PIMCOFUNDS > PIMCO Funds
PIMCO U.S. Government and Short-Term Investments Portfolio
$1.73B
Avg Monthly Net Assets
$1.89B
Total Assets
$292.75M
Total Liabilities
$1.60B
Net Assets
PIMCO U.S. Government and Short-Term Investments Portfolio is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $1.73B.
On August 28th, 2024 it reported 306 holdings, the largest
being UNITED STATES GOVT (11.6%), UNITED STATES GOVT (9.6%) and UNITED STATES GOVT (7.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO U.S. Government and Short-Term Investments Portfolio | C000027275 | None |
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 |
|---|---|---|---|---|---|---|
| 37 CAPITAL CLO LTD PUTNM 2023 2A A1N 144A (37 CAPITAL CLO 4 LTD 2023-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.24 |
| AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| AID ISRAEL US GOVT GUAR 11/24 0.00000 (ISRAEL GOVERNMENT AID BOND) | Long | Debt | IL | $38M | – | 2.39 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A (ANCHORAGE CAPITAL CLO 28 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A (APEX CREDIT CLO 2024-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.08 |
| APIDOS CLO LTD APID 2015 20A A1RA 144A (APIDOS CLO XX 2015-20A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.21 |
| ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 (ASSET BACKED SEC CORP HEQ LN 2001-HE2) | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2 (ASSET BACKED SEC HOME EQTY LN 2007-HE2) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 12A A1 144A (ATLAS SENIOR LOAN FUND LTD 2018-12A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.24 |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 1A AR 144A (BAIN CAPITAL CREDIT CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| BARINGS LOAN PARTNERS CLO LTD. BABSN LP 3A AR 144A (BARINGS LOAN PARTNERS CLO LTD 3) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 2A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $6M | – | 0.37 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $456K | – | 0.03 |
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A (BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| BETONY CLO 2, LTD. BTNY2 2018 1A A1 144A (BETONY CLO 2 LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| BLUEMOUNTAIN CLO LTD BLUEM 2013 2A A1R 144A (BLUEMOUNTAIN CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.18 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.14 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 5A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-5) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.26 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 1A AR3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| CATHEDRAL LAKE LTD CATLK 2021 8A A1 144A (CATHEDRAL LAKE VIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| CDX IG40 5Y ICE | Derivative-credit | US | $250K | – | 0.02 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $338K | – | 0.02 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $5M | – | 0.30 | |
| CEDAR FUNDING LTD CEDF 2018 7A A1 144A (CEDAR FUNDING VII CLO LTD 2018-7A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| CEDAR FUNDING LTD CEDF 2019 11A A1R 144A (CEDAR FUNDING XI CLO LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.21 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-3A) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| CIFC FUNDING LTD CIFC 2013 3RA A1 144A (CIFC FUNDING LTD 2013-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| CIFC FUNDING LTD CIFC 2014 2RA A1 144A (CIFC FUNDING LTD 2014-2RA) | Long | ABS-collateralized bond/debt obligation | KY | $511K | – | 0.03 |
| CIFC FUNDING LTD CIFC 2014 5A A1R2 144A (CIFC FUNDING LTD 2014-5A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| CIFC FUNDING LTD CIFC 2017 2A AR 144A (CIFC FUNDING LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $728K | – | 0.05 |
| CIFC FUNDING LTD CIFC 2018 1A A 144A (CIFC FUNDING LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $804K | – | 0.05 |
| CIFC FUNDING LTD CIFC 2018 2A A1 144A (CIFC FUNDING LTD 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $259K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $323K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 (COUNTRYWIDE ALT LOAN TRUST 2006-OA22) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $258K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $375K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 (COUNTRYWIDE HOME LOANS 2006-HYB5) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A (CREDIT BASED ASSET SRVC & SEC 2007-CB1) | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1 (CS FIRST BOSTON MTGE SEC CORP 2002-AR21) | Long | ABS-mortgage backed security | US | $785.96 | – | 0.00 |
| DEWOLF PARK CLO, LTD DWOLF 2017 1A AR 144A (DEWOLF PARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A (DIAMETER CAPITAL CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 37A AR 144A (DRYDEN SENIOR LOAN FUND 2015-37A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A (DRYDEN 38 SENIOR LOAN FUND 2015-38A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| EATON VANCE CDO LTD EATON 2020 1A AR 144A (EATON VANCE CLO 2020-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.20 |
| ELEVATION CLO LTD AWPT 2018 9A A1 144A (ELEVATION CLO LTD 2018-9A) | Long | ABS-collateralized bond/debt obligation | KY | $820K | – | 0.05 |
| ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A (ELMWOOD CLO 24 LTD 2023-3A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.39 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| FANNIE MAE FNR 2002 21 FD (FANNIE MAE 2002-21) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2001 T13 A1 (FANNIEMAE GRANTOR TRUST 2001-T13) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| FANNIEMAE GRANTOR TRUST FNGT 2002 T7 A1 (FANNIEMAE GRANTOR TRUST 2002-T7) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W11 AV1 (FANNIE MAE WHOLE LOAN 2002 W11) | Long | ABS-mortgage backed security | US | $290.23 | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1 (FANNIEMAIE WHOLE LOAN 2002-W2) | Long | ABS-mortgage backed security | US | $185.49 | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W9 A (FANNIEMAE WHOLE LOAN 2003-W9) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FED HM LN PC POOL 1B2793 FH 02/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| FED HM LN PC POOL 765063 FH 02/25 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67.33 | – | 0.00 |
| FED HM LN PC POOL 786778 FH 07/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 789084 FH 02/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $446.88 | – | 0.00 |
| FED HM LN PC POOL 789433 FH 05/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 847076 FH 01/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $413K | – | 0.03 |
| FED HM LN PC POOL A82915 FG 11/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL A89085 FG 10/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A89493 FG 10/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 34 A1V (FHLMC STRUCTURED PASS THRU SEC T-34) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 (FHLMC STRUCTURED PASS THRU SEC T-59) | Long | ABS-mortgage backed security | US | $296K | – | 0.02 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $557K | – | 0.03 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $2M | – | 0.15 |
| FNMA POOL 257202 FN 04/28 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113.94 | – | 0.00 |
| FNMA POOL 368121 FN 05/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119.01 | – | 0.00 |
| FNMA POOL 425442 FN 08/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 516801 FN 12/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 535228 FN 12/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $483.51 | – | 0.00 |
| FNMA POOL 555847 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68.93 | – | 0.00 |
| FNMA POOL 563479 FN 11/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127.82 | – | 0.00 |
| FNMA POOL 576836 FN 02/41 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140.02 | – | 0.00 |
| FNMA POOL 635099 FN 06/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101.99 | – | 0.00 |
| FNMA POOL 664885 FN 10/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 675632 FN 12/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| FNMA POOL 735362 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| FNMA POOL 775852 FN 03/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.02 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 803338 FN 09/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| FNMA POOL 844214 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL 844532 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 866888 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FNMA POOL 930543 FN 02/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 930770 FN 03/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AE4948 FN 09/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| FNMA POOL AE8748 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL AH6225 FN 03/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AJ4494 FN 12/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $447K | – | 0.03 |
| FNMA POOL AJ5116 FN 12/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| FNMA POOL MA0096 FN 06/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA0200 FN 10/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA0232 FN 11/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL MA0427 FN 05/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-16M | – | -0.97 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-3M | – | -0.18 |
| FREDDIE MAC FHR 1935 FJ (FREDDIE MAC 1935) | Long | ABS-mortgage backed security | US | $614.98 | – | 0.00 |
| FREDDIE MAC FHR 2469 FV (FREDDIE MAC 2469) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 2477 FZ (FREDDIE MAC 2477) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 2585 FD (FREDDIE MAC 2585) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 2739 PG (FREDDIE MAC 2739) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC FHR 2990 EZ (FREDDIE MAC 2990) | Long | ABS-mortgage backed security | US | $261K | – | 0.02 |
| FREDDIE MAC FHR 3031 LZ (FREDDIE MAC 3031) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FREDDIE MAC NOTES 01/32 0.00000 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $396K | – | 0.02 |
| FREDDIE MAC NOTES 07/30 0.00000 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $4M | – | 0.23 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GENERATE CLO LTD. GNRT 3A A2R 144A (GNRT-3A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| GNMA II POOL 008530 G2 10/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182.71 | – | 0.00 |
| GNMA II POOL 008592 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187.46 | – | 0.00 |
| GNMA II POOL 008651 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 008675 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $751.83 | – | 0.00 |
| GNMA II POOL 008682 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $596.47 | – | 0.00 |
| GNMA II POOL 008684 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $277.91 | – | 0.00 |
| GNMA II POOL 008814 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $970.92 | – | 0.00 |
| GNMA II POOL 008945 G2 08/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080058 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080070 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $493.56 | – | 0.00 |
| GNMA II POOL 080409 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 080592 G2 04/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 810277 G2 03/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 873877 G2 02/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.18 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.25 |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP 2015 26A A1R 144A (GOLUB CAPITAL PARTNERS CLO 26B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $676K | – | 0.04 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 (GREENPOINT MTGE FUNDING TR 2005-AR1) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| GSAMP TRUST GSAMP 2006 S1 A2A (GSAMP TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| HALSEYPOINT CLO I, LTD. HLSY 2019 1A A1A1 144A (HALSEY POINT CLO I LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $496K | – | 0.03 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $550K | – | 0.03 |
| HOME EQUITY ASSET TRUST HEAT 2002 3 A4 (HOME EQUITY PASS-THRU CERTS 2002-3) | Long | ABS-mortgage backed security | US | $927.75 | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| ICG US CLO LTD ICG 2018 3A AR 144A (ICG US CLO 2018-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $907K | – | 0.06 |
| IMPAC CMB TRUST IMM 2003 9F A1 (IMPAC CMB TRUST 2003-9F) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A (INDYMAC INDX MTGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $630K | – | 0.04 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 (JP MORGAN MORTGAGE ACQ CORP 2005-RM1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A2 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2024-VIS1) | Long | ABS-mortgage backed security | US | $982K | – | 0.06 |
| KKR FINANCIAL CLO LTD KKR 21 A 144A (KKR CLO LTD 21) | Long | ABS-collateralized bond/debt obligation | KY | $840K | – | 0.05 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| KKR FINANCIAL CLO LTD KKR 39A A 144A (KKR CLO 39 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A (LEHMAN ABS MTGE LN TR 2007-1) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| LOCKWOOD GROVE CLO LTD LWCLO 2014 1A A1RR 144A (LOCKWOOD GROVE CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A (MADISON PARK FUNDING XXIII LTD 2017-23A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| MAGNETITE CLO LTD MAGNE 2020 25A A 144A (MAGNETITE CLO LTD 2020-25A) | Long | ABS-collateralized bond/debt obligation | KY | $979K | – | 0.06 |
| MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.31 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| MARATHON CLO LTD MCLO 2020 15A A1SR 144A (MARATHON CLO 2020-15 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A (MARBLE POINT CLO XIV LTD 2018-2) | Long | ABS-collateralized bond/debt obligation | KY | $493K | – | 0.03 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 4A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1 (MASTR ASSET BACKED SEC TR 2006-HE4) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| NASSAU 2017 II LTD NCC 2017 IIA AL 144A (NASSAU LTD 2017-IIA) | Long | ABS-collateralized bond/debt obligation | KY | $486K | – | 0.03 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.29 |
| NEUBERGER BERMAN CLO LTD NEUB 2023 53A A 144A (NEUBERGER BERMAN LOAN ADVISERS NBLA CLO 53 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.28 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B (NEW CENTURY HOME EQUITY LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A (NEWARK BSL CLO 2 LTD 2017 1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| NORTHWOODS CAPITAL LTD WOODS 2018 11BA A1 144A (NORTHWOODS CAPITAL XI-B 2018-11BA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| OCP CLO LTD OCP 2017 13A A1AR 144A (OCP CLO LTD 2017-13A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A (PALMER SQUARE CLO 2022-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A (PALMER SQUARE CLO 2023-4A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.38 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $36M | – | 2.27 |
| RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| RAD CLO LTD RAD 2023 21A A 144A (RAD CLO 21 LTD 2023-21A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A (RENAISSANCE HOME EQUITY LOAN TRUST 2002-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T | Short | Repurchase agreement | US | $-99M | – | -6.20 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $306K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO2) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4 (RESIDENTIAL ASSET MTGE PROD INC 2004-SL2) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-42M | – | -2.64 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-43M | – | -2.67 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-29M | – | -1.80 |
| RFC PRINCIPAL STRIP BONDS 01/30 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $18M | – | 1.15 |
| RFC PRINCIPAL STRIP BONDS 04/30 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $3M | – | 0.18 |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $19M | – | 1.21 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $2M | – | 0.12 | |
| RFR USD SOFR/3.84919 09/01/23-7Y* LCH | Derivative-interest rate | US | $-1M | – | -0.06 | |
| RFR USD SOFR/3.85700 09/01/23-7Y* LCH | Derivative-interest rate | US | $-6M | – | -0.34 | |
| RFRF USD SF+26.161/2.6* 12/21/17-30Y LCH | Derivative-interest rate | US | $9M | – | 0.59 | |
| ROMARK CLO LTD RMRK 2018 1A A1 144A (ROMARK WM-R LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $814K | – | 0.05 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2002 WMC1 M1 (SALOMON BROTHERS MTGE SEC VII 2002-WMC1) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| SBA POOL 504886 SBA 03/25 FLOATING VAR (SBA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88.86 | – | 0.00 |
| SBA POOL 505017 SBA 05/25 FLOATING VAR (SBA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $320K | – | 0.02 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 (SEQUOIA MORTGAGE TRUST 2003-4) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 4 2M1 (SEQUOIA MORTGAGE TRUST 2003-4) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 5 A (SEQUOIA MORTGAGE TRUST 5) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| SILVER ROCK CLO LTD SLVRK 2020 1A AR 144A (SILVER ROCK CLO LTD 2020-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.25 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20I 1 (SMALL BUSINESS ADMIN PART CERT 2005-20I) | Long | ABS-other | US | $391K | – | 0.02 |
| SOUND POINT CLO LTD SNDPT 2017 4A A1 144A (SOUND POINT CLO XVIII LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| SOUND POINT CLO LTD SNDPT 2019 2A AR 144A (SOUND POINT CLO XXIII 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| SOUND POINT CLO LTD SNDPT 2020 2A AR 144A (SOUND POINT CLO XXVII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| STEELE CREEK CLO LTD STCR 2014 1RA A 144A (STEELE CREEK CLO LTD 2014-1) | Long | ABS-collateralized bond/debt obligation | KY | $662K | – | 0.04 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR3) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $5M | – | 0.32 |
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A (SYCAMORE TREE CLO 2023-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| SYMPHONY CLO LTD SYMP 2016 18A A1RR 144A (SYMPHONY CLO XVIII LTD 2016-18A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.24 |
| SYMPHONY CLO LTD SYMP 2020 24A AR 144A (SYMPHONY CLO XXIV LTD 2020-24A) | Long | ABS-collateralized bond/debt obligation | KY | $952K | – | 0.06 |
| SYMPHONY CLO LTD SYMP 2023 39A A 144A (SYMPHONY CLO 30 LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.11 |
| TCW GEM LTD TCW 2024 1A A1 144A (TCW CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A (TIAA CLO III LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $314K | – | 0.02 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $6M | – | 0.34 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $5M | – | 0.29 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $522K | – | 0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-770K | – | -0.05 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2M | – | -0.10 | |
| US TREASURY N/B 02/38 4.375 (UNITED STATES GOVT) | Long | Debt | US | $78M | – | 4.90 |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $76M | – | 4.72 |
| US TREASURY N/B 02/42 2.375 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.37 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 2.09 |
| US TREASURY N/B 02/44 3.625 (UNITED STATES GOVT) | Long | Debt | US | $48M | – | 2.98 |
| US TREASURY N/B 02/44 4.5 (UNITED STATES GOVT) | Long | Debt | US | $44M | – | 2.76 |
| US TREASURY N/B 02/49 3 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 1.80 |
| US TREASURY N/B 02/52 2.25 (UNITED STATES GOVT) | Long | Debt | US | $382K | – | 0.02 |
| US TREASURY N/B 05/28 2.875 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.57 |
| US TREASURY N/B 05/38 4.5 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 1.98 |
| US TREASURY N/B 05/42 3 (UNITED STATES GOVT) | Long | Debt | US | $153M | – | 9.58 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.63 |
| US TREASURY N/B 05/43 2.875 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.53 |
| US TREASURY N/B 05/49 2.875 (UNITED STATES GOVT) | Long | Debt | US | $42M | – | 2.63 |
| US TREASURY N/B 07/24 2.125 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.82 |
| US TREASURY N/B 07/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $74M | – | 4.62 |
| US TREASURY N/B 08/24 1.875 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.45 |
| US TREASURY N/B 08/24 2.375 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.27 |
| US TREASURY N/B 08/41 1.75 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.51 |
| US TREASURY N/B 08/43 3.625 (UNITED STATES GOVT) | Long | Debt | US | $46M | – | 2.88 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $30M | – | 1.90 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $36M | – | 2.25 |
| US TREASURY N/B 08/49 2.25 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 2.03 |
| US TREASURY N/B 08/50 1.375 (UNITED STATES GOVT) | Long | Debt | US | $95M | – | 5.92 |
| US TREASURY N/B 09/24 2.125 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 0.88 |
| US TREASURY N/B 11/24 2.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.25 |
| US TREASURY N/B 11/25 2.25 (UNITED STATES GOVT) | Long | Debt | US | $46M | – | 2.85 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 1.46 |
| US TREASURY N/B 11/42 2.75 (UNITED STATES GOVT) | Long | Debt | US | $64M | – | 3.99 |
| US TREASURY N/B 11/42 4 (UNITED STATES GOVT) | Long | Debt | US | $35M | – | 2.19 |
| US TREASURY N/B 11/43 3.75 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 2.00 |
| US TREASURY N/B 11/44 3 (UNITED STATES GOVT) | Long | Debt | US | $185M | – | 11.58 |
| US TREASURY N/B 11/50 1.625 (UNITED STATES GOVT) | Long | Debt | US | $118M | – | 7.34 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-636K | – | -0.04 | |
| VENTURE CDO LTD VENTR 2014 19A ARR 144A (VENTURE XIX CLO LTD 2014-19A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| VENTURE CDO LTD VENTR 2018 35A ALR 144A (VENTURE CDO LTD 2018-35A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A (WASHINGTON MUTUAL 2004-AR1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $427K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A (WASHINGTON MUTUAL 2006-AR11) | Long | ABS-mortgage backed security | US | $863K | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $573K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $659K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A (WASHINGTON MUTUAL 2006-AR4) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $916K | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A (WASHINGTON MUTUAL 2006 AR7) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1) | Long | ABS-mortgage backed security | US | $47.58 | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2 (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
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.