PIMCOFUNDS > PIMCO Funds
PIMCO Extended Duration Fund
$630.41M
Avg Monthly Net Assets
$1.45B
Total Assets
$923.43M
Total Liabilities
$528.52M
Net Assets
PIMCO Extended Duration 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 $630.41M.
On August 28th, 2024 it reported 392 holdings, the largest
being UNITED STATES GOVT (19.3%), UNITED STATES GOVT (16.1%) and UNITED STATES GOVT (13.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I-2 | C000064165 | PEDPX | |
| Institutional | C000035569 | PEDIX |
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 |
|---|---|---|---|---|---|---|
| 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A D 144A (1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A) | Long | ABS-mortgage backed security | US | $448K | – | 0.08 |
| 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A F 144A (1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A) | Long | ABS-mortgage backed security | US | $339K | – | 0.06 |
| 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A G 144A (1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A H 144A (1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A) | Long | ABS-mortgage backed security | US | $641K | – | 0.12 |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-108.24 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.18 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.13 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-83.34 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-207.2 | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-406.75 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-384.3 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-475.14 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-629.02 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-653.59 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-912.65 | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -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 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-949.72 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| ACE SECURITIES CORP. ACE 2004 RM2 M2 (ACE SECURITIES CORP 2004-RM2) | Long | ABS-mortgage backed security | US | $3M | – | 0.66 |
| ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A (ACREC 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.22 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.37 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A (ATLAS SENIOR LOAN FUND LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $376K | – | 0.07 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC) | Long | ABS-other | US | $1M | – | 0.27 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH A2 144A (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH) | Long | ABS-mortgage backed security | US | $741K | – | 0.14 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH D 144A (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH) | Long | ABS-mortgage backed security | US | $507K | – | 0.10 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $632K | – | 0.12 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A (BLACK DIAMOND CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.39 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-103K | – | -0.02 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-44K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-20K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-14K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240725 | Derivative-foreign exchange | ID | $1K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-10K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240725 | Derivative-foreign exchange | IN | $8K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $482.33 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $206.84 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $190.04 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $104.51 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $81.56 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $34.38 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $16.07 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-73.58 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-107.65 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-170.59 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-161K | – | -0.03 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-11K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-15K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $10.15 | – | 0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-460.58 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-995.13 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $10K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-6K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $185.61 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $9.92 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $37K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $18K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $13K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $28K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $8K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-19.65 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-20.14 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-21.64 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-24.75 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-35.72 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-35.73 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-40.53 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-42.49 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-46.2 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-114.87 | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-3K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-18K | – | -0.00 | |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A (BWAY 2013-1515 MORTGAGE TRUST 2013-1515) | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| CHASEFLEX TRUST CFLX 2007 2 A1 (CHASEFLEX TRUST 2007-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| COMM MORTGAGE TRUST COMM 2018 HOME B 144A (COMM MORTGAGE TRUST 2018-HOME) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.63 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 (COUNTRYWIDE HOME LOANS 2007-HY4) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.26 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $572K | – | 0.11 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A (ECMC GROUP STUDENT LOAN TRUST 2018-1A) | Long | ABS-other | US | $367K | – | 0.07 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FANNIE MAE FNR 2003 24 MZ (FANNIE MAE 2003-24) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2003 76 EZ (FANNIE MAE 2003-76) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE FNR 2004 94 ZA (FANNIE MAE-2004-94) | Long | ABS-mortgage backed security | US | $328K | – | 0.06 |
| FANNIE MAE FNR 2005 69 EZ (FANNIE MAE 2005-69) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FANNIE MAE FNR 2014 43 PZ (FANNIE MAE REMICS 2014-43) | Long | ABS-mortgage backed security | US | $430K | – | 0.08 |
| FANNIE MAE SR UNSECURED 11/30 0.00000 (FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)) | Long | Debt | US | $299K | – | 0.06 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $589K | – | 0.11 |
| FNMA POOL BL1276 FN 01/29 FIXED 3.79 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| FNMA POOL MA3443 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 1.92 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.53 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 2.78 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 2.88 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.32 |
| FREDDIE MAC BONDS 07/32 0.00000 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $2M | – | 0.47 |
| FREDDIE MAC FHR 2551 FD (FREDDIE MAC 2551) | Long | ABS-mortgage backed security | US | $51.96 | – | 0.00 |
| FREDDIE MAC FHR 2990 NZ (FREDDIE MAC 2990) | Long | ABS-mortgage backed security | US | $537K | – | 0.10 |
| FREDDIE MAC FHR 4380 ZG (FREDDIE MAC REMICS 4380) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| FREDDIE MAC FHR 4398 ZX (FREDDIE MAC REMICS 4398) | Long | ABS-mortgage backed security | US | $766K | – | 0.14 |
| FREDDIE MAC FHR 4973 PO (FREDDIE MAC REMICS 4973) | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 A3 144A (FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1) | Long | ABS-mortgage backed security | US | $4M | – | 0.77 |
| FREDDIE MAC NOTES 01/31 0.00000 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $186K | – | 0.04 |
| FREDDIE MAC NOTES 03/31 0.00000 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $4M | – | 0.79 |
| FREDDIE MAC NOTES 07/31 0.00000 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $180K | – | 0.03 |
| FREMONT HOME LOAN TRUST FHLT 2005 1 M5 (FREMONT HOME LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 1.94 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 57 Z (GOVERNEMENT NATIONAL MTG ASSOC 2007-57) | Long | ABS-mortgage backed security | US | $251K | – | 0.05 |
| GS MORTGAGE SECURITIES TRUST 10/35 1 (GS MORTGAGE SECURITIES TRUST 2015-590M) | Long | ABS-mortgage backed security | US | $740K | – | 0.14 |
| GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMA 144A (GS MORTGAGE SECURITIES TRUST 2016-GS3) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| GS MORTGAGE SECURITIES TRUST GSMS 2021 DM A 144A (GS MORTGAGE SECURITIES CORP TRUST 2021-DM) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $101K | – | 0.02 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $4K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-52K | – | -0.01 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $3K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-8K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-938.91 | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $6K | – | 0.00 | ||
| 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 | $619K | – | 0.12 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A (JP MORGAN MORTGAGE TRUST 2019-6) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $26K | – | 0.00 | |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.16 | – | – |
| LFT CRE LLC LMNT 2021 FL1 A 144A (LFT CRE 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.33 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-33K | – | -0.01 | |
| MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 (MASTR ASSET BACKED SEC TR 2004-WMC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $495K | – | 0.09 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.25 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $119K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.09 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.19 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.13 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.21 | – | – |
| OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) | Long | ABS-collateralized bond/debt obligation | KY | $843K | – | 0.16 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $3M | – | 0.52 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $25M | – | 4.72 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.22 | – | – |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $374K | – | 0.07 |
| RESOLUTION FUNDING STRIP BONDS 10/28 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $660K | – | 0.12 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-18M | – | -3.36 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-18M | – | -3.38 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-61M | – | -11.46 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-61M | – | -11.63 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-178M | – | -33.70 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-5M | – | -0.86 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-966K | – | -0.18 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-5M | – | -1.01 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-22M | – | -4.18 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-51M | – | -9.62 |
| REVERSE REPO THE BANK OF NOVA REVERSE REPO | Short | Repurchase agreement | US | $-357M | – | -67.51 |
| RFC PRINCIPAL STRIP BONDS 04/30 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $3M | – | 0.59 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $53K | – | 0.01 | |
| RFR USD SOFR/1.60000 10/23/23-5Y CME | Derivative-interest rate | US | $-7M | – | -1.33 | |
| RFR USD SOFR/1.75000 10/23/23-30Y CME | Derivative-interest rate | US | $4M | – | 0.82 | |
| RFR USD SOFR/1.75000 12/15/21-30Y CME | Derivative-interest rate | US | $3M | – | 0.62 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-140K | – | -0.03 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-119K | – | -0.02 | |
| RFR USD SOFR/3.37000 07/12/23-30Y LCH | Derivative-interest rate | US | $-214K | – | -0.04 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-21K | – | -0.00 | |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | Derivative-interest rate | US | $-84K | – | -0.02 | |
| RFR USD SOFR/3.50000 06/22/23-7Y LCH | Derivative-interest rate | US | $-22K | – | -0.00 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-16K | – | -0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $176K | – | 0.03 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $33K | – | 0.01 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-44K | – | -0.01 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-74K | – | -0.01 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $37K | – | 0.01 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $88K | – | 0.02 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-26K | – | -0.00 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-63K | – | -0.01 | |
| RFR USD SOFR/3.72147 06/03/24-9Y* LCH | Derivative-interest rate | US | $195K | – | 0.04 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-35K | – | -0.01 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $40K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $76K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $200K | – | 0.04 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $154K | – | 0.03 | |
| RFR USD SOFR/3.75000 07/12/23-10Y LCH | Derivative-interest rate | US | $-68K | – | -0.01 | |
| RFR USD SOFR/3.76000 08/23/23-10Y LCH | Derivative-interest rate | US | $-111K | – | -0.02 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-64K | – | -0.01 | |
| RFR USD SOFR/3.80000 09/05/23-5Y LCH | Derivative-interest rate | US | $-51K | – | -0.01 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $10K | – | 0.00 | |
| RFR USD SOFR/3.82054 03/01/24-7Y* LCH | Derivative-interest rate | US | $349K | – | 0.07 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $533.47 | – | 0.00 | |
| RFR USD SOFR/3.83400 03/01/24-7Y* LCH | Derivative-interest rate | US | $329K | – | 0.06 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-86K | – | -0.02 | |
| RFR USD SOFR/3.86842 03/01/24-7Y* LCH | Derivative-interest rate | US | $284K | – | 0.05 | |
| RFR USD SOFR/3.90000 06/03/24-4Y* LCH | Derivative-interest rate | US | $174K | – | 0.03 | |
| RFR USD SOFR/3.90000 08/30/23-10Y LCH | Derivative-interest rate | US | $-25K | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-82K | – | -0.02 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | Derivative-interest rate | US | $1M | – | 0.21 | |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | Derivative-interest rate | US | $24K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $26K | – | 0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $28K | – | 0.01 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $24K | – | 0.00 | |
| RFR USD SOFR/4.15500 10/02/23-10Y LCH | Derivative-interest rate | US | $38K | – | 0.01 | |
| RFR USD SOFR/4.16500 09/27/23-10Y LCH | Derivative-interest rate | US | $10K | – | 0.00 | |
| RFR USD SOFR/4.17000 10/03/23-10Y LCH | Derivative-interest rate | US | $32K | – | 0.01 | |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $25K | – | 0.00 | |
| RFR USD SOFR/4.20000 10/18/23-10Y LCH | Derivative-interest rate | US | $17K | – | 0.00 | |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/4.39250 10/25/23-10Y LCH | Derivative-interest rate | US | $31K | – | 0.01 | |
| RFR USD SOFR/4.45000 10/31/23-10Y LCH | Derivative-interest rate | US | $125K | – | 0.02 | |
| RFRF USD SF+26.161/1.4* 9/23/23-8Y* CME | Derivative-interest rate | US | $1M | – | 0.21 | |
| RFRF USD SOFR/2.33000 10/25/23-30Y CME | Derivative-interest rate | US | $3M | – | 0.59 | |
| RFRF USD SOFR/2.39500 10/25/23-5Y CME | Derivative-interest rate | US | $-4M | – | -0.80 | |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.25 |
| SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A (SLM CONSOLIDATION STUD LN TRUST 2004-10) | Long | ABS-other | US | $85K | – | 0.02 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20L) | Long | ABS-other | US | $16K | – | 0.00 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-326.37 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-342.8 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $9K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 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 20240702 | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $15K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-57 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-14K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $3K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $16K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $13K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $72K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $58K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $14K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-1K | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-410.13 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $11K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240725 | Derivative-foreign exchange | KR | $-25K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $14.47 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-6K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $18K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $997.24 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $464.64 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-3K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $6K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-14.36 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-9.96 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-217.49 | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $-14.61 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240725 | Derivative-foreign exchange | TW | $17K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $221.9 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $158.1 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $130.12 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $32.54 | – | 0.00 | |
| STRIP PRINC 02/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.80 |
| STRIP PRINC 02/44 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 3.92 |
| STRIP PRINC 02/45 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.38 |
| STRIP PRINC 02/49 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $39M | – | 7.37 |
| STRIP PRINC 05/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.81 |
| STRIP PRINC 05/43 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 1.31 |
| STRIP PRINC 05/44 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $35M | – | 6.68 |
| STRIP PRINC 05/45 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.56 |
| STRIP PRINC 05/48 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $26M | – | 4.84 |
| STRIP PRINC 08/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 1.29 |
| STRIP PRINC 08/43 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 5.93 |
| STRIP PRINC 08/44 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $591K | – | 0.11 |
| STRIP PRINC 08/46 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.24 |
| STRIP PRINC 08/48 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $51M | – | 9.57 |
| STRIP PRINC 08/49 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 4.34 |
| STRIP PRINC 08/50 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 2.06 |
| STRIP PRINC 11/44 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.35 |
| STRIP PRINC 11/48 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $56M | – | 10.62 |
| STRIP PRINC 11/49 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $49M | – | 9.25 |
| STRIPS 05/34 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 3.88 |
| STRIPS 05/36 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $30M | – | 5.76 |
| STRIPS 05/37 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $30M | – | 5.71 |
| STRIPS 05/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $72K | – | 0.01 |
| STRIPS 08/34 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $49M | – | 9.23 |
| STRIPS 08/35 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.79 |
| STRIPS 08/37 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.95 |
| STRIPS 08/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $53K | – | 0.01 |
| STRIPS 08/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $289K | – | 0.05 |
| STRIPS 11/34 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $22M | – | 4.12 |
| STRIPS 11/36 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $44M | – | 8.31 |
| STRIPS 11/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $26K | – | 0.00 |
| STRIPS 11/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $50K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1 (STRUCTURED ARM LOAN TRUST 2005-19XS) | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $344K | – | 0.07 |
| TENN VALLEY AUTHORITY SR UNSECURED 09/60 4.625 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $927K | – | 0.18 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $990.45 | – | 0.00 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.06 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 1.56 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 1.39 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 1.89 |
| TVA PRIN STRIP BONDS 09/39 0.00000 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $10M | – | 1.89 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $5M | – | 0.98 |
| UNITED MEXICAN STATES SR UNSECURED 05/53 6.338 (MEXICO GOVT) | Long | Debt | MX | $662K | – | 0.13 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-227K | – | -0.04 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2M | – | -0.46 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $9K | – | 0.00 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.21 | |
| US TREASURY N/B 02/29 4.25 (UNITED STATES GOVT) | Long | Debt | US | $50M | – | 9.51 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 3.31 |
| US TREASURY N/B 02/44 4.5 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.21 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.72 |
| US TREASURY N/B 02/52 2.25 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.66 |
| US TREASURY N/B 02/53 3.625 (UNITED STATES GOVT) | Long | Debt | US | $102M | – | 19.34 |
| US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT) | Long | Debt | US | $59M | – | 11.21 |
| US TREASURY N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $533K | – | 0.10 |
| US TREASURY N/B 04/28 3.5 (UNITED STATES GOVT) | Long | Debt | US | $967K | – | 0.18 |
| US TREASURY N/B 05/45 3 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.66 |
| US TREASURY N/B 05/53 3.625 (UNITED STATES GOVT) | Long | Debt | US | $43M | – | 8.07 |
| US TREASURY N/B 06/28 4 (UNITED STATES GOVT) | Long | Debt | US | $394K | – | 0.07 |
| US TREASURY N/B 07/28 4.125 (UNITED STATES GOVT) | Long | Debt | US | $396K | – | 0.07 |
| US TREASURY N/B 08/28 2.875 (UNITED STATES GOVT) | Long | Debt | US | $471K | – | 0.09 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.80 |
| US TREASURY N/B 08/52 3 (UNITED STATES GOVT) | Long | Debt | US | $70M | – | 13.16 |
| US TREASURY N/B 08/53 4.125 (UNITED STATES GOVT) | Long | Debt | US | $85M | – | 16.14 |
| US TREASURY N/B 09/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $527K | – | 0.10 |
| US TREASURY N/B 09/28 4.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.21 |
| US TREASURY N/B 10/28 4.875 (UNITED STATES GOVT) | Long | Debt | US | $611K | – | 0.12 |
| US TREASURY N/B 11/44 3 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.78 |
| US TREASURY N/B 11/47 2.75 (UNITED STATES GOVT) | Long | Debt | US | $727.34 | – | 0.00 |
| US TREASURY N/B 11/52 4 (UNITED STATES GOVT) | Long | Debt | US | $39M | – | 7.34 |
| US TREASURY N/B 12/27 0.625 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 1.68 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $27K | – | 0.01 | |
| VENTURE CDO LTD VENTR 2017 28A A1R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.42 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.06 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $559K | – | 0.11 |
| VNO MORTGAGE TRUST VNDO 2016 350P A 144A (VNDO TRUST 2016-350P) | Long | ABS-mortgage backed security | US | $3M | – | 0.64 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| ZCS BRL 9.815 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-501K | – | -0.09 | |
| ZCS BRL 9.83243 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-451K | – | -0.09 | |
| ZCS BRL 9.84208 03/12/24-01/04/27 CME | Derivative-interest rate | BR | $-12K | – | -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.