PIMCOFUNDS > PIMCO Funds
PIMCO Low Duration Fund II
$326.86M
Avg Monthly Net Assets
$396.38M
Total Assets
$93.14M
Total Liabilities
$303.23M
Net Assets
PIMCO Low Duration Fund II is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $326.86M.
On August 28th, 2024 it reported 324 holdings, the largest
being (16.1%), UNITED STATES GOVT (13.0%) and PIMCO FUNDS (5.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026583 | PDFAX | |
| Institutional | C000026582 | PLDTX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A (280 PARK AVENUE 2017-280P MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $873K | – | 0.29 |
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 | Derivative-interest rate | US | $52K | – | 0.02 | |
| 317U4VJA8 PIMCO SWAPTION 5.0 PUT USD 20241010 | Derivative-interest rate | US | $9K | – | 0.00 | |
| 317U50RA6 PIMCO SWAPTION 4.75 PUT USD 20241031 | Derivative-interest rate | US | $12K | – | 0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-259 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-384.64 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-190.08 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-270.88 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-264.32 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-49.19 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-382.69 | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-718.88 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-317.28 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-714.76 | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-860.61 | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-542.26 | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| ABBVIE INC SR UNSECURED 03/27 4.8 | Long | Debt | US | $996K | – | 0.33 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $913K | – | 0.30 |
| AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $797K | – | 0.26 |
| ASSET BACKED SECURITIES CORP H ABSHE 2002 HE1 M1 (ASSET BACK SEC CORP HM EQ LN TR 2002-HE1) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $777K | – | 0.26 |
| AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR A 144A (AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR) | Long | ABS-mortgage backed security | US | $899K | – | 0.30 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $104K | – | 0.03 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $854K | – | 0.28 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $280K | – | 0.09 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A (BBCMS TRUST 2018-CBM) | Long | ABS-mortgage backed security | US | $884K | – | 0.29 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2022 C15 A5 (BBCMS TRUST 2022-C15) | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| BCP TRUST BCP 2021 330N A 144A (BCP TRUST 2021-330N) | Long | ABS-mortgage backed security | US | $845K | – | 0.28 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.56 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $84.29 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $393K | – | 0.13 |
| CAMDEN PROPERTY TRUST SR UNSECURED 09/24 3.5 | Long | Debt | US | $1M | – | 0.36 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 03/26 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $1M | – | 0.36 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 04/25 4.25 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $494K | – | 0.16 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A5 A5 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5) | Long | ABS-mortgage backed security | US | $901K | – | 0.30 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A3 A (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3) | Long | ABS-mortgage backed security | US | $995K | – | 0.33 |
| CARMAX AUTO OWNER TRUST CARMX 2022 2 A3 (CARMAX AUTO OWNER TRUST 2022-2) | Long | ABS-other | US | $504K | – | 0.17 |
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A (CARMAX AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $501K | – | 0.17 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $998K | – | 0.33 |
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A (CHASE AUTO OWNER TRUST 2024-1A) | Long | ABS-other | US | $799K | – | 0.26 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $775K | – | 0.26 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $776K | – | 0.26 |
| CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5 (CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5) | Long | ABS-mortgage backed security | US | $904K | – | 0.30 |
| CITIBANK NA SR UNSECURED 04/26 5.438 | Long | Debt | US | $903K | – | 0.30 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $49M | – | 16.09 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $886K | – | 0.29 |
| COMM MORTGAGE TRUST COMM 2019 521F A 144A (COMM 2019-521F MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $899K | – | 0.30 |
| COMM MORTGAGE TRUST COMM 2021 2400 A 144A (COMM 2021-2400 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $704K | – | 0.23 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $142K | – | 0.05 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $237K | – | 0.08 |
| CRSNT TRUST CRSNT 2021 MOON A 144A (CRSNT TRUST 2021-MOON) | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/24 VAR (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $1M | – | 0.33 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 1 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-1) | Long | ABS-other | US | $155K | – | 0.05 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-3) | Long | ABS-other | US | $1M | – | 0.33 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A (ENTERPRISE FLEET FUNDING LLC 2022-4) | Long | ABS-other | US | $402K | – | 0.13 |
| EQUITABLE FINANCIAL LIFE SECURED 144A 08/24 0.8 (EQUITABLE FINANCIAL LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.43 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $143K | – | 0.05 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $814K | – | 0.27 |
| FANNIE MAE FNR 2000 34 F (FANNIE MAE 2000-34) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2003 21 OG (FANNIE MAE 2003-21) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2009 115 SB (FANNIE MAE REMICS 2009-115) | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| FANNIE MAE FNR 2012 125 GC (FANNIE MAE REMICS 2012-125) | Long | ABS-mortgage backed security | US | $923K | – | 0.30 |
| FANNIE MAE FNR 2019 9 FA (FANNIE MAE REMICS 2019-9) | Long | ABS-mortgage backed security | US | $546K | – | 0.18 |
| FANNIE MAE FNR 2024 38 FA (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $485K | – | 0.16 |
| FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 (FANNIEMAE WHOLE LOAN 2003-W1) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $700K | – | 0.23 |
| FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL C00404 FG 06/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128.92 | – | 0.00 |
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FED HM LN PC POOL J32373 FG 05/29 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| FED HM LN PC POOL Q58074 FG 08/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.13 |
| FED HM LN PC POOL Q58083 FG 08/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $534K | – | 0.18 |
| FED HM LN PC POOL QG7216 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.90 |
| FED HM LN PC POOL QG8791 FR 08/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $863K | – | 0.28 |
| FED HM LN PC POOL SD8237 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 2.56 |
| FED HM LN PC POOL ZA2264 FR 05/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220K | – | 0.07 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K730 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K730) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1) | Long | ABS-mortgage backed security | US | $245K | – | 0.08 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KF38 A (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF38) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $261K | – | 0.09 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $179K | – | 0.06 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $525K | – | 0.17 |
| FNMA POOL 065583 FN 09/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 256143 FN 01/36 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.04 |
| FNMA POOL 310125 FN 05/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $372K | – | 0.12 |
| FNMA POOL 559824 FN 08/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA POOL 654952 FN 07/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA POOL 679708 FN 09/41 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| FNMA POOL 725419 FN 10/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $502K | – | 0.17 |
| FNMA POOL 735733 FN 10/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.05 |
| FNMA POOL 735813 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 736222 FN 08/33 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| FNMA POOL 749040 FN 10/33 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 804850 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FNMA POOL 835058 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| FNMA POOL 888078 FN 05/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| FNMA POOL 890541 FN 06/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.04 |
| FNMA POOL 932561 FN 02/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AA4553 FN 08/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AB1154 FN 06/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FNMA POOL AB3968 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251K | – | 0.08 |
| FNMA POOL AB6965 FN 11/27 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252K | – | 0.08 |
| FNMA POOL AC3421 FN 11/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $443.46 | – | 0.00 |
| FNMA POOL AC8938 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD1021 FN 02/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182.81 | – | 0.00 |
| FNMA POOL AD9818 FN 07/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AE0415 FN 07/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38.65 | – | 0.00 |
| FNMA POOL AJ8540 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.03 |
| FNMA POOL AT7754 FN 06/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA POOL BK8838 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317K | – | 0.10 |
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585K | – | 0.19 |
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $580K | – | 0.19 |
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187K | – | 0.06 |
| FNMA POOL BM1447 FN 07/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.61 |
| FNMA POOL BS9244 FN 08/28 FIXED 4.43 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $493K | – | 0.16 |
| FNMA POOL BV5376 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 1.69 |
| FNMA POOL BV5386 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.45 |
| FNMA POOL BY4733 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $382K | – | 0.13 |
| FNMA POOL CA0384 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| FNMA POOL CA0694 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.46 |
| FNMA POOL CB2894 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.61 |
| FNMA POOL CB3242 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| FNMA POOL CB3277 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.41 |
| FNMA POOL CB3278 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| FNMA POOL FS7637 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $461K | – | 0.15 |
| FNMA POOL MA1045 FN 04/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL MA1449 FN 05/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FNMA POOL MA2871 FN 01/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $404K | – | 0.13 |
| FNMA POOL MA3029 FN 06/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $593K | – | 0.20 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $736K | – | 0.24 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-13M | – | -4.24 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-5M | – | -1.52 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-4M | – | -1.18 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 2.77 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 5.10 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.65 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2022 D A2B (FORD CREDIT AUTO OWNER TRUST 2022-D) | Long | ABS-other | US | $38K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A (FORD CREDIT AUTO OWNER TRUST 2023-REV1) | Long | ABS-other | US | $496K | – | 0.16 |
| FREDDIE MAC SLST SLST 2023 1 A11 144A (SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2023-1) | Long | ABS-mortgage backed security | US | $694K | – | 0.23 |
| FREDDIE MAC FHR 3309 SC (FREDDIE MAC 3309) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FREDDIE MAC FHR 3360 FC (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $116K | – | 0.04 |
| FREDDIE MAC FHR 3891 BF (FREDDIE MAC-3891) | Long | ABS-mortgage backed security | US | $287K | – | 0.09 |
| FREDDIE MAC FHR 4040 PO (FREDDIE MAC REMICS 4040) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FREDDIE MAC FHR 4678 AF (FREDDIE MAC REMICS 4678) | Long | ABS-mortgage backed security | US | $308K | – | 0.10 |
| FREDDIE MAC FHR 4779 WF (FREDDIE MAC REMICS 4779) | Long | ABS-mortgage backed security | US | $260K | – | 0.09 |
| FREDDIE MAC FHR 5345 A (FREDDIE MAC REMICS 5345) | Long | ABS-mortgage backed security | US | $427K | – | 0.14 |
| FREDDIE MAC FHR 5426 CF (FREDDIE MAC REMICS 5426) | Long | ABS-mortgage backed security | US | $389K | – | 0.13 |
| FREDDIE MAC NOTES 08/25 0.68 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $8M | – | 2.61 |
| FREDDIE MAC NOTES 10/25 0.65 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $6M | – | 1.93 |
| FREDDIE MAC NOTES 10/25 0.65 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $4M | – | 1.37 |
| FREDDIE MAC NOTES 10/26 0.8 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $2M | – | 0.78 |
| FREDDIEMAC STRIP FHS 332 V1 (FREDDIE MAC STRIPS 332) | Long | ABS-mortgage backed security | US | $213K | – | 0.07 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A (FS RIALTO 2022-FL4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.36 |
| GA GLOBAL FUNDING TRUST SECURED 144A 04/25 3.85 | Long | Debt | US | $984K | – | 0.32 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/24 0.8 | Long | Debt | US | $989K | – | 0.33 |
| GLS AUTO RECEIVABLES TRUST GCAR 2022 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2022-3A) | Long | ABS-other | US | $17K | – | 0.01 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 2 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $800K | – | 0.26 |
| GNMA II POOL 008638 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $516.44 | – | 0.00 |
| GNMA II POOL 008660 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008710 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 008717 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080060 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 080076 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 080426 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL MA2645 G2 03/30 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| GNMA II POOL MA2797 G2 05/30 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| GNMA II POOL MA2864 G2 06/30 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| GNMA II POOL MA5399 G2 08/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $893K | – | 0.29 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $2M | – | 0.53 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08) | Long | ABS-mortgage backed security | US | $716K | – | 0.24 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08) | Long | ABS-mortgage backed security | US | $818K | – | 0.27 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17) | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09) | Long | ABS-mortgage backed security | US | $567K | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $291K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $622K | – | 0.21 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15) | Long | ABS-mortgage backed security | US | $226K | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ) | Long | ABS-mortgage backed security | US | $479K | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15) | Long | ABS-mortgage backed security | US | $495K | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18) | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15) | Long | ABS-mortgage backed security | US | $516K | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12) | Long | ABS-mortgage backed security | US | $496K | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24) | Long | ABS-mortgage backed security | US | $617K | – | 0.20 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24) | Long | ABS-mortgage backed security | US | $510K | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H02) | Long | ABS-mortgage backed security | US | $509K | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05) | Long | ABS-mortgage backed security | US | $493K | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $796K | – | 0.26 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19) | Long | ABS-mortgage backed security | US | $312K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20) | Long | ABS-mortgage backed security | US | $821K | – | 0.27 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) | Long | ABS-mortgage backed security | US | $482K | – | 0.16 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3) | Long | ABS-mortgage backed security | US | $640K | – | 0.21 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $743K | – | 0.24 |
| GS MORTGAGE SECURITIES TRUST GSMS 2015 GC28 AAB (GS MORTGAGE SECURITIES TRUST 2015-GC28) | Long | ABS-mortgage backed security | US | $155K | – | 0.05 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $125K | – | 0.04 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $87K | – | 0.03 |
| HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI A 144A (HHT-2019-MAUI) | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 4A A 144A (HERTZ VEHICLE FINANCING LLC 2022-4A) | Long | ABS-other | US | $881K | – | 0.29 |
| HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 (HSI ASSET LOAN OBLIGATION 2007-WF1) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3 | Long | Debt | US | $998K | – | 0.33 |
| IMPAC CMB TRUST IMM 2005 8 2A (IMPAC CMB TR 2005-8) | Long | ABS-mortgage backed security | US | $284K | – | 0.09 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST) | Long | ABS-mortgage backed security | US | $699K | – | 0.23 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.33 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $1M | – | 0.39 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.08 |
| LAD AUTO RECEIVABLES TRUST LADAR 2022 1A A 144A (LAD AUTO RECEIVABLES TRUST 2022-1A) | Long | ABS-other | US | $343K | – | 0.11 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $700K | – | 0.23 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $142K | – | 0.05 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $217K | – | 0.07 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2 (MERRILL LYNCH MORTGAGE INVS 2005-A2) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.95 (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $1M | – | 0.41 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $901K | – | 0.30 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C21 A3 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21) | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| MORGAN STANLEY SR UNSECURED 02/26 VAR | Long | Debt | US | $3M | – | 0.94 |
| MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A (MOSAIC SOLAR LOAN TRUST 2022-1A) | Long | ABS-other | US | $579K | – | 0.19 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $465K | – | 0.15 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $885K | – | 0.29 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 12/28 4.278 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $1M | – | 0.35 |
| ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A (ONE MARKET PLAZA TRUST 2017-1MKT) | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $769K | – | 0.25 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $629K | – | 0.21 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $655K | – | 0.22 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $14M | – | 4.76 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $18M | – | 5.82 |
| PRICOA GLOBAL FUNDING 1 SECURED 144A 08/25 4.2 (PRICOA GLOBAL FUNDING I) | Long | Debt | US | $887K | – | 0.29 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7) | Long | ABS-mortgage backed security | US | $564K | – | 0.19 |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | Derivative-interest rate | US | $694K | – | 0.23 | |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | Derivative-interest rate | US | $-374K | – | -0.12 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-86K | – | -0.03 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-102K | – | -0.03 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-38K | – | -0.01 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-14K | – | -0.00 | |
| RFR USD SOFR/3.52500 03/02/23-7Y LCH | Derivative-interest rate | US | $-13K | – | -0.00 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $77K | – | 0.03 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $14K | – | 0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $28K | – | 0.01 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $24K | – | 0.01 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $17K | – | 0.01 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-62K | – | -0.02 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-11K | – | -0.00 | |
| RFR USD SOFR/3.80000 08/22/23-7Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $61K | – | 0.02 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-21K | – | -0.01 | |
| RFR USD SOFR/4.09500 02/18/25-10Y LCH | Derivative-interest rate | US | $-25K | – | -0.01 | |
| RFR USD SOFR/4.25000 09/14/23-1Y LCH | Derivative-interest rate | US | $-15K | – | -0.00 | |
| RFR USD SOFR/4.71500 09/13/23-1Y LCH | Derivative-interest rate | US | $-56K | – | -0.02 | |
| RFR USD SOFR/4.75000 09/14/23-1Y LCH | Derivative-interest rate | US | $-30K | – | -0.01 | |
| RFR USD SOFR/4.75000 11/04/24-1Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/5.00000 07/10/25-1Y LCH | Derivative-interest rate | US | $160K | – | 0.05 | |
| RFR USD SOFR/5.00000 10/15/24-1Y LCH | Derivative-interest rate | US | $17K | – | 0.01 | |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $111K | – | 0.04 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A1 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $540K | – | 0.18 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $2M | – | 0.59 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A) | Long | ABS-other | US | $1M | – | 0.33 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $544K | – | 0.18 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $579K | – | 0.19 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $655K | – | 0.22 |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A (SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST) | Long | ABS-other | US | $82K | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $899K | – | 0.30 |
| STONEPEAK SALTT 2021 1A AA 144A (STONEPEAK 2021-1 ABS) | Long | ABS-other | US | $434K | – | 0.14 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A (STRUCTURED ASSET MTGE INV 1999-1) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A2B (STRUCTURED ASSET MTG INV INC 2004-AR8) | Long | ABS-mortgage backed security | US | $297K | – | 0.10 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A (SYNCHRONY CARD ISSUANCE TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A (TOWD POINT HE TRUST 2021-HE1) | Long | ABS-mortgage backed security | US | $170K | – | 0.06 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $800K | – | 0.26 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.67 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.70 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A (UWM-2021-INV4) | Long | ABS-mortgage backed security | US | $783K | – | 0.26 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-525.5 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-181K | – | -0.06 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-186K | – | -0.06 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $432K | – | 0.14 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $115K | – | 0.04 | |
| US TREASURY N/B 01/25 4.125 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 1.57 |
| US TREASURY N/B 01/26 3.875 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 2.40 |
| US TREASURY N/B 04/25 3.875 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 1.66 |
| US TREASURY N/B 04/26 4.875 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.63 |
| US TREASURY N/B 05/26 3.625 (UNITED STATES GOVT) | Long | Debt | US | $39M | – | 12.99 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.55 |
| WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM A 144A (WAIKIKI BEACH HOTEL TRUST 2019-WBM) | Long | ABS-mortgage backed security | US | $1M | – | 0.41 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A (WASHINGTON MUTUAL 2005-AR8) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 2A1A (WASHINGTON MUTUAL 2006-AR1) | Long | ABS-mortgage backed security | US | $116K | – | 0.04 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $807K | – | 0.27 |
| WELLS FARGO BANK NA SR UNSECURED 12/26 5.254 | Long | Debt | US | $801K | – | 0.26 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 1 A1 144A (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2019-1) | Long | ABS-mortgage backed security | US | $680K | – | 0.22 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.