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ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NG91 12847.980000 PA USD 13074.670000 0.0009255 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NS23 3625.980000 PA USD 3683.710000 0.0002608 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412PCF6 19267.250000 PA USD 19986.810000 0.0014148 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412PMD0 51783.750000 PA USD 55092.180000 0.0038998 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412P4D0 25942.070000 PA USD 26910.640000 0.0019049 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QL72 15130.460000 PA USD 16651.440000 0.0011787 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QL98 5058.060000 PA USD 5642.180000 0.0003994 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.5 N N N N 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PA USD 517.040000 0.0000366 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XDR2 352197.680000 PA USD 393450.260000 0.0278508 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XFF6 7789.030000 PA USD 8625.570000 0.0006106 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XHU1 63064.200000 PA USD 67435.360000 0.0047735 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XNM2 29669.210000 PA USD 32987.040000 0.0023350 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XPX6 5283.840000 PA USD 5648.030000 0.0003998 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XR97 50516.230000 PA USD 55320.130000 0.0039159 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BFV8 624880.140000 PA USD 694750.510000 0.0491786 Long ABS-MBS USGSE US N 2 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ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413GSK7 1225.080000 PA USD 1315.900000 0.0000931 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 31413HAC2 57986.650000 PA USD 61938.530000 0.0043844 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JET7 909.480000 PA USD 982.770000 0.0000696 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JHG2 557.470000 PA USD 610.280000 0.0000432 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413JHV9 63995.010000 PA USD 68369.510000 0.0048396 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JQT4 67.880000 PA USD 68.100000 0.0000048 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JV35 2321.660000 PA USD 2330.110000 0.0001649 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6 N N N N N N FNMA PASS THRU 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US N 2 Repurchase N 0.1200000 2022-04-01 12800000.000000 USD 11964249.980000 USD UST N N N N/A N/A 000000000 -80935010.640000 PA USD -80948732.450000 -5.7300386 Short RA US N 2 Reverse repurchase N 0.3400000 2022-04-13 82882614.220000 USD 81410495.300000 USD AMBS N N N N/A N/A 000000000 -4895477.250000 PA USD -4896358.430000 -0.3465937 Short RA US N 2 Reverse repurchase N 0.3600000 2022-04-13 4713769.410000 USD 4930567.210000 USD AMBS N N N ASSET BACKED FUNDING CERT 2002-NC1 N/A 04542BAZ5 194965.640000 PA USD 193060.880000 0.0136660 Long ABS-MBS CORP US N 2 2032-03-25 Floating 1.47657 N N N N N N ASSET BACKED FUNDING CERTS 2004-OPT5 N/A 04542BJY9 130116.250000 PA USD 127494.580000 0.0090248 Long ABS-MBS CORP US N 2 2034-06-25 Floating 1.15657 N N N N N N ASSET BACKED SEC CORP HEQ LN 2001-HE2 N/A 04541GBN1 183479.450000 PA USD 177386.060000 0.0125565 Long ABS-MBS CORP US N 2 2031-06-15 Floating 0.91657 N N N N N N ASSET BACKED SEC HOME EQTY LN 2007-HE2 N/A 04544TAB7 985.130000 PA USD 764.270000 0.0000541 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.53657 N N N N N N 2022-05-12 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer