IRS USD 0.40000 03/30/21-5Y LCH

NPORT-P false 0000810893 XXXXXXXX S000009690 C000026570 C000026572 C000026571 C000064142 C000026574 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Long-Term U.S. Government Fund S000009690 HSAHZUJT0Z4FBUGY5S47 2021-03-31 2020-12-31 N 1488544756.180000 753958468.530000 734586287.650000 0.000000 0.000000 704599188.320000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 229.960000 USD N N/A N/A IRS USD 0.40000 03/30/21-5Y LCH 000000000 1.000000 NC USD 303462.990000 0.0413107 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-03-30 314528.100000 USD 0.000000 USD 91900000.000000 USD -11065.110000 N N N N/A N/A IRS USD 0.75000 03/30/21-10Y LCH 000000000 1.000000 NC USD 1268860.320000 0.1727313 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-03-31 637213.980000 USD 0.000000 USD 62400000.000000 USD 631646.340000 N N N N/A N/A IRS USD 1.00000 03/17/21-30Y LCH 000000000 1.000000 NC USD -437691.500000 -0.0595834 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2051-03-17 0.000000 USD -439340.330000 USD 4120000.000000 USD 1648.830000 N N N N/A N/A IRS USD 1.15000 03/30/21-30Y LCH 000000000 1.000000 NC USD 496401.460000 0.0675757 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2051-03-30 171459.640000 USD 0.000000 USD 7300000.000000 USD 324941.820000 N N N N/A N/A IRS USD 1.25000 06/09/21-20Y LCH 000000000 1.000000 NC USD 100856.550000 0.0137297 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2041-06-10 104275.230000 USD 0.000000 USD 5570000.000000 USD -3418.680000 N N N N/A N/A US 10YR ULTRA FUT MAR21 XCBT 20210322 000000000 271.000000 NC USD -252321.860000 -0.0343488 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-03-22 42373390.630000 USD -252321.860000 N N N N/A N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331 000000000 -834.000000 NC USD -174579.550000 -0.0237657 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-03-31 -184294452.710000 USD -174579.550000 N N N N/A N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331 000000000 477.000000 NC USD 108052.110000 0.0147092 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-03-31 60180258.050000 USD 108052.110000 N N N N/A N/A US LONG BOND(CBT) MAR21 XCBT 20210322 000000000 -1647.000000 NC USD 3292851.650000 0.4482593 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-03-22 -285239812.500000 USD 3292851.650000 N N N N/A N/A US ULTRA BOND CBT MAR21 XCBT 20210322 000000000 -843.000000 NC USD 3419313.910000 0.4654748 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-03-22 -180033187.500000 USD 3419313.910000 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ N/A BANC OF AMERICA MERRILL LYNCH BAMLL 2019 RLJ A 144A 05492HAA4 2200000.000000 PA USD 2147511.080000 0.2923429 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.209 N N N N N N BEAR STEARNS MTGE SEC INC 1997-6 N/A BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A 073914WC3 465.560000 PA USD 476.270000 0.0000648 Long ABS-MBS CORP US N 2 2030-06-25 Floating 2.99496 N N N N N N BEAR STEARNS ADJ RATE MTGE 2003-9 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1 07384MB68 56842.390000 PA USD 56764.330000 0.0077274 Long ABS-MBS CORP US N 2 2034-02-25 Floating 3.02155 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 07384MZS4 36919.600000 PA USD 37864.450000 0.0051545 Long ABS-MBS CORP US N 2 2034-01-25 Floating 1.42359 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 07386HVS7 260435.590000 PA USD 205433.470000 0.0279659 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.15185 Y N N N N N BEAR STEARNS ARM 2003-1 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1 07384MTK8 13452.730000 PA USD 13546.530000 0.0018441 Long ABS-MBS CORP US N 2 2033-04-25 Floating 3.29583 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 07384MSJ2 3402.530000 PA USD 3070.640000 0.0004180 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.18554 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1 N/A BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 07384YGX8 230703.970000 PA USD 224672.930000 0.0305850 Long ABS-MBS CORP US N 2 2042-11-25 Floating 1.148 N N N N N N BEAR STEARNS ASSETBK SECU INC 2002- N/A BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 07384YEM4 26073.270000 PA USD 25940.330000 0.0035313 Long ABS-MBS CORP US N 2 2032-10-25 Floating 0.808 N N N N N N BWAY 2013-1515 MORTGAGE TRUST 2013-1515 N/A BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A 05604FAC9 3400000.000000 PA USD 3691470.780000 0.5025238 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.4543 N N N N N N CIT GROUP HOME EQUITY LOAN TRUS 2002-2 N/A CIT GROUP HOME EQUITY LOAN TRU CITHE 2002 2 AV 12558MBB7 4471.800000 PA USD 4471.810000 0.0006088 Long ABS-MBS CORP US N 2 2033-06-25 Floating 0.688 N N N N N N COMM MORTGAGE TRUST 2018-HOME N/A COMM MORTGAGE TRUST COMM 2018 HOME B 144A 20048JAE0 2600000.000000 PA USD 2768013.560000 0.3768126 Long ABS-MBS CORP US N 2 2033-04-10 Variable 3.81507 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M N/A COMM MORTGAGE TRUST COMM 2016 667M A 144A 12636GAA9 2800000.000000 PA USD 3059970.480000 0.4165570 Long ABS-MBS CORP US N 2 2036-10-10 Fixed 3.141 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-14 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1 12667GCB7 320680.780000 PA USD 300521.700000 0.0409103 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.568 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A 126680AA5 364034.640000 PA USD 340865.840000 0.0464024 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.328 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 12669GPN5 412354.620000 PA USD 366320.920000 0.0498677 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.788 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 12669GTV3 57896.650000 PA USD 54399.820000 0.0074055 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.728 N N N N N N CREDIT BASED ASSET SRVC & SEC 2006-CB9 N/A CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 12465MAA2 12233.710000 PA USD 7401.000000 0.0010075 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.208 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-6R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2015 6R 4A1 144A 12650EAY3 1485877.250000 PA USD 1485388.990000 0.2022076 Long ABS-MBS CORP US N 2 2036-11-27 Floating 0.32013 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-8 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 4PPA 22541NW96 41392.660000 PA USD 43736.830000 0.0059539 Long ABS-MBS CORP US N 2 2033-04-22 Fixed 5.75 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-8 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1 22541NX20 1094.700000 PA USD 1150.280000 0.0001566 Long ABS-MBS CORP US N 2 2033-04-25 Fixed 6.5 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR18 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR18 2A3 22541QFC1 68984.540000 PA USD 69567.380000 0.0094703 Long ABS-MBS CORP US N 2 2033-07-25 Floating 2.78499 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A 26828HAA5 713304.310000 PA USD 705404.390000 0.0960274 Long ABS-O CORP US N 2 2068-02-27 Floating 0.898 N N N N N N FANNIE MAE 1993-248 N/A FANNIE MAE FNR 1993 248 Z 31359FHN1 57557.740000 PA USD 59751.860000 0.0081341 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 4.5 N N N N N N FANNIE MAE 1997-50 N/A FANNIE MAE FNR 1997 50 W 31359QGU2 44785.800000 PA USD 46896.900000 0.0063841 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 6.5 N N N N N N FANNIE MAE 2000-34 N/A FANNIE MAE FNR 2000 34 F 31358SSV4 1164.650000 PA USD 1167.930000 0.0001590 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 0.598 N N N N N N FANNIE MAE 2001-28 N/A FANNIE MAE FNR 2001 28 PZ 313920DM9 427791.770000 PA USD 496476.560000 0.0675859 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-8 N/A FANNIE MAE FNR 2001 8 FJ 31359SAL4 63.580000 PA USD 63.160000 0.0000086 Long ABS-MBS USGSE US N 2 2031-03-18 Floating 0.35788 N N N N N N FANNIE MAE 2002-21 N/A FANNIE MAE FNR 2002 21 FD 31392CRD8 12086.590000 PA USD 12226.070000 0.0016643 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 1.048 N N N N N N FANNIE MAE 2005-54 N/A FANNIE MAE FNR 2005 54 AY 31394DYW4 785143.060000 PA USD 825076.220000 0.1123185 Long ABS-MBS USGSE US N 2 2025-06-25 Fixed 4.5 N N N N N N FANNIE MAE 2007-30 N/A FANNIE MAE FNR 2007 30 MZ 31396VHC5 575237.920000 PA USD 620326.390000 0.0844457 Long ABS-MBS USGSE US N 2 2037-04-25 Fixed 4.25 N N N N N N FANNIE MAE 2007-73 N/A FANNIE MAE FNR 2007 73 A1 31396V4Q8 83246.990000 PA USD 81896.870000 0.0111487 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.191027 N N N N N N FANNIE MAE REMICS 2014-33 N/A FANNIE MAE FNR 2014 33 PZ 3136AKAL7 2994382.350000 PA USD 3592089.210000 0.4889949 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2014-52 N/A FANNIE MAE FNR 2014 52 AZ 3136AKE74 5794965.010000 PA USD 6588754.680000 0.8969341 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 4 N N N N N N FANNIE MAE REMICS 2014-66 N/A FANNIE MAE FNR 2014 66 QZ 3136ALFG1 6940594.950000 PA USD 7564183.810000 1.0297203 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 4 N N N N N N FANNIE MAE-1993-112 N/A FANNIE MAE FNR 1993 112 ZB 31359A6L8 953.690000 PA USD 1001.250000 0.0001363 Long ABS-MBS USGSE US N 2 2023-07-25 Fixed 7 N N N N N N FANNIE MAE-1993-223 N/A FANNIE MAE FNR 1993 223 ZA 31359FTM0 5579.710000 PA USD 5917.820000 0.0008056 Long ABS-MBS USGSE US N 2 2023-12-25 Fixed 6.5 N N N N N N FANNIE MAE-1993-60 N/A FANNIE MAE FNR 1993 60 Z 31358UR24 35865.670000 PA USD 37650.630000 0.0051254 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 7 N N N N N N FANNIE MAE-1993-70 N/A FANNIE MAE FNR 1993 70 Z 31358U7D2 10302.010000 PA USD 10819.950000 0.0014729 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 6.9 N N N N N N FANNIE MAE-1994-10 N/A FANNIE MAE FNR 1994 10 KZ 31359GKC9 13227.900000 PA USD 14323.030000 0.0019498 Long ABS-MBS USGSE US N 2 2024-01-25 Fixed 6.5 N N N N N N FANNIE MAE-1997-38 N/A FANNIE MAE FNR 1997 38 PH 31359PXL5 115563.870000 PA USD 125671.240000 0.0171078 Long ABS-MBS USGSE US N 2 2027-05-17 Fixed 6 N N N N N N FANNIE MAE-1997-55 N/A FANNIE MAE FNR 1997 55 Z 31359QCR3 583510.980000 PA USD 633388.560000 0.0862238 Long ABS-MBS USGSE US N 2 2027-05-18 Fixed 7 N N N N N N FANNIE MAE-G92-17 N/A FANNIE MAE FNR G92 17 F 31358L3Z7 935.350000 PA USD 935.270000 0.0001273 Long ABS-MBS USGSE US N 2 2022-03-25 Floating 1.198 N N N N N N FANNIE MAE-G92-57 N/A FANNIE MAE FNR G92 57 Z 31358Q3L7 886.220000 PA USD 915.550000 0.0001246 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 7.8 N N N N N N FANNIE MAE-G92-66 N/A FANNIE MAE FNR G92 66 KB 31358RY72 4050.270000 PA USD 4198.860000 0.0005716 Long ABS-MBS USGSE US N 2 2022-12-25 Fixed 7 N N N N N N FANNIEMAE WHOLE LOAN 2002-W5 N/A FANNIEMAE WHOLE LOAN FNW 2002 W5 A11 31392DJ78 836527.080000 PA USD 1003774.440000 0.1366449 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 6.75 N N N N N N FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP) N/A FEDERAL FARM CREDIT BANK BONDS 07/29 5.125 31331VEG7 675000.000000 PA USD 905278.120000 0.1232365 Long DBT USGSE US N 2 2029-07-09 Fixed 5.125 N N N N N N FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP) N/A FEDERAL FARM CREDIT BANK NOTES 12/28 5.75 31331RN68 500000.000000 PA USD 686387.700000 0.0934387 Long DBT USGSE US N 2 2028-12-07 Fixed 5.75 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 08/23 0.25 3137EAEV7 21500000.000000 PA USD 21538188.950000 2.9320162 Long DBT USGSE US N 2 2023-08-24 Fixed 0.25 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 04/28 5.625 31364FYC9 200000.000000 PA USD 269961.800000 0.0367502 Long DBT USGSE US N 2 2028-04-17 Fixed 5.625 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 05/30 0.00000 31358DDR2 13282000.000000 PA USD 11737188.110000 1.5977957 Long DBT USGSE US N 2 2030-05-15 None 0 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 08/25 0.375 3135G05X7 17500000.000000 PA USD 17500393.750000 2.3823469 Long DBT USGSE US N 2 2025-08-25 Fixed 0.375 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE UNSECURED 10/27 0.75 3135G05Y5 4800000.000000 PA USD 4822103.810000 0.6564380 Long DBT USGSE US N 2 2027-10-08 Fixed 0.75 N N N N N N FHA-REILY 5 N/A FHA SER 221D4 P2 02 REILLY 005 NCP 36299K9G6 1484.390000 PA USD 1491.230000 0.0002030 Long ABS-MBS USGA US N 2 2022-10-01 Fixed 7.43 N N N N N N FHA-WEYERHAEUSER 84-A N/A FHA 221 D4 NP PROJ WMC 84 A NCP 30399B9Q6 6373.320000 PA USD 6402.680000 0.0008716 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 7.43 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 406692 FH 05/22 FLOATING VAR 31288WNH6 555.760000 PA USD 556.750000 0.0000758 Long ABS-MBS USGSE US N 2 2022-05-01 Floating 3.625 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 785728 FH 10/26 FLOATING VAR 31348SLH5 9067.180000 PA USD 9075.220000 0.0012354 Long ABS-MBS USGSE US N 2 2026-10-01 Floating 3.631 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 786064 FH 01/28 FLOATING VAR 31348SWZ3 14039.910000 PA USD 14033.840000 0.0019104 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 2.752 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 786067 FH 01/28 FLOATING VAR 31348SW42 8005.560000 PA USD 8011.160000 0.0010906 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 2.271 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 786402 FH 09/27 FLOATING VAR 31295KDF8 10018.050000 PA USD 10091.490000 0.0013738 Long ABS-MBS USGSE US N 2 2027-09-01 Floating 3.7 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 845103 FH 06/22 FLOATING VAR 31288UU41 224.360000 PA USD 225.530000 0.0000307 Long ABS-MBS USGSE US N 2 2022-06-01 Floating 3.129 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL A38713 FG 01/35 FIXED 6.5 31297UVE7 1228.760000 PA USD 1481.440000 0.0002017 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL C90573 FG 08/22 FIXED 6.5 31335HT60 356.740000 PA USD 371.920000 0.0000506 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-59 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 31394PPQ0 46770.350000 PA USD 55639.330000 0.0075742 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 31395A3J2 352774.300000 PA USD 356198.050000 0.0484896 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 2.00943 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-62 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 31395HHV5 1394564.490000 PA USD 1422250.920000 0.1936125 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 1.80943 N N N N N N FHLMC-GNMA-19 N/A FHLMC GNMA FHG 19 B 3133T1KB7 7482.200000 PA USD 7622.250000 0.0010376 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 2.91036 N N N N N N FHLMC-GNMA-23 N/A FHLMC GNMA FHG 23 KZ 3133T2UF5 21086.310000 PA USD 22251.040000 0.0030291 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 6.5 N N N N N N FHLMC-GNMA-43 N/A FHLMC GNMA FHG 43 PH 3133T5UZ4 35634.600000 PA USD 37790.090000 0.0051444 Long ABS-MBS USGSE US N 2 2024-10-17 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 254229 FN 02/22 FIXED 6.5 31371KLJ8 407.050000 PA USD 456.170000 0.0000621 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 303062 FN 10/24 FLOATING VAR 31373TTT7 429.860000 PA USD 429.560000 0.0000585 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 3.375 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 313968 FN 12/27 FLOATING VAR 31374GW52 17875.480000 PA USD 17910.930000 0.0024382 Long ABS-MBS USGSE US N 2 2027-12-01 Floating 2.632 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 323238 FN 02/28 FLOATING VAR 31374TBF5 1763.580000 PA USD 1772.310000 0.0002413 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 2.382 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 362971 FN 05/25 FLOATING VAR 31376RFL0 2113.580000 PA USD 2119.470000 0.0002885 Long ABS-MBS USGSE US N 2 2025-05-01 Floating 2.44 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 395457 FN 06/26 FIXED 6.5 31378DJA9 1334.740000 PA USD 1496.580000 0.0002037 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 411759 FN 11/23 FLOATING VAR 31378XMG8 1330.700000 PA USD 1339.800000 0.0001824 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 2.625 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 417953 FN 06/27 FIXED 9 31379FH64 8867.470000 PA USD 8967.180000 0.0012207 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 429825 FN 10/24 FLOATING VAR 31379UPJ4 10557.480000 PA USD 10578.130000 0.0014400 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 2.625 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 505597 FN 04/28 FLOATING VAR 31383KUW5 9850.620000 PA USD 9918.320000 0.0013502 Long ABS-MBS USGSE US N 2 2028-04-01 Floating 3.095 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 556016 FN 09/30 FIXED 9 31385XVH7 7.230000 PA USD 7.250000 0.0000010 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 560837 FN 10/30 FIXED 9 31386EBE7 453.360000 PA USD 479.280000 0.0000652 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 564318 FN 11/30 FIXED 9 31386H4B4 440.800000 PA USD 525.370000 0.0000715 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 624085 FN 01/32 FIXED 6.5 31389FJ60 6811.780000 PA USD 7816.260000 0.0010640 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 732218 FN 06/43 FLOATING VAR 31402LPB2 119898.870000 PA USD 121049.310000 0.0164786 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 1.821 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 775852 FN 03/44 FLOATING VAR 31404Q5M7 102679.500000 PA USD 103722.550000 0.0141199 Long ABS-MBS USGSE US N 2 2044-03-01 Floating 1.821 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 802467 FN 11/34 FLOATING VAR 31405XQU0 22452.630000 PA USD 22620.690000 0.0030794 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 2.243 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 826082 FN 07/35 FLOATING VAR 31407BXK0 8021.560000 PA USD 8054.730000 0.0010965 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.18 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 851183 FN 04/36 FIXED 6.5 31408GUG0 3394.780000 PA USD 3805.320000 0.0005180 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 878140 FN 07/36 FIXED 6.5 31409TS58 1603.760000 PA USD 1798.110000 0.0002448 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 885414 FN 06/36 FIXED 6.5 31410CVF6 2887.740000 PA USD 3402.230000 0.0004631 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 901457 FN 10/36 FIXED 6.5 31410YQJ6 3178.450000 PA USD 3564.520000 0.0004852 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 902150 FN 10/36 FIXED 6.5 31411AH32 19802.340000 PA USD 22668.450000 0.0030859 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 944027 FN 08/37 FIXED 6.5 31413FHC9 456.670000 PA USD 511.840000 0.0000697 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 970372 FN 02/38 FIXED 7 31414MQZ2 5974.370000 PA USD 6405.470000 0.0008720 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 973204 FN 03/38 FIXED 7 31414QU54 6398.190000 PA USD 7554.010000 0.0010283 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AS8270 FN 11/46 FIXED 2.5 3138WJFL7 203667.480000 PA USD 217697.810000 0.0296354 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL FM1269 FN 06/49 FIXED VAR 3140X4MT0 142177.870000 PA USD 151813.320000 0.0206665 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FREDDIE MAC 2059 N/A FREDDIE MAC FHR 2059 C 3133TDV94 20543.480000 PA USD 22767.780000 0.0030994 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 6 N N N N N N FREDDIE MAC 2143 N/A FREDDIE MAC FHR 2143 FG 3133TKM23 2640.580000 PA USD 2650.410000 0.0003608 Long ABS-MBS USGSE US N 2 2029-04-15 Floating 0.65863 N N N N N N FREDDIE MAC 2185 N/A FREDDIE MAC FHR 2185 C 3133TLVN5 957.450000 PA USD 1065.550000 0.0001451 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 6 N N N N N N FREDDIE MAC 2469 N/A FREDDIE MAC FHR 2469 FV 31392RDQ1 9122.890000 PA USD 9160.130000 0.0012470 Long ABS-MBS USGSE US N 2 2030-06-15 Floating 0.65863 N N N N N N FREDDIE MAC 2477 N/A FREDDIE MAC FHR 2477 FZ 31392PU94 11273.360000 PA USD 11340.380000 0.0015438 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 0.70863 N N N N N N FREDDIE MAC 2551 N/A FREDDIE MAC FHR 2551 FD 31393JAZ1 27729.310000 PA USD 27923.820000 0.0038013 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 0.55863 N N N N N N FREDDIE MAC 2585 N/A FREDDIE MAC FHR 2585 FD 31393MH61 12066.460000 PA USD 12125.290000 0.0016506 Long ABS-MBS USGSE US N 2 2032-12-15 Floating 0.65863 N N N N N N FREDDIE MAC 2927 N/A FREDDIE MAC FHR 2927 YZ 31395MLM9 940236.390000 PA USD 997318.890000 0.1357661 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 4.5 N N N N N N FREDDIE MAC 2990 N/A FREDDIE MAC FHR 2990 DZ 31395UZZ7 2607196.160000 PA USD 3067345.420000 0.4175609 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.5 N N N N N N FREDDIE MAC 2990 N/A FREDDIE MAC FHR 2990 LT 31395V3N7 4747141.850000 PA USD 6217366.810000 0.8463766 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.5 N N N N N N FREDDIE MAC 3001 N/A FREDDIE MAC FHR 3001 BZ 31395W6J1 305304.570000 PA USD 347958.820000 0.0473680 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 4.5 N N N N N N FREDDIE MAC 3001 N/A FREDDIE MAC FHR 3001 YZ 31395WBB2 305304.570000 PA USD 347958.820000 0.0473680 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 4.5 N N N N N N FREDDIE MAC 4677 N/A FREDDIE MAC FHR 4677 KT 3137BXHP0 3139621.530000 PA USD 3306382.530000 0.4501013 Long ABS-MBS USGSE US N 2 2042-12-15 Floating 4 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 A2 144A 35563CAJ7 6700243.380000 PA USD 8006324.500000 1.0899093 Long ABS-MBS USGSE US N 2 2052-10-25 Variable 4.32362 N N N N N N FREDDIE MAC REMICS 4047 N/A FREDDIE MAC FHR 4047 KB 3137AQRS9 5490399.000000 PA USD 6307975.410000 0.8587113 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS 4376 N/A FREDDIE MAC FHR 4376 KZ 3137BCU48 4777439.990000 PA USD 5555977.820000 0.7563411 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 4 N N N N N N FREDDIE MAC REMICS 4745 N/A FREDDIE MAC FHR 4745 CZ 3137FDBN1 9130319.530000 PA USD 10220718.900000 1.3913572 Long ABS-MBS USGSE US N 2 2048-01-15 Fixed 3.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 16257.050000 PA USD 160310.720000 0.0218233 Long STIV RF US N 1 N N N FREDDIE MAC-1324 N/A FREDDIE MAC FHR 1324 Z 312910T85 2068.770000 PA USD 2128.850000 0.0002898 Long ABS-MBS USGSE US N 2 2022-07-15 Fixed 7 N N N N N N FREDDIE MAC-1503 N/A FREDDIE MAC FHR 1503 PZ 312915U58 3094.220000 PA USD 3260.380000 0.0004438 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N FREDDIE MAC-1560 N/A FREDDIE MAC FHR 1560 Z 3133T0VX9 18039.940000 PA USD 18900.630000 0.0025730 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N FREDDIE MAC-1589 N/A FREDDIE MAC FHR 1589 O 3133T1DW9 150492.950000 PA USD 158559.300000 0.0215848 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 6.25 N N N N N N FREDDIE MAC-1619 N/A FREDDIE MAC FHR 1619 ZA 3133T13L4 16351.300000 PA USD 17307.750000 0.0023561 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 6.5 N N N N N N FREDDIE MAC-1658 N/A FREDDIE MAC FHR 1658 GZ 3133T3TD0 1660.040000 PA USD 1768.920000 0.0002408 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 7 N N N N N N FREDDIE MAC-1676 N/A FREDDIE MAC FHR 1676 KZ 3133T33F3 9650.050000 PA USD 10349.590000 0.0014089 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N FREDDIE MAC-1694 N/A FREDDIE MAC FHR 1694 Z 3133T4NZ5 30729.240000 PA USD 32947.140000 0.0044851 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N FREDDIE MAC-1857 N/A FREDDIE MAC FHR 1857 F 3133T75V7 1562.340000 PA USD 1562.080000 0.0002126 Long ABS-MBS USGSE US N 2 2021-09-15 Floating 1.15863 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008006 G2 07/22 FLOATING VAR 36202J3P1 562.300000 PA USD 567.840000 0.0000773 Long ABS-MBS USGSE US N 2 2022-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008022 G2 07/22 FLOATING VAR 36202J4F2 1228.700000 PA USD 1242.400000 0.0001691 Long ABS-MBS USGSE US N 2 2022-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008096 G2 12/22 FLOATING VAR 36202J7H5 1598.730000 PA USD 1607.630000 0.0002188 Long ABS-MBS USGSE US N 2 2022-12-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008155 G2 03/23 FLOATING VAR 36202KBY0 671.700000 PA USD 676.660000 0.0000921 Long ABS-MBS USGSE US N 2 2023-03-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008175 G2 04/23 FLOATING VAR 36202KCL7 8513.420000 PA USD 8661.230000 0.0011791 Long ABS-MBS USGSE US N 2 2023-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008216 G2 06/23 FLOATING VAR 36202KDV4 1575.910000 PA USD 1609.120000 0.0002191 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008289 G2 09/23 FLOATING VAR 36202KF67 1753.930000 PA USD 1773.960000 0.0002415 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008371 G2 02/24 FLOATING VAR 36202KJQ9 956.320000 PA USD 977.730000 0.0001331 Long ABS-MBS USGSE US N 2 2024-02-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008421 G2 05/24 FLOATING VAR 36202KLA1 3537.430000 PA USD 3624.020000 0.0004933 Long ABS-MBS USGSE US N 2 2024-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008611 G2 03/25 FLOATING VAR 36202KR80 1760.860000 PA USD 1790.490000 0.0002437 Long ABS-MBS USGSE US N 2 2025-03-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008684 G2 08/25 FLOATING VAR 36202KUH6 726.710000 PA USD 751.330000 0.0001023 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008699 G2 09/25 FLOATING VAR 36202KUY9 8808.090000 PA USD 9110.350000 0.0012402 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008722 G2 10/25 FLOATING VAR 36202KVP7 1312.200000 PA USD 1324.990000 0.0001804 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008746 G2 11/25 FLOATING VAR 36202KWF8 1364.670000 PA USD 1403.590000 0.0001911 Long ABS-MBS USGSE US N 2 2025-11-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008764 G2 03/21 FLOATING VAR 36202KWZ4 80.700000 PA USD 80.550000 0.0000110 Long ABS-MBS USGSE US N 2 2021-03-20 Floating 3.5 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008781 G2 01/26 FLOATING VAR 36202KXJ9 3309.820000 PA USD 3357.040000 0.0004570 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008824 G2 08/21 FLOATING VAR 36202KYV1 427.330000 PA USD 428.060000 0.0000583 Long ABS-MBS USGSE US N 2 2021-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008830 G2 03/26 FLOATING VAR 36202KY33 1593.210000 PA USD 1631.670000 0.0002221 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008850 G2 04/26 FLOATING VAR 36202KZP3 1866.710000 PA USD 1897.990000 0.0002584 Long ABS-MBS USGSE US N 2 2026-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008865 G2 05/26 FLOATING VAR 36202KZ65 3403.800000 PA USD 3490.370000 0.0004751 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008867 G2 11/21 FLOATING VAR 36202KZ81 1675.890000 PA USD 1680.930000 0.0002288 Long ABS-MBS USGSE US N 2 2021-11-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008883 G2 12/21 FLOATING VAR 36202K2Q7 495.590000 PA USD 497.300000 0.0000677 Long ABS-MBS USGSE US N 2 2021-12-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008894 G2 06/26 FLOATING VAR 36202K3B9 3010.120000 PA USD 3059.940000 0.0004166 Long ABS-MBS USGSE US N 2 2026-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008952 G2 04/22 FLOATING VAR 36202K5M3 278.000000 PA USD 281.450000 0.0000383 Long ABS-MBS USGSE US N 2 2022-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008956 G2 04/22 FLOATING VAR 36202K5R2 153.370000 PA USD 155.250000 0.0000211 Long ABS-MBS USGSE US N 2 2022-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008959 G2 08/26 FLOATING VAR 36202K5U5 2105.910000 PA USD 2113.390000 0.0002877 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008968 G2 09/26 FLOATING VAR 36202K6D2 13440.430000 PA USD 13865.850000 0.0018876 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008971 G2 09/26 FLOATING VAR 36202K6G5 1162.510000 PA USD 1181.560000 0.0001608 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008988 G2 10/26 FLOATING VAR 36202K6Z3 912.870000 PA USD 922.290000 0.0001256 Long ABS-MBS USGSE US N 2 2026-10-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008989 G2 10/26 FLOATING VAR 36202K7A7 374.670000 PA USD 386.600000 0.0000526 Long ABS-MBS USGSE US N 2 2026-10-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008994 G2 06/22 FLOATING VAR 36202K7F6 528.690000 PA USD 534.310000 0.0000727 Long ABS-MBS USGSE US N 2 2022-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008998 G2 06/22 FLOATING VAR 36202K7K5 3682.240000 PA USD 3725.540000 0.0005072 Long ABS-MBS USGSE US N 2 2022-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080000 G2 10/26 FLOATING VAR 36225CAA4 3235.260000 PA USD 3258.810000 0.0004436 Long ABS-MBS USGSE US N 2 2026-10-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080030 G2 01/27 FLOATING VAR 36225CA89 3821.350000 PA USD 3950.230000 0.0005377 Long ABS-MBS USGSE US N 2 2027-01-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080051 G2 03/27 FLOATING VAR 36225CBV7 5854.580000 PA USD 5880.130000 0.0008005 Long ABS-MBS USGSE US N 2 2027-03-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080054 G2 03/27 FLOATING VAR 36225CBY1 14030.750000 PA USD 14244.550000 0.0019391 Long ABS-MBS USGSE US N 2 2027-03-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080059 G2 04/27 FLOATING VAR 36225CB54 1123.200000 PA USD 1163.400000 0.0001584 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080123 G2 10/27 FLOATING VAR 36225CD52 3035.620000 PA USD 3070.550000 0.0004180 Long ABS-MBS USGSE US N 2 2027-10-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080133 G2 11/27 FLOATING VAR 36225CEF9 24599.800000 PA USD 25472.040000 0.0034675 Long ABS-MBS USGSE US N 2 2027-11-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080152 G2 01/28 FLOATING VAR 36225CE28 14344.200000 PA USD 14872.900000 0.0020247 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080408 G2 05/30 FLOATING VAR 36225CN28 57531.500000 PA USD 59990.180000 0.0081665 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080607 G2 05/32 FLOATING VAR 36225CU95 14929.400000 PA USD 15150.980000 0.0020625 Long ABS-MBS USGSE US N 2 2032-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 616571 G2 08/34 FIXED 6.5 36290S6G1 1013.410000 PA USD 1223.370000 0.0001665 Long ABS-MBS USGSE US N 2 2034-08-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 616624 G2 09/34 FIXED 6.5 36290TAZ2 7721.860000 PA USD 9339.120000 0.0012713 Long ABS-MBS USGSE US N 2 2034-09-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A GNMA II TBA 30 YR 4 JUMBOS 21H040616 -6000000.000000 PA USD -6397163.460000 -0.8708526 Short ABS-MBS USGSE US N 2 2051-01-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A GNMA II TBA 30 YR 4 JUMBOS 21H040624 7200000.000000 PA USD 7680533.690000 1.0455591 Long ABS-MBS USGSE US N 2 2051-02-20 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-118 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2014 118 PZ 38379EGM8 7479383.530000 PA USD 8219567.260000 1.1189383 Long ABS-MBS USGSE US N 2 2044-08-20 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-131 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2014 131 EZ 38379E2Z4 11883874.500000 PA USD 13080618.690000 1.7806783 Long ABS-MBS USGSE US N 2 2044-09-20 Fixed 4 N N N N N N GOVERNMENT NATL MTGE ASSOC 2003-65 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA 38374BRG0 1108742.130000 PA USD 1242046.090000 0.1690810 Long ABS-MBS USGSE US N 2 2033-08-20 Fixed 6 N N N N N N GSR MTGE LOAN TRUST 2003-2F N/A GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 36228FNB8 133.310000 PA USD 142.800000 0.0000194 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-2 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A 41161PLR2 225806.350000 PA USD 213701.050000 0.0290913 Long ABS-MBS CORP US N 2 2035-05-19 Floating 0.59163 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-4 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A 41161PMZ3 42349.880000 PA USD 42566.120000 0.0057946 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.96538 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-1 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A 41161PA86 262181.870000 PA USD 249119.810000 0.0339129 Long ABS-MBS CORP US N 2 2036-03-19 Floating 0.6295 Y N N N N N IMPAC CMB TR 2005-6 N/A IMPAC CMB TRUST IMM 2005 6 1A1 45254NQG5 1327748.130000 PA USD 1287123.020000 0.1752174 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.648 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-WIKI N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 WIKI A 144A 46646JAA9 4400000.000000 PA USD 4385401.240000 0.5969893 Long ABS-MBS CORP US N 2 2031-10-05 Fixed 2.7978 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5 46630GAV7 83056.880000 PA USD 82607.480000 0.0112454 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.0594 N N N N N N L.A. ARENA FUNDING LLC 1 N/A L.A. ARENA FUNDING, LLC LAAF 1 A 144A 501673AA5 5668.250000 PA USD 5663.070000 0.0007709 Long ABS-MBS CORP US N 2 2026-12-15 Fixed 7.656 N N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 57563NAA6 125536.130000 PA USD 126216.540000 0.0171820 Long ABS-O CORP US N 2 2038-04-25 Floating 1.16475 N N N N N N MASTR ASSET BACKED SEC TR 2004-WMC3 N/A MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 57643LFN1 1156661.400000 PA USD 1143416.820000 0.1556545 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.973 N N N N N N MORGAN STANLEY CAPITAL I INC 2018-MP N/A MORGAN STANLEY CAPITAL I TRUST MSC 2018 MP A 144A 61691DAA5 2800000.000000 PA USD 3067549.240000 0.4175887 Long ABS-MBS CORP US N 2 2040-07-11 Fixed 4.276 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 N/A NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A 64828XAA1 1680332.450000 PA USD 1768672.230000 0.2407712 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR5 N/A NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 65535VPU6 924541.390000 PA USD 913208.550000 0.1243160 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.63338 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2018-1A N/A ONEMAIN DIRECT AUTO RECEIVABLE ODART 2018 1A A 144A 68268XAA9 3689166.600000 PA USD 3725728.450000 0.5071873 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.43 N N N N N N PORT OF MORROW OR N/A PORT OF MORROW OR TRANSMISSION PTMTRN 09/40 FIXED 2.543 73474TAT7 3000000.000000 PA USD 3136260.000000 0.4269424 Long DBT MUN US N 2 2040-09-01 Fixed 2.543 N N N N N N RALI SERIES 2005-QO1 TRUST N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 761118EN4 239641.090000 PA USD 203076.750000 0.0276451 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.448 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS7 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1 748940AA1 584305.910000 PA USD 558895.090000 0.0760830 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N RESOLUTION FUNDING CORP N/A RESOLUTION FUNDING STRIP BONDS 04/29 0.00000 76116EHM5 6068000.000000 PA USD 5502567.010000 0.7490702 Long DBT USGSE US N 2 2029-04-15 None 0 N N N N N N RESOLUTION FUNDING CORP N/A RESOLUTION FUNDING STRIP BONDS 10/28 0.00000 76116EHL7 6371000.000000 PA USD 5853026.170000 0.7967786 Long DBT USGSE US N 2 2028-10-15 None 0 N N N N N N SEQUOIA MORTGAGE TRUST 10 N/A SEQUOIA MORTGAGE TRUST SEMT 10 2A1 81743VAB9 2019.880000 PA USD 1966.180000 0.0002677 Long ABS-MBS CORP US N 2 2027-10-20 Floating 0.91163 N N N N N N SEQUOIA MORTGAGE TRUST 2003-4 N/A SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 81743PBW5 164708.920000 PA USD 160788.780000 0.0218883 Long ABS-MBS CORP US N 2 2033-07-20 Floating 0.85163 N N N N N N SEQUOIA MORTGAGE TRUST 5 N/A SEQUOIA MORTGAGE TRUST SEMT 5 A 81743WAA9 6623.140000 PA USD 6504.580000 0.0008855 Long ABS-MBS CORP US N 2 2026-10-19 Floating 0.85163 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A 78442GNK8 843944.560000 PA USD 842644.210000 0.1147100 Long ABS-O CORP US N 2 2029-10-25 Floating 0.81475 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20H N/A SMALL BUSINESS ADMINISTRATION SBAP 2003 20H 1 83162CND1 175231.090000 PA USD 182883.820000 0.0248962 Long ABS-O CORP US N 2 2023-08-01 Fixed 5.24 N N N N N N SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 N/A SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A 83611DAA6 152803.750000 PA USD 62739.880000 0.0085408 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.208 N N N N N N SPECIALTY UNDERWRITING & RES FI 2004-BC4 N/A SPECIALTY UNDERWRITING + RESID SURF 2004 BC4 A1B 84751PDZ9 1287965.710000 PA USD 1270982.590000 0.1730202 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.948 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-4 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2 86363LAB9 647848.290000 PA USD 617754.250000 0.0840955 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.588 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 86358HNX3 4321.730000 PA USD 4255.690000 0.0005793 Long ABS-MBS CORP US N 2 2032-09-19 Floating 0.81163 N N N N N N STRUCTURED ASSET MTG INV INC 2003-AR1 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 86358HRX9 60124.620000 PA USD 57674.360000 0.0078513 Long ABS-MBS CORP US N 2 2033-10-19 Floating 0.99163 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 86360KAE8 86679.910000 PA USD 82002.420000 0.0111631 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.588 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 TENN VALLEY AUTH BONDS 05/30 0.00000 88059FBG5 7400000.000000 PA USD 6544701.780000 0.8909371 Long DBT USGA US N 2 2030-05-01 None 0 N N N N N N UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST N/A UNITED AIR 2016 2 A PTT PASS THRU CE 04/30 3.1 90932DAA3 1514545.450000 PA USD 1431927.750000 0.1949298 Long DBT CORP US N 2 2030-04-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A UNITED AIR 2016 2 AA PTT PASS THRU CE 04/30 2.875 90932EAA1 1514545.450000 PA USD 1527352.600000 0.2079201 Long DBT CORP US N 2 2030-04-07 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 STRIP PRINC 05/44 0.00000 912803EH2 2800000.000000 PA USD 1930237.150000 0.2627652 Long DBT UST US N 2 2044-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 STRIP PRINC 05/45 0.00000 912803EN9 1500000.000000 PA USD 1011776.720000 0.1377342 Long DBT UST US N 2 2045-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 STRIP PRINC 08/44 0.00000 912803EJ8 4800000.000000 PA USD 3290146.180000 0.4478910 Long DBT UST US N 2 2044-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 STRIP PRINC 08/46 0.00000 912803EU3 1500000.000000 PA USD 984147.830000 0.1339731 Long DBT UST US N 2 2046-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 STRIP PRINC 11/44 0.00000 912803EK5 4700000.000000 PA USD 3200419.460000 0.4356764 Long DBT UST US N 2 2044-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 01/27 0.375 912828V49 646740.000000 PA USD 721938.030000 0.0982782 Long DBT UST US N 2 2027-01-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 01/29 0.875 9128285W6 2536727.400000 PA USD 2982433.090000 0.4060017 Long DBT UST US N 2 2029-01-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 02/44 1.375 912810RF7 1083703.400000 PA USD 1562093.620000 0.2126494 Long DBT UST US N 2 2044-02-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 02/48 1 912810SB5 4540327.000000 PA USD 6328133.150000 0.8614554 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 07/28 0.75 912828Y38 7572217.000000 PA USD 8810167.260000 1.1993373 Long DBT UST US N 2 2028-07-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 07/29 0.25 9128287D6 183225.600000 PA USD 207508.700000 0.0282484 Long DBT UST US N 2 2029-07-15 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 07/30 0.125 912828ZZ6 416375.500000 PA USD 467301.100000 0.0636142 Long DBT UST US N 2 2030-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/30 1.5 912828Z94 120510000.000000 PA USD 127434617.880000 17.3478079 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/50 2 912810SL3 130570000.000000 PA USD 141551140.690000 19.2695049 Long DBT UST US N 2 2050-02-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 04/25 0.375 912828ZL7 25400000.000000 PA USD 25491281.250000 3.4701548 Long DBT UST US N 2 2025-04-30 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/22 0.125 912828ZR4 46200000.000000 PA USD 46213535.210000 6.2910969 Long DBT UST US N 2 2022-05-31 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/26 2.125 9128286X3 1400000.000000 PA USD 1528296.870000 0.2080487 Long DBT UST US N 2 2026-05-31 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/30 0.625 912828ZQ6 28900000.000000 PA USD 28240718.750000 3.8444386 Long DBT UST US N 2 2030-05-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/40 1.125 912810SR0 65600000.000000 PA USD 62217500.000000 8.4697334 Long DBT UST US N 2 2040-05-15 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/46 2.5 912810RS9 2028000.000000 PA USD 2418706.880000 0.3292611 Long DBT UST US N 2 2046-05-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/50 1.25 912810SN9 328870000.000000 PA USD 297755813.200000 40.5338104 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/30 0.625 91282CAE1 47800000.000000 PA USD 46582593.750000 6.3413372 Long DBT UST US N 2 2030-08-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/40 1.125 912810SQ2 362600000.000000 PA USD 342826968.750000 46.6693940 Long DBT UST US N 2 2040-08-15 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/50 1.375 912810SP4 6300000.000000 PA USD 5888531.250000 0.8016119 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 09/25 0.25 91282CAM3 23300000.000000 PA USD 23208984.380000 3.1594633 Long DBT UST US N 2 2025-09-30 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 09/26 1.625 912828YG9 6000000.000000 PA USD 6396093.720000 0.8707069 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/26 2 912828U24 9500000.000000 PA USD 10339785.180000 1.4075658 Long DBT UST US N 2 2026-11-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/30 0.875 91282CAV3 300000.000000 PA USD 298875.000000 0.0406862 Long DBT UST US N 2 2030-11-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/40 1.375 912810ST6 5900000.000000 PA USD 5824867.160000 0.7929453 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/40 4.25 912810QL5 1000000.000000 PA USD 1500234.380000 0.2042285 Long DBT UST US N 2 2040-11-15 Fixed 4.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/45 3 912810RP5 680000.000000 PA USD 883495.310000 0.1202711 Long DBT UST US N 2 2045-11-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/50 1.625 912810SS8 3350000.000000 PA USD 3330894.550000 0.4534382 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N VESSEL MANAGEMENT SERVICES INC 549300FGG4OD84UNFA43 VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432 228027AA6 4394000.000000 PA USD 4879615.080000 0.6642671 Long DBT CORP US N 2 2036-08-15 Fixed 3.432 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A 929227QB5 10000.570000 PA USD 9677.970000 0.0013175 Long ABS-MBS CORP US N 2 2042-06-25 Floating 2.00943 N N N N N N WASHINGTON MUTUAL 2002-AR9 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A 9393357P4 7614.190000 PA USD 7349.320000 0.0010005 Long ABS-MBS CORP US N 2 2042-08-25 Floating 2.00943 N N N N N N WASHINGTON MUTUAL 2005-AR15 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1 92922F5T1 17847.560000 PA USD 17550.050000 0.0023891 Long ABS-MBS CORP US N 2 2045-11-25 Floating 0.668 N N N N N N WASHINGTON MUTUAL 2005-AR2 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A 92922FD21 260524.180000 PA USD 254956.410000 0.0347075 Long ABS-MBS CORP US N 2 2045-01-25 Floating 0.768 N N N N N N WASHINGTON MUTUAL 2006-AR17 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A 92925DAB6 338469.110000 PA USD 318163.570000 0.0433119 Long ABS-MBS CORP US N 2 2046-12-25 Floating 1.55416 N N N N N N WASHINGTON MUTUAL 2006-AR3 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A 92925CDA7 520656.110000 PA USD 515491.670000 0.0701744 Long ABS-MBS CORP US N 2 2046-02-25 Floating 1.60943 N N N N N N WASHINGTON MUTUAL 2006-AR9 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A 93363DAB3 238169.860000 PA USD 227893.620000 0.0310234 Long ABS-MBS CORP US N 2 2046-08-25 Floating 2.003 N N N N N N WASHINGTON MUTUAL ASSET BACKED 2006-HE5 N/A WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 93934XAB9 88357.260000 PA USD 46806.840000 0.0063719 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.208 N N N N N N WORLDWIDE PLAZA TRUST 2017-WWP N/A WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A 98162JAA4 1600000.000000 PA USD 1786245.920000 0.2431635 Long ABS-MBS CORP US N 2 2036-11-10 Fixed 3.5263 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 1704000.000000 PA USD 1704000.000000 0.2319673 Long RA US N 2 Repurchase N 0.0000001 2021-01-04 1740200.000000 USD 1738176.150000 USD UST N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -2452375.000000 PA USD -2452832.780000 -0.3339067 Short RA US N 2 Reverse repurchase N 0.1600000 2021-01-04 2300000.000000 USD 2433597.660000 USD UST N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -4494000.000000 PA USD -4494134.820000 -0.6117913 Short RA US N 2 Reverse repurchase N 0.0900000 2021-01-06 4800000.000000 USD 4496625.020000 USD UST N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -1482250.000000 PA USD -1482467.400000 -0.2018098 Short RA US N 2 Reverse repurchase N 0.1600000 2021-01-07 1400000.000000 USD 1481320.320000 USD UST N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -2438000.000000 PA USD -2438292.560000 -0.3319273 Short RA US N 2 Reverse repurchase N 0.1600000 2021-01-08 2300000.000000 USD 2433597.660000 USD UST N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -9222000.000000 PA USD -9222983.680000 -1.2555344 Short RA US N 2 Reverse repurchase N 0.1600000 2021-01-11 8700000.000000 USD 9205347.680000 USD UST N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -4000500.000000 PA USD -4000855.600000 -0.5446407 Short RA US N 2 Reverse repurchase N 0.1600000 2021-01-15 4200000.000000 USD 3977531.250000 USD UST N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -3160000.000000 PA USD -3160042.130000 -0.4301798 Short RA US N 2 Reverse repurchase N 0.1200000 2021-01-04 3200000.000000 USD 3165000.000000 USD UST N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -46485500.000000 PA USD -46486662.140000 -6.3282780 Short RA US N 2 Reverse repurchase N 0.1500000 2021-01-05 47800000.000000 USD 46612468.750000 USD UST N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -269317500.000000 PA USD -269338702.460000 -36.6653594 Short RA US N 2 Reverse repurchase N 0.1500000 2021-02-11 282900000.000000 USD 268646281.270000 USD UST N N N N/A N/A REVERSE REPO DEUTSCHE REVERSE REPO 000000000 -2889000.000000 PA USD -2889772.000000 -0.3933877 Short RA US N 2 Reverse repurchase N 0.1300000 2021-01-15 2700000.000000 USD 2856832.040000 USD UST N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -75746475.000000 PA USD -75751019.790000 -10.3120656 Short RA US N 2 Reverse repurchase N 0.1200000 2021-01-11 84870000.000000 USD 77012894.960000 USD UST N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -7590025.000000 PA USD -7590408.720000 -1.0332903 Short RA US N 2 Reverse repurchase N 0.1300000 2021-01-11 8410000.000000 USD 7631418.010000 USD UST N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -32754000.000000 PA USD -32760241.450000 -4.4596859 Short RA US N 2 Reverse repurchase N 0.1400000 2021-01-11 30900000.000000 USD 32694855.550000 USD UST N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -37532000.000000 PA USD -37538714.060000 -5.1101844 Short RA US N 2 Reverse repurchase N 0.1400000 2021-01-14 35200000.000000 USD 37244625.090000 USD UST N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -186250000.000000 PA USD -186284145.840000 -25.3590557 Short RA US N 2 Reverse repurchase N 0.1100000 2021-01-15 200000000.000000 USD 181484376.000000 USD UST N N N N/A N/A 317516RE4 OTC EPUT G2 2.5 103.3671875 000000000 -4300000.000000 NC USD -254.130000 -0.0000346 N/A DIR US N 2 J.P. 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 18558.370000 N N N 2021-02-01 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX