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PIMCO Corporate & Income Opportunity Fund (PTY)

Taxable Bond Funds - Investment Grade Bond

Data as of Aug. 18, 2022
Current
Market Price $14.42 (+ $0.11)
NAV (Aug. 18, 2022) $11.75 (- $0.04)
Fund Listed NYSE
Premium / Discount 22.72% (+1.35%)
Fund Info
Inception Dec. 27, 2002
Sponsor Pacific Investment Management Company
Website https://www.pimco.com/...
Phone 844.337.4626
NAV Symbol XPTYX
Location New York
Incorporated Massachusetts
Staggered Board Yes
Objective: High current income with capital preservation; corporate debt obligations and income-producing securities
Related Indexes
15 Major CEF Sectors Index
High Income Index
Investment Grade Bond Index
Taxable Bond & BDC Index
US Bond Index
Capital & Leverage
Outstanding Shares 88,086,268
Total Assets (Reported: Jan. 31, 2022) $2,958M
Estimated Total Assets $1,998M
Net Assets $1,035M
Market Cap $1,270M
Portfolio Turnover 43.00%
Total Leverage 48.19%
Structural Leverage (out of total) 16.79%
Portfolio Leverage (out of total) 83.21%
Expense Ratio 1.03%
Non Lev Exp Ratio 0.75%
Rel Lev Cost 0.32%
Discount Data
Average Discount (3 Yr) 26.18%
Discount Low(3 Yr) -8.98%
Discount High(3 Yr) 52.21%
Discount Rel Range 51.81%
Comp Discount 23.20
Discount St Dev (1Yr) 7.81
Z-Stat
Z-Stat (6mo) 2.25
Z-Stat (1Yr) 0.32
Z-Stat (3Yr) -0.43
Comp Z-Stat (6mo) 1.64
Comp Z-Stat (3Yr) 0.11
Distribution Data
Market Yield 9.89%
Income Yield 9.89%
Lev Adj NAV Yield 8.19%
Distribution Frequency M
Current Distribution $0.119
Current Income $0.119
Ex-Date 8/10/22
Payable Date 9/1/22
Div Growth (3yr) -8.62%
Dividend Change -8.6% on 9/1/21
Expected Div 9/1/22
RoC (1yr) 0.10%
RoC (3yr) 8.18%
Volume & Liquidity
Average Daily $ (K) $6,566
Avg Volume 30 day 404,021
Avg Volume 90 day 455,341
Volume Trend -11.27%
Comp Volume Trend 1.15%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
53.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
62.0%
Price Correlation (1yr)
vs. CEFA's Investment Grade Bond Index
62.0%
Most Correlated Peer (Mk Pr): PCN 79.0%
NAV - Price Correlation (30 d) 97.7%
NAV - Price Correlation (90 d) 92.1%
NAV - Price Correlation (1 Yr) 90.6%
Price St Dev (1Yr) 24.5%
NAV St Dev (1Yr) 7.9%
Earnings
Earnings / Share (6/30/22) $0.170
Earn Coverage 143.10%
Earnings Trend Down
UNII / Share (6/30/22) $0.390
Rel UNII 27.36
UNII Trend Up
Bond Specific Data
Maturity 7.66
Duration 2.52
Credit Rating (rbo) BBB
Investment Grade 52.62%
Non Investment Grade 37.66%
Unrated Bonds 9.71%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.60
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.58
NAV Beta (2yr)
vs. CEFA's Investment Grade Bond Index
1.06

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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

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