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INVESTMENTS IN SECURITIES 111.2% AUSTRALIA 0.4% CORPORATE BONDS & NOTES 0.4%
Westpac Banking Corp. 1.850% due 11/26/2018 $ 900 $ 913
MORTGAGE-BACKED SECURITIES 0.0%
REDS Trust 2.275% due 12/03/2038 AUD 66 48 Total Australia 961 (Cost $957)
BRAZIL 0.9% CORPORATE BONDS & NOTES 0.5%
Petrobras Global Finance BV 3.536% due 03/17/2020 $ 600 532 4.875% due 03/17/2020 400 376 8.375% due 05/23/2021 400 414 1,322
SOVEREIGN ISSUES 0.4%
Brazil Government International Bond 2.875% due 04/01/2021 EUR 900 995 Total Brazil 2,317 (Cost $2,559)
CANADA 6.7% CORPORATE BONDS & NOTES 1.1%
Bank of Nova Scotia 1.875% due 04/26/2021 $ 900 908 Royal Bank of Canada 2.300% due 03/22/2021 600 617 3.770% due 03/30/2018 CAD 1,400 1,126 2,651
MORTGAGE-BACKED SECURITIES 0.4%
Canadian Mortgage Pools 1.041% due 06/01/2020 266 203 1.241% due 07/01/2020 732 561 1.241% due 08/01/2020 284 218 982
SOVEREIGN ISSUES 5.2%
Canada Government Bond 1.500% due 12/01/2044 (a) 222 226 Province of Alberta 1.250% due 06/01/2020 1,000 773 2.350% due 06/01/2025 1,000 795 Province of British Columbia 2.700% due 12/18/2022 300 250 Province of Ontario 2.100% due 09/08/2018 900 712 2.400% due 06/02/2026 2,600 2,081 2.450% due 06/29/2022 $ 300 314 3.150% due 06/02/2022 CAD 100 85 3.450% due 06/02/2045 800 702 3.500% due 06/02/2024 2,400 2,096 6.200% due 06/02/2031 100 112
PRINCIPAL AMOUNT
(000s) VALUE(000s)
Province of Quebec 2.750% due 08/25/2021 $ 1,100 $ 1,166 3.000% due 09/01/2023 CAD 400 337 4.200% due 03/10/2025 AUD 1,300 1,052 4.250% due 12/01/2021 CAD 1,400 1,243 5.000% due 12/01/2038 500 526 5.125% due 11/14/2016 $ 500 508 6.000% due 10/01/2029 CAD 100 108 13,086
Total Canada 16,719 (Cost $17,539)
CAYMAN ISLANDS 0.6% ASSET-BACKED SECURITIES 0.3%
Dryden XVI-Leveraged Loan CDO 0.874% due 10/20/2020 $ 35 36 Goldentree Loan Opportunities V Ltd. 1.328% due 10/18/2021 179 179 Inwood Park CDO Ltd. 0.859% due 01/20/2021 33 33 OHA Credit Partners VI Ltd. 1.846% due 05/15/2023 576 575 823
CORPORATE BONDS & NOTES 0.3%
US Capital Funding II Ltd. 1.387% due 08/01/2034 900 630 Total Cayman Islands 1,453 (Cost $1,469)
DENMARK 8.4% CORPORATE BONDS & NOTES 8.4%
Nordea Kredit Realkreditaktieselskab 2.000% due 10/01/2016 DKK 500 75 2.500% due 10/01/2037 500 77 3.000% due 10/01/2047 6,030 926 Nykredit Realkredit A/S 1.000% due 07/01/2016 6,100 910 1.000% due 10/01/2016 59,700 8,953 2.000% due 10/01/2037 900 135 2.500% due 10/01/2037 4,500 693 2.500% due 10/01/2047 14,467 2,179 3.000% due 10/01/2047 14,176 2,179 Realkredit Danmark A/S 2.000% due 04/01/2017 9,700 1,474 2.000% due 10/01/2037 4,486 674 2.500% due 10/01/2037 5,911 911 2.500% due 10/01/2047 4,375 659 3.000% due 10/01/2047 6,444 988 Total Denmark 20,833 (Cost $20,689)
FRANCE 10.6% CORPORATE BONDS & NOTES 0.7%
Dexia Credit Local S.A. 1.242% due 03/23/2018 $ 500 501 1.875% due 03/28/2019 1,300 1,314 1,815
PRINCIPAL AMOUNT
(000s) VALUE(000s)
SOVEREIGN ISSUES 9.9%
France Government Bond 0.250% due 11/25/2020 EUR 5,300 $ 6,059 1.000% due 11/25/2018 (g) 10,500 12,095 3.250% due 05/25/2045 (g) 3,600 6,349 24,503
Total France 26,318 (Cost $26,851)
GERMANY 3.5% ASSET-BACKED SECURITIES 0.1%
Red & Black Auto Germany 2 0.117% due 09/15/2022 199 221
CORPORATE BONDS & NOTES 1.4%
KFW 6.250% due 05/19/2021 AUD 2,300 2,020 Landwirtschaftliche Rentenbank 4.250% due 01/24/2023 1,800 1,480 3,500
SOVEREIGN ISSUES 2.0%
FMS Wertmanagement 1.875% due 05/09/2019 EUR 200 236 3.000% due 08/03/2018 2,300 2,737 3.125% due 10/14/2016 NOK 5,000 601 Republic of Germany 4.250% due 07/04/2039 EUR 700 1,474 5,048
Total Germany 8,769 (Cost $10,373)
GREECE 0.3% CORPORATE BONDS & NOTES 0.2%
Athens Urban Transportation Organisation 4.851% due 09/19/2016 200 221 Hellenic Railways Organization S.A. 4.028% due 03/17/2017 300 319 540
SOVEREIGN ISSUES 0.1%
Greece Government International Bond 3.800% due 08/08/2017 ¥ 25,000 231 Total Greece 771 (Cost $726)
GUERNSEY 0.2% CORPORATE BONDS & NOTES 0.2%
Credit Suisse Group Funding Guernsey Ltd. 3.800% due 06/09/2023 $ 600 599 Total Guernsey 599 (Cost $598)
IRELAND 1.4% ASSET-BACKED SECURITIES 0.3%
Bilkreditt 6 Ltd. 0.012% due 07/25/2029 EUR 263 293 Eaton Vance CDO VII PLC 0.970% due 03/25/2026 $ 486 476 769
CORPORATE BONDS & NOTES 0.5%
Depfa ACS Bank 3.875% due 11/14/2016 EUR 1,000 1,127
Ireland Government Bond 1.000% due 05/15/2026 EUR 900 1,046 Total Ireland 3,433 (Cost $3,498)
ITALY 3.3% SOVEREIGN ISSUES 3.3%
Italy Buoni Poliennali del Tesoro (g) 0.450% due 06/01/2021 800 893 2.700% due 03/01/2047 1,500 1,794 3.250% due 09/01/2046 500 668 4.000% due 02/01/2037 600 885 4.750% due 09/01/2044 1,000 1,675 5.000% due 08/01/2039 700 1,181 5.000% due 09/01/2040 700 1,181 Total Italy 8,277 (Cost $7,779)
JAPAN 0.8% CORPORATE BONDS & NOTES 0.2%
Bank of Tokyo-Mitsubishi UFJ Ltd. 1.700% due 03/05/2018 $ 400 402
SOVEREIGN ISSUES 0.6%
Japan Finance Organization for Municipalities 2.125% due 04/13/2021 1,000 1,017 Tokyo Metropolitan Government 2.000% due 05/17/2021 500 507 1,524 Total Japan 1,926 (Cost $1,896)
LUXEMBOURG 1.3% ASSET-BACKED SECURITIES 0.0%
Silver Arrow S.A. 4 0.000% due 10/20/2021 EUR 99 111
CORPORATE BONDS & NOTES 1.1%
Commerzbank Finance & Covered Bond S.A. 4.250% due 06/04/2018 950 1,135 Wind Acquisition Finance S.A. 7.000% due 04/23/2021 1,400 1,524 2,659
MORTGAGE-BACKED SECURITIES 0.2%
DECO Charlemagne S.A. 1.450% due 04/27/2025 442 491 Total Luxembourg 3,261 (Cost $3,242)
NETHERLANDS 1.1% ASSET-BACKED SECURITIES 0.7%
Cadogan Square CLO III BV 0.177% due 01/17/2023 361 397 Halcyon Structured Asset Management European CLO
BV 0.175% due 01/25/2023 80 89
PRINCIPAL AMOUNT
(000s) VALUE(000s)
Highlander Euro CDO III BV 0.000% due 05/01/2023 EUR 284 $ 311 Malin CLO BV 0.029% due 05/07/2023 543 600 Panther CDO V BV 0.148% due 10/15/2084 231 251 Wood Street CLO III BV 0.072% due 08/27/2022 151 167 1,815
CORPORATE BONDS & NOTES 0.4%
Cooperatieve Rabobank UA 8.375% due 07/26/2016 (b) $ 900 905 Total Netherlands 2,720 (Cost $2,815)
NORWAY 0.2% SOVEREIGN ISSUES 0.2%
Norway Government Bond 3.750% due 05/25/2021 NOK 2,900 399 Total Norway 399 (Cost $430)
POLAND 0.3% SOVEREIGN ISSUES 0.3%
Poland Government International Bond 3.250% due 07/25/2025 PLN 1,600 418 4.000% due 10/25/2023 1,400 387 Total Poland 805 (Cost $904)
PORTUGAL 0.2% CORPORATE BONDS & NOTES 0.2%
Banco Espirito Santo S.A. 4.000% due 01/21/2019 (c) EUR 300 92 Novo Banco S.A. 5.000% due 05/14/2019 321 260 5.000% due 05/21/2019 300 246 Total Portugal 598 (Cost $1,052)
QATAR 0.1% SOVEREIGN ISSUES 0.1%
Qatar Government International Bond 4.625% due 06/02/2046 $ 200 218 Total Qatar 218 (Cost $195)
SLOVAKIA 0.5% SOVEREIGN ISSUES 0.5%
Slovakia Government Bond 0.000% due 11/16/2016 EUR 1,200 1,334 Total Slovakia 1,334 (Cost $1,626)
SLOVENIA 4.1% SOVEREIGN ISSUES 4.1%
Slovenia Government International Bond 2.125% due 07/28/2025 900 1,100 4.700% due 11/01/2016 3,400 3,835 5.250% due 02/18/2024 $ 1,600 1,807 5.500% due 10/26/2022 3,100 3,526
PRINCIPAL AMOUNT
(000s) VALUE(000s)
Total Slovenia $ 10,268 (Cost $9,993)
SPAIN 4.6% CORPORATE BONDS & NOTES 0.6%
Banco Popular Espanol S.A. 8.250% due 04/10/2020 (b) EUR 1,000 955 Metrovacesa S.A. 2.375% due 05/23/2022 500 559 1,514
MORTGAGE-BACKED SECURITIES 0.0%
Bancaja 6 Fondo de Titulizacion de Activos 0.000% due 02/20/2036 69 75
SOVEREIGN ISSUES 4.0%
Autonomous Community of Catalonia 4.300% due 11/15/2016 900 1,008 4.750% due 06/04/2018 200 227 4.950% due 02/11/2020 650 756 Autonomous Community of Madrid 4.300% due 09/15/2026 600 837 4.688% due 03/12/2020 400 516 Autonomous Community of Valencia 4.900% due 03/17/2020 100 127 Spain Government Bond 2.750% due 10/31/2024 25 32 2.900% due 10/31/2046 2,250 2,815 3.300% due 07/30/2016 700 780 4.400% due 10/31/2023 (g) 900 1,261 4.700% due 07/30/2041 800 1,325 5.250% due 04/06/2029 GBP 100 161 9,845
Total Spain 11,434 (Cost $11,271)
SUPRANATIONAL 1.9% SOVEREIGN ISSUES 1.9%
Council Of Europe Development Bank 1.125% due 10/22/2018 EUR 2,900 3,337 European Investment Bank 0.500% due 08/10/2023 AUD 600 374 European Union 2.750% due 09/21/2021 EUR 100 129 Inter-American Development Bank 1.875% due 03/15/2021 $ 500 514 Nordic Investment Bank 5.000% due 04/19/2022 AUD 500 424 Total Supranational 4,778 (Cost $5,476)
SWEDEN 0.6% CORPORATE BONDS & NOTES 0.6%
Stadshypotek AB 2.500% due 09/18/2019 SEK 6,000 769 Sveriges Sakerstallda Obligationer AB 4.000% due 03/21/2018 1,000 127 Swedbank AB 2.200% due 03/04/2020 $ 500 508 Swedbank Hypotek AB 3.750% due 12/20/2017 SEK 1,600 200
PIMCOバミューダ・グローバル・ボンド・エクス・ジャパン・ファンド クラス円ヘッジ/クラス円
-23-
PRINCIPAL AMOUNT
(000s) VALUE (000s)
Total Sweden $ 1,604 (Cost $1,690)
SWITZERLAND 0.3% CORPORATE BONDS & NOTES 0.3%
UBS AG 7.250% due 02/22/2022 $ 700 719 Total Switzerland 719 (Cost $718)
UNITED KINGDOM 13.3% CORPORATE BONDS & NOTES 3.0%
Barclays PLC (b) 6.500% due 09/15/2019 EUR 800 791 7.875% due 09/15/2022 GBP 200 241 8.000% due 12/15/2020 EUR 550 573 HBOS PLC 1.331% due 09/30/2016 $ 2,200 2,200 Lloyds Bank PLC 2.050% due 01/22/2019 200 199 4.875% due 03/30/2027 GBP 300 511 12.000% due 12/16/2024 (b) $ 300 410 Royal Bank of Scotland Group PLC 2.500% due 03/22/2023 EUR 600 661 Royal Bank of Scotland PLC 9.500% due 03/16/2022 $ 300 313 Tesco PLC 6.125% due 02/24/2022 GBP 350 512 Tesco Property Finance 6 PLC 5.411% due 07/13/2044 99 121 Virgin Media Secured Finance PLC 4.875% due 01/15/2027 700 880 7,412
MORTGAGE-BACKED SECURITIES 5.4%
Aggregator of Loans Backed by Assets PLC 1.753% due 04/24/2049 678 893 Auburn Securities 5 PLC 0.832% due 12/01/2041 168 213 Business Mortgage Finance 7 PLC 2.591% due 02/15/2041 582 750 Dukinfield PLC 1.591% due 08/15/2045 715 930 Eurohome UK Mortgages PLC 0.722% due 06/15/2044 920 1,107 Eurosail PLC 0.732% due 12/15/2044 85 109 Eurosail-UK PLC 0.874% due 06/13/2045 229 303 Gosforth Funding PLC 0.958% due 10/19/2056 369 492 Great Hall Mortgages No. 1 PLC 0.726% due 06/18/2039 279 345 Leek Finance Number Eighteen PLC 0.904% due 09/21/2038 $ 833 887 Logistics UK PLC 1.839% due 08/20/2025 GBP 400 526 Mansard Mortgages PLC 1.222% due 12/15/2049 930 1,165
PRINCIPAL AMOUNT
(000s) VALUE(000s)
Money Partners Securities 4 PLC 0.952% due 03/15/2040 GBP 65 $ 79 Newgate Funding 0.702% due 12/15/2050 176 229 1.572% due 12/15/2050 338 401 1.822% due 12/15/2050 338 376 Oncilla Mortgage Funding PLC 1.980% due 12/12/2043 900 1,184 Paragon Mortgages No.13 PLC 0.828% due 01/15/2039 884 1,042 Residential Mortgage Acceptance Corporation
Securities No. 1 PLC 0.724% due 06/12/2044 413 491 Residential Mortgage Securities 28 PLC 1.722% due 06/15/2046 666 878 Silk Road Finance Number Three PLC 1.938% due 06/21/2055 94 126 Tenterden Funding PLC 2.088% due 03/21/2044 25 34 Uropa Securities PLC 0.000% due 10/10/2040 EUR 782 856 13,416
SOVEREIGN ISSUES 4.9%
United Kingdom Gilt 2.250% due 09/07/2023 GBP 1,600 2,373 3.250% due 01/22/2044 3,300 5,865 4.250% due 12/07/2040 2,000 4,033 12,271
Total United Kingdom 33,099 (Cost $35,069)
UNITED STATES 29.4% ASSET-BACKED SECURITIES 0.3%
Chrysler Capital Auto Receivables Trust 1.470% due 04/15/2019 $ 600 602 Massachusetts Educational Financing Authority 1.588% due 04/25/2038 102 101 703
CORPORATE BONDS & NOTES 4.3%
Ally Financial, Inc. 2.750% due 01/30/2017 600 604 American International Group, Inc. 3.900% due 04/01/2026 900 929 Anheuser-Busch InBev Finance, Inc. 2.650% due 02/01/2021 200 208 3.300% due 02/01/2023 200 211 Charter Communications Operating LLC 3.579% due 07/23/2020 300 314 6.384% due 10/23/2035 1,200 1,425 Citigroup, Inc. 1.324% due 04/27/2018 700 700 1.587% due 06/07/2019 400 401 2.050% due 06/07/2019 100 101 Ford Motor Credit Co. LLC 1.569% due 01/09/2018 400 400 5.875% due 08/02/2021 200 230 Goldman Sachs Group, Inc. 1.798% due 04/23/2020 600 599 International Lease Finance Corp. 6.750% due 09/01/2016 600 603
PRINCIPAL AMOUNT
(000s) VALUE(000s)
JPMorgan Chase & Co. 2.550% due 10/29/2020 $ 200 $ 204 Lehman Brothers Holdings, Inc. 7.875% due 05/08/2018 (c) GBP 100 12 Pricoa Global Funding I 2.200% due 06/03/2021 $ 600 609 SABMiller Holdings, Inc. 4.950% due 01/15/2042 1,200 1,388 Springleaf Finance Corp. 5.250% due 12/15/2019 700 654 T-Mobile USA, Inc. 6.375% due 03/01/2025 500 524 Zimmer Biomet Holdings, Inc. 3.150% due 04/01/2022 700 718 10,834
MORTGAGE-BACKED SECURITIES 5.3%
Aegis Asset-Backed Securities Trust 0.873% due 06/25/2035 157 157 Alternative Loan Trust 0.643% due 09/25/2046 (c) 193 147 0.653% due 06/25/2037 32 27 0.658% due 03/20/2046 28 21 0.658% due 07/20/2046 (c) 182 89 0.733% due 02/25/2037 34 25 1.133% due 08/25/2034 11 11 4.653% due 11/25/2035 15 12 6.048% due 11/25/2035 15 12 6.250% due 08/25/2037 (c) 291 247 6.500% due 06/25/2036 (c) 78 52 American Home Mortgage Assets Trust 0.643% due 05/25/2046 (c) 191 139 Banc of America Funding Trust 2.854% due 02/20/2036 318 312 3.144% due 10/20/2046 (c) 55 41 Banc of America Mortgage Trust 3.218% due 05/25/2035 (c) 524 493 Banc of America Re-REMIC Trust 5.673% due 02/17/2051 1,015 1,023 Bear Stearns Adjustable Rate Mortgage Trust 2.460% due 08/25/2035 11 11 2.930% due 10/25/2035 62 62 2.932% due 08/25/2033 6 6 3.090% due 03/25/2035 9 9 Bear Stearns Alternative-A Trust (c) 2.732% due 01/25/2036 36 30 3.000% due 11/25/2035 19 14 3.062% due 08/25/2036 83 61 Bear Stearns Asset-Backed Securities I Trust 0.563% due 04/25/2031 336 342 Conseco Financial Corp. 7.320% due 03/15/2028 48 50 Countrywide Commercial Mortgage Trust 6.275% due 11/12/2043 224 229 Countrywide Home Loan Mortgage Pass-Through Trust 1.093% due 03/25/2035 13 10 2.874% due 08/25/2034 (c) 82 71 2.896% due 11/19/2033 18 17 5.500% due 11/25/2035 (c) 76 68
PIMCOバミューダ・グローバル・ボンド・エクス・ジャパン・ファンド クラス円ヘッジ/クラス円
-24-
PRINCIPAL AMOUNT
(000s) VALUE (000s)
Credit Suisse Mortgage Capital Trust 2.675% due 04/26/2038 $ 800 $ 785 6.500% due 07/26/2036 (c) 92 51 Credit-Based Asset Servicing & Securitization LLC 0.566% due 07/25/2037 11 7 CS First Boston Mortgage Securities Corp. 2.875% due 08/25/2033 4 4 DBUBS Mortgage Trust (d) 0.384% due 11/10/2046 1,300 17 1.049% due 11/10/2046 1,281 31 FHLMC Structured Pass-Through Securities 1.610% due 10/25/2044 51 52 First Franklin Mortgage Loan Trust 0.813% due 10/25/2035 613 577 First NLC Trust 0.523% due 08/25/2037 24 13 GMACM Mortgage Loan Trust 3.078% due 11/19/2035 94 87 GP Portfolio Trust 1.392% due 02/15/2027 598 595 GS Mortgage Securities Corp. II 2.465% due 11/10/2045 (d) 1,132 102 GSR Mortgage Loan Trust 3.072% due 05/25/2035 459 426 HarborView Mortgage Loan Trust 1.287% due 12/19/2036 (c) 135 113 2.887% due 05/19/2033 2 2 Home Equity Mortgage Trust 6.000% due 01/25/2037 (c) 86 40 Impac CMB Trust 1.113% due 03/25/2035 254 235 JPMorgan Mortgage Acquisition Trust 0.583% due 08/25/2036 1,511 1,326 JPMorgan Mortgage Trust 2.747% due 11/25/2035 64 60 2.827% due 07/25/2035 89 82 Lavender Trust 6.250% due 10/26/2036 260 269 Lehman XS Trust 0.603% due 04/25/2037 (c) 15 11 Long Beach Mortgage Loan Trust 1.013% due 10/25/2034 2 1 Merrill Lynch Mortgage Investors Trust 0.533% due 09/25/2037 10 4 0.573% due 02/25/2037 13 6 2.554% due 02/25/2033 4 4 Morgan Stanley Asset-Backed Securities Capital I, Inc.
Trust 0.513% due 05/25/2037 8 5 Morgan Stanley Bank of America Merrill Lynch Trust 1.193% due 12/15/2048 (d) 2,112 112 Morgan Stanley Re-REMIC Trust 5.988% due 08/12/2045 493 502 RAAC Trust 0.793% due 08/25/2036 800 700 1.653% due 09/25/2047 601 585 Residential Accredit Loans, Inc. Trust 0.603% due 02/25/2047 83 44 0.633% due 06/25/2046 37 15
PRINCIPAL AMOUNT
(000s) VALUE(000s)
Residential Asset Securitization Trust 0.903% due 04/25/2035 (c) $ 57 $ 42 Securitized Asset-Backed Receivables LLC Trust 0.583% due 05/25/2037 (c) 16 11 Structured Adjustable Rate Mortgage Loan Trust 2.636% due 09/25/2035 274 242 2.826% due 08/25/2035 240 224 Structured Asset Mortgage Investments II Trust 0.643% due 07/25/2046 (c) 296 234 0.673% due 09/25/2047 258 199 Thornburg Mortgage Securities Trust 2.291% due 10/25/2043 68 67 2.489% due 06/25/2047 (c) 124 111 5.750% due 06/25/2047 67 61 Vericrest Opportunity Loan Trust 4.250% due 03/26/2046 579 584 WaMu Mortgage Pass-Through Certificates Trust 0.763% due 01/25/2045 10 10 1.197% due 04/25/2047 731 654 1.800% due 08/25/2042 1 1 2.482% due 03/25/2033 5 5 Washington Mutual Mortgage Loan Trust 1.606% due 05/25/2041 3 3 Wells Fargo Mortgage-Backed Securities Trust 2.777% due 06/25/2035 15 15 2.852% due 04/25/2036 (c) 120 116 13,230
MUNICIPAL BONDS & NOTES 0.3%
California, Metropolitan Water District of Southern California Revenue Bonds, Series 2010
6.947% due 07/01/2040 200 239 Pasadena, California, Public Financing Authority
Revenue Bonds, Series 2010 7.148% due 03/01/2043 300 444 683
U.S. GOVERNMENT AGENCIES 8.2%
Fannie Mae 0.653% due 10/27/2037 31 30 0.803% due 09/25/2042 7 7 0.853% due 09/25/2032 2 2 0.853% due 06/25/2036 28 28 0.903% due 01/25/2044 159 159 0.953% due 12/25/2040 359 360 1.033% due 06/25/2041 294 296 1.610% due 11/01/2042 4 4 1.610% due 06/01/2043 10 10 2.791% due 09/01/2019 1 1 3.730% due 01/01/2018 2,000 1,999 5.150% due 07/01/2018 885 918 5.480% due 07/01/2018 300 309 5.700% due 08/01/2018 400 419 7.000% due 09/01/2036 12 14 Fannie Mae, TBA (e) 3.000% due 07/01/2046 2,000 2,076 3.000% due 08/01/2046 10,100 10,463 Freddie Mac 0.786% due 01/15/2038 490 488 0.892% due 12/15/2031 2 2 1.926% due 01/15/2038 (d) 490 33
PRINCIPAL AMOUNT
(000s) VALUE(000s)
Small Business Administration 5.490% due 05/01/2028 $ 65 $ 74 5.600% due 09/01/2028 402 456 5.680% due 06/01/2028 173 197 6.220% due 12/01/2028 308 354 Tennessee Valley Authority 5.880% due 04/01/2036 1,200 1,742 20,441
U.S. TREASURY OBLIGATIONS 11.0%
Treasury Inflation Protected Securities (a) 0.125% due 01/15/2022 951 971 0.125% due 07/15/2022 4,266 4,366 0.125% due 01/15/2023 3,421 3,470 0.250% due 01/15/2025 (g) 6,667 6,774 0.375% due 07/15/2025 807 832 1.375% due 01/15/2020 111 118 1.750% due 01/15/2028 457 535 2.375% due 01/15/2025 470 561 2.500% due 01/15/2029 1,672 2,121 U.S. Treasury Bonds 2.750% due 11/15/2042 2,000 2,201 2.875% due 08/15/2045 500 561 3.750% due 11/15/2043 1,200 1,584 5.250% due 02/15/2029 300 424 5.500% due 08/15/2028 200 286 U.S. Treasury Notes (i) 1.750% due 10/31/2020 600 620 2.000% due 10/31/2021 1,150 1,205 2.375% due 08/15/2024 700 755 27,384
Total United States 73,275 (Cost $70,927)
SHORT-TERM INSTRUMENTS 16.2%
COMMERCIAL PAPER 0.4%
Federal Home Loan Bank 0.300% due 08/24/2016 1,000 999
TIME DEPOSITS 0.5%
ANZ National Bank 0.130% due 07/01/2016 35 35 1.350% due 07/01/2016 NZD 8 6 Bank of Tokyo-Mitsubishi UFJ Ltd. (0.330%) due 07/01/2016 ¥ 486 5 0.130% due 07/01/2016 $ 76 76 Brown Brothers Harriman & Co. (1.224%) due 07/01/2016 SEK 69 8 (0.330%) due 07/01/2016 ¥ 22 0 (0.250%) due 07/01/2016 DKK 2 0 0.979% due 07/01/2016 AUD 1 1 7.250% due 07/01/2016 ZAR 21 2 Citibank N.A. 0.114% due 07/01/2016 GBP 16 21 0.130% due 07/01/2016 $ 55 55 DBS Bank Ltd. 0.130% due 07/01/2016 226 226 Deutsche Bank AG (0.550%) due 07/01/2016 EUR 45 50 HSBC Bank (0.550%) due 07/01/2016 24 26 0.114% due 07/01/2016 GBP 4 5 7.250% due 07/01/2016 ZAR 347 24
PIMCOバミューダ・グローバル・ボンド・エクス・ジャパン・ファンド クラス円ヘッジ/クラス円
-25-
PRINCIPAL AMOUNT
(000s) VALUE (000s)
JPMorgan Chase & Co. 0.130% due 07/01/2016 $ 136 $ 136 National Australia Bank Ltd. 0.130% due 07/01/2016 11 11 0.979% due 07/01/2016 AUD 81 60 Nordea Bank AB (0.550%) due 07/01/2016 EUR 121 134 0.059% due 07/01/2016 NOK 2 0 Royal Bank of Canada 0.065% due 07/04/2016 CAD 3 3 Skandinaviska Enskilda Banken AB (1.224%) due 07/01/2016 SEK 861 102 Sumitomo Mitsui Banking Corp. (0.550%) due 07/01/2016 EUR 25 28 (0.330%) due 07/01/2016 ¥ 11,121 109 1,123
Other Assets and Liabilities, net (10.8%) (26,902 )
Net Assets 100.0% $ 249,307
NOTES TO SCHEDULE OF INVESTMENTS (AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF CONTRACTS): * A zero balance may reflect actual amounts rounding to less than one thousand. (a) Principal amount of security is adjusted for inflation. (b) Perpetual maturity; date shown, if applicable, represents next contractual call date. (c) Security is in default. (d) Interest only security. (e) When-Issued security. (f) Coupon represents a weighted average rate. BORROWINGS AND OTHER FINANCING TRANSACTIONS REVERSE REPURCHASE AGREEMENTS:
Counterparty Borrowing
Rate Borrowing
Date Maturity
Date Amount
Borrowed(1)
Payable for Reverse Repurchase
Agreements GRE 0.610% 06/10/2016 07/12/2016 $ (3,570) $ (3,571 ) Total Reverse Repurchase Agreements $ (3,571 )
(1) The average amount of borrowings outstanding during the period ended June 30, 2016 was $37,044 at a weighted average interest rate of (0.108%). (2) Payable for sale-buyback transactions includes $70 of deferred price drop. CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS Remaining Contractual Maturity of the Agreements
Overnight and
Continuous Up to 30 days 31-90 days Greater Than
90 days Total Reverse Repurchase Agreements U.S. Government Debt $ 0 $ (3,571 ) $ 0 $ 0 $ (3,571 ) Total Reverse Repurchase Agreements $ 0 $ (3,571 ) $ 0 $ 0 $ (3,571 )
GSC U.S. Treasury Bonds 4.500% 02/15/2036 $ 1,200 $ (1,729 ) $ (1,749 ) Total Short Sales $ (1,729 ) $ (1,749 )
(3) Includes $21 of interest payable on Short Sales.
BORROWINGS AND OTHER FINANCING TRANSACTIONS SUMMARY The following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral (received)/pledged as of June 30, 2016: (g) Securities with an aggregate market value of $20,948 have been pledged as collateral under the terms of the following master agreements as of June 30,
(4) Net exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from borrowings and other financing transactions can only be netted across transactions governed under the
same master agreement with the same legal entity. See Note 7, Principal Risks, in the Notes to Financial Statements for more information regarding master netting arrangements. (h) FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED PURCHASED OPTIONS: OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS
Description Exercise
Price Expiration
Date # of
Contracts Cost Market Value
Put - U.S. Treasury 10-Year Note September Futures $ 112 .500 08/26/2016 30 $ 0 $ 0 Put - U.S. Treasury 10-Year Note September Futures 114 .000 08/26/2016 487 4 0
PIMCOバミューダ・グローバル・ボンド・エクス・ジャパン・ファンド クラス円ヘッジ/クラス円
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OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS (Cont.)
Description Exercise
Price Expiration
Date # of
Contracts Cost Market Value
Put - U.S. Treasury 10-Year Note September Futures $ 120 .000 08/26/2016 131 $ 1 $ 0 Put - U.S. Treasury 5-Year Note September Futures 111 .500 08/26/2016 150 1 0 Put - U.S. Treasury 5-Year Note September Futures 112 .000 08/26/2016 594 5 0 Put - U.S. Treasury 5-Year Note September Futures 112 .500 08/26/2016 50 1 0 Total Purchased Options $ 12 $ 0
FUTURES CONTRACTS:
Description TypeExpiration
Month # of
Contracts
Unrealized Appreciation/ (Depreciation)
Variation Margin Asset Liability
90-Day Eurodollar December Futures Short 12/2017 180 $ (209 ) $ 0 $ (9 ) Canada Government 10-Year Bond September Futures Short 09/2016 7 (19 ) 0 (1 ) Euro-Bobl 5-Year Note September Futures Long 09/2016 104 165 0 0 Euro-BONO 10-Year Bond September Futures Short 09/2016 4 (13 ) 0 (5 ) Euro-BTP 10-Year Bond September Futures Long 09/2016 87 80 91 0 Euro-Bund 10-Year Bond September Futures Short 09/2016 24 (69 ) 0 (7 ) Euro-Buxl 30-Year Bond September Futures Long 09/2016 6 123 13 0 Euro-OAT 10-Year Bond September Futures Long 09/2016 35 157 24 0 Euro-Schatz 2-Year Note September Futures Long 09/2016 44 13 0 (1 ) Japan Government 10-Year Bond September Futures Short 09/2016 4 (35 ) 0 (1 ) U.S. Treasury 5-Year Note September Futures Long 09/2016 789 1,775 62 0 U.S. Treasury 10-Year Note September Futures Long 09/2016 648 2,265 0 (51 ) U.S. Treasury 20-Year Bond September Futures Short 09/2016 16 (155 ) 10 0 U.S. Treasury 30-Year Bond September Futures Long 09/2016 13 30 0 (12 ) United Kingdom Treasury 10-Year Gilt September Futures Long 09/2016 14 113 9 0 Call Option Strike @ EUR 166.500 on Euro-Bund 10-Year Bond September Futures Short 07/2016 47 (44 ) 0 (17 ) Put Option Strike @ EUR 128.750 on Euro-Bobl 5-Year Note September Futures Long 07/2016 164 0 1 0 Put Option Strike @ EUR 161.500 on Euro-Bund 10-Year Bond September Futures Long 07/2016 47 (20 ) 20 0 Total Futures Contracts $ 4,157 $ 230 $ (104 )
SWAP AGREEMENTS: CREDIT DEFAULT SWAPS ON CREDIT INDICES - BUY PROTECTION(1)
Index/Tranches Fixed Deal (Pay) Rate
Maturity Date
Notional Amount(2)
Market Value(3)
Unrealized Appreciation
Variation Margin Asset Liability
iTraxx Europe Senior Financials Series 25 Index (1 .000%) 06/20/2021 EUR 4,600 $ 29 $ 36 $ 0 $ (144 ) iTraxx Europe Series 25 Index (1 .000%) 06/20/2021 7,800 (67) 52 0 (46 ) $ (38) $ 88 $ 0 $ (190 )
(1) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap
and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(2) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. (3) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit
derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
INTEREST RATE SWAPS
Pay/Receive Floating Rate Floating Rate Index Fixed Rate
FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED SUMMARY The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June 30, 2016: (i) Securities with an aggregate market value of $2,510 and cash of $4,432 have been pledged as collateral for exchange-traded and centrally cleared financial
derivative instruments as of June 30, 2016. See Note 7, Principal Risks, in the Notes to Financial Statements for more information regarding master netting arrangements.
BOA Put - OTC Swiss Franc versus Swedish krona SEK 8 .090 07/27/2016 CHF 651 $ 4 $ 0 BOA Put - OTC British pound versus U.S. dollar $ 1 .335 09/28/2016 GBP 1,400 56 44 DUB Put - OTC Euro versus U.S. dollar 1 .100 09/26/2016 EUR 1,354 27 20 GLM Put - OTC Swiss Franc versus Swedish krona SEK 8 .090 07/27/2016 CHF 1,850 6 0 GLM Call - OTC Euro versus U.S. dollar $ 1 .140 09/07/2016 EUR 1,200 24 10 GLM Put - OTC Euro versus U.S. dollar 1 .140 09/07/2016 1,200 24 40 GLM Put - OTC Euro versus U.S. dollar 1 .105 09/28/2016 2,500 56 42 HUS Call - OTC U.S. dollar versus Singapore dollar SGD 1 .354 09/15/2016 $ 600 9 6 HUS Put - OTC U.S. dollar versus Singapore dollar 1 .354 09/15/2016 600 9 9 JPM Put - OTC Swiss Franc versus Swedish krona SEK 8 .090 07/27/2016 CHF 100 0 0 JPM Call - OTC U.S. dollar versus Japanese yen ¥ 111 .000 08/29/2016 $ 1,400 23 2 SCX Put - OTC Euro versus U.S. dollar $ 1 .120 07/07/2016 EUR 2,100 13 22 SCX Put - OTC Euro versus U.S. dollar 1 .100 09/26/2016 946 18 14 SCX Call - OTC U.S. dollar versus Chinese renminbi CNY 6 .520 10/31/2016 $ 57 18 47 $ 287 $ 256 Total Purchased Options $ 364 $ 308
WRITTEN OPTIONS: INTEREST RATE SWAPTIONS
Counterparty Description Floating Rate Index Pay/ReceiveFloating Rate
BPS Put - iTraxx Europe Series 25 Index Sell 1.250% 09/21/2016 EUR 1,400 $ (4 ) $ (2 ) CBK Put - iTraxx Europe Series 25 Index Sell 1.250% 09/21/2016 3,200 (11 ) (5 ) DUB Put - iTraxx Europe Series 25 Index Sell 1.250% 09/21/2016 800 (2 ) (1 ) SOG Put - iTraxx Europe Series 25 Index Sell 1.250% 09/21/2016 700 (2 ) (1 ) $ (19 ) $ (9 )
FOREIGN CURRENCY OPTIONS
Counterparty Description Exercise
Price Expiration
Date Notional Amount
Premiums (Received)
Market Value
AZD Call - OTC U.S. dollar versus Chinese renminbi CNY 7 .000 11/01/2016 $ 400 $ (5 ) $ (2 ) BOA Call - OTC Australian dollar versus U.S. dollar $ 0 .797 07/28/2016 AUD 200 (1 ) 0 BOA Call - OTC Australian dollar versus U.S. dollar 0 .795 08/01/2016 700 (5 ) 0 BOA Call - OTC Australian dollar versus U.S. dollar 0 .783 08/03/2016 800 (6 ) (1 ) BOA Put - OTC Australian dollar versus U.S. dollar 0 .730 07/28/2016 200 (2 ) (1 ) BOA Put - OTC Australian dollar versus U.S. dollar 0 .727 08/01/2016 700 (5 ) (3 ) BOA Put - OTC Australian dollar versus U.S. dollar 0 .716 08/03/2016 800 (6 ) (2 ) BOA Call - OTC Swiss Franc versus Swedish krona SEK 8 .604 07/27/2016 CHF 651 (4 ) (11 ) BOA Call - OTC British pound versus U.S. dollar $ 1 .378 09/26/2016 GBP 400 (17 ) (8 ) BOA Put - OTC British pound versus U.S. dollar 1 .378 09/26/2016 400 (20 ) (21 ) BOA Put - OTC British pound versus U.S. dollar 1 .260 09/28/2016 1,400 (21 ) (15 ) BOA Put - OTC British pound versus U.S. dollar 1 .300 09/28/2016 1,400 (35 ) (27 ) BPS Call - OTC British pound versus U.S. dollar 1 .370 09/26/2016 400 (18 ) (9 ) BPS Put - OTC British pound versus U.S. dollar 1 .370 09/26/2016 400 (18 ) (19 ) CBK Call - OTC Australian dollar versus U.S. dollar 0 .798 07/28/2016 AUD 400 (3 ) 0 CBK Put - OTC Australian dollar versus U.S. dollar 0 .739 07/22/2016 1,430 (11 ) (9 ) CBK Put - OTC Australian dollar versus U.S. dollar 0 .731 07/28/2016 400 (3 ) (2 ) CBK Call - OTC Euro versus Japanese yen ¥ 113 .150 09/26/2016 EUR 500 (19 ) (17 ) CBK Put - OTC Euro versus Japanese yen 113 .150 09/26/2016 500 (17 ) (12 ) DUB Call - OTC Australian dollar versus U.S. dollar $ 0 .795 07/28/2016 AUD 600 (4 ) 0 DUB Put - OTC Australian dollar versus U.S. dollar 0 .727 07/28/2016 600 (4 ) (2 ) DUB Call - OTC Euro versus U.S. dollar 1 .140 09/26/2016 EUR 1,354 (23 ) (14 ) DUB Put - OTC Euro versus U.S. dollar 1 .050 09/26/2016 1,354 (10 ) (6 ) FBF Call - OTC U.S. dollar versus Brazilian real BRL 6 .300 01/11/2018 $ 500 (27 ) (6 )
PIMCOバミューダ・グローバル・ボンド・エクス・ジャパン・ファンド クラス円ヘッジ/クラス円
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FOREIGN CURRENCY OPTIONS (Cont.)
Counterparty Description Exercise
Price Expiration
Date Notional Amount
Premiums (Received)
Market Value
GLM Call - OTC Australian dollar versus Japanese yen ¥ 75 .600 09/26/2016 AUD 500 $ (13 ) $ (13 ) GLM Put - OTC Australian dollar versus Japanese yen 75 .600 09/26/2016 500 (13 ) (11 ) GLM Call - OTC Swiss Franc versus Swedish krona SEK 8 .600 07/27/2016 CHF 1,850 (16 ) (31 ) GLM Call - OTC Euro versus Mexican peso MXN 22 .160 08/17/2016 EUR 1,100 (13 ) (4 ) GLM Call - OTC Euro versus Mexican peso 22 .650 03/21/2017 1,000 (34 ) (28 ) GLM Put - OTC Euro versus Mexican peso 18 .900 03/21/2017 1,000 (39 ) (9 ) GLM Put - OTC Euro versus U.S. dollar $ 1 .060 09/28/2016 2,500 (22 ) (15 ) GLM Put - OTC Euro versus U.S. dollar 1 .080 09/28/2016 2,500 (33 ) (23 ) JPM Call - OTC Swiss Franc versus Swedish krona SEK 8 .600 07/27/2016 CHF 100 (1 ) (2 ) JPM Call - OTC U.S. dollar versus Japanese yen ¥ 114 .000 08/29/2016 $ 1,400 (10 ) (1 ) JPM Put - OTC U.S. dollar versus Japanese yen 106 .500 08/29/2016 1,400 (13 ) (64 ) NGF Put - OTC U.S. dollar versus South Korean won KRW 1,145 .000 01/24/2017 600 (15 ) (18 ) SCX Call - OTC Euro versus U.S. dollar $ 1 .160 07/07/2016 EUR 1,050 (4 ) 0 SCX Call - OTC Euro versus U.S. dollar 1 .140 09/26/2016 946 (15 ) (10 ) SCX Put - OTC Euro versus U.S. dollar 1 .100 07/07/2016 2,100 (5 ) (4 ) SCX Put - OTC Euro versus U.S. dollar 1 .050 09/26/2016 946 (7 ) (4 ) SOG Call - OTC U.S. dollar versus Chinese renminbi CNY 7 .000 11/01/2016 $ 1,000 (12 ) (5 ) SOG Put - OTC U.S. dollar versus South Korean won KRW 1,100 .000 07/22/2016 638 (4 ) 0 SOG Put - OTC U.S. dollar versus South Korean won 1,145 .000 01/17/2017 300 (7 ) (9 ) UAG Put - OTC U.S. dollar versus South Korean won 1,145 .000 01/17/2017 500 (11 ) (15 ) $ (571 ) $ (453 )
INFLATION-CAPPED OPTIONS
Counterparty Description Initial Index Floating Rate
Expiration Date
Notional Amount
Premiums (Received)
Market Value
CBK Floor - OTC CPURNSA Index 217 .965 Maximum of [1 - (Final Index/Initial Index), 0] 09/29/2020 $ 500 $ (6 ) $ 0
STRADDLE OPTIONS
Counterparty Description ExerciseLevel(1)
Expiration Date
Notional Amount Premiums
Market Value
DUB U.S. dollar versus Brazilian real 1-Year Forward Volatility Agreement $ 0 .000 06/29/2017 $ 500 $ 0 $ (7 ) GLM U.S. dollar versus Brazilian real 1-Year Forward Volatility Agreement 0 .000 06/30/2017 400 0 0 JPM U.S. dollar versus South Korean won 1-Year Forward Volatility Agreement 0 .000 02/20/2017 100 0 0 $ 0 $ (7 ) Total Written Options $ (647 ) $ (515 )
(1) Exercise level and final cost determined on a future date, based upon implied volatility parameters. TRANSACTIONS IN WRITTEN CALL AND PUT OPTIONS FOR THE PERIOD ENDED JUNE 30, 2016
CREDIT DEFAULT SWAPS ON CORPORATE, SOVEREIGN, AND U.S. MUNICIPAL ISSUES - SELL PROTECTION(3)
Counterparty Reference Entity Fixed Deal
Receive Rate Maturity
Date
Implied Credit Spread at
June 30, 2016(4) Notional Amount(5)
Premiums (Received)
Unrealized Appreciation/ (Depreciation)
Swap Agreements, at Value Asset Liability
BOA Brazil Government International Bond 1.000 % 09/20/2019 2.139% $ 400 $ (11 ) $ (3 ) $ 0 $ (14 ) BOA Volkswagen International Finance NV 1.000 % 12/20/2016 0.339% EUR 300 (3 ) 4 1 0 BPS Tesco PLC 1.000 % 06/20/2021 2.720% 100 (8 ) (1 ) 0 (9 ) BRC Russia Government International Bond 1.000 % 09/20/2016 0.228% $ 500 (7 ) 8 1 0 CBK Tesco PLC 1.000 % 12/20/2020 2.536% EUR 100 (9 ) 1 0 (8 ) DUB Brazil Government International Bond 1.000 % 09/20/2019 2.139% $ 400 (12 ) (2 ) 0 (14 ) GST Greece Government International Bond 1.000 % 12/20/2016 N/A 400 (87 ) 69 0 (18 ) HUS Russia Government International Bond 1.000 % 09/20/2016 0.228% 500 (6 ) 7 1 0 JPM Brazil Government International Bond 1.000 % 03/20/2019 1.824% 2,000 (71 ) 28 0 (43 ) JPM Tesco PLC 1.000 % 12/20/2020 2.536% EUR 300 (24 ) 2 0 (22 ) MYC Brazil Government International Bond 1.000 % 09/20/2019 2.139% $ 100 (3 ) (1 ) 0 (4 ) SOG Tesco PLC 1.000 % 12/20/2020 2.536% EUR 500 (43 ) 7 0 (36 ) $ (284 ) $ 119 $ 3 $ (168 )
(2) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap
and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(3) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(4) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. Municipal issues or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. Under certain circumstances, implied credit spreads may not be applicable when the reference obligation or underlying security is distressed or in default (identified as "N/A") and as such, the market value would serve as the indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative.
(5) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. CROSS-CURRENCY SWAPS
Counterparty Receive Pay Maturity
Date(6)
Notional Amount of Currency
Received(7)
Notional Amount of Currency
Delivered(7) Premiums
Paid/(Received)
Unrealized Appreciation/ (Depreciation)
Swap Agreements, at Value Asset Liability
BOA Floating rate equal to 3-Month EURIBOR less 0.500% based on the notional amount of currency delivered
Floating rate equal to 3-Month USD-LIBOR based on the notional amount of currency received
(6) At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered. (7) The notional amounts to be received or delivered may be determined and exchanged at a future date, based on the effective date of the cross-currency swap.
DUB Pay Euro versus Brazilian real 24.000% 07/07/2016 EUR 2 $ 0 $ 16 $ 16 $ 0 DUB Pay Euro versus Swiss franc 7.250% 01/03/2017 CHF 4 0 0 0 0 DUB Pay Euro versus Swiss franc 8.150% 03/30/2017 3 0 4 4 0 DUB Pay Euro versus Swiss franc 8.350% 08/16/2016 7 0 20 20 0 DUB Pay Euro versus Swiss franc 8.400% 12/06/2016 2 0 4 4 0 DUB Pay Euro versus Swiss franc 8.450% 08/16/2016 3 0 9 9 0 DUB Pay Euro versus Swiss franc 8.500% 09/14/2016 3 0 7 7 0 DUB Pay Euro versus Swiss franc 8.500% 03/22/2017 4 0 7 7 0 DUB Pay Euro versus Swiss franc 8.650% 08/16/2016 3 0 10 10 0 DUB Pay Euro versus Swiss franc 8.700% 08/16/2016 3 0 10 10 0 DUB Pay Euro versus Swiss franc 8.800% 08/16/2016 2 0 7 7 0 DUB Pay Euro versus Swiss franc 9.000% 08/16/2016 3 0 11 11 0 DUB Receive U.S. dollar versus Swiss franc 9.250% 01/03/2017 4 0 0 0 0 DUB Receive U.S. dollar versus Swiss franc 10.000% 09/14/2016 3 0 (4 ) 0 (4 ) DUB Receive U.S. dollar versus Swiss franc 10.050% 03/30/2017 3 0 (3 ) 0 (3 ) DUB Receive U.S. dollar versus Swiss franc 10.250% 08/16/2016 3 0 (2 ) 0 (2 ) DUB Receive U.S. dollar versus Swiss franc 10.300% 03/22/2017 4 0 (5 ) 0 (5 ) DUB Receive U.S. dollar versus Swiss franc 10.450% 08/16/2016 3 0 (3 ) 0 (3 ) DUB Receive U.S. dollar versus Swiss franc 10.550% 08/16/2016 7 0 (7 ) 0 (7 ) DUB Receive U.S. dollar versus Swiss franc 10.800% 12/06/2016 2 0 (3 ) 0 (3 ) DUB Receive U.S. dollar versus Swiss franc 10.900% 08/16/2016 3 0 (5 ) 0 (5 ) DUB Receive U.S. dollar versus Swiss franc 11.200% 08/16/2016 5 0 (10 ) 0 (10 ) HUS Pay Euro versus Brazilian real 23.750% 07/13/2016 EUR 2 0 16 16 0 HUS Pay Euro versus Brazilian real 24.500% 07/08/2016 1 0 9 9 0 $ 0 $ 88 $ 130 $ (42 ) Total Swap Agreements $ (135 ) $ (746 ) $ 658 $ (1,539 )
FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER SUMMARY The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral (received)/pledged as of June 30, 2016: (k) Cash of $2,580 has been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc.
master agreements as of June 30, 2016. Financial Derivative Assets Financial Derivative Liabilities
(8) Net exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC financial derivative instruments can only be netted across transactions governed under the same
master agreement with the same legal entity. See Note 7, Principal Risks, in the Notes to Financial Statements for more information regarding master netting arrangements.
PIMCOバミューダ・グローバル・ボンド・エクス・ジャパン・ファンド クラス円ヘッジ/クラス円
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FAIR VALUE OF FINANCIAL DERIVATIVE INSTRUMENTS The following is a summary of the fair valuation of the Fund's derivative instruments categorized by risk exposure: Fair Values of Financial Derivative Instruments on the Statements of Assets and Liabilities as of June 30, 2016:
Derivatives not accounted for as hedging instruments
Commodity Contracts
Credit Contracts
Equity Contracts
Foreign Currency Contracts
Interest Rate
Contracts Total Financial Derivative Instruments - Assets Exchange-traded or centrally cleared
$ 0 $ 991 $ 0 $ (2,675 ) $ 270 $ (1,414 ) $ 0 $ 1,060 $ 0 $ (2,675 ) $ 4,761 $ 3,146 FAIR VALUE MEASUREMENTS The following is a summary of the fair valuations according to the inputs used as of June 30, 2016 in valuing the Fund’s assets and liabilities:
Category and Sub-category Level 1 Level 2 Level 3 Fair Value at
06/30/2016 Investments in Securities, at Value Australia