 

10/2021

$

488

CNY

3,163

 

1

 

0

 

10/2021

 

424

PEN

1,666

 

0

 

(21)

 

11/2021

JPY

20,400

$

187

 

3

 

0

 

11/2021

$

141

RUB

10,564

 

3

 

0

 

12/2021

 

658

MXN

13,584

 

0

 

(6)

 

12/2021

 

118

RUB

8,771

 

1

 

0

 

12/2021

 

21

ZAR

298

 

0

 

(1)

 

06/2022

PEN

225

$

54

 

1

 

0

BPS

10/2021

EUR

330

 

390

 

8

 

0

 

10/2021

$

17

MXN

334

 

0

 

0

 

11/2021

 

211

 

4,262

 

0

 

(6)

 

12/2021

 

85

ZAR

1,227

 

0

 

(5)

 

01/2022

MXN

334

$

16

 

0

 

0

BRC

11/2021

$

111

JPY

12,200

 

0

 

(1)

 

11/2021

 

50

RUB

3,757

 

1

 

0

CBK

10/2021

EUR

280

$

332

 

8

 

0

 

10/2021

GBP

317

 

437

 

10

 

0

 

10/2021

PEN

368

 

92

 

3

 

0

 

10/2021

$

74

EUR

62

 

0

 

(2)

 

10/2021

 

122

PEN

474

 

0

 

(7)

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

 

11/2021

PEN

352

$

86

 

1

 

0

 

11/2021

$

510

NOK

4,505

 

5

 

0

 

12/2021

 

197

INR

15,069

 

5

 

0

 

12/2021

 

152

PEN

557

 

0

 

(17)

 

12/2021

 

78

RUB

5,782

 

0

 

0

 

12/2021

 

96

ZAR

1,386

 

0

 

(5)

 

12/2021

ZAR

3,453

$

234

 

7

 

0

 

05/2022

$

90

PEN

367

 

0

 

(2)

FBF

11/2021

 

46

RUB

3,455

 

1

 

0

GLM

10/2021

BRL

7,823

$

1,461

 

24

 

0

 

10/2021

$

1,454

BRL

7,823

 

0

 

(17)

 

10/2021

 

114

RUB

8,604

 

4

 

0

 

10/2021

 

14

TRY

116

 

0

 

(1)

 

11/2021

 

1,454

BRL

7,823

 

0

 

(24)

 

11/2021

 

53

RUB

3,949

 

1

 

0

 

12/2021

 

222

IDR

3,196,139

 

0

 

0

 

12/2021

 

189

RUB

14,076

 

2

 

0

 

12/2021

 

74

ZAR

1,066

 

0

 

(4)

 

01/2022

 

44

PEN

181

 

0

 

0

HUS

10/2021

CAD

102

$

81

 

0

 

0

 

10/2021

PEN

29

 

8

 

1

 

0

 

10/2021

$

465

EUR

398

 

0

 

(4)

 

10/2021

 

670

MXN

13,584

 

0

 

(14)

 

10/2021

 

30

RUB

2,237

 

1

 

0

 

11/2021

 

118

JPY

13,200

 

0

 

0

 

11/2021

 

9

RUB

661

 

0

 

0

 

12/2021

PEN

29

$

8

 

1

 

0

 

12/2021

$

51

IDR

730,402

 

0

 

0

 

12/2021

 

85

INR

6,560

 

2

 

0

 

12/2021

 

96

ZAR

1,397

 

0

 

(5)

JPM

10/2021

MXN

334

$

16

 

0

 

0

 

11/2021

$

151

IDR

2,167,563

 

0

 

0

 

12/2021

 

57

INR

4,294

 

1

 

0

 

01/2022

PEN

190

$

46

 

0

 

0

MYI

10/2021

$

426

CNY

2,758

 

1

 

0

 

11/2021

 

208

MXN

4,223

 

0

 

(5)

SCX

10/2021

EUR

9,730

$

11,493

 

222

 

0

 

10/2021

$

146

RUB

11,017

 

4

 

0

 

11/2021

EUR

9,880

$

11,457

 

6

 

0

 

12/2021

PEN

19

 

5

 

1

 

0

 

12/2021

$

535

CNY

3,482

 

1

 

0

 

12/2021

 

105

IDR

1,507,717

 

0

 

0

 

12/2021

 

231

INR

17,335

 

1

 

0

 

12/2021

 

97

ZAR

1,389

 

0

 

(6)

 

01/2022

 

11

CLP

8,590

 

0

 

(1)

SSB

10/2021

 

1,006

BRL

5,297

 

0

 

(33)

 

12/2021

ZAR

3,453

$

234

 

7

 

0

TOR

12/2021

$

53

IDR

755,550

 

0

 

0

UAG

10/2021

 

90

RUB

6,770

 

3

 

0

 

11/2021

 

83

 

6,243

 

2

 

0

 

12/2021

 

105

ZAR

1,532

 

0

 

(5)

Total Forward Foreign Currency Contracts

$

349

$

(192)

PURCHASED OPTIONS:

OPTIONS ON SECURITIES

Counterparty

Description

 

Strike
Price

Expiration
Date

 

 

Notional
Amount(1)

 

Cost

 

Market
Value

FAR

Put - OTC Uniform Mortgage-Backed Security, TBA 3.500% due 11/01/2051

$

64.000

11/03/2021

 

 

10,000

$

1

$

0

Total Purchased Options

$

1

$

0

SWAP AGREEMENTS:

CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION(2)

 

Swap Agreements, at Value(4)

Counterparty

Reference Obligation

Fixed
Receive Rate

Payment
Frequency

Maturity
Date

 

Notional
Amount(3)

 

Premiums
Paid/(Received)

 

Unrealized
Appreciation/
(Depreciation)

 

Asset

 

Liability

BOA

Long Beach Mortgage Loan Trust 7.654% due 07/25/2033

6.250%

Monthly

07/25/2033

$

116

$

0

$

1

$

1

$

0

CREDIT DEFAULT SWAPS ON CREDIT INDICES - SELL PROTECTION(2)

 

Swap Agreements, at Value(4)

Counterparty

Index/Tranches

Fixed
Receive Rate

Payment
Frequency

Maturity
Date

 

Notional
Amount(3)

 

Premiums
Paid/(Received)

 

Unrealized
Appreciation/
(Depreciation)

 

Asset

 

Liability

GST

ABX.HE.AA.6-1 Index

0.320%

Monthly

07/25/2045

$

1,190

$

(237)

$

156

$

0

$

(81)

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

 

ABX.HE.PENAAA.7-1 Index

0.090

Monthly

08/25/2037

 

712

 

(138)

 

58

 

0

 

(80)

 

 

 

 

 

 

$

(375)

$

214

$

0

$

(161)

TOTAL RETURN SWAPS ON EQUITY INDICES

 

Swap Agreements, at Value

Counterparty

Pay/Receive(5)

Underlying
Reference

# of Units

Financing Rate

Payment
Frequency

Maturity
Date

 

Notional
Amount

 

Premiums
Paid/(Received)

 

Unrealized
Appreciation/
(Depreciation)

 

Asset

 

Liability

JPM

Receive

NDDUEAFE Index

688

(0.030)% (3-Month USD-LIBOR less a specified spread)

Quarterly

05/11/2022

$

5,310

$

0

$

(155)

$

0

$

(155)

MYI

Receive

NDDUEAFE Index

3,450

0.027% (3-Month USD-LIBOR less a specified spread)

Maturity

10/06/2021

 

21,292

 

0

 

4,536

 

4,536

 

0

 

Receive

NDDUEAFE Index

1,178

0.025% (3-Month USD-LIBOR less a specified spread)

Quarterly

06/01/2022

 

9,085

 

0

 

(259)

 

0

 

(259)

UAG

Receive

NDDUEAFE Index

2,417

0.027% (3-Month USD-LIBOR less a specified spread)

Maturity

10/06/2021

 

14,917

 

0

 

3,177

 

3,177

 

0

 

 

 

 

 

 

 

 

$

0

$

7,299

$

7,713

$

(414)

Total Swap Agreements

$

(375)

$

7,514

$

7,714

$

(575)

(r)

Securities with an aggregate market value of $373 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2021.

(1)

Notional Amount represents the number of contracts.

(2)

If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(3)

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(4)

The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

(5)

Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference.

FAIR VALUE MEASUREMENTS

The following is a summary of the fair valuations according to the inputs used as of September 30, 2021 in valuing the Fund's assets and liabilities:

 

Category and Subcategory

Level 1

Level 2

Level 3

Fair Value
at 09/30/2021

Investments in Securities, at Value

Loan Participations and Assignments

$

579

$

19,493

$

3,128

$

23,200

 

Corporate Bonds & Notes

 

Banking & Finance

 

0

 

15,007

 

1,422

 

16,429

 

 

Industrials

 

1,164

 

41,698

 

2,036

 

44,898

 

 

Utilities

 

0

 

7,908

 

0

 

7,908

 

Convertible Bonds & Notes

 

Banking & Finance

 

0

 

107

 

0

 

107

 

 

Industrials

 

0

 

2,035

 

0

 

2,035

 

Municipal Bonds & Notes

 

Illinois

 

0

 

20

 

0

 

20

 

 

Puerto Rico

 

0

 

2,076

 

0

 

2,076

 

 

West Virginia

 

0

 

954

 

0

 

954

 

U.S. Government Agencies

 

0

 

42,944

 

0

 

42,944

 

Non-Agency Mortgage-Backed Securities

 

0

 

16,395

 

0

 

16,395

 

Asset-Backed Securities

 

0

 

10,031

 

3,115

 

13,146

 

Sovereign Issues

 

0

 

3,905

 

0

 

3,905

 

Common Stocks

 

Communication Services

 

839

 

0

 

402

 

1,241

 

 

Energy

 

114

 

0

 

8

 

122

 

 

Industrials

 

0

 

9

 

55

 

64

 

 

Materials

 

0

 

0

 

706

 

706

 

Warrants

 

Industrials

 

0

 

0

 

71

 

71

 

 

Information Technology

 

0

 

0

 

1,261

 

1,261

 

Preferred Securities

 

Banking & Finance

 

0

 

5,439

 

0

 

5,439

 

 

Industrials

 

0

 

27

 

4,447

 

4,474

 

Real Estate Investment Trusts

 

Real Estate

 

545

 

0

 

0

 

545

 

Short-Term Instruments

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

 

Repurchase Agreements

 

0

 

1,627

 

0

 

1,627

 

 

Argentina Treasury Bills

 

0

 

20

 

0

 

20

 

 

U.S. Treasury Bills

 

0

 

15,797

 

0

 

15,797

 

 

U.S. Treasury Cash Management Bills

 

0

 

1,300

 

0

 

1,300

 

Total Investments

$

3,241

$

186,792

$

16,651

$

206,684

 

Short Sales, at Value - Liabilities

U.S. Government Agencies

$

0

$

(799)

$

0

$

(799)

 

Financial Derivative Instruments - Assets

Exchange-traded or centrally cleared

 

632

 

89

 

0

 

721

 

Over the counter

 

0

 

8,063

 

0

 

8,063

 

 

$

632

$

8,152

$

0

$

8,784

 

Financial Derivative Instruments - Liabilities

Exchange-traded or centrally cleared

 

(775)

 

(22)

 

0

 

(797)

 

Over the counter

 

0

 

(767)

 

0

 

(767)

 

 

$

(775)

$

(789)

$

0

$

(1,564)

 

Total Financial Derivative Instruments

$

(143)

$

7,363

$

0

$

7,220

 

Totals

$

3,098

$

193,356

$

16,651

$

213,105

 

 

 

 

The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2021:

Category and Subcategory

Beginning
Balance
at 06/30/2021

Net
Purchases

Net
Sales/Settlements

Accrued
Discounts/
(Premiums)

Realized
Gain/(Loss)

Net Change in
Unrealized
Appreciation/
(Depreciation) (1)

Transfers into
Level 3

Transfers out
of Level 3

Ending
Balance
at 09/30/2021

Net Change in
Unrealized
Appreciation/
(Depreciation)
on Investments
Held at
09/30/2021 (1)

Investments in Securities, at Value

Loan Participations and Assignments

$

1,369

$

2,548

$

(556)

$

(14)

$

(84)

$

76

$

22

$

(233)

$

3,128

$

3

Corporate Bonds & Notes

 

Banking & Finance

 

1,404

 

0

 

0

 

0

 

0

 

18

 

0

 

0

 

1,422

 

18

 

Industrials

 

0

 

0

 

(50)

 

0

 

0

 

0

 

2,086

 

0

 

2,036

 

0

Asset-Backed Securities

 

3,011

 

0

 

0

 

0

 

0

 

104

 

0

 

0

 

3,115

 

106

Common Stocks

 

Communication Services

 

432

 

0

 

0

 

0

 

0

 

(30)

 

0

 

0

 

402

 

(31)

 

Energy

 

0

 

8

 

0

 

0

 

0

 

0

 

0

 

0

 

8

 

0

 

Industrials

 

57

 

0

 

0

 

0

 

0

 

(2)

 

0

 

0

 

55

 

(2)

 

Materials(2)

 

709

 

0

 

0

 

0

 

0

 

(3)

 

0

 

0

 

706

 

(3)

Warrants

 

Industrials

 

82

 

0

 

0

 

0

 

0

 

(11)

 

0

 

0

 

71

 

(11)

 

Information Technology

 

1,172

 

0

 

0

 

0

 

0

 

89

 

0

 

0

 

1,261

 

88

Preferred Securities

 

Industrials

 

4,291

 

0

 

(103)

 

0

 

0

 

259

 

0

 

0

 

4,447

 

122

Totals

$

12,527

$

2,556

$

(709)

$

(14)

$

(84)

$

500

$

2,108

$

(233)

$

16,651

$

290


The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:

 

 

 

Category and Subcategory

Ending
Balance
at 09/30/2021

Valuation Technique

Unobservable Inputs

 

Input Value(s)

Weighted Average

Investments in Securities, at Value

Loan Participations and Assignments

$

1,421

Proxy Pricing

Base Price

%

99.000 - 99.250

99.042

 

 

1,707

Third Party Vendor

Broker Quote

 

60.000 - 100.250

99.855

Corporate Bonds & Notes

 

Banking & Finance

 

1,422

Discounted Cash Flow

Discount Rate

 

4.630

—

 

Industrials

 

2,036

Indicative Market Quotation

Broker Quote

BRL

53.600

—

Asset-Backed Securities

 

3,115

Proxy Pricing

Base Price

%

105.710 - 39,557.973

14,416.215

Common Stocks

 

Communication Services

 

402

Reference Instrument

Liquidity Discount

 

10.000

—

 

Energy

 

8

Other Valuation Techniques(3)

—

 

—

—

 

Industrials

 

55

Discounted Cash Flow

Discount Rate

 

14.000

—

 

Materials(2)

 

706

Comparable Companies

EBITDA Multiple

x

8.850

—

Warrants

 

Industrials

 

71

Other Valuation Techniques(3)

—

 

—

—

 

Information Technology

 

1,261

Comparable Companies

EBITDA Multiple

x

4.400

—

Preferred Securities

 

Industrials

 

3,779

Comparable Companies

EBITDA Multiple

x/x

11.600/8.600

—

Schedule of Investments PIMCO Global StocksPLUS® & Income Fund (Cont.)

September 30, 2021

(Unaudited)

 

 

 

 

668

Comparable Companies/Discounted Cash Flow

Book Value/Discount Rate

x/%

0.200/20.240

—

Total

$

16,651

(1)

Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2021 may be due to an investment no longer held or categorized as Level 3 at period end.

(2)

Sector type updated from Financials to Materials since prior fiscal year end.

(3)

Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund.

 

​

Notes to Financial Statements 

 

1. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS

(a) Investment Valuation Policies The net asset value (“NAV”) of the Fund’s shares is determined by dividing the total value of portfolio investments and other assets, less any liabilities, attributable to the Fund by the total number of shares outstanding of the Fund.

 

On each day that the New York Stock Exchange (“NYSE”) is open, Fund shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) (“NYSE Close”). Information that becomes known to the Fund or its agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a security or the NAV determined earlier that day. If regular trading on the NYSE closes earlier than scheduled, the Fund reserves the right to either (i) calculate its NAV as of the earlier closing time or (ii) calculate its NAV as of the normally scheduled close of regular trading on the NYSE for that day. The Fund generally does not calculate its NAV on days during which the NYSE is closed. However, if the NYSE is closed on a day it would normally be open for business, the Fund reserves the right to calculate its NAV as of the normally scheduled close of regular trading on the NYSE for that day or such other time that the Fund may determine.

 

For purposes of calculating NAV, portfolio securities and other assets for which market quotes are readily available are valued at market value. Market value is generally determined on the basis of official closing prices or the last reported sales prices, or if no sales are reported, based on quotes obtained from established market makers or prices (including evaluated prices) supplied by the Fund's approved pricing services, quotation reporting systems and other third-party sources (together, “Pricing Services”). The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and does not normally take into account trading, clearances or settlements that take place after the NYSE Close. If market value pricing is used, a foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC (“PIMCO” or the “Manager”) to be the primary exchange. A foreign (non-U.S.) equity security will be valued as of the close of trading on the foreign exchange, or the NYSE Close, if the NYSE Close occurs before the end of trading on the foreign exchange. Domestic and foreign (non-U.S.) fixed income securities, non-exchange traded derivatives, and equity options are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Services using such data reflecting the principal markets for those securities. Prices obtained from Pricing Services may be based on, among other things, information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Exchange-traded options, except equity options, futures and options on futures are valued at the settlement price determined by the relevant exchange, quotes obtained from a quotation reporting system, established market makers or pricing services. Swap agreements are valued on the basis of market-based prices supplied by Pricing Services or quotes obtained from brokers and dealers. The Fund's investments in open-end management investment companies, other than exchange-traded funds (“ETFs”), are valued at the NAVs of such investments.

 

If a foreign (non-U.S.) equity security’s value has materially changed after the close of the security’s primary exchange or principal market but before the NYSE Close, the security may be valued at fair value based on procedures established and approved by the Board of Trustees (the “Board”). Foreign (non-U.S.) equity securities that do not trade when the NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, the Fund may determine the fair value of investments based on information provided by Pricing Services and other third-party vendors, which may recommend fair value or adjustments with reference to other securities, indices or assets. In considering whether fair valuation is required and in determining fair values, the Fund may, among other things, consider significant events (which may be considered to include changes in the value of U.S. securities or securities indices) that occur after the close of the relevant market and before the NYSE Close. The Fund may utilize modeling tools provided by third-party vendors to determine fair values of foreign (non-U.S.) securities. For these purposes, any movement in the applicable reference index or instrument (“zero trigger”) between the earlier close of the applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively resulting in daily fair valuations). Foreign exchanges may permit trading in foreign (non-U.S.) equity securities on days when the Fund is not open for business, which may result in the Fund's portfolio investments being affected when shareholders are unable to buy or sell shares.

 

Senior secured floating rate loans for which an active secondary market exists to a reliable degree are valued at the mean of the last available bid/ask prices in the market for such loans, as provided by a Pricing Service. Senior secured floating rate loans for which an active secondary market does not exist to a reliable degree are valued at fair value, which is intended to approximate market value. In valuing a senior secured floating rate loan at fair value, the factors considered may include, but are not limited to, the following: (a) the creditworthiness of the borrower and any intermediate participants, (b) the terms of the loan, (c) recent prices in the market for similar loans, if any, and (d) recent prices in the market for instruments of similar quality, rate, period until next interest rate reset and maturity.

 

Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Services. As a result, the value of such investments and, in turn, the NAV of the Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Fund is not open for business. As a result, to the extent that the Fund holds foreign (non-U.S.) investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the Fund's next calculated NAV.

 

Investments for which market quotes or market based valuations are not readily available are valued at fair value as determined in good faith by the Board or persons acting at their direction. The Board has adopted methods for valuing securities and other assets in circumstances where market quotes are not readily available, and has delegated to PIMCO the responsibility for applying the fair valuation methods. In the event that market quotes or market based valuations are not readily available, and the security or asset cannot be valued pursuant to a Board approved valuation method, the value of the security or asset will be determined in good faith by the Board. Market quotes are considered not readily available in circumstances where there is an absence of current or reliable market-based data (e.g., trade information, bid/ask information, indicative market quotations (“Broker Quotes”), Pricing Services’ prices), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of the Fund's securities or assets. In addition, market quotes are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities trade do not open for trading for the entire day and no other market prices are available. The Board has delegated, to the Manager, the responsibility for monitoring significant events that may materially affect the values of the Fund's securities or assets and for determining whether the value of the applicable securities or assets should be reevaluated in light of such significant events.

 

When the Fund uses fair valuation to determine the value of a portfolio security or other asset for purposes of calculating its NAV, such investments will not be priced on the basis of quotes from the primary market in which they are traded, but rather may be priced by another method that the Board or persons acting at their direction believe reflects fair value. Fair valuation may require subjective determinations about the value of a security. While the Fund’s policy is intended to result in a calculation of the Fund’s NAV that fairly reflects security values as of the time of pricing, the Fund cannot ensure that fair values determined by the Board or persons acting at their direction would accurately reflect the price that the Fund could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by the Fund may differ from the value that would be realized if the securities were sold.

 

 

Notes to Financial Statements (Cont.)

 

(b) Fair Value Hierarchy U.S. GAAP describes fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2, or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2, and 3 of the fair value hierarchy are defined as follows:

 

• Level 1 — Quoted prices in active markets or exchanges for identical assets and liabilities.

 

• Level 2 — Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

 

• Level 3 — Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Board or persons acting at their direction that are used in determining the fair value of investments.

 

Assets or liabilities categorized as Level 2 or 3 as of period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level 2 to Level 3 are a result of a change, in the normal course of business, from the use of methods used by Pricing Services (Level 2) to the use of a Broker Quote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based data provided by Pricing Services or other valuation techniques which utilize significant observable inputs. In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for the Fund.

 

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into and out of the Level 3 category during the period. The end of period value is used for the transfers between Levels of the Fund's assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy, and if material, a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for the Fund.

 

(c) Valuation Techniques and the Fair Value Hierarchy

Level 1, Level 2 and Level 3 trading assets and trading liabilities, at fair value The valuation methods (or “techniques”) and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1, Level 2 and Level 3 of the fair value hierarchy are as follows:

 

Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities and non-U.S. bonds are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Services that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Services' internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

 

Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy.

 

Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also normally valued by Pricing Services that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

 

Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

 

Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Services that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. Preferred securities and other equities traded on inactive markets or valued by reference to similar instruments are also categorized as Level 2 of the fair value hierarchy.

 

Valuation adjustments may be applied to certain exchange traded futures and options to account for market movement between the exchange settlement and the NYSE close. These securities are valued using quotes obtained from a quotation reporting system, established market makers or pricing services. Financial derivatives using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.

 

Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Services (normally determined as of the NYSE Close). Depending on the product and the terms of the transaction, financial derivative instruments can be valued by Pricing Services using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices, issuer details, indices, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

 

Notes to Financial Statements (Cont.)

 

 

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Services (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Services using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, London Interbank Offered Rate forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

 

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Board or persons acting at their direction believe reflects fair value and are categorized as Level 3 of the fair value hierarchy.

 

Proxy pricing procedures set the base price of a fixed income security and subsequently adjust the price proportionally to market value changes of a pre-determined security deemed to be comparable in duration, generally a U.S. Treasury or sovereign note based on country of issuance. The base price may be a broker-dealer quote, transaction price, or an internal value as derived by analysis of market data. The base price of the security may be reset on a periodic basis based on the availability of market data and procedures approved by the Valuation Oversight Committee. Significant changes in the unobservable inputs of the proxy pricing process (the base price) would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

 

If third-party evaluated vendor pricing is not available or not deemed to be indicative of fair value, the Manager may elect to obtain Broker Quotes directly from the broker-dealer or passed through from a third-party vendor. In the event that fair value is based upon a single sourced Broker Quote, these securities are categorized as Level 3 of the fair value hierarchy. Broker Quotes are typically received from established market participants. Although independently received, the Manager does not have the transparency to view the underlying inputs which support the market quotation. Significant changes in the Broker Quote would have direct and proportional changes in the fair value of the security.

 

Reference instrument valuation estimates fair value by utilizing the correlation of the security to one or more broad-based securities, market indices, and/or other financial instruments, whose pricing information is readily available. Unobservable inputs may include those used in algorithm formulas based on percentage change in the reference instruments and/or weights of each reference instrument. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the reference instrument.

 

The Discounted Cash Flow model is based on future cash flows generated by the investment and may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset Pricing Model and/or other market-based inputs. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

 

The Comparable Companies model is based on application of valuation multiples from publicly traded comparable companies to the financials of the subject company. Adjustments may be made to the market-derived valuation multiples based on differences between the comparable companies and the subject company. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

 

Short-term debt instruments (such as commercial paper) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

 

2. FEDERAL INCOME TAX MATTERS

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the “Code”) and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made.

 

The Fund may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.

 

In accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of September 30, 2021, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

 

The Fund files U.S. federal, state, and local tax returns as required. The Fund's tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

 

​

Glossary: (abbreviations that may be used in the preceding statements) (Unaudited)
 
Counterparty Abbreviations:
BOA Bank of America N.A. FICC Fixed Income Clearing Corporation RDR RBC Capital Markets LLC
BPS BNP Paribas S.A. GLM Goldman Sachs Bank USA SCX Standard Chartered Bank, London
BRC Barclays Bank PLC GST Goldman Sachs International SGY Societe Generale, NY
CBK Citibank N.A. HUS HSBC Bank USA N.A. SOG Societe Generale Paris
CDC Natixis Securities Americas LLC IND Crédit Agricole Corporate and Investment Bank S.A. SSB State Street Bank and Trust Co.
CEW Canadian Imperial Bank of Commerce JML JP Morgan Securities Plc TDM TD Securities (USA) LLC
CIB Canadian Imperial Bank of Commerce JPM JP Morgan Chase Bank N.A. TOR The Toronto-Dominion Bank
FAR Wells Fargo Bank National Association MYI Morgan Stanley & Co. International PLC UAG UBS AG Stamford
FBF Credit Suisse International NOM Nomura Securities International Inc. UBS UBS Securities LLC
 
Currency Abbreviations:
ARS Argentine Peso GBP British Pound PEN Peruvian New Sol
BRL Brazilian Real IDR Indonesian Rupiah RUB Russian Ruble
CAD Canadian Dollar INR Indian Rupee TRY Turkish New Lira
CLP Chilean Peso JPY Japanese Yen USD (or $) United States Dollar
CNY Chinese Renminbi (Mainland) MXN Mexican Peso ZAR South African Rand
EUR Euro NOK Norwegian Krone
 
Exchange Abbreviations:
CME Chicago Mercantile Exchange OTC Over the Counter
 
Index/Spread Abbreviations:
ABX.HE Asset-Backed Securities Index - Home Equity LIBOR03M 3 Month USD-LIBOR SONIO Sterling Overnight Interbank Average Rate
BADLARPP Argentina Badlar Floating Rate Notes NDDUEAFE MSCI EAFE Index US0003M ICE 3-Month USD LIBOR
EUR003M 3 Month EUR Swap Rate S&P 500 Standard & Poor's 500 Index
 
Other Abbreviations:
ABS Asset-Backed Security DAC Designated Activity Company PIK Payment-in-Kind
ALT Alternate Loan Trust EBITDA Earnings before Interest, Taxes, Depreciation and Amoritization TBA To-Be-Announced
BABs Build America Bonds EURIBOR Euro Interbank Offered Rate TBD To-Be-Determined
CDI Brazil Interbank Deposit Rate LIBOR London Interbank Offered Rate TBD% Interest rate to be determined when loan settles or at the time of funding
CDO Collateralized Debt Obligation Lunar Monthly payment based on 28-day periods.  One year consists of 13 periods. TIIE Tasa de Interés Interbancaria de Equilibrio "Equilibrium Interbank Interest Rate"
CLO Collateralized Loan Obligation OIS Overnight Index Swap