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MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% JAN 30YR JMBO N/A 103.370000 USD 2021-01-14 XXXX -22772.590000 N N N 2020-11-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer