PIMCO Inflation Protected Bond Portfolio

Fund Profile

Fund profile

Fund manager

Brighthouse Funds Trust I

Total assets

$3.34 bn

Liabilities

$1.83 bn

Net assets

$1.51 bn

Number of holdings

495.00

Top 200 of 495 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Inflation-Indexed Notes	148.06 mm	165.67 mm principal	9.82	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	94.26 mm	94.83 mm principal	6.25	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	67.80 mm	68.30 mm principal	4.50	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	61.64 mm	65.89 mm principal	4.09	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	59.18 mm	65.66 mm principal	3.92	Debt	Long	USA
Italy Buoni Poliennali Del Tesoro	58.75 mm	56.84 mm principal	3.90	Debt	Long	Italy
U.S. Treasury Inflation-Indexed Bonds	58.62 mm	70.48 mm principal	3.89	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	51.35 mm	52.58 mm principal	3.41	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	48.28 mm	48.10 mm principal	3.20	ABS-mortgage backed security	Long	USA
Ginnie Mae	42.91 mm	48.00 mm principal	2.85	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	41.84 mm	39.02 mm principal	2.78	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	41.02 mm	46.22 mm principal	2.72	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	38.79 mm	42.18 mm principal	2.57	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	38.32 mm	50.90 mm principal	2.54	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	37.24 mm	38.43 mm principal	2.47	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	37.01 mm	35.27 mm principal	2.45	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	34.89 mm	34.89 mm principal	2.31	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	28.57 mm	28.13 mm principal	1.89	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	28.49 mm	39.41 mm principal	1.89	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	28.41 mm	29.23 mm principal	1.88	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	28.01 mm	29.02 mm principal	1.86	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	28.01 mm	29.80 mm principal	1.86	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	27.59 mm	28.46 mm principal	1.83	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	24.48 mm	24.00 mm principal	1.62	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	23.51 mm	25.00 mm principal	1.56	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	23.15 mm	30.23 mm principal	1.54	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	22.92 mm	25.07 mm principal	1.52	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	21.32 mm	20.95 mm principal	1.41	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	20.05 mm	27.69 mm principal	1.33	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	19.97 mm	20.46 mm principal	1.32	Debt	Long	USA
French Republic Government Bond OAT	19.18 mm	18.64 mm principal	1.27	Debt	Long	France
U.S. Treasury Inflation-Indexed Bonds	18.35 mm	19.03 mm principal	1.22	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	17.37 mm	19.00 mm principal	1.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	17.36 mm	17.66 mm principal	1.15	Debt	Long	USA
Japanese Government CPI Linked Bond	16.51 mm	2.49 bn principal	1.09	Debt	Long	Japan
U.S. Treasury Inflation-Indexed Notes	15.92 mm	18.09 mm principal	1.06	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	15.65 mm	16.40 mm principal	1.04	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	14.68 mm	15.18 mm principal	0.97	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	14.04 mm	15.46 mm principal	0.93	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	14.00 mm	13.98 mm principal	0.93	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	13.02 mm	15.02 mm principal	0.86	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	12.08 mm	12.63 mm principal	0.80	Debt	Long	USA
Japanese Government CPI Linked Bond	11.34 mm	1.72 bn principal	0.75	Debt	Long	Japan
U.S. Treasury Inflation-Indexed Notes	11.12 mm	11.60 mm principal	0.74	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	11.06 mm	11.19 mm principal	0.73	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	10.96 mm	14.97 mm principal	0.73	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	10.39 mm	10.84 mm principal	0.69	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	10.17 mm	17.46 mm principal	0.67	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	9.33 mm	10.08 mm principal	0.62	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	9.14 mm	16.62 mm principal	0.61	Debt	Long	USA
Fannie Mae Pool	8.16 mm	8.26 mm principal	0.54	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	7.86 mm	8.35 mm principal	0.52	ABS-mortgage backed security	Long	USA
MAN Euro Clo 2023-1 DAC	7.38 mm	7.10 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Ireland
U.S. Treasury Inflation-Indexed Bonds	6.72 mm	8.39 mm principal	0.45	Debt	Long	USA
First Franklin Mortgage Loan Trust 2006-FF17	6.69 mm	7.56 mm principal	0.44	ABS-other	Long	USA
Canadian Government Real Return Bond	6.52 mm	8.84 mm principal	0.43	Debt	Long	Canada
U.S. Treasury Inflation-Indexed Notes	6.36 mm	6.52 mm principal	0.42	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	5.57 mm	5.80 mm principal	0.37	Debt	Long	USA
IRS EUR 0.19700 11/08/22-30Y LCH	5.18 mm	12.20 mm other units	0.34	Interest rate derivative	N/A	USA
U.S. Treasury Inflation-Indexed Notes	4.84 mm	5.22 mm principal	0.32	Debt	Long	USA
RFR USD SOFR/2.86500 02/13/24-30Y LCH	4.77 mm	25.80 mm other units	0.32	Interest rate derivative	N/A	USA
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	4.58 mm	13.56 mm other units	0.30	Interest rate derivative	N/A	USA
U.S. Treasury Inflation-Indexed Bonds	4.42 mm	8.16 mm principal	0.29	Debt	Long	USA
Freddie Mac Pool	4.34 mm	4.39 mm principal	0.29	ABS-mortgage backed security	Long	USA
Pikes Peak Clo 4	4.30 mm	4.30 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US LONG BOND(CBT) MAR25	3.99 mm	-1.52 k contracts	0.26	Interest rate derivative	N/A	USA
Freddie Mac Multifamily Structured Pass Through Certificates	3.97 mm	4.01 mm principal	0.26	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust 2007-8	3.79 mm	4.07 mm principal	0.25	ABS-other	Long	USA
U.S. Treasury Inflation-Indexed Bonds	3.73 mm	3.45 mm principal	0.25	Debt	Long	USA
CIT Mortgage Loan Trust 2007-1	3.53 mm	3.51 mm principal	0.23	ABS-other	Long	USA
Barings Euro CLO 2021-2 DAC	3.40 mm	3.30 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Ireland
Man GLG Euro CLO V DAC	3.40 mm	3.29 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Ireland
Citigroup Mortgage Loan Trust Inc	3.36 mm	3.70 mm principal	0.22	ABS-mortgage backed security	Long	USA
Bain Capital Credit CLO 2021-3 Ltd	3.20 mm	3.20 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Inflation-Indexed Notes	3.20 mm	3.24 mm principal	0.21	Debt	Long	USA
Adagio CLO VIII DAC	3.08 mm	2.98 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Ireland
Allegro CLO XI Ltd	3.00 mm	3.00 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Residential Mortgage Loan Trust 2019-RPL3	2.99 mm	3.14 mm principal	0.20	ABS-mortgage backed security	Long	USA
Providus CLO IV DAC	2.99 mm	2.90 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Ireland
IRS EUR 0.19500 11/04/22-30Y LCH	2.97 mm	7.00 mm other units	0.20	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD EUR Deutsche Bank AG	2.94 mm	1.00 contracts	0.19	DFE	N/A	USA
IRS EUR 0.19000 11/04/22-30Y LCH	2.85 mm	6.70 mm other units	0.19	Interest rate derivative	N/A	USA
U.S. Treasury Inflation-Indexed Notes	2.71 mm	2.73 mm principal	0.18	Debt	Long	USA
LCM Loan Income Fund I Ltd	2.69 mm	2.69 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust	2.60 mm	3.03 mm principal	0.17	ABS-mortgage backed security	Long	USA
Marathon CLO XIII Ltd	2.60 mm	2.59 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RASC Series 2006-EMX4 Trust	2.56 mm	2.63 mm principal	0.17	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	2.40 mm	2.38 mm principal	0.16	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.31125 02/24/21-10Y LCH	2.36 mm	21.20 mm other units	0.16	Interest rate derivative	N/A	USA
Italy Buoni Poliennali Del Tesoro	2.29 mm	2.32 mm principal	0.15	Debt	Long	Italy
IRS EUR 2.50000 03/19/25-10Y LCH	2.19 mm	168.83 mm other units	0.15	Interest rate derivative	N/A	USA
Government National Mortgage Association	1.98 mm	1.99 mm principal	0.13	ABS-mortgage backed security	Long	USA
CVC Cordatus Opportunity Loan Fund DAC	1.91 mm	1.84 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 1.89 08/27/20-7Y LCH	1.90 mm	12.30 mm other units	0.13	Interest rate derivative	N/A	USA
CSMC Series 2015-12R	1.90 mm	2.11 mm principal	0.13	ABS-mortgage backed security	Long	USA
French Republic Government Bond OAT	1.89 mm	1.93 mm principal	0.13	Debt	Long	France
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd	1.88 mm	1.88 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LoanCore 2022-CRE7 Issuer Ltd	1.83 mm	1.84 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BDS 2022-FL11 LLC	1.80 mm	1.79 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
MF1 2022-FL9 LLC	1.78 mm	1.78 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
CVC Cordatus Loan Fund XXI DAC	1.75 mm	1.70 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
Lehman XS Trust Series 2007-20N	1.74 mm	1.84 mm principal	0.12	ABS-other	Long	USA
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-2	1.64 mm	1.64 mm principal	0.11	ABS-mortgage backed security	Long	USA
SLM Student Loan Trust 2004-3	1.62 mm	1.62 mm principal	0.11	ABS-other	Long	USA
Dryden 54 Senior Loan Fund	1.59 mm	1.59 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OAK Hill European Credit Partners VII DAC	1.59 mm	1.53 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
BAC Bank of America Corporation	1.57 mm	1.57 mm principal	0.10	Debt	Long	USA
Rockford Tower Europe CLO 2018-1 DAC	1.56 mm	1.50 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 1.7975 08/25/20-7Y LCH	1.50 mm	9.30 mm other units	0.10	Interest rate derivative	N/A	USA
INF SWAP US IT 2.41875 03/05/21-5Y LCH	1.41 mm	13.00 mm other units	0.09	Interest rate derivative	N/A	USA
Sound Point CLO IX Ltd	1.40 mm	1.40 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Tralee CLO VII Ltd	1.40 mm	1.40 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 44 Euro CLO 2015 DAC	1.34 mm	1.30 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
CQS US CLO 2022-2 Ltd	1.32 mm	1.32 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Jersey
Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WCW2	1.31 mm	1.34 mm principal	0.09	ABS-other	Long	USA
ARES LII CLO Ltd	1.31 mm	1.31 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ocean Trails CLO 8	1.30 mm	1.30 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Government National Mortgage Association	1.30 mm	1.29 mm principal	0.09	ABS-mortgage backed security	Long	USA
Carlyle Global Market Strategies Euro CLO 2014-2 Ltd	1.27 mm	1.23 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
Carlyle Euro CLO 2018-2 DAC	1.25 mm	1.20 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
Palmer Square European Loan Funding 2024-1 DAC	1.25 mm	1.20 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
First Franklin Mortgage Loan Trust 2006-FF10	1.21 mm	1.26 mm principal	0.08	ABS-other	Long	USA
CIFC Funding 2017-IV Ltd	1.21 mm	1.20 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust	1.20 mm	1.33 mm principal	0.08	ABS-mortgage backed security	Long	USA
Soundview Home Loan Trust 2007-OPT1	1.18 mm	1.74 mm principal	0.08	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.31375 02/26/21-5Y LCH	1.17 mm	10.20 mm other units	0.08	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) MAR25	1.17 mm	-1.89 k contracts	0.08	Interest rate derivative	N/A	USA
Home Equity Asset Trust 2005-8	1.14 mm	1.18 mm principal	0.08	ABS-mortgage backed security	Long	USA
Henley CLO VII DAC	1.14 mm	1.10 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
Morgan Stanley ABS Capital I Inc Trust 2005-WMC5	1.11 mm	1.23 mm principal	0.07	ABS-other	Long	USA
OSD CLO 2021-23 Ltd	1.11 mm	1.11 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE2	1.10 mm	1.10 mm principal	0.07	ABS-mortgage backed security	Long	USA
WFC Wells Fargo & Company	1.07 mm	900.00 shares	0.07	Preferred equity	Long	USA
Freddie Mac REMICS	1.07 mm	1.10 mm principal	0.07	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-1T1	1.06 mm	3.05 mm principal	0.07	ABS-mortgage backed security	Long	USA
Freddie Mac Strips	1.04 mm	1.06 mm principal	0.07	ABS-mortgage backed security	Long	USA
AlbaCore Euro CLO IV DAC	1.03 mm	1.00 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
Dunedin Park CLO DAC	1.03 mm	1.00 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
Mexican Udibonos	1.03 mm	24.19 mm principal	0.07	Debt	Long	Mexico
Securitized Asset Backed Receivables LLC Trust 2006-HE1	1.02 mm	2.96 mm principal	0.07	ABS-other	Long	USA
Government National Mortgage Association	1.02 mm	996.89 k principal	0.07	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	994.27 k	1.06 mm principal	0.07	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH	974.58 k	11.30 mm other units	0.06	Interest rate derivative	N/A	USA
Contego Clo V DAC	964.53 k	931.10 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
Morgan Stanley ABS Capital I Inc Trust 2005-HE5	946.24 k	1.00 mm principal	0.06	ABS-mortgage backed security	Long	USA
Italy Buoni Poliennali Del Tesoro	943.23 k	918.96 k principal	0.06	Debt	Long	Italy
Lloyds Banking Group PLC	932.26 k	900.00 k principal	0.06	Debt	Long	UK
Carlyle Global Market Strategies CLO 2015-4 Ltd	913.49 k	912.13 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Capital Four US CLO II Ltd	907.40 k	900.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Jersey
Citigroup Mortgage Loan Trust 2007-AR4	898.42 k	1.08 mm principal	0.06	ABS-mortgage backed security	Long	USA
Dryden 52 Euro CLO 2017 DAC	896.79 k	867.37 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
IRS EUR 2.87880 06/12/23-9Y* LCH	872.49 k	21.80 mm other units	0.06	Interest rate derivative	N/A	USA
Alternative Loan Trust 2006-HY11	854.63 k	967.14 k principal	0.06	ABS-mortgage backed security	Long	USA
Vibrant CLO XI Ltd	841.19 k	839.95 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Saranac Clo VI Ltd	833.90 k	831.97 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Jersey
Ellington Loan Acquisition Trust 2007-1	830.56 k	857.08 k principal	0.06	ABS-other	Long	USA
CIFC European Funding CLO III DAC	828.69 k	800.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
Freddie Mac REMICS	828.09 k	821.66 k principal	0.05	ABS-mortgage backed security	Long	USA
ACE Securities Corp Home Equity Loan Trust Series 2003-OP1	824.75 k	821.48 k principal	0.05	ABS-mortgage backed security	Long	USA
St Paul's CLO X DAC	823.26 k	800.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
Contego CLO IV DAC	815.39 k	795.96 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
PURCHASED USD / SOLD JPY BNP Paribas SA	804.74 k	1.00 contracts	0.05	DFE	N/A	USA
522 Funding CLO 2018-3A Ltd	798.03 k	797.02 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EURO-OAT FUTURE MAR25	793.47 k	-359.00 contracts	0.05	Interest rate derivative	N/A	Germany
Jyske Realkredit A/S	790.53 k	7.27 mm principal	0.05	Debt	Long	Denmark
Dryden 35 Euro CLO 2014 DAC	784.17 k	758.53 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
TRTX 2022-FL5 Issuer Ltd	770.39 k	774.36 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Credit-Based Asset Servicing and Securitization LLC	767.48 k	1.19 mm principal	0.05	ABS-other	Long	USA
RFR USD SOFR/3.50000 06/20/24-30Y CME	740.03 k	9.70 mm other units	0.05	Interest rate derivative	N/A	USA
Madison Park Euro Funding IX DAC	721.28 k	700.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
Jyske Realkredit A/S	719.24 k	6.49 mm principal	0.05	Debt	Long	Denmark
Octagon Investment Partners XXI Ltd	717.89 k	717.09 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square Loan Funding 2021-4 Ltd	717.77 k	717.05 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Anchorage Capital CLO 6 Ltd	701.07 k	700.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elevation CLO 2022-16 Ltd	700.46 k	700.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Tikehau CLO IV DAC	684.51 k	661.15 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
PURCHASED USD / SOLD JPY JPMorgan Chase Bank NA	661.08 k	1.00 contracts	0.04	DFE	N/A	USA
Northwoods Capital XII-B Ltd	660.75 k	660.43 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Citigroup Mortgage Loan Trust 2006-AMC1	654.34 k	683.14 k principal	0.04	ABS-mortgage backed security	Long	USA
Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-WF1	628.08 k	629.54 k principal	0.04	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.703 05/25/21-5Y LCH	626.47 k	7.09 mm other units	0.04	Interest rate derivative	N/A	USA
Citigroup Mortgage Loan Trust Inc	615.05 k	734.14 k principal	0.04	ABS-mortgage backed security	Long	USA
Jamestown CLO XVIII Ltd	600.67 k	600.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Inflation-Indexed Bonds	600.43 k	594.79 k principal	0.04	Debt	Long	USA
Freddie Mac Structured Pass-Through Certificates	599.11 k	658.04 k principal	0.04	ABS-mortgage backed security	Long	USA
Dryden 60 CLO Ltd	588.56 k	587.69 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cedar Funding V CLO Ltd	587.65 k	587.21 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon Investment Partners 18-R Ltd	584.01 k	583.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eurosail-UK 2007-3bl PLC	567.10 k	454.77 k principal	0.04	ABS-mortgage backed security	Long	UK
Dryden 64 CLO Ltd	560.96 k	560.26 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12	544.01 k	571.72 k principal	0.04	ABS-mortgage backed security	Long	USA
Wachovia Mortgage Loan Trust Series 2006-ALT1	541.81 k	1.46 mm principal	0.04	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2019-HY3	541.38 k	529.81 k principal	0.04	ABS-mortgage backed security	Long	USA
Romark CLO Ltd	531.38 k	530.92 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
INF SWAP EM NI 2.7 04/15/23-30Y LCH	525.10 k	3.10 mm other units	0.03	Interest rate derivative	N/A	USA
Catamaran CLO 2014-1 Ltd	511.65 k	511.41 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crestline Denali CLO XIV Ltd	511.01 k	510.75 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Pool	509.52 k	556.13 k principal	0.03	ABS-mortgage backed security	Long	USA
Venture 44 CLO Ltd	500.00 k	500.00 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 2021-FL7 Ltd	499.85 k	501.60 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands