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Indeed, between June 2011 and June 2012, Pimco again exhibited unusual confidence in itsagency MBS bets. Among the top 20 actively managed intermediate bond funds, the three that madethe largest increases in their agency MBS investments during that period were managed by Pimco,Morningstar data shows. The Harbor Bond Fund, managed by Gross, raised its exposure by more than40 percentage points, the Pimco Total Return Fund by about 30 points, and the Pimco InvestmentGrade Corporate Bond Fund by 24 points. None of the other top 20 funds had a double-digitincrease.
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