PIMCOFUNDS > PIMCO Funds
PIMCO Long-Term Real Return Fund
$514.18M
Avg Monthly Net Assets
$714.39M
Total Assets
$281.90M
Total Liabilities
$432.48M
Net Assets
PIMCO Long-Term Real Return Fund 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 $514.18M.
On August 28th, 2024 it reported 369 holdings, the largest
being UNITED STATES GOVT (13.0%), UNITED STATES GOVT (10.9%) and UNITED STATES GOVT (9.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I-2 | C000096286 | PRTPX | |
| Institutional | C000026605 | PRAIX |
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 |
|---|---|---|---|---|---|---|
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL | Derivative-interest rate | DE | $-218K | – | -0.05 | |
| 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 | Derivative-interest rate | US | $-25K | – | -0.01 | |
| 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 | Derivative-interest rate | US | $-39K | – | -0.01 | |
| 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 | Derivative-interest rate | US | $-195K | – | -0.05 | |
| 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 | Derivative-interest rate | US | $-159K | – | -0.04 | |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 (ALLIANCE BANCORP TRUST 2007-OA1) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M4 (AMERIQUEST MTGE SEC 2003-AR3) | Long | ABS-mortgage backed security | US | $815K | – | 0.19 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL3 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL3) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.52 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.81 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-12K | – | -0.00 | |
| AVOCA STATIC CLO AVOST 1A A 144A (AVOCA STATIC CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $724K | – | 0.17 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $11K | – | 0.00 |
| BABSON CLO LTD BABSN 2018 1A A1 144A (BARINGS CLO LTD 2018-I) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.54 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1 (BANC OF AMERICA FUNDING CORP 2006-B) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 6 A1 (BANC OF AMERICA FUNDING CORP 2007-6) | Long | ABS-mortgage backed security | US | $576K | – | 0.13 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $159K | 160K | 0.04 |
| BCAP LLC TRUST BCAP 2007 AA3 2A1A (BCAP LLC TRUST 2007-AA3) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2006-2) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 (BEAR STEARNS ALT-A TRUST II 2007-1) | Long | ABS-mortgage backed security | US | $802K | – | 0.19 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-45K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-503.98 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-640.85 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $85.5 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $39.13 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-5K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-764.99 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $39.96 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $37.46 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $77.03 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-671.12 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $710.73 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $417.73 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $304.78 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $304.67 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $280.03 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $167.23 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $154.01 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $120.19 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $50.67 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $23.68 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $22.92 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-108.43 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-158.63 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-251.36 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-64K | – | -0.01 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-25K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-63.47 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-350.53 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-665.47 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-163.09 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-904.02 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-108.63 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-237.85 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-526.85 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-531.81 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-576.74 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-751.05 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $146.81 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $11K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $2K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| BSPDF 2021 FL1 ISSUER LTD BSPDF 2021 FL1 A 144A (BSPDF 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.56 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 (ITALY GOVT) | Long | Debt | IT | $14M | – | 3.26 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/28 1 (ITALY GOVT) | Long | Debt | IT | $6M | – | 1.28 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 (ITALY GOVT) | Long | Debt | IT | $239K | – | 0.06 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 (ITALY GOVT) | Long | Debt | IT | $104K | – | 0.02 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 05/26 0.65 (ITALY GOVT) | Long | Debt | IT | $5M | – | 1.16 |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $3M | – | 0.65 |
| CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 (CANADA GOVT) | Long | Debt | CA | $708K | – | 0.16 |
| CDX HY35 5Y ICE | Derivative-credit | US | $-136K | – | -0.03 | |
| CDX HY36 5Y ICE | Derivative-credit | US | $-318K | – | -0.07 | |
| CIM TRUST CIM 2019 INV1 A2 144A (CIM TRUST 2019-INV1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.58 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A (CITIGROUP MORTGAGE LOAN TRUST 2005-10) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $290K | – | 0.07 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A (CITIGROUP MTGE LOAN TR INC 2007-AR4) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 (COUNTRYWIDE ASSET-BACKED CERTI 2006-19) | Long | ABS-mortgage backed security | US | $153K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-21) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $751K | – | 0.17 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A1 (COUNTRYWIDE HOME LOANS 2007-1) | Long | ABS-mortgage backed security | US | $365K | – | 0.08 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $282K | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $297K | – | 0.07 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $573K | – | 0.13 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $64K | – | 0.01 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-52K | – | -0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-143K | – | -0.03 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $55K | – | 0.01 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-54K | – | -0.01 | |
| EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024 | Derivative-interest rate | DE | $-12K | – | -0.00 | |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1) | Long | ABS-mortgage backed security | US | $3M | – | 0.79 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 21 A (FHLMC STRUCTURED PASS THROUGH T-21) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 35 A (FHLMC STRUCTURED PASS THRU SEC T-35) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $343K | – | 0.08 |
| FNMA POOL FM4126 FN 07/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.07 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 3.99 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 2.03 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 1.80 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 2.29 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 2.19 |
| FREDDIE MAC FHR 4255 SN (FREDDIE MAC REMICS 4255) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FREDDIE MAC FHR 4687 FG (FREDDIE MAC REMICS 4687) | Long | ABS-mortgage backed security | US | $872K | – | 0.20 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 3A1 (GMAC MORTGAGE CORP LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 2.41 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15) | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H02) | Long | ABS-mortgage backed security | US | $7M | – | 1.56 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $4K | – | 0.00 |
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A (GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $281K | – | 0.06 |
| GSAA HOME EQUITY TRUST GSAA 2006 7 AF4A (GSAA HOME EQUITY TRUST 2006-7) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| GSAMP TRUST GSAMP 2005 HE2 M2 (GSAMP TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $182K | – | 0.04 |
| HOME EQUITY ASSET TRUST HEAT 2004 3 M1 (HOME EQUITY ASSET TRUST 2004-3) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 8 M2 (HOME EQUITY PASS-THRU CERTS 2005-8) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR3 1A1 (INDYMAC INDA MTGE LOAN TRUST 2006-AR3) | Long | ABS-mortgage backed security | US | $358K | – | 0.08 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 (INDYMAC INDB MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH | Derivative-interest rate | $-1M | – | -0.28 | ||
| INF SWAP EM NI 2.356 11/15/23-10Y LCH | Derivative-interest rate | $28K | – | 0.01 | ||
| INF SWAP EM NI 2.359 08/15/22-8Y LCH | Derivative-interest rate | $54K | – | 0.01 | ||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH | Derivative-interest rate | $16K | – | 0.00 | ||
| INF SWAP EM NI 2.39 11/15/23-10Y LCH | Derivative-interest rate | $19K | – | 0.00 | ||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| INF SWAP EM NI 2.47 07/15/22-10Y LCH | Derivative-interest rate | $20K | – | 0.00 | ||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| INF SWAP EM NI 2.5025 03/15/23-5Y LCH | Derivative-interest rate | $-73K | – | -0.02 | ||
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH | Derivative-interest rate | $-8K | – | -0.00 | ||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH | Derivative-interest rate | $-36K | – | -0.01 | ||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH | Derivative-interest rate | $23K | – | 0.01 | ||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH | Derivative-interest rate | $38K | – | 0.01 | ||
| INF SWAP EM NI 2.62 11/15/23-30Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH | Derivative-interest rate | $21K | – | 0.00 | ||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH | Derivative-interest rate | $59K | – | 0.01 | ||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH | Derivative-interest rate | $-10K | – | -0.00 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH | Derivative-interest rate | $35K | – | 0.01 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH | Derivative-interest rate | $95K | – | 0.02 | ||
| INF SWAP EM NI 2.975 08/15/22-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| INF SWAP EM NI 3.52 09/15/22-2Y LCH | Derivative-interest rate | $-40K | – | -0.01 | ||
| INF SWAP EM NI 3.85 09/15/22-2Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| INF SWAP US IT 1.8825 11/20/19-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.33 | |
| INF SWAP US IT 1.9975 07/25/19-10Y LCH | Derivative-interest rate | US | $-321K | – | -0.07 | |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH | Derivative-interest rate | US | $437K | – | 0.10 | |
| INF SWAP US IT 2.668 05/14/21-10Y LCH | Derivative-interest rate | US | $399K | – | 0.09 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH | Derivative-interest rate | US | $362K | – | 0.08 | |
| IRS EUR 0.19000 11/04/22-30Y LCH | Derivative-interest rate | $1M | – | 0.24 | ||
| IRS EUR 0.19500 11/04/22-30Y LCH | Derivative-interest rate | $1M | – | 0.26 | ||
| IRS EUR 0.19700 11/08/22-30Y LCH | Derivative-interest rate | $2M | – | 0.45 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $11K | – | 0.00 | ||
| IRS EUR 2.63492 06/10/24-9Y* LCH | Derivative-interest rate | $171K | – | 0.04 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-262K | – | -0.06 | ||
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $3M | – | 0.69 |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | Long | Debt | JP | $7M | – | 1.69 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12) | Long | ABS-mortgage backed security | US | $206K | – | 0.05 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1 (JP MORGAN MTGE ACQUIS CORP 2006-FRE2) | Long | ABS-mortgage backed security | US | $640K | – | 0.15 |
| JYSKE REALKREDIT A/S COVERED 10/43 0.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.14 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.18 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.12 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.12 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.12 | – | – |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.14 | – | – |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A (LCM LOAN INCOME FUND I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $973K | – | 0.23 |
| LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| LEHMAN XS TRUST LXS 2007 20N A1 (LEHMAN XS TRUST SERIES 2007-20N) | Long | ABS-mortgage backed security | US | $561K | – | 0.13 |
| LOCKWOOD GROVE CLO LTD LWCLO 2014 1A A1RR 144A (LOCKWOOD GROVE CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $147K | – | 0.03 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2 (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.30 |
| MARATHON STATIC CLO LTD MSTAT 2022 18A A1R2 144A (MARATHON STATIC CLO 2022-18A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| MASTR SPECIALIZED LOAN TRUST MASD 2005 2 M3 144A (MASTR SPECIALIZED LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 1.39 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.67 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 D A1 (MLCC MORTGAGE INVESTORS INC 2004-D) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1 (MORGAN STANLEY MORTGAGE TRUST-2006-16AX) | Long | ABS-mortgage backed security | US | $205K | – | 0.05 |
| MORTGAGEIT TRUST MHL 2007 2 A1 (MORTGAGEIT SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-2) | Long | ABS-mortgage backed security | US | $214K | – | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| NORDEA KREDIT REALKREDIT COVERED 10/43 0.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.17 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.22 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.2 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.12 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.13 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.22 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.16 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.13 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.17 | – | – |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 (OPTION ONE MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $233K | – | 0.05 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $854K | – | 0.20 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $2M | – | 0.53 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.16 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.17 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.2 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.12 | – | – |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $160K | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO6) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $135K | – | 0.03 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $582K | – | 0.13 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9 (RESIDENTIAL ASSET SEC TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1 (RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6) | Long | ABS-mortgage backed security | US | $709K | – | 0.16 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-10M | – | -2.31 |
| REVERSE REPO THE BANK OF NOVA REVERSE REPO | Short | Repurchase agreement | US | $-135M | – | -31.10 |
| RFR EUR ESTRON/3.47500 02/26/24-1Y LCH | Derivative-interest rate | $144K | – | 0.03 | ||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH | Derivative-interest rate | JP | $5K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH | Derivative-interest rate | JP | $4K | – | 0.00 | |
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH | Derivative-interest rate | JP | $20K | – | 0.00 | |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | Derivative-interest rate | JP | $62K | – | 0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-6K | – | -0.00 | |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH | Derivative-interest rate | US | $2M | – | 0.36 | |
| RFR USD SOFR/3.08500 02/13/24-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.29 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $97K | – | 0.02 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $291K | – | 0.07 | |
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH | Derivative-interest rate | US | $359K | – | 0.08 | |
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH | Derivative-interest rate | US | $310K | – | 0.07 | |
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH | Derivative-interest rate | US | $-109K | – | -0.03 | |
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH | Derivative-interest rate | US | $-780K | – | -0.18 | |
| SAXON ASSET SECURITIES TRUST SAST 2006 2 M1 (SAXON ASSET SECURITIES TRUST-2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.59 |
| SHORT EURO-BTP FU SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $17.29 | – | 0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $40K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $13K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-981.6 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-8K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $9K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $7K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-39.05 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-85.97 | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $371K | – | 0.09 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $853.57 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $776.99 | – | 0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $5K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $302K | – | 0.07 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $64K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $806.74 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $478.96 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-242.26 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $14.47 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-645.45 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $3K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $348.95 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $63.35 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $905.95 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $6K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-172.03 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $960.63 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $936.98 | – | 0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $213K | – | 0.05 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $123K | – | 0.03 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $161K | – | 0.04 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.68 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-15) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 3 A (THORNBURG MORTGAGE SECURITIES TR 2004-3) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| TSY INFL IX N/B 01/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $329K | – | 0.08 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 4.04 |
| TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 6.25 |
| TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT) | Long | Debt | US | $39M | – | 9.11 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 7.49 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $56M | – | 12.99 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $47M | – | 10.88 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 7.40 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $35M | – | 7.99 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 7.22 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $20M | – | 4.58 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $22M | – | 5.18 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 4.44 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 3.78 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 6.79 |
| TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 4.35 |
| TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT) | Long | Debt | US | $879K | – | 0.20 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 1.05 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.25 |
| TSY INFL IX N/B 10/27 1.625 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.60 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 2.81 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $107K | – | 0.02 |
| UBS GROUP AG SR UNSECURED REGS 10/26 VAR | Long | Debt | CH | $209K | – | 0.05 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-54K | – | -0.01 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $2K | – | 0.00 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-28K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-265K | – | -0.06 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-39K | – | -0.01 | |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6 (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 2A1 (WAMU MTGE P/T CERT 2007-HY2) | Long | ABS-mortgage backed security | US | $409K | – | 0.09 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB (WMALT MTGE PASS-THRU CERT 2005-7) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3 (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4 (WELLS FARGO MTGE BK SEC TR 2006-AR4) | Long | ABS-mortgage backed security | US | $777K | – | 0.18 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1 (WELLS FARGO MTGE BACKED SEC 2007-AR8) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
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.