For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund

Portfolio Holdings
June 30, 2013 (Unaudited)

Investors should consider the investment objectives, risks, charges and expenses of the funds carefully before investing. This and other information are contained in
the funds prospectus and summary prospectus, if available, which may be obtained by contacting your PIMCO representative. Please read them carefully before you
invest or send money.
COUPON

BANK LOAN OBLIGATIONS

AES Corp.
Community Health Systems, Inc.
HCA, Inc.
IASIS Healthcare LLC
Springleaf Financial Funding Co.
Vodafone Americas Finance, Inc.

MATURITY
DATE

3.750%
2.445%
2.695%
4.500%
5.500%
6.875%

06/01/2018
07/25/2014
05/02/2016
05/03/2018
05/10/2017
08/11/2015

1.856%
0.000%
2.475%
7.500%
3.750%
4.375%
2.373%
4.250%
4.500%
2.023%
2.375%
1.026%
1.726%
2.375%
4.000%
4.375%
5.625%
6.500%
2.674%
0.579%
1.875%
5.000%
4.950%
5.499%
6.250%
2.043%
2.043%
3.482%
3.512%
3.662%

04/25/2014
06/15/2015
12/01/2014
12/31/2013
11/30/2013
07/19/2015
03/18/2014
01/14/2016
04/06/2015
02/07/2014
10/04/2013
07/21/2014
01/21/2014
05/25/2016
01/29/2021
07/27/2016
09/20/2013
09/01/2014
02/24/2014
01/09/2014
01/24/2014
07/21/2020
02/07/2017
07/07/2015
01/25/2016
10/01/2014
11/01/2016
01/31/2014
02/01/2014
11/01/2013

PRINCIPAL
AMOUNT

335,599
276,407
7,980,338
9,775,875
21,001,845
10,521,511

Total Bank Loan Obligations

MARKET
VALUE

337,067
277,271
7,963,715
9,783,207
21,057,500
10,837,156
50,255,916

CORPORATE BONDS & NOTES

BANKING & FINANCE

Abbey National Treasury Services PLC

Ally Financial, Inc.
Ally Financial, Inc.
Ally Financial, Inc.
American International Group, Inc.
Banco Mercantil del Norte S.A.
Banco Santander Brasil S.A.
Banco Santander Brasil S.A.
Banco Santander Brasil S.A.
BPCE S.A.
BPCE S.A.
Credit Agricole Home Loan SFH
Credit Agricole S.A.
Eksportfinans ASA
Export-Import Bank of Korea
Hyundai Capital Services, Inc.
International Lease Finance Corp.
International Lease Finance Corp.
Intesa Sanpaolo SpA
Morgan Stanley
Morgan Stanley
Qatari Diar Finance QSC
Sberbank of Russia Via SB Capital S.A.
Sberbank of Russia Via SB Capital S.A.
SLM Corp.
SLM Corp. CPI Linked Bond
SLM Corp. CPI Linked Bond
SLM Corp. CPI Linked Bond
SLM Corp. CPI Linked Bond
SLM Corp. CPI Linked Bond

33,800,000
2,600,000
1,100,000
1,000,000
28,100,000
100,000
10,400,000
14,500,000
1,500,000
38,300,000
11,400,000
57,200,000
15,800,000
3,000,000
2,000,000
1,500,000
5,830,000
3,500,000
29,100,000
3,100,000
64,800,000
1,500,000
300,000
3,000,000
1,400,000
560,000
700,000
4,400,000
6,073,000
552,000

34,053,196
2,412,020
1,089,484
1,027,500
28,449,620
104,250
10,351,588
14,717,500
1,515,000
38,615,784
11,453,010
57,418,275
15,897,818
2,887,500
1,992,462
1,590,962
5,885,385
3,657,500
29,211,569
3,092,107
65,187,698
1,661,250
311,850
3,186,300
1,489,250
560,700
650,118
4,437,444
6,112,049
553,628

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

Stone Street Trust

Turkiye Garanti Bankasi A/S

MATURITY
DATE

PRINCIPAL
AMOUNT

5.902%
2.776%

12/15/2015
04/20/2016

9.375%
7.250%
5.625%
6.500%
6.625%
7.000%
5.500%
5.600%
5.000%
4.875%
3.875%
5.000%
6.625%
7.125%
9.125%

04/08/2014
01/15/2018
01/15/2016
04/15/2016
10/01/2014
10/01/2013
09/01/2014
05/31/2015
03/15/2015
08/05/2015
01/27/2016
10/28/2015
06/15/2016
04/22/2025
04/30/2018

1,000,000
10,000,000
5,000,000
4,000,000
850,000
5,000,000
1,200,000
3,000,000
1,000,000
6,400,000
800,000
13,900,000
3,500,000
3,186,816
200,000

1,060,229
11,372,400
5,306,250
4,340,000
888,250
5,061,250
1,245,000
3,165,000
1,032,500
6,648,000
826,954
12,266,750
3,942,687
3,601,102
228,500
60,984,872

5.670%
7.700%
6.350%
3.375%
5.000%
1.500%
1.850%
4.500%
5.050%

03/05/2014
08/07/2013
06/30/2021
10/14/2016
10/19/2025
05/30/2014
07/28/2014
03/24/2014
11/28/2014

800,000
3,300,000
34,105,000
1,000,000
1,300,000
39,000,000
39,000,000
3,300,000
10,000,000

822,080
3,310,745
34,616,575
1,042,900
1,326,000
393,675
395,056
4,340,545
105,781
46,353,357
474,682,456

5.000%
0.000%

11/01/2030
09/01/2024

200,000
11,225,000

210,230
7,027,748
7,237,978

5.875%

06/01/2030

2,100,000

1,781,178

0.000%

08/01/2054

42,500,000

3,272,500

0.000%

08/15/2021

4,500,000

3,376,575

2,000,000
15,900,000

MARKET
VALUE

2,149,660
15,621,750
367,344,227

INDUSTRIALS

Anglo American Capital PLC

Con-way, Inc.
D.R. Horton, Inc.
D.R. Horton, Inc.
DISH DBS Corp.
DISH DBS Corp.
Lennar Corp.
Lennar Corp.
New York Times Co.
Noble Group Ltd.
Petrobras International Finance Co.
Petroleos de Venezuela S.A.
Tate & Lyle International Finance PLC
U.S. Airways Pass-Through Trust
Vimpel Communications Via VIP Finance Ireland Ltd. OJSC

UTILITIES

AK Transneft OJSC Via TransCapitalInvest Ltd.

AK Transneft OJSC Via TransCapitalInvest Ltd.
Odebrecht Drilling Norbe Ltd.
Qtel International Finance Ltd.
Qtel International Finance Ltd.
Tokyo Electric Power Co., Inc.
Tokyo Electric Power Co., Inc.
Tokyo Electric Power Co., Inc.
Tokyo Electric Power Co., Inc.

JPY
EUR
JPY

Total Corporate Bonds & Notes

MUNICIPAL BONDS & NOTES
CALIFORNIA

California State University Revenue Bonds, (AMBAC Insured), Series 2005

Santa Rosa, California Wastewater Revenue Bonds, (AMBAC Insured), Series 2002

OHIO

Buckeye Tobacco Settlement Financing Authority, Ohio Revenue Bonds, Series 2007
PUERTO RICO

Puerto Rico Sales Tax Financing Corp. Revenue Bonds, (AMBAC Insured), Series 2007
TEXAS

Texas State Turnpike Authority Revenue Bonds, (AMBAC Insured), Series 2002

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

MATURITY
DATE

PRINCIPAL
AMOUNT

MARKET
VALUE

WEST VIRGINIA

Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007

7.467%

06/01/2047

0.323%
0.638%
2.372%
2.522%
3.000%
4.000%
5.410%
0.423%
0.463%
2.703%
3.094%
5.000%
0.493%
0.643%
0.753%
5.902%

03/25/2036
02/25/2037
05/01/2035
05/01/2036
08/01/2043
07/01/2019
01/13/2023
02/15/2019
01/15/2037
06/01/2033
01/01/2034
08/15/2020
01/16/2031
10/07/2020
12/08/2020
02/10/2018

501,989
8,104,512
327,214
66,362
1,000,000
7,371,183
6,165,000
6,345,359
41,075
352,110
491,815
167,657
24,594
10,063,700
46,516,448
2,310,551

473,343
8,144,455
346,866
70,072
974,375
7,798,367
6,321,659
6,357,971
41,177
374,577
523,087
168,317
24,880
10,114,018
46,776,701
2,540,291
91,050,156

0.125%
0.125%
0.125%
0.125%
0.125%
0.125%
0.500%
0.625%
0.625%
1.125%
1.250%
1.250%
1.375%
1.375%
1.625%
1.625%
1.750%
1.875%
1.875%
1.875%
2.000%
2.000%
2.000%
2.000%
2.125%
2.375%

04/15/2016
04/15/2017
04/15/2018
01/15/2022
07/15/2022
01/15/2023
04/15/2015
07/15/2021
02/15/2043
01/15/2021
04/15/2014
07/15/2020
07/15/2018
01/15/2020
01/15/2015
01/15/2018
01/15/2028
07/15/2013
07/15/2015
07/15/2019
01/15/2014
07/15/2014
01/15/2016
01/15/2026
01/15/2019
01/15/2017

480,085,026
495,344,873
50,298,500
265,628,636
1,399,601,920
962,726,749
308,684,442
1,338,181,763
84,474,634
724,474,706
259,312,080
2,387,951,467
40,534,850
502,944,045
253,975,951
331,000,683
57,219,985
348,965,238
540,121,854
721,924,255
180,385,839
1,157,575,453
294,662,258
18,089,658
423,271,572
127,577,831

492,612,364
508,444,268
51,607,066
260,139,686
1,367,892,539
932,791,723
316,546,326
1,381,516,103
71,004,900
774,791,647
262,999,238
2,594,191,671
44,281,162
548,071,706
264,194,419
362,394,112
64,090,846
349,483,102
574,533,558
814,110,373
182,992,956
1,195,649,267
316,600,748
20,888,617
478,759,935
141,441,969

7,185,000

Total Municipal Bonds & Notes

U.S. GOVERNMENT AGENCIES
Fannie Mae
Fannie Mae
Fannie Mae
Fannie Mae
Fannie Mae
Fannie Mae
Fannie Mae
Freddie Mac
Freddie Mac
Freddie Mac
Freddie Mac
Freddie Mac
Ginnie Mae
NCUA Guaranteed Notes
NCUA Guaranteed Notes
Small Business Administration

Total U.S. Government Agencies

U.S. TREASURY OBLIGATIONS
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities

6,202,020
21,870,251

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

U.S. Treasury Inflation Protected Securities

U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Inflation Protected Securities
U.S. Treasury Notes
U.S. Treasury Notes
U.S. Treasury Notes
U.S. Treasury Notes

MATURITY
DATE

2.375%
2.375%
2.500%
2.625%
3.375%
3.875%
0.250%
0.250%
0.750%
2.000%

01/15/2025
01/15/2027
07/15/2016
07/15/2017
04/15/2032
04/15/2029
02/28/2014
03/31/2014
06/15/2014
02/15/2023

2.878%
5.214%
0.383%
1.094%
1.914%
1.402%
1.652%
0.363%
5.492%
5.634%
5.857%
5.889%
5.919%
5.935%
0.482%
5.419%
5.630%
2.493%
2.853%
2.954%
3.071%
5.155%
6.500%
5.665%
0.363%
2.240%
2.469%
2.514%
2.674%
3.148%
4.824%
5.250%
0.353%

09/25/2035
10/25/2035
05/25/2046
11/25/2046
09/25/2045
11/19/2047
11/19/2047
06/10/2049
02/10/2051
04/10/2049
06/10/2049
07/10/2044
05/10/2045
02/10/2051
05/20/2035
05/20/2036
01/20/2047
11/15/2015
03/25/2035
07/25/2035
12/25/2034
01/25/2035
09/25/2033
02/17/2051
01/25/2037
08/25/2035
02/25/2036
05/25/2033
10/25/2035
01/25/2035
07/25/2034
03/25/2035
02/25/2034

PRINCIPAL
AMOUNT

212,570,232
10,827,609
782,723,358
878,953,502
917,056
5,254,979
488,000
1,100,000
10,800,000
34,400,000

Total U.S. Treasury Obligations

MORTGAGE-BACKED SECURITIES
Adjustable Rate Mortgage Trust
Adjustable Rate Mortgage Trust
American Home Mortgage Assets Trust
American Home Mortgage Assets Trust
American Home Mortgage Investment Trust
Arran Residential Mortgages Funding PLC
Arran Residential Mortgages Funding PLC
Banc of America Commercial Mortgage Trust
Banc of America Commercial Mortgage Trust
Banc of America Commercial Mortgage Trust
Banc of America Commercial Mortgage Trust
Banc of America Commercial Mortgage Trust
Banc of America Commercial Mortgage Trust
Banc of America Commercial Mortgage Trust
Banc of America Funding Corp.
Banc of America Funding Corp.
Banc of America Funding Corp.
Banc of America Large Loan Trust
Banc of America Mortgage Trust
Banc of America Mortgage Trust
Banc of America Mortgage Trust
Banc of America Mortgage Trust
Banc of America Mortgage Trust
Banc of America Re-REMIC Trust
BCAP LLC Trust
Bear Stearns Adjustable Rate Mortgage Trust
Bear Stearns Adjustable Rate Mortgage Trust
Bear Stearns Adjustable Rate Mortgage Trust
Bear Stearns Adjustable Rate Mortgage Trust
Bear Stearns Adjustable Rate Mortgage Trust
Bear Stearns Adjustable Rate Mortgage Trust
Bear Stearns Adjustable Rate Mortgage Trust
Bear Stearns Alt-A Trust

EUR
$

2,695,127
3,441,770
355,623
8,664,588
1,511,659
151,118
6,500,000
480,817
10,140,000
234,335
7,100,000
600,000
9,700,000
7,100,000
410,148
1,377,138
583,422
30,118,340
1,070,860
2,615,828
3,210,576
86,365
17,914
8,100,000
2,446,630
2,280,720
956,927
75,896
2,828,611
6,682,876
2,454,963
373,587
1,617,656

MARKET
VALUE

253,207,708
13,026,123
865,643,505
997,337,991
1,287,819
7,570,864
488,391
1,100,773
10,857,802
33,084,475
16,555,635,752

2,413,840
3,171,686
246,187
4,785,331
1,492,537
197,129
8,582,048
480,014
11,361,677
237,274
7,981,557
667,253
10,736,411
8,051,822
263,759
1,319,219
445,275
30,212,912
1,022,017
2,451,487
3,144,350
85,573
18,522
9,010,885
1,760,391
2,264,137
627,928
75,655
2,776,749
6,590,859
2,396,338
355,825
1,581,869

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

2.463%
2.864%
2.676%
5.106%
5.500%
5.741%
1.940%
2.270%
2.290%
2.540%
2.550%
2.570%
2.730%
5.292%
5.205%
5.886%
6.000%
3.156%
5.993%
0.363%
0.372%
0.373%
0.387%
0.403%
1.173%
5.347%
5.500%
5.750%
6.500%
0.513%
0.533%
2.873%
2.984%
3.080%
4.750%
4.835%
5.029%
5.500%
5.500%
2.513%
5.500%
0.293%
5.235%
1.710%
2.602%
5.000%

Bear Stearns Alt-A Trust

Bear Stearns Alt-A Trust
Chase Mortgage Finance Trust
Chase Mortgage Finance Trust
Chase Mortgage Finance Trust
Chase Mortgage Finance Trust
Citigroup Mortgage Loan Trust, Inc.
Citigroup Mortgage Loan Trust, Inc.
Citigroup Mortgage Loan Trust, Inc.
Citigroup Mortgage Loan Trust, Inc.
Citigroup Mortgage Loan Trust, Inc.
Citigroup Mortgage Loan Trust, Inc.
Citigroup Mortgage Loan Trust, Inc.
Citigroup Mortgage Loan Trust, Inc.
Citigroup/Deutsche Bank Commercial Mortgage Trust
Citigroup/Deutsche Bank Commercial Mortgage Trust
CitiMortgage Alternative Loan Trust
Commercial Mortgage Pass-Through Certificates
Commercial Mortgage Pass-Through Certificates
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Alternative Loan Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Countrywide Home Loan Mortgage Pass-Through Trust
Credit Suisse First Boston Mortgage Securities Corp.
Deutsche ALT-A Securities, Inc.
Deutsche ALT-B Securities, Inc.
Deutsche Mortgage Securities, Inc.
Eurosail PLC
First Horizon Mortgage Pass-Through Trust
First Horizon Mortgage Pass-Through Trust

MATURITY
DATE

09/25/2034
09/25/2035
03/25/2037
12/25/2035
12/25/2022
09/25/2036
09/25/2035
09/25/2035
09/25/2035
05/25/2035
10/25/2035
03/25/2036
12/25/2035
08/25/2035
12/11/2049
11/15/2044
06/25/2037
07/10/2046
12/10/2049
05/25/2047
02/20/2047
05/25/2047
12/20/2046
07/25/2046
12/25/2035
11/25/2035
10/25/2033
03/25/2037
08/25/2032
03/25/2035
06/25/2035
04/20/2035
09/25/2033
09/25/2047
07/25/2014
11/20/2034
10/20/2035
11/25/2035
04/25/2038
04/25/2034
12/25/2035
10/25/2036
06/26/2035
10/17/2040
10/25/2035
10/25/2020

PRINCIPAL
AMOUNT

EUR
$

970,491
815,921
3,436,395
5,064,375
2,731,907
2,662,768
623,920
3,856,688
4,038,674
871,786
3,717,847
423,300
743,657
2,012,372
480,368
3,539,075
826,116
13,574,034
3,680,000
7,890,849
9,635,218
3,842,798
792,307
312,172
1,317,992
812,343
1,274,851
825,738
1,543,422
145,421
2,789,474
1,813,289
1,463,252
1,760,008
18,344
749,425
910,992
409,500
1,707,492
4,641,949
1,185,187
302,353
9,816,000
6,809,435
728,199
146,730

MARKET
VALUE

933,209
672,011
3,022,237
4,853,958
2,799,272
2,448,931
616,755
3,792,731
3,942,998
848,508
3,455,097
382,218
486,857
1,977,038
484,056
4,035,583
692,695
14,124,943
4,192,613
6,422,579
6,416,154
2,926,473
527,406
255,726
941,955
600,507
1,332,391
642,168
1,548,961
118,105
2,520,627
1,828,744
1,433,689
1,425,949
18,443
689,430
743,110
368,280
1,678,372
4,640,803
1,006,143
151,607
10,040,217
8,401,709
699,915
151,093

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

1.954%
0.322%
0.402%
0.490%
0.588%
0.676%
0.776%
0.273%
0.334%
1.103%
1.260%
1.456%
3.849%
4.592%
5.162%
5.560%
2.654%
2.679%
3.011%
5.099%
0.372%
0.412%
0.442%
5.162%
0.373%
0.463%
5.464%
0.373%
0.383%
2.592%
2.780%
4.700%
3.341%
3.673%
3.853%
5.298%
5.336%
5.440%
5.794%
2.240%
2.510%
2.725%
2.905%
5.109%
5.119%
5.169%

Gosforth Funding PLC

Granite Master Issuer PLC
Granite Master Issuer PLC
Granite Mortgages PLC
Granite Mortgages PLC
Granite Mortgages PLC
Granite Mortgages PLC
Greenpoint Mortgage Funding Trust
Greenwich Capital Commercial Funding Corp.
GS Mortgage Securities Trust
GS Mortgage Securities Trust
GS Mortgage Securities Trust
GS Mortgage Securities Trust
GS Mortgage Securities Trust
GS Mortgage Securities Trust
GS Mortgage Securities Trust
GSR Mortgage Loan Trust
GSR Mortgage Loan Trust
GSR Mortgage Loan Trust
GSR Mortgage Loan Trust
Harborview Mortgage Loan Trust
Harborview Mortgage Loan Trust
Harborview Mortgage Loan Trust
Harborview Mortgage Loan Trust
HomeBanc Mortgage Trust
HomeBanc Mortgage Trust
HomeBanc Mortgage Trust
IndyMac Mortgage Loan Trust
IndyMac Mortgage Loan Trust
IndyMac Mortgage Loan Trust
IndyMac Mortgage Loan Trust
IndyMac Mortgage Loan Trust
JPMorgan Chase Commercial Mortgage Securities Trust
JPMorgan Chase Commercial Mortgage Securities Trust
JPMorgan Chase Commercial Mortgage Securities Trust
JPMorgan Chase Commercial Mortgage Securities Trust
JPMorgan Chase Commercial Mortgage Securities Trust
JPMorgan Chase Commercial Mortgage Securities Trust
JPMorgan Chase Commercial Mortgage Securities Trust
JPMorgan Mortgage Trust
JPMorgan Mortgage Trust
JPMorgan Mortgage Trust
JPMorgan Mortgage Trust
JPMorgan Mortgage Trust
JPMorgan Mortgage Trust
JPMorgan Mortgage Trust

MATURITY
DATE

04/24/2047
12/20/2054
12/20/2054
06/20/2044
01/20/2044
01/20/2044
07/20/2043
10/25/2046
11/05/2021
03/06/2020
03/06/2020
03/06/2020
12/10/2043
08/10/2043
12/10/2043
11/10/2039
11/25/2035
09/25/2035
11/25/2035
11/25/2035
07/19/2046
05/19/2035
01/19/2036
08/19/2036
12/25/2036
10/25/2035
04/25/2037
07/25/2047
09/25/2046
10/25/2034
06/25/2035
09/25/2035
07/15/2046
02/15/2046
06/15/2043
05/15/2047
05/15/2047
06/12/2047
02/12/2051
07/27/2037
06/25/2036
07/25/2034
07/25/2035
06/25/2035
06/25/2035
11/25/2035

PRINCIPAL
AMOUNT

GBP
EUR

6,557,044
1,789,907
3,825,549
356,902
651,010
651,010
2,841,860
345
94,839
537,173
10,000,000
35,275,000
9,082,593
1,400,000
10,000,000
2,379,000
3,422,969
1,953,935
674,538
5,921,340
11,083,932
1,400,511
3,198,582
1,297,206
895,680
5,577,638
926,742
4,392,549
7,394,179
1,292,745
737,538
790,448
2,900,000
6,200,000
4,304,330
1,638,457
110,000
730,000
9,500,000
994,439
2,929,591
543,057
551,890
824,824
1,708,931
1,032,893

MARKET
VALUE

10,141,718
2,271,173
4,855,147
457,295
834,855
638,152
2,782,891
345
93,474
538,629
10,029,195
35,385,270
9,663,906
1,513,760
11,165,390
2,642,355
3,277,927
1,945,563
573,197
5,396,801
7,552,558
1,150,232
2,079,243
1,059,394
738,249
4,674,039
724,784
2,896,983
5,901,690
1,244,625
624,781
686,524
3,053,172
6,570,726
4,501,558
1,658,737
121,597
811,862
10,862,010
855,218
2,547,722
539,233
537,387
831,062
1,727,086
978,102

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

5.263%
5.424%
5.430%
5.866%
0.313%
0.363%
0.393%
0.433%
0.493%
2.854%
1.664%
2.481%
3.010%
5.003%
5.141%
5.352%
5.872%
5.934%
6.038%
4.983%
5.700%
5.447%
5.610%
6.090%
5.500%
5.982%
5.982%
4.646%
2.475%
0.493%
2.510%
3.348%
3.726%
5.000%
6.250%
3.270%
5.349%
6.500%
5.305%
0.892%
2.549%
0.353%
0.513%
2.535%
5.502%
0.383%

JPMorgan Mortgage Trust

LB-UBS Commercial Mortgage Trust
LB-UBS Commercial Mortgage Trust
LB-UBS Commercial Mortgage Trust
Lehman Brothers Floating Rate Commercial Mortgage Trust
Luminent Mortgage Trust
Luminent Mortgage Trust
MASTR Adjustable Rate Mortgages Trust
Merrill Lynch Alternative Note Asset Trust
Merrill Lynch Alternative Note Asset Trust
Merrill Lynch Mortgage Investors Trust
Merrill Lynch Mortgage Investors Trust
Merrill Lynch Mortgage Investors Trust
Merrill Lynch Mortgage Investors Trust
Merrill Lynch Mortgage Investors Trust
Merrill Lynch Mortgage Investors Trust
Merrill Lynch Mortgage Trust
Merrill Lynch Mortgage Trust
Merrill Lynch Mortgage Trust
Merrill Lynch Mortgage-Backed Securities Trust
Merrill Lynch/Countrywide Commercial Mortgage Trust
Morgan Stanley Capital Trust
Morgan Stanley Capital Trust
Morgan Stanley Capital Trust
Morgan Stanley Mortgage Loan Trust
Morgan Stanley Re-REMIC Trust
Morgan Stanley Re-REMIC Trust
OBP Depositor LLC Trust
RBSSP Resecuritization Trust
Residential Accredit Loans, Inc. Trust
Residential Accredit Loans, Inc. Trust
Residential Accredit Loans, Inc. Trust
Residential Accredit Loans, Inc. Trust
Residential Asset Securitization Trust
Residential Asset Securitization Trust
Residential Funding Mortgage Securities, Inc. Trust
Residential Funding Mortgage Securities, Inc. Trust
Residential Funding Mortgage Securities, Inc. Trust
Royal Bank of Scotland Capital Funding Trust
Sequoia Mortgage Trust
Sequoia Mortgage Trust
Silenus European Loan Conduit Ltd.
Structured Adjustable Rate Mortgage Loan Trust
Structured Adjustable Rate Mortgage Loan Trust
Structured Adjustable Rate Mortgage Loan Trust
Structured Asset Mortgage Investments Trust

MATURITY
DATE

07/25/2035
02/15/2040
02/15/2040
09/15/2045
09/15/2021
12/25/2036
10/25/2046
05/25/2037
03/25/2037
06/25/2037
10/25/2035
06/25/2035
05/25/2034
12/25/2035
09/25/2035
05/25/2036
05/12/2039
06/12/2050
06/12/2050
04/25/2037
09/12/2049
02/12/2044
04/15/2049
06/11/2049
08/25/2035
08/12/2045
08/15/2045
07/15/2045
12/26/2036
08/25/2035
04/25/2035
08/25/2035
02/25/2036
08/25/2019
10/25/2036
09/25/2035
06/25/2035
03/25/2032
01/16/2049
10/19/2026
01/20/2047
05/15/2019
10/25/2035
04/25/2035
02/25/2036
06/25/2036

PRINCIPAL
AMOUNT

EUR
$

702,831
3,750,000
2,525,000
1,920,329
462,605
5,610,939
1,783,622
749,057
1,299,691
941,350
3,846,652
1,707,182
661,949
527,945
697,298
3,124,219
10,170,000
405,305
5,000,000
3,534,158
2,200,000
3,470,000
2,263,111
11,335,000
613,022
3,300,000
4,700,000
2,000,000
3,356,840
2,157,523
541,991
621,861
661,173
358,085
1,400,579
3,134,542
907,809
1,046,296
198,653
92,930
1,739,767
1,936,810
2,234,733
5,727,737
795,218
728,863

MARKET
VALUE

723,427
4,183,286
2,779,113
2,148,520
462,251
4,163,805
1,446,798
503,865
543,407
603,988
3,733,003
1,678,398
640,068
489,245
662,620
2,937,672
11,254,305
412,264
5,218,995
2,856,096
2,474,914
3,878,985
2,303,314
12,800,525
624,382
3,709,218
5,286,584
2,183,783
3,396,122
1,690,373
522,382
357,904
440,559
368,598
1,031,379
2,496,825
894,045
1,102,686
198,593
92,029
1,426,456
2,399,272
1,896,965
5,468,237
662,209
572,992

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

Structured Asset Mortgage Investments Trust

Structured Asset Mortgage Investments Trust
Structured Asset Securities Corp.
Vornado DP LLC Trust
Wachovia Bank Commercial Mortgage Trust
Wachovia Bank Commercial Mortgage Trust
Wachovia Mortgage Loan Trust LLC
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
WaMu Mortgage Pass-Through Certificates
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust
Wells Fargo Mortgage-Backed Securities Trust

MATURITY
DATE

0.413%
0.442%
2.718%
4.004%
0.273%
5.088%
2.637%
0.909%
0.929%
0.979%
1.148%
1.169%
1.368%
2.451%
2.470%
2.470%
2.486%
2.658%
4.853%
5.906%
2.625%
2.626%
2.640%
2.641%
2.701%
2.707%
2.770%
5.006%
5.159%
5.500%
5.500%
5.592%

05/25/2046
07/19/2035
10/28/2035
09/13/2028
06/15/2020
08/15/2041
08/20/2035
01/25/2047
04/25/2047
12/25/2046
06/25/2046
08/25/2046
11/25/2042
04/25/2035
05/25/2046
11/25/2046
09/25/2035
09/25/2036
02/25/2037
08/25/2046
01/25/2035
09/25/2034
06/25/2035
03/25/2036
04/25/2036
04/25/2036
03/25/2036
03/25/2036
10/25/2035
05/25/2022
12/25/2035
04/25/2036

0.253%
0.526%
6.455%
0.393%
0.713%
0.498%
0.502%
0.823%
0.536%
0.525%
0.273%

10/25/2036
10/20/2019
09/20/2022
08/25/2035
05/25/2034
05/03/2018
03/12/2018
09/25/2034
10/30/2017
11/10/2019
10/25/2036

PRINCIPAL
AMOUNT

5,098,833
3,672,849
1,076,707
9,000,000
7,559,091
10,935,000
2,378,647
5,595,433
8,013,207
2,295,253
367,822
1,298,067
364,886
3,200,000
241,011
1,719,758
3,800,000
3,643,231
6,847,390
7,155,777
1,519,890
1,621,182
3,011,436
8,796,030
1,907,733
1,995,799
350,044
1,021,635
4,063,809
1,615,502
465,825
3,853,910

Total Mortgage-Backed Securities

ASSET-BACKED SECURITIES
ACE Securities Corp. Home Equity Loan Trust
AIMCO CLO
Aircraft Certificate Owner Trust
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
AMMC CLO Ltd.
Ares CLO Ltd.
Asset-Backed Securities Corp. Home Equity Loan Trust
Avenue CLO Ltd.
Babson CLO, Inc.
Bear Stearns Asset-Backed Securities Trust

51,444
3,295,655
276,652
268,547
2,035,466
350,426
10,497,531
1,273,381
1,825,635
6,745,626
40,393

MARKET
VALUE

2,723,310
3,592,954
1,013,092
9,443,628
7,498,573
11,279,813
2,192,338
4,378,698
6,956,221
2,026,722
337,676
1,063,242
336,057
2,930,133
207,938
1,523,931
3,434,816
2,970,982
5,656,735
6,529,414
1,488,616
1,643,290
3,005,672
8,265,426
1,868,542
1,815,979
332,312
1,010,263
3,974,095
1,704,095
462,128
3,685,913
618,309,460

16,413
3,268,915
283,676
262,497
1,723,435
350,174
10,421,848
1,135,676
1,825,287
6,699,575
39,646

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

0.713%
1.193%
0.516%
0.293%
2.943%
0.273%
6.681%
0.343%
0.443%
0.483%
4.910%
0.523%
0.555%
0.525%
0.493%
0.573%
0.633%
2.296%
0.516%
0.493%
0.563%
0.464%
0.469%
0.825%
0.243%
0.463%
0.545%
0.719%
0.575%
0.253%
0.663%
0.898%
0.243%
0.553%
0.537%
0.556%
0.534%
0.573%
0.453%
0.593%
0.536%
0.453%
0.693%
0.843%
1.183%
0.623%

Bear Stearns Asset-Backed Securities Trust

Bear Stearns Asset-Backed Securities Trust
BlackRock Senior Income Series Corp.
Carrington Mortgage Loan Trust
Citibank Omni Master Trust
Citigroup Mortgage Loan Trust, Inc.
Conseco Finance Securitizations Corp.
Countrywide Asset-Backed Certificates
Countrywide Asset-Backed Certificates
Countrywide Asset-Backed Certificates
Countrywide Asset-Backed Certificates
Dryden Leveraged Loan CDO
Dryden Leveraged Loan CDO
Duane Street CLO Ltd.
Equity One ABS, Inc.
First Franklin Mortgage Loan Trust
First Franklin Mortgage Loan Trust
Ford Auto Securitization Trust
Galaxy CLO Ltd.
GSAA Home Equity Trust
GSAMP Trust
Halcyon Structured Asset Management CLO Ltd.
Harbourmaster CLO BV
Harvest CLO S.A.
HSI Asset Securitization Corp. Trust
HSI Asset Securitization Corp. Trust
ING Investment Management CLO Ltd.
Jubilee CDO BV
Landmark CDO Ltd.
Morgan Stanley ABS Capital, Inc.
Morgan Stanley ABS Capital, Inc.
Morgan Stanley Home Equity Loan Trust
Morgan Stanley IXIS Real Estate Capital Trust
Morgan Stanley Mortgage Loan Trust
Mountain View Funding CLO Ltd.
MSIM Peconic Bay Ltd.
Navigare Funding CLO Ltd.
Octagon Investment Partners Ltd.
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates
Option One Mortgage Loan Trust
Pacifica CDO Corp.
Park Place Securities, Inc.
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
Popular ABS Mortgage Pass-Through Trust

MATURITY
DATE

07/25/2035
10/25/2037
04/20/2019
06/25/2037
08/15/2018
01/25/2037
12/01/2033
02/25/2037
04/25/2036
08/25/2036
04/25/2036
05/22/2017
08/08/2022
11/08/2017
04/25/2034
09/25/2035
04/25/2035
07/15/2014
04/25/2019
03/25/2037
03/25/2047
05/21/2018
06/15/2020
03/29/2017
10/25/2036
02/25/2036
12/01/2017
10/15/2019
06/01/2017
05/25/2037
07/25/2035
12/25/2034
11/25/2036
04/25/2037
04/15/2019
07/20/2019
05/20/2019
11/28/2018
07/25/2035
02/25/2035
01/26/2020
09/25/2035
07/25/2035
10/25/2034
09/25/2034
06/25/2035

PRINCIPAL
AMOUNT

EUR
$

CAD
$

EUR
$

EUR
$

98,993
3,057,720
2,490,779
1,383,812
54,800,000
113,061
417,456
4,169,071
3,442,103
2,400,000
5,024,089
2,020,390
7,127,549
1,376,902
45,573
355,635
800,000
360,608
3,780,603
1,348,120
2,500,000
1,675,999
1,113,265
891,479
78,997
2,381,000
941,401
3,297,853
600,869
1,346,618
350,000
1,117,111
9,184
1,236,627
1,467,351
1,744,974
1,427,227
1,973,691
129,136
1,030,492
3,088,866
400,741
500,000
2,500,000
977,020
6,300,000

MARKET
VALUE

98,852
2,642,860
2,450,031
1,338,190
56,291,820
56,955
429,073
3,693,872
3,340,381
1,547,664
5,131,977
2,013,934
9,025,466
1,375,895
37,730
350,936
796,751
346,404
3,747,446
797,123
1,321,409
1,675,764
1,431,225
1,159,439
38,050
1,729,899
932,700
4,248,909
599,905
707,582
292,683
1,094,559
3,891
632,045
1,459,386
1,739,848
1,421,818
1,957,668
128,544
1,002,850
3,082,627
388,636
464,216
2,413,114
819,795
5,965,224

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

Sherwood Castle Funding PLC

SLC Student Loan Trust
SLM Student Loan Trust
SLM Student Loan Trust
SLM Student Loan Trust
SLM Student Loan Trust
Soundview Home Loan Trust
Soundview Home Loan Trust
Structured Asset Investment Loan Trust
Volkswagen Car Lease

MATURITY
DATE

PRINCIPAL
AMOUNT

0.689%
4.750%
2.350%
3.200%
3.443%
3.500%
0.253%
0.333%
0.553%
0.753%

06/15/2016
06/15/2033
04/15/2039
05/16/2044
05/16/2044
08/17/2043
11/25/2036
12/25/2036
10/25/2035
02/21/2017

GBP

4.000%
4.000%
6.000%
6.000%
6.000%
6.000%
6.000%
6.000%
4.250%
2.450%
0.100%
4.050%
4.320%
4.490%
2.500%
2.750%
2.000%
2.750%
0.750%

08/20/2015
08/20/2020
08/15/2014
05/15/2015
05/15/2017
08/15/2024
08/15/2040
08/15/2050
12/01/2021
12/15/2015
11/15/2023
03/19/2015
01/30/2020
06/29/2017
11/20/2035
11/20/2025
09/20/2025
08/25/2021
04/15/2018

AUD

EUR

1,000,000
15,536,322
736,291
2,327,412
14,594,383
44,872,081
681,563
1,305,068
1,453,008
174,848

Total Asset-Backed Securities

SOVEREIGN ISSUES
Australia Government CPI Linked Bond
Australia Government CPI Linked Bond
Brazil Notas do Tesouro Nacional
Brazil Notas do Tesouro Nacional
Brazil Notas do Tesouro Nacional
Brazil Notas do Tesouro Nacional
Brazil Notas do Tesouro Nacional
Brazil Notas do Tesouro Nacional
Canada Government Bond
Canada Housing Trust
Denmark Government Bond
Mexico Government International Bond
Mexico Government International Bond
Mexico Government International Bond
New South Wales Treasury Corp. CPI Linked Bond
New South Wales Treasury Corp. CPI Linked Bond
New Zealand Government CPI Linked Bond
Province of Quebec
Republic of Germany

BRL

CAD
DKK

AUD
NZD
$
EUR

74,600,000
96,500,000
10,083,000
4,400,000
19,475,000
6,100,000
30,250,000
27,825,000
33,971,460
26,100,000
3,299,488
107,740,000
911,400,000
96,400,000
12,800,000
60,450,000
4,875,000
25,900,000
65,605,050

Total Sovereign Issues

MARKET
VALUE

1,518,299
14,523,090
738,518
2,412,968
15,113,476
42,403,735
252,312
1,264,264
1,390,427
227,893
238,097,270

121,612,026
162,244,869
10,643,585
4,683,803
20,827,762
6,731,317
34,154,994
31,692,573
42,262,804
25,395,410
565,099
8,320,407
69,755,927
7,406,366
13,423,065
68,428,389
3,766,475
25,470,967
89,618,061
747,003,899

SHARES

PREFERRED SECURITIES
BANKING & FINANCE

7.000%
8.125%

Ally Financial, Inc.

GMAC Capital Trust

07/29/2013
02/15/2040

7,750
500,000

Total Preferred Securities

7,366,618
13,025,000
20,391,618

PRINCIPAL
AMOUNT

SHORT-TERM INSTRUMENTS
CERTIFICATES OF DEPOSIT

Dexia Credit Local S.A.

1.700%

09/06/2013

3.100%

10/01/2013

6,600,000

6,612,822

20,000,000

19,957,162

COMMERCIAL PAPER

Santander S.A.

10

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
LENDING
RATE

MATURITY
DATE

PRINCIPAL
AMOUNT

MARKET
VALUE

REPURCHASE AGREEMENTS

0.100%
0.180%
0.160%
0.150%
0.100%
0.150%
0.200%
0.200%
0.170%
0.010%

Barclays, Inc.
Barclays, Inc.
BNP Paribas Securities Corp.
Citigroup Global Markets, Inc.
Deutsche Bank Securities, Inc.
Goldman Sachs Group, Inc.
JPMorgan Securities, Inc.
Morgan Stanley & Co., Inc.
RBC Capital Markets LLC
State Street Bank and Trust Co.

07/01/2013
07/01/2013
07/01/2013
07/01/2013
07/01/2013
07/01/2013
07/01/2013
07/01/2013
07/01/2013
07/01/2013

6,000,000
8,200,000
9,000,000
22,200,000
50,600,000
4,100,000
8,200,000
11,100,000
13,600,000
2,599,000

6,000,000
8,200,000
9,000,000
22,200,000
50,600,000
4,100,000
8,200,000
11,100,000
13,600,000
2,599,000
135,599,000

COUPON

U.S. TREASURY BILLS

0.110%

08/15/2013 - 06/26/2014

323,151,000

322,846,844

SHARES

CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES

35,385,626
2,353

PIMCO Short-Term Floating NAV Portfolio

PIMCO Short-Term Floating NAV Portfolio III

Total Short-Term Instruments

BORROWING
RATE

BORROWINGS AND OTHER FINANCING TRANSACTIONS

REVERSE REPURCHASE AGREEMENTS
Bank of Montreal
Bank of Montreal
Bank of Montreal
Bank of Montreal
BNP Paribas Securities Corp.
Bank of Nova Scotia
JPMorgan Securities, Inc.
JPMorgan Securities, Inc.
JPMorgan Securities, Inc.
JPMorgan Securities, Inc.
JPMorgan Securities, Inc.
JPMorgan Securities, Inc.
JPMorgan Securities, Inc.
RBC Dain Rausher, Inc.
RBC Dain Rausher, Inc.
TD Securities (USA) LLC
TD Securities (USA) LLC
TD Securities (USA) LLC
TD Securities (USA) LLC

0.130%
0.140%
0.150%
0.170%
0.200%
0.180%
0.130%
0.130%
0.130%
0.130%
0.140%
0.140%
0.150%
0.140%
0.140%
0.130%
0.130%
0.140%
0.150%

Total Reverse Repurchase Agreements

11

BORROWING
AMOUNT

07/03/2013
07/02/2013
07/09/2013
07/16/2013
07/29/2013
07/17/2013
07/16/2013
07/11/2013
07/11/2013
07/12/2013
08/29/2013
09/13/2013
07/08/2013
07/01/2013
07/01/2013
07/23/2013
07/19/2013
07/22/2013
08/09/2013

153,212,500
54,181,500
88,360,375
185,732,250
2,244,375
102,372,750
151,383,750
13,518,750
12,360,000
216,439,000
14,729,000
119,235,375
20,319,393
9,836,750
10,815,000
399,437,500
66,412,500
194,412,500
118,230,750

354,068,578
23,510
354,092,088
839,107,916
PAYABLE
FOR REVERSE
REPURCHASE
AGREEMENTS

(153,219,140)
(54,184,239)
(88,369,947)
(185,781,366)
(2,246,108)
(102,435,771)
(151,413,816)
(13,519,970)
(12,360,536)
(216,442,907)
(14,730,375)
(119,246,504)
(20,323,457)
(9,837,286)
(10,815,505)
(399,492,310)
(66,418,975)
(194,432,912)
(118,251,440)
(1,933,522,564)

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
COUPON

SHORT SALES
Fannie Mae

4.000%

MATURITY
DATE

07/01/2043

PRINCIPAL
AMOUNT

3,000,000

Total Short Sales

EXERCISE
PRICE

EXPIRATION
DATE

MARKET
VALUE

(3,125,156)
(3,125,156)

# OF
CONTRACTS

EXCHANGE TRADED OR CENTRALLY CLEARED FINANCIAL DERIVATIVE INSTRUMENTS

EXCHANGE-TRADED PURCHASED OPTIONS
OPTIONS ON COMMODITY FUTURES CONTRACTS

Call - NYMEX Brent Crude December Futures

Call - NYMEX Brent Crude November Futures
Call - NYMEX Brent Crude October Futures

118.750
118.750
118.750

12/31/2013
11/29/2013
10/31/2013

243
243
243

3.300
3.300
3.300
6.000
6.000
11.000
2.000
103.000

12/31/2013
11/29/2013
10/31/2013
05/14/2014
11/13/2013
11/13/2013
11/12/2014
07/17/2013

243
243
243
280
2,536
85
100
791

(217,388)
(151,049)
(92,875)
(596,400)
(5,503,120)
(57,800)
(106,000)
(110,740)
(6,835,372)

129.000
133.000

08/23/2013
08/23/2013

1,005
1,005

(2,886,844)
(28,978)
(2,915,822)

Total Options on Commodity Futures Contracts

145,800
109,350
72,900
328,050

EXCHANGE-TRADED WRITTEN OPTIONS

OPTIONS ON COMMODITY FUTURES CONTRACTS

Call - NYMEX Ultra-Low Sulfur Diesel December Futures

Call - NYMEX Ultra-Low Sulfur Diesel November Futures
Call - NYMEX Ultra-Low Sulfur Diesel October Futures
Call - NYMEX WTI Brent Crude Spread May Futures
Call - NYMEX WTI Brent Crude Spread November Futures
Put - NYMEX WTI Brent Crude Spread November Futures
Call - NYMEX WTI Brent Crude Spread November Futures
Call - NYMEX WTI Light Sweet Crude Oil August Futures

Total Options on Commodity Futures Contracts

OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS

Put - CBOT U.S. Treasury 10-Year Note September Futures

Call - CBOT U.S. Treasury 10-Year Note September Futures

Total Options on Exchange-Traded Futures Contracts

UNREALIZED
APPRECIATION/
(DEPRECIATION)

EXPIRATION
MONTH

FUTURES CONTRACTS
10-Year Deliverable Interest Rate Swap September Futures
90-Day Eurodollar March Futures

09/2013
03/2016

12

45
6,693

158,948
(10,768,377)

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
EXPIRATION
MONTH

03/2017
09/2015
05/2014
02/2014
11/2014
09/2013
12/2013
09/2013
11/2013
11/2014
08/2013
11/2013
08/2013
03/2014
03/2016
07/2014
07/2016
11/2014
11/2016
01/2014
01/2016
12/2013
12/2015
06/2014
06/2016
05/2014
05/2016
02/2014
02/2016
04/2014
04/2016
10/2014
10/2016
09/2014
09/2016
08/2014
08/2016
08/2013
12/2013
07/2013
11/2013
10/2013
09/2013
01/2014
07/2013
02/2014

90-Day Eurodollar March Futures

90-Day Eurodollar September Futures
Brent Crude June Futures
Brent Crude March Futures
Brent Crude November Futures
Brent Crude October Futures
Corn December Futures
Corn September Futures
Euro-Mill Wheat November Futures
Euro-Mill Wheat November Futures
Euro-Rapeseed August Futures
Euro-Rapeseed November Futures
Gold 100 oz. August Futures
Henry Hub Natural Gas Swap April Futures
Henry Hub Natural Gas Swap April Futures
Henry Hub Natural Gas Swap August Futures
Henry Hub Natural Gas Swap August Futures
Henry Hub Natural Gas Swap December Futures
Henry Hub Natural Gas Swap December Futures
Henry Hub Natural Gas Swap February Futures
Henry Hub Natural Gas Swap February Futures
Henry Hub Natural Gas Swap January Futures
Henry Hub Natural Gas Swap January Futures
Henry Hub Natural Gas Swap July Futures
Henry Hub Natural Gas Swap July Futures
Henry Hub Natural Gas Swap June Futures
Henry Hub Natural Gas Swap June Futures
Henry Hub Natural Gas Swap March Futures
Henry Hub Natural Gas Swap March Futures
Henry Hub Natural Gas Swap May Futures
Henry Hub Natural Gas Swap May Futures
Henry Hub Natural Gas Swap November Futures
Henry Hub Natural Gas Swap November Futures
Henry Hub Natural Gas Swap October Futures
Henry Hub Natural Gas Swap October Futures
Henry Hub Natural Gas Swap September Futures
Henry Hub Natural Gas Swap September Futures
High-Low Sulfer Fuel Oil Spread Swap August Futures
High-Low Sulfer Fuel Oil Spread Swap December Futures
High-Low Sulfer Fuel Oil Spread Swap July Futures
High-Low Sulfer Fuel Oil Spread Swap November Futures
High-Low Sulfer Fuel Oil Spread Swap October Futures
High-Low Sulfer Fuel Oil Spread Swap September Futures
Natural Gas February Futures
Natural Gas July Futures
Natural Gas March Futures

13

UNREALIZED
APPRECIATION/
(DEPRECIATION)

# OF
CONTRACTS

2,844
1,268
3,037
972
355
972
1,442
1,442
435
68
66
67
47
557
765
607
831
590
814
459
716
590
814
607
831
557
765
590
814
607
831
541
749
607
831
557
765
8
8
8
8
8
8
597
3,531
597

(4,230,624)
(1,179,113)
389,806
1,500,950
1,452,249
(1,450,050)
(2,852,784)
2,065,708
(1,091,926)
(56,098)
(172,081)
(105,690)
(768,554)
633,427
(353,543)
537,899
(164,715)
119,269
533,572
387,307
245,652
523,419
305,652
560,662
(208,343)
558,232
(265,568)
561,769
134,712
674,157
(351,690)
328,828
113,598
504,514
(94,080)
483,037
(146,993)
982
10,342
(23,018)
12,982
12,502
10,982
3,506,770
10,036,360
(3,196,207)

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
EXPIRATION
MONTH

03/2014
04/2014
09/2013
09/2014
10/2013
11/2013
09/2013
09/2013
12/2013
12/2014
09/2013
09/2013
07/2013
11/2014
05/2014
02/2014
09/2013

8,814
1,265
3,531
7,549
479
740
345
2,114
62
25
145
132
783
355
3,037
972
972

FIXED DEAL
(PAY) RATE

MATURITY
DATE

NOTIONAL
AMOUNT

(5.000%)

06/20/2018

Natural Gas March Futures

Natural Gas May Futures
Natural Gas October Futures
Natural Gas October Futures
Platinum October Futures
Soybean November Futures
U.S. Treasury 10-Year Note September Futures
U.S. Treasury 30-Year Bond September Futures
Wheat December Futures
Wheat December Futures
Wheat September Futures
White Sugar Ocotober Futures
WTI Crude August Futures
WTI Crude December Futures
WTI Crude June Futures
WTI Crude March Futures
WTI Crude October Futures

UNREALIZED
APPRECIATION/
(DEPRECIATION)

# OF
CONTRACTS

Total Futures Contracts

33,215,548
(3,363,631)
(6,218,552)
(25,172,770)
9,696
2,541,560
(743,001)
(7,177,653)
(192,116)
80,006
189,938
51,430
47,935
(774,061)
6,568,636
(261,884)
(854,124)
(3,168,210)
UNREALIZED
APPRECIATION

CENTRALLY CLEARED SWAP AGREEMENTS

CREDIT DEFAULT SWAPS ON CREDIT INDICES - BUY PROTECTION

CDX.HY-20 5-Year Index

11,700,000

26,702
26,702

81,400,000
237,500,000

3,583,358
17,037,971
20,621,329

Total Credit Default Swaps on Credit Indices - Buy Protection

FIXED
RATE

INTEREST RATE SWAPS - PAY/RECEIVE FLOATING RATE INDEX

2.000%
2.750%

06/19/2023
06/19/2043

SETTLEMENT
MONTH

CURRENCY TO
BE DELIVERED

Receive 3-Month USD-LIBOR

Receive 3-Month USD-LIBOR

Total Interest Rate Swaps

OTC FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS
Bought USD / Sold AUD
Bought USD / Sold AUD
Bought USD / Sold BRL
Bought USD / Sold BRL
Bought USD / Sold BRL
Bought USD / Sold EUR
Bought USD / Sold EUR

07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013

14

AUD
BRL

EUR

100,000,000
416,677,000
6,628,500
6,634,620
13,263,216
406,009,000
39,489,000

CURRENCY TO
BE RECEIVED

97,964,000
408,343,460
3,000,000
2,952,000
5,986,286
525,867,729
51,048,773

NET UNREALIZED
APPRECIATION/
(DEPRECIATION)

6,562,774
27,495,574
29,377
(21,366)
42,254
(2,613,663)
(352,062)

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
SETTLEMENT
MONTH

07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
07/2013
08/2013
08/2013
08/2013
08/2013
08/2013
08/2013
08/2013
08/2013
08/2013
08/2013

Bought USD / Sold EUR

Bought USD / Sold GBP
Bought USD / Sold INR
Bought USD / Sold INR
Bought USD / Sold JPY
Bought USD / Sold JPY
Bought USD / Sold JPY
Bought USD / Sold JPY
Bought USD / Sold JPY
Bought USD / Sold NZD
Bought AUD / Sold USD
Bought AUD / Sold USD
Bought AUD / Sold USD
Bought AUD / Sold USD
Bought BRL / Sold USD
Bought BRL / Sold USD
Bought BRL / Sold USD
Bought EUR / Sold USD
Bought EUR / Sold USD
Bought EUR / Sold USD
Bought EUR / Sold USD
Bought EUR / Sold USD
Bought GBP / Sold USD
Bought GBP / Sold USD
Bought INR / Sold USD
Bought INR / Sold USD
Bought INR / Sold USD
Bought INR / Sold USD
Bought INR / Sold USD
Bought INR / Sold USD
Bought INR / Sold USD
Bought JPY / Sold USD
Bought JPY / Sold USD
Bought JPY / Sold USD
Bought JPY / Sold USD
Bought USD / Sold ZAR
Bought USD / Sold BRL
Bought USD / Sold BRL
Bought USD / Sold BRL
Bought USD / Sold BRL
Bought USD / Sold BRL
Bought USD / Sold BRL
Bought USD / Sold BRL
Bought USD / Sold EUR
Bought USD / Sold GBP
Bought BRL / Sold USD

15

CURRENCY TO
BE DELIVERED

EUR
GBP
INR
JPY

NZD
$

ZAR
BRL

EUR
GBP
$

1,000
41,958,000
1,529,579,798
5,665,504,052
3,447,200,000
5,871,700,000
3,237,300,000
111,400,000
3,357,041,000
5,242,000
10,578,229
54,848,387
21,189,755
1,280,419
2,991,740
2,994,503
5,952,000
154,542,853
20,130,222
296,952,183
44,661,600
70,978,609
11,236,474
54,257,456
18,127,000
24,941,000
6,250,000
4,938,000
14,863,000
61,093,000
279,000
9,375,257
45,104,648
23,129,923
138,776,641
75,919,738
7,867,695
2,094,926
3,769,134
112,987,723
6,132,878
27,570,444
6,198,336
139,483,000
7,304,000
382,100

NET UNREALIZED
APPRECIATION/
(DEPRECIATION)

CURRENCY TO
BE RECEIVED

AUD

BRL

EUR

GBP
INR

JPY

BRL

1,307
63,608,328
25,450,579
94,267,954
35,390,370
60,744,095
32,735,910
1,134,930
34,003,203
4,288,690
11,003,000
56,820,000
22,046,000
1,319,000
6,628,500
6,634,620
13,263,216
117,054,000
15,096,000
225,606,000
33,489,000
54,254,000
7,304,000
34,654,000
987,377,690
1,358,699,930
350,937,500
267,738,360
808,844,460
3,405,817,270
15,668,640
887,700,000
4,369,400,000
2,178,700,000
13,505,400,000
8,324,989
3,489,000
940,800
1,681,200
52,257,000
2,706,000
12,232,000
2,720,000
182,395,782
11,234,136
814,637

6
(207,674)
(180,564)
(668,802)
631,301
1,538,123
93,320
11,653
153,231
228,733
(521,352)
(2,914,210)
(1,039,441)
(74,837)
(21,117)
(21,137)
(7,968)
(2,179,580)
(480,522)
(3,292,257)
(1,070,662)
(358,920)
(127,458)
(1,550,470)
(1,581,529)
(2,173,288)
(369,346)
(451,513)
(1,309,207)
(4,021,777)
(16,441)
(424,333)
(1,046,781)
(1,161,490)
(2,597,963)
675,937
(12,344)
8,499
3,830
1,974,308
(23,302)
(37,618)
(38,433)
815,494
127,458
(19,564)

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
SETTLEMENT
MONTH

08/2013
09/2013
09/2013
09/2013
09/2013
09/2013
09/2013
09/2013
09/2013
09/2013
09/2013
09/2013
09/2013
09/2013
10/2013
10/2013
10/2013
10/2013
10/2013
10/2013

Bought BRL / Sold USD

Bought USD / Sold CAD
Bought USD / Sold EUR
Bought USD / Sold EUR
Bought USD / Sold MXN
Bought USD / Sold MXN
Bought USD / Sold MXN
Bought USD / Sold MXN
Bought USD / Sold MXN
Bought USD / Sold MXN
Bought CAD / Sold USD
Bought EUR / Sold USD
Bought EUR / Sold USD
Bought MXN / Sold USD
Bought USD / Sold INR
Bought USD / Sold INR
Bought USD / Sold INR
Bought USD / Sold INR
Bought INR / Sold USD
Bought INR / Sold USD

CURRENCY TO
BE DELIVERED

$
CAD
EUR
MXN

INR

76,642,864
201,594,000
224,000
231,000
600,347,951
20,077,824
49,508,384
1,879,416
187,723,746
61,143,951
127,411,327
3,120,734
34,698,672
117,999,356
1,538,523,160
640,989,240
686,981,920
383,078,190
25,029,943
92,626,568

BRL
$

CAD
EUR
MXN
$

INR

155,722,970
197,765,264
297,718
302,312
46,276,232
1,536,000
3,719,000
144,000
13,990,000
4,604,900
130,036,000
2,363,000
25,883,000
1,489,848,075
25,478,000
10,616,000
11,296,000
6,281,000
1,529,579,798
5,665,504,052

Total Foreign Currency Contracts

EXERCISE
PRICE

NET UNREALIZED
APPRECIATION/
(DEPRECIATION)

CURRENCY TO
BE RECEIVED

EXPIRATION
DATE

NOTIONAL
AMOUNT

(7,341,793)
6,463,497
6,051
1,530
262,503
(2,867)
(75,576)
(48)
(398,105)
(81,485)
(4,014,218)
(43,904)
(996,771)
(3,809,800)
144,497
61,396
(15,925)
(26,811)
156,298
662,289
(1,646,361)
MARKET
VALUE

OTC PURCHASED OPTIONS

OPTIONS ON COMMODITY FUTURES CONTRACTS

Call - OTC Brent Crude December Futures

Call - OTC Brent Crude December Futures
Call - OTC Brent Crude February Futures
Call - OTC Brent Crude February Futures
Call - OTC Brent Crude January Futures
Call - OTC Brent Crude January Futures
Call - OTC WTI Crude December Futures
Call - OTC WTI Crude December Futures
Call - OTC WTI Crude December Futures
Call - OTC WTI Crude December Futures
Call - OTC WTI Crude December Futures

118.750
118.750
118.750
118.750
118.750
118.750
130.000
120.000
130.000
150.000
130.000

10/31/2013
10/31/2013
12/31/2013
12/31/2013
11/29/2013
11/29/2013
11/15/2013
11/15/2013
11/15/2013
11/17/2015
11/15/2013

4,000,000
2,000,000
4,000,000
2,000,000
4,000,000
2,000,000
57,600,000
5,000,000
9,800,000
102,000,000
15,000,000

12,000
6,000
24,000
12,000
18,000
9,000
63,360
10,500
10,780
326,400
16,500
508,540

04/14/2014

117,000,000

4,384,224
4,384,224

Total Options on Commodity Futures Contracts

EXERCISE
RATE

INTEREST RATE SWAPTIONS - PAY/RECEIVE FLOATING RATE INDEX

3.875%

Put - OTC 30-Year Interest Rate Swap/Receive 3-Month USD-LIBOR

Total Interest Rate Swaptions

16

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
EXERCISE
PRICE

EXPIRATION
DATE

NOTIONAL
AMOUNT

MARKET
VALUE

OTC WRITTEN OPTIONS

OPTIONS ON COMMODITY FUTURES CONTRACTS

Call - OTC Brent Crude December Futures

Call - OTC Brent Crude December Futures
Call - OTC Brent Crude December Futures
Call - OTC Brent Crude December Futures
Call - OTC Brent Crude December Futures
Call - OTC Brent Crude December Futures
Call - OTC Ultra-Low Sulfur Diesel December Futures
Call - OTC Ultra-Low Sulfur Diesel January Futures
Call - OTC Ultra-Low Sulfur Diesel November Futures
Call - OTC Ultra-Low Sulfur Diesel November Futures
Call - OTC Ultra-Low Sulfur Diesel November Futures
Call - OTC Ultra-Low Sulfur Diesel October Futures

140.000
129.000
140.000
160.000
160.000
140.000
3.300
3.300
3.300
3.300
3.300
3.300

11/11/2013
11/11/2013
11/11/2013
11/10/2015
11/10/2015
11/11/2013
12/31/2013
12/31/2013
10/31/2013
11/29/2013
11/29/2013
10/31/2013

57,600,000
5,000,000
9,800,000
50,000,000
52,000,000
15,000,000
840,000
1,680,000
1,680,000
1,680,000
840,000
840,000

Total Options on Commodity Futures Contracts

(51,840)
(11,000)
(8,820)
(235,000)
(244,400)
(13,500)
(17,892)
(24,864)
(15,288)
(24,864)
(12,432)
(7,644)
(667,544)

EXERCISE
RATE

INTEREST RATE SWAPTIONS - PAY/RECEIVE FLOATING RATE INDEX

Put - OTC 2-Year Interest Rate Swap/Pay 6-Month EUR-EURIBOR

Put - OTC 2-Year Interest Rate Swap/Pay 6-Month EUR-EURIBOR
Put - OTC 2-Year Interest Rate Swap/Pay 6-Month EUR-EURIBOR
Put - OTC 2-Year Interest Rate Swap/Pay 6-Month EUR-EURIBOR

1.150%
1.150%
1.150%
1.150%

07/24/2013
07/24/2013
07/24/2013
07/24/2013

EUR

179,700,000
66,500,000
79,300,000
29,900,000

(8,093)
(2,995)
(3,571)
(1,347)

Call - OTC 2-Year Interest Rate Swap (Effective 07/05/2016)/Receive 3-Month USD-LIBOR

1.600%

07/02/2013

103,300,000

(1)

Put - OTC 2-Year Interest Rate Swap (Effective 07/05/2016)/Pay 3-Month USD-LIBOR

1.600%

07/02/2013

103,300,000

(2,244,747)

Call - OTC 2-Year Interest Rate Swap (Effective 07/05/2016)/Receive 3-Month USD-LIBOR

1.600%

07/02/2013

417,900,000

(4)

Put - OTC 2-Year Interest Rate Swap (Effective 07/05/2016)/Pay 3-Month USD-LIBOR
Call - OTC 5-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Call - OTC 5-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Call - OTC 5-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 6-Month EUR-EURIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 6-Month EUR-EURIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 6-Month EUR-EURIBOR
Put - OTC 5-Year Interest Rate Swap/Pay 6-Month EUR-EURIBOR
Call - OTC 10-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 10-Year Interest Rate Swap/Pay 3-Month USD-LIBOR

1.600%
0.750%
1.250%
1.400%
0.750%
1.250%
1.400%
2.850%
0.750%
1.250%
1.450%
1.700%
1.700%
1.700%
1.700%
1.800%
2.650%

07/02/2013
09/03/2013
09/03/2013
09/03/2013
09/03/2013
09/03/2013
09/03/2013
04/14/2014
09/03/2013
09/03/2013
09/03/2013
07/24/2013
07/24/2013
07/24/2013
07/24/2013
07/29/2013
07/29/2013

417,900,000
40,100,000
40,100,000
113,200,000
31,400,000
31,400,000
84,900,000
491,500,000
199,900,000
199,900,000
320,000,000
144,700,000
30,000,000
56,700,000
39,800,000
103,200,000
103,200,000

(9,081,297)
(1,067)
(874,886)
(1,815,988)
(835)
(685,073)
(1,361,991)
(3,298,112)
(5,317)
(4,361,338)
(4,596,864)
(82,986)
(17,205)
(32,518)
(22,826)
(330)
(1,570,714)

17

EUR

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
EXERCISE
RATE

1.800%
2.650%
1.800%
2.650%
1.800%
2.650%
1.800%
2.650%
1.800%
2.650%
1.900%
2.400%

Call - OTC 10-Year Interest Rate Swap/Receive 3-Month USD-LIBOR

Put - OTC 10-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Call - OTC 10-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 10-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Call - OTC 10-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 10-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Call - OTC 10-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 10-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Call - OTC 10-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 10-Year Interest Rate Swap/Pay 3-Month USD-LIBOR
Call - OTC 10-Year Interest Rate Swap/Receive 3-Month USD-LIBOR
Put - OTC 10-Year Interest Rate Swap/Pay 3-Month USD-LIBOR

EXPIRATION
DATE

07/29/2013
07/29/2013
07/29/2013
07/29/2013
07/29/2013
07/29/2013
07/29/2013
07/29/2013
07/29/2013
07/29/2013
09/03/2013
09/03/2013

NOTIONAL
AMOUNT

73,700,000
73,700,000
102,800,000
102,800,000
76,400,000
76,400,000
161,600,000
161,600,000
99,100,000
99,100,000
39,300,000
39,300,000

Total Interest Rate Swaptions

MARKET
VALUE

(236)
(1,121,721)
(329)
(1,564,626)
(244)
(1,162,816)
(517)
(2,459,568)
(317)
(1,508,312)
(7,891)
(1,492,488)
(39,389,170)

EXERCISE
PRICE

FOREIGN CURRENCY OPTIONS

Put - OTC USD versus JPY

Put - OTC USD versus JPY

95.000
95.000

JPY

07/05/2013
07/05/2013

60,500,000
61,900,000

(28,254)
(28,907)
(57,161)

03/04/2014
03/03/2014
08/22/2013
08/08/2013
08/15/2013
11/01/2013
12/05/2013
11/01/2013
12/05/2013

710,000
1,800,000
462,000,000
492,000,000
159,000,000
3,285,000
4,480,000
1,465,000
810,000

(276,559)
(774,745)
(656,040)
(678,340)
(140,837)
(4,291,407)
(4,779,492)
(1,913,824)
(864,149)
(14,375,393)

85,000,000

(197,602)

Total Foreign Currency Options

STRIKE
VALUE

OPTIONS ON INDICES

Put - OTC GOLDLNPM versus PLTMLNPM Index Spread

Put - OTC GOLDLNPM versus PLTMLNPM Index Spread
Put - OTC NRCAL16 Index
Put - OTC NRCAL16 Index
Put - OTC NRCAL16 Index
Put - OTC PLTMLNPM Index
Put - OTC PLTMLNPM Index
Put - OTC PLTMLNPM Index
Put - OTC PLTMLNPM Index

0.000
(3.000)
4.400
4.400
4.300
1,420.000
1,410.000
1,420.000
1,410.000

Total Options on Indices

INITIAL
INDEX

INFLATION-CAPPED OPTIONS - FLOATING RATE

Floor - OTC CPURNSA Index/Maximum of [(1 + 0.000%)10 - (Final Index/Initial Index)] or 0

218.803

02/11/2021

10

216.687

04/07/2020

325,100,000

(508,495)

10

Floor - OTC CPURNSA Index/Maximum of [(1 + 0.000%) - (Final Index/Initial Index)] or 0

217.965

09/29/2020

33,400,000

(54,676)

Floor - OTC CPURNSA Index/Maximum of [0.000% - (Final Index/Initial Index - 1)] or 0

215.949

03/10/2020

36,600,000

(58,161)

0.000

03/01/2018

18,900,000

(136,108)

217.965

09/28/2015

9,100,000

(11,049)

Floor - OTC CPURNSA Index/Maximum of [(1 + 0.000%) - (Final Index/Initial Index)] or 0

Floor - OTC YOY CPURNSA Index/Maximum of [0.000% - (Final Index/Initial Index - 1)] or 0
Floor - OTC YOY CPURNSA Index/Maximum of [-1.000% - (Final Index/Initial Index - 1)] or 0

Total Inflation-Capped Options

(966,091)

18

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
FIXED PRICE
PER UNIT

MATURITY
DATE

UNREALIZED
APPRECIATION/
(DEPRECIATION)

# OF
UNITS

OTC SWAP AGREEMENTS

COMMODITY FORWARD SWAPS - PAY/RECEIVE UNDERLYING REFERENCE COMMODITY

Receive 2H13 GOCO Index

Receive 2H13 GOCO Index
Pay 2H13 GOCO Index
Pay 2H13 GOCO Index
Pay 2H13 GOCO Index
Pay 2H13 GOCO Index
Pay 2H13 GOCO Index
Pay 2H13 GOCO Index
Receive 2H13 LSFOCO Index
Receive 2H13 LSFOCO Index
Pay 2H13 LSFOCO Index
Pay 2H13 LSFOCO Index
Pay 2H13 LSFOCO Index
Pay 2H13 LSFOCO Index
Pay 2H13 LSFOCO Index
Pay 2H13 LSFOCO Index
Receive 3Q13 GOCO Index
Receive 3Q13 GOCO Index
Pay 3Q13 GOCO Index
Receive 3Q13 LSFOCO Index
Receive 3Q13 LSFOCO Index
Pay 3Q13 LSFOCO Index
Receive 4Q13 BRENT Index
Pay 4Q13 RBOB Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 GOCO Index
Pay CAL14 HSFOCO Index
Pay CAL14 HSFOCO Index
Pay CAL14 HSFOCO Index
Pay CAL14 HSFOCO Index
Pay CAL14 HSFOCO Index
Pay CAL14 HSFOCO Index
Pay CAL14 HSFOCO Index
Pay CAL14 HSFOCO Index

15.200
15.300
16.000
17.600
17.630
17.675
18.100
18.100
7.700
7.700
7.200
7.100
6.800
6.530
6.525
6.500
13.750
13.780
14.850
7.560
7.450
7.790
105.110
2.630
16.970
17.000
17.100
17.180
17.350
17.450
17.700
17.760
17.880
17.900
10.900
10.750
10.450
10.350
10.100
10.100
9.900
9.880

19

12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
12/31/2013
09/30/2013
09/30/2013
09/30/2013
09/30/2013
09/30/2013
09/30/2013
12/31/2013
12/31/2013
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014

36,000
33,000
18,000
132,000
150,000
198,000
132,000
36,000
33,000
36,000
132,000
36,000
132,000
150,000
198,000
18,000
24,000
45,000
16,500
45,000
24,000
16,500
37,500
1,575,000
75,000
75,000
114,000
90,000
30,900
30,900
75,600
82,500
82,800
122,400
122,400
82,500
30,900
30,900
82,800
75,600
114,000
90,000

17,434
12,684
5,671
252,607
291,549
394,737
318,551
86,878
6,902
7,529
38,337
14,053
91,093
143,981
190,054
17,817
43,051
79,370
(11,456)
(6,098)
(5,891)
(1,557)
(180,973)
131,182
39,524
41,765
74,838
66,255
27,980
31,058
94,812
108,396
118,687
177,888
(19,747)
(983)
8,865
11,943
52,622
48,046
95,161
76,920

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
FIXED PRICE
PER UNIT

Pay CAL14 HSFOCO Index

Pay CAL14 HSFOCO Index
Pay CBOT Wheat December Futures
Receive Euro-Mill Wheat November Futures
Receive NGCAL19 Index

9.700
9.570
8.213
2.820
7.200

MATURITY
DATE

UNREALIZED
APPRECIATION/
(DEPRECIATION)

# OF
UNITS

12/31/2014
12/31/2014
11/11/2013
11/11/2013
12/31/2019

75,000
75,000
915,000
25,000
2,042,000

Total Commodity Forward Swaps

FIXED DEAL
(PAY) RATE

NOTIONAL
AMOUNT

77,547
87,259
1,368,771
(740,637)
(3,606,317)
178,158
UNREALIZED
(DEPRECIATION)

CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION

Con-way, Inc.
D.R. Horton, Inc.
D.R. Horton, Inc.
DISH DBS Corp.
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA
Lennar Corp.
Lennar Corp.
New York Times Co.
Royal Bank of Scotland Group PLC
Royal Bank of Scotland Group PLC
Tate & Lyle International Finance PLC

(1.834%)
(1.000%)
(1.000%)
(3.650%)
(3.000%)
(3.000%)
(5.000%)
(5.000%)
(1.000%)
(3.000%)
(1.000%)
(1.150%)

03/20/2018
03/20/2016
06/20/2016
12/20/2013
03/20/2014
03/20/2014
06/20/2015
09/20/2014
03/20/2015
03/20/2015
12/20/2016
06/20/2016

10,000,000
5,000,000
4,000,000
5,000,000
29,000,000
100,000
3,000,000
1,200,000
1,000,000
1,000,000
800,000
3,500,000

Total Credit Default Swaps on Corporate Issues - Buy Protection

(57,861)
(257,719)
(201,185)
(82,887)
(1,721,383)
(5,792)
(149,320)
(27,623)
(66,468)
(14,407)
(11,458)
(75,327)
(2,671,430)
UNREALIZED
APPRECIATION/
(DEPRECIATION)

FIXED DEAL
RECEIVE RATE

CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION

1.000%
1.000%

Brazil Government International Bond

Tokyo Electric Power Co., Inc.

06/20/2020
09/20/2013

JPY

6,850,000
134,000,000

Total Credit Default Swaps on Corporate and Sovereign Issues - Sell Protection

(255,951)
287,582
31,631

FIXED
RATE

INTEREST RATE SWAPS - PAY/RECEIVE FLOATING RATE INDEX

1.900%
2.000%
1.950%
2.000%
2.000%
2.000%
2.000%
2.150%
2.150%
2.150%

Pay 1-Month EUR-FRCPXTOB Index

Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index

20

07/25/2016
09/01/2016
09/01/2017
02/01/2018
02/01/2018
02/01/2018
02/01/2018
04/01/2021
04/01/2021
04/01/2021

EUR

37,900,000
60,000,000
38,500,000
7,800,000
7,900,000
31,200,000
8,900,000
27,800,000
14,900,000
30,800,000

1,031,163
2,227,622
1,594,996
261,473
261,882
1,043,441
291,637
857,481
261,473
460,238

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
FIXED
RATE

2.150%
2.150%
1.950%
2.100%
2.100%
2.100%
2.100%
7.900%
8.150%
8.255%
8.260%
8.270%
8.485%
8.560%
8.630%
2.360%
2.415%
2.250%
2.500%
2.500%
4.500%
4.500%

Pay 1-Month EUR-FRCPXTOB Index

Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Month EUR-FRCPXTOB Index
Pay 1-Year BRL-CDI
Pay 1-Year BRL-CDI
Pay 1-Year BRL-CDI
Pay 1-Year BRL-CDI
Pay 1-Year BRL-CDI
Pay 1-Year BRL-CDI
Pay 1-Year BRL-CDI
Pay 1-Year BRL-CDI
Receive 3-Month USD-CPURNSA Index
Receive 3-Month USD-CPURNSA Index
Receive 3-Month USD-CPURNSA Index
Receive 3-Month USD-CPURNSA Index
Receive 3-Month USD-CPURNSA Index
Pay 6-Month AUD-BBR-BBSW
Pay 6-Month AUD-BBR-BBSW

MATURITY
DATE

UNREALIZED
APPRECIATION/
(DEPRECIATION)

NOTIONAL
AMOUNT

04/01/2021
04/01/2021
07/25/2021
07/25/2021
07/25/2021
07/25/2021
07/25/2021
01/02/2015
01/02/2015
01/02/2015
01/02/2015
01/02/2015
01/02/2015
01/02/2015
01/02/2015
01/28/2017
02/12/2017
07/15/2017
07/15/2022
07/15/2022
12/11/2023
12/11/2023

EUR

08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013
08/15/2013

BRL

AUD

13,400,000
47,800,000
500,000
28,300,000
15,000,000
14,500,000
18,400,000
30,200,000
100,000
88,200,000
99,400,000
358,100,000
282,900,000
691,100,000
285,200,000
18,700,000
72,600,000
18,300,000
47,800,000
71,500,000
36,400,000
40,700,000

Total Interest Rate Swaps

423,276
1,196,568
2,292
1,367,344
721,101
696,290
865,129
(162,401)
(556)
(568,053)
(624,072)
(2,036,160)
(1,698,095)
(4,048,481)
(1,871,974)
(453,969)
(1,883,895)
(480,581)
(1,355,460)
(2,139,297)
(917,242)
(852,025)
(5,528,855)

TOTAL RETURN SWAPS ON INDICES - PAY/RECEIVE UNDERLYING REFERENCE - PAY/RECEIVE FINANCING RATE

Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive ENHGD84T Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive CVICSTR3 Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DJUBSF3T Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DBLCF27U Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Pay DJUBSHG Index/Receive 0.000%
Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive SPGCICP Index/Pay 0.000%
Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive MLCIPP2T Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Pay DJUBLC3T Index/Receive 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DJUBSLC Index/Pay 0.000%
Pay DJUBSLH Index/Receive 0.000%
Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive JMABNIC0 Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread

21

256,443,283
1,380,259,024
335,984,271
782,736,895
546,155,346
50,314,543
231,696,863
942,440,651
1,935,295,089
43,698,082
927,793,977
44,061,909
45,132,592
2,098,572,120
43,019,693
49,359,898
36,151,800
581,467,138
93,183,030

(12,361,236)
(66,427,003)
(16,193,079)
(38,504,822)
(26,437,265)
(2,424,957)
(11,168,394)
(45,187,304)
(93,286,623)
2,076,003
(44,722,497)
(2,033,464)
(2,175,495)
(101,004,020)
(856,933)
977,255
(297,684)
(25,935,635)
(4,168,129)

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)
MATURITY
DATE

UNREALIZED
APPRECIATION/
(DEPRECIATION)

NOTIONAL
AMOUNT

Receive JMABNICP Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Pay JMABNICP Index/Receive 3-Month U.S. Treasury Bill rate plus a specified spread
Receive JMC1DLH5 Index/Pay 0.000%

08/15/2013
08/15/2013
08/15/2013

Receive JMCU3A3TR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread

08/15/2013

489,217,639

(23,385,744)

Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive MOTT3001 Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive MOTT3002 Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DJUBSF3T Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread
Receive DJUBSTR Index/Pay 3-Month U.S. Treasury Bill rate plus a specified spread

08/15/2013
12/27/2013
12/27/2013
08/15/2013
08/15/2013

253,096,200
1,938,806,862
3,030,412,115
618,837,667
725,438,026

(2,565,118)
(30,004,359)
(46,926,487)
(29,939,032)
(34,923,272)
(675,462,193)

07/02/2013
07/08/2013
08/01/2013
08/01/2013
08/01/2013
11/27/2013
11/27/2013
11/27/2013
11/27/2013
11/29/2013
11/29/2013
08/06/2014
09/30/2014
04/21/2016
11/27/2013
11/27/2013
11/27/2013
11/29/2013
11/29/2013
04/21/2016
09/25/2013
09/25/2013
12/20/2013
12/20/2013
08/09/2013
08/09/2013

3,110,000
11,900,000
31,850,000
1,050,000
64,140,000
24,200,000
12,620,000
12,410,000
14,462,000
4,480,000
26,320,000
18,120,000
18,480,000
28,880,000
7,990,000
7,930,000
9,280,000
2,850,000
16,530,000
22,200,000
7,692,500
15,267,000
60,830,000
52,120,000
8,700,000
9,200,000

34,718
125,906
(1,842,747)
(60,072)
(3,659,089)
(1,037,735)
(315,297)
(303,106)
(325,780)
(112,117)
(620,532)
(85,295)
294,581
(579,646)
288,757
281,908
307,802
105,099
544,744
652,034
21,012
28,069
2,946,331
2,613,070
(134,559)
137,610
(694,334)
16,991,457,672
(359,898,504)
16,631,559,168

395,126,985
50,223,166
36,578,948

Total Total Return Swaps on Indices

(17,901,414)
303,587
10,928

VARIANCE
STRIKE
RATE

VARIANCE SWAPS - PAY/RECEIVE VARIANCE REFERENCE ENTITY

Pay DJUBS Index

Pay DJUBS Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Pay GOLDLNPM Index
Receive London Silver Market Fixing Ltd.
Receive London Silver Market Fixing Ltd.
Receive London Silver Market Fixing Ltd.
Receive London Silver Market Fixing Ltd.
Receive London Silver Market Fixing Ltd.
Receive London Silver Market Fixing Ltd.
Receive NYMEX Natural Gas October Futures
Receive NYMEX Natural Gas October Futures
Pay S&P 500 Index
Pay S&P 500 Index
Receive S&P GSCI Crude Oil Index
Pay SPGCBRP Index

2.890%
3.028%
2.576%
2.641%
2.657%
2.873%
3.460%
3.516%
3.706%
3.441%
3.610%
5.176%
7.563%
5.406%
8.703%
8.762%
9.000%
8.732%
9.151%
9.151%
10.563%
10.726%
7.290%
7.453%
5.290%
4.928%

Total Variance Swaps

Total Investments
Other Assets and Liabilities (Net)
Net Assets

$
$

22

For Fund Statistics Call 1-888-87-PIMCO

Consolidated PIMCO CommodityRealReturn Strategy Fund (Cont.)

Portfolio Holdings
June 30, 2013 (Unaudited)

A word about risk: All investments contain risk and may lose value. Investing in the bond market is subject to certain risks including market, interest-rate,
issuer, credit, and inflation risk; investments may be worth more or less than the original cost when redeemed. Investing in foreign denominated and/or
domiciled securities may involve heightened risk due to currency fluctuations, and economic and political risks, which may be enhanced in emerging markets.
Mortgage and asset-backed securities may be sensitive to changes in interest rates, subject to early repayment risk, and their value may fluctuate in
response to the markets perception of issuer creditworthiness; while generally supported by some form of government or private guarantee there is no
assurance that private guarantors will meet their obligations. Derivatives may involve certain costs and risks such as liquidity, interest rate, market,
credit, management and the risk that a position could not be closed when most advantageous. Investing in derivatives could lose more than the amount
invested. Please refer to the Funds prospectus for a complete overview of the primary risks associated with the Fund.
The value of most bond funds and fixed income securities are impacted by changes in interest rates. Bonds and bond funds with longer durations tend to be
more sensitive and more volatile than securities with shorter durations; bond prices generally fall as interest rates rise. Additional risk factors can be
found in the prospectus.
Holdings are subject to change without notice and may not be representative of current or future allocations.
This material has been distributed for informational purposes only and should not be considered as investment advice or a recommendation of any particular
security, strategy or investment product. No part of this material may be reproduced in any form, or referred to in any other publication, without express
written permission. PIMCO and YOUR GLOBAL INVESTMENT AUTHORITY are trademarks or registered trademarks of Allianz Asset Management of America L.P. and
Pacific Investment Management Company LLC, respectively, in the United States and throughout the world. 2013, PIMCO.
PIMCO Investments LLC, distributor, 1633 Broadway, New York, NY 10019, is a company of PIMCO.

23

CommodityRealReturn Strategy Fund

ortfolio Holdings
30, 2013 (Unaudited)

For Fund Statistics Call 1-888-87-PIMCO

es of the funds carefully before investing. This and other information are contained in
ined by contacting your PIMCO representative. Please read them carefully before you

% OF
NET ASSETS

0.002%
0.002%
0.048%
0.059%
0.127%
0.065%
0.303%

0.205%
0.015%
0.007%
0.006%
0.171%
0.001%
0.062%
0.089%
0.009%
0.232%
0.069%
0.345%
0.096%
0.017%
0.012%
0.010%
0.035%
0.022%
0.176%
0.019%
0.392%
0.010%
0.002%
0.019%
0.009%
0.003%
0.004%
0.027%
0.037%
0.003%

24

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.013%
0.094%
2.211%

0.006%
0.068%
0.032%
0.026%
0.005%
0.030%
0.008%
0.019%
0.006%
0.040%
0.005%
0.074%
0.024%
0.022%
0.001%
0.366%

0.005%
0.020%
0.208%
0.006%
0.008%
0.002%
0.002%
0.026%
0.001%
0.278%
2.855%

0.001%
0.042%
0.043%

0.011%

0.020%

0.020%

25

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.037%
0.131%

0.003%
0.049%
0.002%
0.000%
0.006%
0.047%
0.038%
0.038%
0.000%
0.002%
0.003%
0.001%
0.000%
0.061%
0.281%
0.015%
0.546%

2.962%
3.057%
0.310%
1.564%
8.225%
5.609%
1.903%
8.307%
0.427%
4.659%
1.581%
15.598%
0.266%
3.295%
1.589%
2.179%
0.385%
2.101%
3.455%
4.895%
1.100%
7.189%
1.904%
0.126%
2.879%
0.850%

26

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

1.523%
0.078%
5.205%
5.997%
0.008%
0.046%
0.003%
0.007%
0.065%
0.199%
99.546%

0.015%
0.019%
0.002%
0.029%
0.009%
0.001%
0.052%
0.003%
0.068%
0.001%
0.048%
0.004%
0.065%
0.048%
0.002%
0.008%
0.003%
0.182%
0.006%
0.015%
0.019%
0.001%
0.000%
0.054%
0.011%
0.014%
0.004%
0.001%
0.017%
0.040%
0.014%
0.002%
0.010%

27

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.006%
0.004%
0.018%
0.029%
0.017%
0.015%
0.004%
0.023%
0.024%
0.005%
0.021%
0.002%
0.003%
0.012%
0.003%
0.024%
0.004%
0.085%
0.025%
0.039%
0.039%
0.018%
0.003%
0.002%
0.006%
0.004%
0.008%
0.004%
0.009%
0.001%
0.015%
0.011%
0.009%
0.009%
0.000%
0.004%
0.005%
0.002%
0.010%
0.028%
0.006%
0.001%
0.060%
0.051%
0.004%
0.001%

28

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.061%
0.014%
0.029%
0.003%
0.005%
0.004%
0.017%
0.000%
0.001%
0.003%
0.060%
0.213%
0.058%
0.009%
0.067%
0.016%
0.020%
0.012%
0.003%
0.032%
0.045%
0.007%
0.013%
0.006%
0.004%
0.028%
0.004%
0.017%
0.036%
0.008%
0.004%
0.004%
0.018%
0.040%
0.027%
0.010%
0.001%
0.005%
0.065%
0.005%
0.015%
0.003%
0.003%
0.005%
0.010%
0.006%

29

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.004%
0.025%
0.017%
0.013%
0.003%
0.025%
0.009%
0.003%
0.003%
0.004%
0.022%
0.010%
0.004%
0.003%
0.004%
0.018%
0.068%
0.003%
0.031%
0.017%
0.015%
0.023%
0.014%
0.077%
0.004%
0.022%
0.032%
0.013%
0.020%
0.010%
0.003%
0.002%
0.003%
0.002%
0.006%
0.015%
0.005%
0.007%
0.001%
0.001%
0.009%
0.014%
0.011%
0.033%
0.004%
0.003%

30

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.016%
0.022%
0.006%
0.057%
0.045%
0.068%
0.013%
0.026%
0.042%
0.012%
0.002%
0.006%
0.002%
0.018%
0.001%
0.009%
0.021%
0.018%
0.034%
0.039%
0.009%
0.010%
0.018%
0.050%
0.011%
0.011%
0.002%
0.006%
0.024%
0.010%
0.003%
0.022%
3.724%

0.000%
0.020%
0.002%
0.002%
0.010%
0.002%
0.063%
0.007%
0.011%
0.040%
0.000%

31

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.001%
0.016%
0.015%
0.008%
0.339%
0.000%
0.003%
0.022%
0.020%
0.009%
0.031%
0.012%
0.054%
0.008%
0.000%
0.002%
0.005%
0.002%
0.023%
0.005%
0.008%
0.010%
0.009%
0.007%
0.000%
0.010%
0.006%
0.026%
0.004%
0.004%
0.002%
0.007%
0.000%
0.004%
0.009%
0.011%
0.009%
0.012%
0.001%
0.006%
0.019%
0.002%
0.003%
0.015%
0.005%
0.036%

32

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.009%
0.087%
0.004%
0.015%
0.091%
0.255%
0.002%
0.008%
0.008%
0.001%
1.437%

0.731%
0.976%
0.064%
0.028%
0.125%
0.041%
0.205%
0.191%
0.254%
0.153%
0.003%
0.050%
0.419%
0.045%
0.081%
0.411%
0.023%
0.153%
0.539%
4.492%

0.044%
0.078%
0.122%

0.040%

0.120%

33

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.036%
0.049%
0.054%
0.134%
0.304%
0.025%
0.049%
0.067%
0.082%
0.016%
0.816%

1.943%

2.129%
0.000%
2.129%
5.048%

(0.921%)
(0.326%)
(0.531%)
(1.118%)
(0.014%)
(0.616%)
(0.910%)
(0.081%)
(0.074%)
(1.300%)
(0.089%)
(0.717%)
(0.122%)
(0.059%)
(0.065%)
(2.401%)
(0.399%)
(1.169%)
(0.711%)
(11.623%)

34

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

(0.019%)
(0.019%)

0.001%
0.001%
0.000%
0.002%

(0.001%)
(0.001%)
(0.001%)
(0.004%)
(0.033%)
0.000%
(0.001%)
(0.001%)
(0.042%)

(0.017%)
0.000%
(0.017%)

0.001%
(0.065%)

35

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

(0.026%)
(0.007%)
0.002%
0.009%
0.009%
(0.009%)
(0.017%)
0.012%
(0.007%)
0.000%
(0.001%)
(0.001%)
(0.005%)
0.004%
(0.002%)
0.003%
(0.001%)
0.001%
0.003%
0.002%
0.002%
0.003%
0.002%
0.003%
(0.001%)
0.003%
(0.002%)
0.003%
0.001%
0.004%
(0.002%)
0.002%
0.001%
0.003%
(0.001%)
0.003%
(0.001%)
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.021%
0.060%
(0.019%)

36

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.200%
(0.020%)
(0.037%)
(0.151%)
0.000%
0.015%
(0.005%)
(0.043%)
(0.001%)
0.001%
0.001%
0.000%
0.000%
(0.005%)
0.040%
(0.002%)
(0.006%)
(0.023%)

0.000%
0.000%

0.022%
0.103%
0.125%

0.040%
0.165%
0.000%
0.000%
0.000%
(0.016%)
(0.002%)

37

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.000%
(0.001%)
(0.001%)
(0.004%)
0.004%
0.009%
0.001%
0.000%
0.001%
0.001%
(0.003%)
(0.017%)
(0.006%)
0.000%
0.000%
0.000%
0.000%
(0.013%)
(0.003%)
(0.020%)
(0.006%)
(0.002%)
(0.001%)
(0.009%)
(0.010%)
(0.013%)
(0.002%)
(0.003%)
(0.008%)
(0.024%)
0.000%
(0.003%)
(0.006%)
(0.007%)
(0.016%)
0.004%
0.000%
0.000%
0.000%
0.012%
0.000%
0.000%
0.000%
0.005%
0.001%
0.000%

38

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

(0.044%)
0.039%
0.000%
0.000%
0.002%
0.000%
0.000%
0.000%
(0.002%)
0.000%
(0.024%)
0.000%
(0.006%)
(0.023%)
0.001%
0.001%
0.000%
0.000%
0.001%
0.004%
(0.004%)

0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.002%
0.000%
0.002%

0.026%
0.026%

39

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.000%
0.000%
0.000%
(0.001%)
(0.002%)
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
(0.003%)

0.000%
0.000%
0.000%
0.000%
0.000%
(0.014%)
0.000%
(0.055%)
0.000%
(0.005%)
(0.011%)
0.000%
(0.004%)
(0.008%)
(0.020%)
0.000%
(0.026%)
(0.028%)
(0.001%)
0.000%
0.000%
0.000%
0.000%
(0.009%)

40

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.000%
(0.007%)
0.000%
(0.009%)
0.000%
(0.007%)
0.000%
(0.015%)
0.000%
(0.009%)
0.000%
(0.009%)
(0.237%)

0.000%
0.000%
0.000%

(0.002%)
(0.005%)
(0.004%)
(0.004%)
(0.001%)
(0.026%)
(0.029%)
(0.012%)
(0.005%)
(0.088%)

(0.001%)
(0.003%)
0.000%
0.000%
(0.001%)
0.000%
(0.005%)

41

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.000%
0.000%
0.000%
0.002%
0.002%
0.002%
0.002%
0.001%
0.000%
0.000%
0.000%
0.000%
0.001%
0.001%
0.001%
0.000%
0.000%
0.001%
0.000%
0.000%
0.000%
0.000%
(0.001%)
0.001%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.001%
0.001%
0.001%
0.001%
0.000%
0.000%
0.000%
0.000%
0.000%
0.000%
0.001%
0.001%

42

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.001%
0.001%
0.008%
(0.005%)
(0.022%)
0.002%

0.000%
(0.002%)
(0.001%)
0.000%
(0.010%)
0.000%
(0.001%)
0.000%
0.000%
0.000%
0.000%
(0.001%)
(0.015%)

(0.002%)
0.002%
0.000%

0.006%
0.013%
0.010%
0.002%
0.002%
0.006%
0.002%
0.005%
0.002%
0.003%

43

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

0.003%
0.007%
0.000%
0.008%
0.004%
0.004%
0.005%
(0.001%)
0.000%
(0.003%)
(0.004%)
(0.012%)
(0.010%)
(0.024%)
(0.011%)
(0.003%)
(0.011%)
(0.003%)
(0.008%)
(0.013%)
(0.006%)
(0.005%)
(0.032%)

(0.074%)
(0.399%)
(0.097%)
(0.232%)
(0.159%)
(0.015%)
(0.067%)
(0.272%)
(0.561%)
0.013%
(0.269%)
(0.012%)
(0.013%)
(0.607%)
(0.005%)
0.006%
(0.002%)
(0.156%)
(0.025%)

44

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)
% OF
NET ASSETS

(0.108%)
0.002%
0.000%
(0.141%)
(0.015%)
(0.180%)
(0.282%)
(0.180%)
(0.210%)
(4.060%)

0.000%
0.001%
(0.011%)
0.000%
(0.022%)
(0.006%)
(0.002%)
(0.002%)
(0.002%)
(0.001%)
(0.004%)
(0.001%)
0.002%
(0.004%)
0.002%
0.002%
0.002%
0.001%
0.003%
0.004%
0.000%
0.000%
0.018%
0.016%
(0.001%)
0.001%
(0.004%)
102.189%
(2.189%)
100.000%

45

For Fund Statistics Call 1-888-87-PIMCO

modityRealReturn Strategy Fund (Cont.)

ortfolio Holdings
30, 2013 (Unaudited)

n the bond market is subject to certain risks including market, interest-rate,

e original cost when redeemed. Investing in foreign denominated and/or
nd economic and political risks, which may be enhanced in emerging markets.
ates, subject to early repayment risk, and their value may fluctuate in
supported by some form of government or private guarantee there is no
volve certain costs and risks such as liquidity, interest rate, market,
advantageous. Investing in derivatives could lose more than the amount
e primary risks associated with the Fund.

nges in interest rates. Bonds and bond funds with longer durations tend to be
ces generally fall as interest rates rise. Additional risk factors can be

current or future allocations.

ot be considered as investment advice or a recommendation of any particular

uced in any form, or referred to in any other publication, without express
re trademarks or registered trademarks of Allianz Asset Management of America L.P. and
es and throughout the world. 2013, PIMCO.
a company of PIMCO.

46