PIMCOFUNDS > PIMCO Funds
PIMCO Total Return Fund V
$112.36M
Avg Monthly Net Assets
$274.83M
Total Assets
$95.05M
Total Liabilities
$179.78M
Net Assets
PIMCO Total Return Fund V is a Mutual Fund in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $112.36M.
On August 28th, 2024 it reported 373 holdings, the largest
being (17.8%), UMBS PASS THRU POOLS (14.9%) and FNMA PASS THRU POOLS (5.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional | C000241367 | PPEIX |
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 |
|---|---|---|---|---|---|---|
| 31750MND6 PIMCO FXVAN PUT GBP USD 1.10000000 | Derivative-foreign exchange | US | $-43.23 | – | -0.00 | |
| 31750MNE4 PIMCO FXVAN PUT GBP USD 1.20000000 | Derivative-foreign exchange | US | $558.23 | – | 0.00 | |
| 31750O0I6 PIMCO CDSOPT PUT USD 0.6 20240918 | Derivative-credit | US | $2K | – | 0.00 | |
| 31750O0J4 PIMCO CDSOPT PUT USD 0.8 20240918 | Derivative-credit | US | $-2K | – | -0.00 | |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-27.08 | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-23.13 | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-27.08 | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-49.39 | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-129.01 | – | -0.00 | |
| 31750OFK5 PIMCO CDSOPT PUT USD 0.6 20241120 | Derivative-credit | US | $3K | – | 0.00 | |
| 31750OFL3 PIMCO CDSOPT PUT USD 0.6 20241120 | Derivative-credit | US | $3K | – | 0.00 | |
| 31750OFM1 PIMCO CDSOPT PUT USD 0.8 20241120 | Derivative-credit | US | $-3K | – | -0.00 | |
| 31750OFN9 PIMCO CDSOPT PUT USD 0.8 20241120 | Derivative-credit | US | $-3K | – | -0.00 | |
| 317U5A6A7 PIMCO SWAPTION 4.244 PUT USD 2025022 | Derivative-interest rate | US | $-10K | – | -0.01 | |
| 317U5A8A5 PIMCO SWAPTION 3.92 PUT USD 20250227 | Derivative-interest rate | US | $11K | – | 0.01 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-4.92 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-129.47 | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $869.98 | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-968.87 | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $483.18 | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-506.5 | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $509.78 | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-513.65 | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $593.93 | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-594.38 | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $641.73 | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-615.55 | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-113.66 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-313.34 | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $711.71 | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-628.7 | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $3K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-895.59 | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-865.51 | – | -0.00 | |
| 317U64XA0 PIMCO SWAPTION 4.75 PUT USD 20250529 | Derivative-interest rate | US | $-10K | – | -0.01 | |
| 317U64YA9 PIMCO SWAPTION 4.329 PUT USD 2025052 | Derivative-interest rate | US | $12K | – | 0.01 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-651.06 | – | -0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-4.39 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-123.7 | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $986.8 | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-851.97 | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-315.82 | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-51.8 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-40.14 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-53.65 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-96.16 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-47.52 | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-61.92 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-56.75 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-101.58 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-99.12 | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-98.38 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-765.38 | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-470.43 | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-54.23 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-76.86 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-847.65 | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-67.88 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-401.29 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-117.42 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-134.79 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-706.29 | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-49.3 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-176.29 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-645.82 | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-93.37 | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $863.71 | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-741.29 | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-93.11 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-423.24 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-342.93 | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-514.43 | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-188.23 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-529.3 | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-182.53 | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-661.8 | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-158.64 | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-158.29 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-466.97 | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-497.86 | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-286.87 | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-542.26 | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-876.86 | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-391.78 | – | -0.00 | |
| ABN AMRO BANK NV SR UNSECURED 144A 12/29 VAR | Long | Debt | NL | $704K | – | 0.39 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $699K | – | 0.39 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $12K | – | 0.01 |
| ALLY FINANCIAL INC SR UNSECURED 11/27 7.1 | Long | Debt | US | $313K | – | 0.17 |
| AP MOLLER MAERSK A/S SR UNSECURED 144A 09/33 5.875 (AP MOLLER - MAERSK A/S) | Long | Debt | DK | $511K | – | 0.28 |
| AVANGRID INC SR UNSECURED 04/25 3.2 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $15K | – | 0.01 |
| AVANGRID INC SR UNSECURED 06/29 3.8 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $372K | – | 0.21 |
| AVANGRID INC SR UNSECURED 12/24 3.15 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $297K | – | 0.17 |
| BANCO SANTANDER SA 11/27 VAR | Long | Debt | ES | $409K | – | 0.23 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 1.00 |
| BANK OF AMERICA CORP SR UNSECURED 11/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $597K | – | 0.33 |
| BARCLAYS PLC SR UNSECURED 09/29 VAR | Long | Debt | GB | $1M | – | 0.81 |
| BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2A (BMW VEHICLE LEASE TRUST 2024-1) | Long | ABS-other | US | $499K | – | 0.28 |
| BMW VEHICLE LEASE TRUST BMWLT 2024 1 A3 (BMW VEHICLE LEASE TRUST 2024-1) | Long | ABS-other | US | $498K | – | 0.28 |
| BNP PARIBAS 144A 06/27 VAR | Long | Debt | FR | $739K | – | 0.41 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $447.58 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240802 | Derivative-foreign exchange | AU | $422.77 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-42K | – | -0.02 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-864.56 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-3K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $424.37 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $181.98 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $167.2 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $91.95 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $71.76 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $30.25 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $14.14 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-64.74 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-94.72 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-150.08 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-1K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $8K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $72.39 | – | 0.00 | |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $428K | – | 0.24 |
| BPCE SA SR UNSECURED 144A 10/27 VAR | Long | Debt | FR | $276K | – | 0.15 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 03/28 8.05 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $104K | – | 0.06 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 11/27 3.95 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $91K | – | 0.05 |
| BROOKFIELD FIN I UK PLC COMPANY GUAR 01/32 2.34 (BROOKFIELD FINANCE I UK PLC / BROOKFIELD FINANCE INC) | Long | Debt | GB | $722K | – | 0.40 |
| BROOKFIELD FINANCE INC COMPANY GUAR 04/31 2.724 | Long | Debt | CA | $13K | – | 0.01 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $8K | – | 0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $97K | – | 0.05 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $217K | – | 0.12 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $231K | – | 0.13 | |
| CDX ITRAXX MAIN41 5Y ICE | Derivative-credit | $33K | – | 0.02 | ||
| CITIGROUP INC SR UNSECURED 01/26 VAR | Long | Debt | US | $15K | – | 0.01 |
| CITIGROUP INC SR UNSECURED 04/29 VAR | Long | Debt | US | $575K | – | 0.32 |
| CITIGROUP INC SR UNSECURED 05/28 VAR | Long | Debt | US | $1M | – | 0.60 |
| CITIGROUP INC SR UNSECURED 11/25 VAR | Long | Debt | US | $197K | – | 0.11 |
| COOPERATIEVE RABOBANK UA 144A 09/26 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $757K | – | 0.42 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $650K | – | 0.36 |
| COTY INC SR SECURED 144A 05/27 4.5 | Long | Debt | US | $324K | – | 0.18 |
| DEVELOPMENT BK OF JAPAN SR UNSECURED 144A 09/26 5.125 (DEVELOPMENT BANK OF JAPAN INC (DBJ)) | Long | Debt | JP | $502K | – | 0.28 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 11/28 3.95 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $481K | – | 0.27 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/29 2.5 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $552K | – | 0.31 |
| EDP FINANCE BV SR UNSECURED 144A 01/28 1.71 | Long | Debt | NL | $177K | – | 0.10 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $775K | – | 0.43 |
| EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3 (EQUITABLE FINANCIAL LIFE GLOBAL FUNDING) | Long | Debt | US | $14K | – | 0.01 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $9K | – | 0.01 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-9K | – | -0.01 | |
| EUROPEAN INVESTMENT BANK SR UNSECURED 02/33 3.75 (EUROPEAN INVESTMENT BANK (EIB)) | Long | Debt | $14K | – | 0.01 | |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $527K | – | 0.29 |
| FED HM LN PC POOL RA8200 FR 12/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.56 |
| FED HM LN PC POOL RA8482 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 4.03 |
| FED HM LN PC POOL RA8573 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.81 |
| FED HM LN PC POOL RA9046 FR 08/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.71 |
| FED HM LN PC POOL RJ0050 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 2.39 |
| FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 2.52 |
| FED HM LN PC POOL RJ0639 FR 01/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.86 |
| FED HM LN PC POOL RJ1109 FR 03/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.81 |
| FIRST HELP FINANCIAL LLC FHF 2023 2A A2 144A (FHF ISSUER TRUST 2023-2A) | Long | ABS-other | US | $432K | – | 0.24 |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A (FHF ISSUER TRUST 2024-1A) | Long | ABS-other | US | $500K | – | 0.28 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $301K | – | 0.17 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $607K | – | 0.34 |
| FNMA POOL CB4615 FN 07/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.93 |
| FNMA POOL CB5400 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 4.78 |
| FNMA POOL CB5401 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.77 |
| FNMA POOL CB6417 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 4.09 |
| FNMA POOL CB6418 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 5.69 |
| FNMA POOL CB6830 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $441K | – | 0.25 |
| FNMA POOL CB6832 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 2.29 |
| FNMA POOL CB8271 FN 04/54 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.52 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $708K | – | 0.39 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.10 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-708K | – | -0.39 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 14.92 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 1.10 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $380K | – | 0.21 |
| GEORGIA POWER CO SR UNSECURED 04/26 3.25 (GEORGIA POWER COMPANY) | Long | Debt | US | $750K | – | 0.42 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 02/26 VAR | Long | Debt | US | $752K | – | 0.42 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $814K | – | 0.45 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR | Long | Debt | US | $209K | – | 0.12 |
| GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $306K | – | 0.17 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2023 3C A 144A (GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2023-3C) | Long | ABS-other | US | $467K | – | 0.26 |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 (GOODMAN US FINANCE FIVE LLC) | Long | Debt | US | $14K | – | 0.01 |
| HANA BANK SR UNSECURED 144A 04/27 5.375 (KEB HANA BANK (AKA: KOREA EXCHANGE BANK)) | Long | Debt | KR | $302K | – | 0.17 |
| HANWHA Q CELLS AMERICA COMPANY GUAR 144A 07/28 5 (HANWHA Q CELLS AMERICAS HOLDINGS CORP) | Long | Debt | US | $300K | – | 0.17 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $625K | – | 0.35 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $670K | – | 0.37 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $49K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $2M | – | 1.07 |
| HSBC REPO | Long | Repurchase agreement | US | $32M | – | 17.80 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/25 5.8 | Long | Debt | US | $100K | – | 0.06 |
| ING GROEP NV SR UNSECURED 09/27 VAR | Long | Debt | NL | $2M | – | 0.84 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $1K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $2K | – | 0.00 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $1K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-16K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $1K | – | 0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-792.5 | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-685.37 | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-667.02 | – | -0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-429.03 | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-626.37 | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $325.09 | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| JDE PEET S NV COMPANY GUAR 144A 09/31 2.25 (JDE PEETS NV) | Long | Debt | NL | $404K | – | 0.22 |
| JDE PEET S NV SR UNSECURED REGS 01/29 0.5 (JDE PEETS NV) | Long | Debt | NL | $186K | – | 0.10 |
| JDE PEET S NV SR UNSECURED REGS 06/33 1.125 (JDE PEETS NV) | Long | Debt | NL | $169K | – | 0.09 |
| JONES LANG LASALLE INC SR UNSECURED 12/28 6.875 (JONES LANG LASALLE INCORPORATED) | Long | Debt | US | $211K | – | 0.12 |
| JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.58 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $301K | – | 0.17 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $202K | – | 0.11 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $203K | – | 0.11 |
| JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.73 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $-630.93 | – | -0.00 | |
| KILROY REALTY LP COMPANY GUAR 11/33 2.65 | Long | Debt | US | $294K | – | 0.16 |
| KILROY REALTY LP COMPANY GUAR 12/28 4.75 | Long | Debt | US | $95K | – | 0.05 |
| KODIT GLOBAL 2024 1 COMPANY GUAR 144A 05/27 5.357 (KODIT GLOBAL 2024-1 CO LTD) | Long | Debt | KR | $301K | – | 0.17 |
| KOREA ELECTRIC POWER CO SR UNSECURED 144A 07/26 5.375 (KOREA ELECTRIC POWER CORPORATION (KEPCO)) | Long | Debt | KR | $301K | – | 0.17 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 02/26 VAR | Long | Debt | GB | $2M | – | 0.87 |
| LOANPAL SOLAR LOAN 2020 3 LTD LPSLT 2020 3GS A 144A (LOANPAL SOLAR LOAN 2020-3GS LTD) | Long | ABS-other | US | $24K | – | 0.01 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| MANULIFE FINANCIAL CORP SR UNSECURED 03/32 3.703 (MANULIFE FINANCIAL CORPORATION) | Long | Debt | CA | $14K | – | 0.01 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/29 3.65 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $426K | – | 0.24 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $67K | – | 0.04 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/29 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $203K | – | 0.11 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $400K | – | 0.22 |
| MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $365K | – | 0.20 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $252K | – | 0.14 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $502K | – | 0.28 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $202K | – | 0.11 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $203K | – | 0.11 |
| MORGAN STANLEY SR UNSECURED 10/25 VAR | Long | Debt | US | $542K | – | 0.30 |
| MORGAN STANLEY SR UNSECURED 11/29 VAR | Long | Debt | US | $313K | – | 0.17 |
| MOSAIC SOLAR LOANS LLC MSAIC 2023 3A A 144A (MOSAIC SOLAR LOAN TRUST 2023-3A) | Long | ABS-other | US | $119K | – | 0.07 |
| NATIONAL RURAL UTIL COOP COLLATERAL T 03/31 1.35 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $313K | – | 0.17 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $306K | – | 0.17 |
| NEDER WATERSCHAPSBANK SR UNSECURED 144A 06/28 4 (NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK)) | Long | Debt | NL | $196K | – | 0.11 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 06/28 1.9 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.91 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $666K | – | 0.37 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL XIV-B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.28 |
| NSTAR ELECTRIC CO SR UNSECURED 04/30 3.95 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $822K | – | 0.46 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/30 3.4 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $14K | – | 0.01 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $503K | – | 0.28 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/28 5.65 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $508K | – | 0.28 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-6K | – | -0.00 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-8K | – | -0.00 | |
| ONCOR ELECTRIC DELIVERY SR SECURED 144A 05/31 3.5 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $319K | – | 0.18 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $589K | – | 0.33 |
| PUBLIC SERVICE ENTERPRIS SR UNSECURED 10/28 5.875 (PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC)) | Long | Debt | US | $2M | – | 0.85 |
| PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/31 2.2 (PUBLIC SERVICE COMPANY OF OKLAHOMA) | Long | Debt | US | $708K | – | 0.39 |
| QUANTA SERVICES INC SR UNSECURED 10/24 0.95 | Long | Debt | US | $790K | – | 0.44 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $495K | – | 0.28 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 (COLOMBIAN GOVT) | Long | Debt | CO | $309K | – | 0.17 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $2K | – | 0.00 | |
| RFR JPY MUTK/0.2000 12/15/21-20Y LCH | Derivative-interest rate | JP | $56K | – | 0.03 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $53K | – | 0.03 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $13K | – | 0.01 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $114K | – | 0.06 | |
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH | Derivative-interest rate | US | $19K | – | 0.01 | |
| RFR USD SOFR/3.71780 03/01/24-9Y* LCH | Derivative-interest rate | US | $53K | – | 0.03 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.74267 03/01/24-9Y* LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.74463 03/01/24-9Y* LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.7525* 03/01/24-9Y* LCH | Derivative-interest rate | US | $11K | – | 0.01 | |
| RFR USD SOFR/3.75375 03/01/24-9Y* LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.7626* 03/01/24-9Y* LCH | Derivative-interest rate | US | $29K | – | 0.02 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $13K | – | 0.01 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $739.61 | – | 0.00 | |
| RFR USD SOFR/5.16000 05/31/24-1Y LCH | Derivative-interest rate | US | $-870.3 | – | -0.00 | |
| RGA GLOBAL FUNDING SECURED 144A 11/28 6 | Long | Debt | US | $309K | – | 0.17 |
| ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT) | Long | Debt | RO | $418K | – | 0.23 |
| SAN DIEGO G + E 1ST MORTGAGE 08/28 4.95 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $199K | – | 0.11 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $514K | – | 0.29 |
| SMURFIT KAPPA TREASURY COMPANY GUAR 144A 01/30 5.2 (SMURFIT KAPPA TREASURY UNLIMITED COMPANY) | Long | Debt | IE | $299K | – | 0.17 |
| SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375 | Long | Debt | US | $290K | – | 0.16 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-424.91 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-613.07 | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $35K | – | 0.02 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $10K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $28K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $816.01 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $3K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-84.82 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $697.59 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $652.65 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $544.57 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $506.44 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $504.53 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $483.1 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $425.8 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $349.63 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $305.91 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $239.99 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $234.07 | – | 0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $253K | – | 0.14 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/52 3.45 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $136K | – | 0.08 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 2.5 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.60 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/49 3.75 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $144K | – | 0.08 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS) | Long | ABS-mortgage backed security | US | $371K | – | 0.21 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $205K | – | 0.11 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 01/29 5.5 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $300K | – | 0.17 |
| SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A (SUNNOVA HESTIA I ISSUER LLC 2023-GRID1) | Long | ABS-other | US | $386K | – | 0.21 |
| TENN VALLEY AUTHORITY SR UNSECURED 09/31 1.5 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $49K | – | 0.03 |
| TESLA AUTO LEASE TRUST TESLA 2024 A A2A 144A (TESLA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $299K | – | 0.17 |
| TORONTO DOMINION BANK SR UNSECURED 12/26 5.264 (TORONTO-DOMINION BANK) | Long | Debt | CA | $300K | – | 0.17 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 2.09 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.92 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $300K | – | 0.17 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $98K | – | 0.05 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $136K | – | 0.08 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $75K | – | 0.04 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.16 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $640K | – | 0.36 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $355K | – | 0.20 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $202K | – | 0.11 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $258K | – | 0.14 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $445K | – | 0.25 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.67 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $117K | – | 0.07 |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | Long | Debt | CH | $1M | – | 0.57 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $1M | – | 0.65 |
| UNITED MEXICAN STATES SR UNSECURED 05/32 4.4899 (MEXICO GOVT) | Long | Debt | MX | $318K | – | 0.18 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-131.38 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-380.76 | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $111K | – | 0.06 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $95K | – | 0.05 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $22K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $12K | – | 0.01 | |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 2.71 |
| US TREASURY N/B 05/53 3.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.18 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 2.31 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-190.64 | – | -0.00 | |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $463K | – | 0.26 |
| VF CORP SR UNSECURED 04/30 2.95 (VF CORPORATION) | Long | Debt | US | $415K | – | 0.23 |
| WISCONSIN ELECTRIC POWER SR UNSECURED 09/32 4.75 (WISCONSIN ELECTRIC POWER COMPANY) | Long | Debt | US | $293K | – | 0.16 |
| WISCONSIN POWER + LIGHT SR UNSECURED 03/34 5.375 (WISCONSIN POWER AND LIGHT COMPANY) | Long | Debt | US | $298K | – | 0.17 |
| WISCONSIN POWER + LIGHT SR UNSECURED 04/33 4.95 (WISCONSIN POWER AND LIGHT COMPANY) | Long | Debt | US | $291K | – | 0.16 |
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.