PIMCO Long Duration Credit Bond Portfolio

PIMCO FUNDS · Series S000024285

Bond fund · 129% debt· rate + credit risk filed
$30.22B NAV
2,388 positions · as of 2026-06-30 · filed 2026-08-31
data updated 2026-09-08

Fund profile

This fund files no prospectus profile. Unit investment trusts and closed-end funds register on forms that carry no objective or fee tagging, and some fund families file without it — a gap in what was filed, not a fund without an objective or without fees.

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

121.54%
of net assets
Bonds107.47%
Securitized21.11%
Derivatives2.50%
Loans0.47%
Stocks0.17%
Cash & short-term-10.17%

These positions come to 121.54% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 415 new367 exited

Largest new: UMBS, TBA ×3, Bank of New York Mellon, Wells Fargo Securities LLC, BofA Securities, Inc., Intercontinental Exchange, Inc., United States Treasury

Largest exited: UMBS PASS THRU POOLS ×5, PROJECT CASHMERE, UNITED KINGDOM GOVT, GNMA PASS THRU POOLS

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+6.70%
3-year
+13.50%
5-year
-2.67%
Volatility
6.65%
Worst 3-yr fall
-12.32%
Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
4.74%
Avg maturity
19.49 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

2%
floating
Fixed rate97.8%
Floating rate1.9%
Zero-coupon or unclassified0.3%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y0.8%
1-3y4.6%
3-5y6.6%
5-10y15.3%
10y+72.7%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Interest-rate moves barely touch this fund — but its credit exposure is real: a 100bp widening in credit spreads costs roughly 2.5%. Duration alone would have told you none of that.

Interest-rate duration
0.31 yr
approx. move per 100bp
Credit-spread duration
2.30 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -2.5%
of value
Credit spreads88%
Interest rates12%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+2.30
yrs total
Investment grade+6.39 yr
High yield-4.09 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. This filer signs its rate and credit disclosures differently; the direction shown follows its interest-rate filing, and a negative reading is the least-supported figure here.

Interest rate0.31 yr total
3 mo5 yr
3 mo2.64 yr46%
1 yr2.08 yr36%
5 yr1.05 yr18%

10 yr and 30 yr are NEGATIVE (-2.98 yr, -2.47 yr) — a deliberate hedge at that point on the curve, so they are not part of the band above.

Credit spread2.30 yr total
3 mo30 yr
3 mo2.57 yr54%
1 yr2.13 yr45%
30 yr0.04 yr1%

5 yr and 10 yr are NEGATIVE (-2.10 yr, -0.35 yr) — a deliberate hedge at that point on the curve, so they are not part of the band above.

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+2.64+2.62-0.04$7.92m-$135.2k
1 yr+2.08+2.33-0.20$7.03m-$591.4k
5 yr+1.05+1.41-3.51$4.27m-$10.62m
10 yr-2.98-0.20-0.14-$606.9k-$438.0k
30 yr-2.47+0.23-0.19$707.2k-$578.0k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 0.31 yr.

USD+4.65 yr
GBP-3.82 yr
AUD-0.45 yr
EUR-0.07 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
UMBS, TBA5.00% · due 2056-08-018.02%$2.42B
UMBS, TBA4.50% · due 2056-08-014.46%$1.35B
UMBS, TBA4.50% · due 2056-09-012.99%$904.14M
United States Treasury4.75% · due 2055-08-151.85%$558.55M
United States Treasury4.63% · due 2055-02-151.70%$512.89M
United States Treasury4.50% · due 2054-11-151.55%$467.96M
United States Treasury2.88% · due 2049-05-151.49%$449.96M
United States Treasury3.38% · due 2042-08-151.41%$427.13M
United States Treasury2.38% · due 2042-02-151.24%$375.56M
Intercontinental Exchange, Inc.1.24%$374.64M
Showing 10 of 2,388Sign in to see more

Top 10 positions are 25.95% of net assets, top 25 39.25%, across 845 issuers.

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