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Pickup ions (PUIs) are created when a neutral atom in the heliosphere becomes ionized. It is then ionized and picked-up by the heliospheric magnetic field and swept outward. These ions are not in equilibrium with the solar wind (SW) ions and therefore are also called non-thermal. PUIs originate from the inner source neutral atoms and also from those of interstellar origin. PUIs are quickly isotropized and acquire the bulk velocity of the ambient SW. The distribution function of PUIs is unstable and produces turbulence that heats up SW ions. This effect becomes especially prominent when the thermal SW protons reach some minimum temperature at about 10 AU. Their temperature is further increasing until they reach the heliospheric termination shock. However, most of thermal energy carried by the SW plasma belongs to PUIs. Shock crossing is a kinetic process for PUIs and therefore it is hard to be modeled in global, data-driven, MHD simulations. In this talk we describe a few basic approaches to model PUIs in the turbulent SW. Numerical simulations are compared with New Horizons, Voyager, and Ulysses measurements. In addition, we show previously unpublished distributions of pickup protons observed by Ulysses. Numerical simulations are extended to Neptune, Pluto, and further towards the termination shock. The effect of PUIs on the latter is also discussed. Program: http://cospar2018.org/scientific-program/scientific-program-and-abstract-submission/