Managed Bond Portfolio

Fund Profile

Fund profile

Fund manager

Pacific Select Fund

Total assets

$4.35 bn

Liabilities

$2.29 bn

Net assets

$2.06 bn

Number of holdings

1.21 k

Top 200 of 1213 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Security, TBA	302.38 mm	298.90 mm principal	14.65	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	241.40 mm	241.50 mm principal	11.70	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	172.35 mm	191.77 mm principal	8.35	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	97.44 mm	99.00 mm principal	4.72	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	67.35 mm	65.90 mm principal	3.26	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	59.42 mm	66.80 mm principal	2.88	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	39.41 mm	41.00 mm principal	1.91	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp	34.57 mm	35.60 mm principal	1.67	Debt	Long	USA
U.S. Treasury Bonds	30.20 mm	35.40 mm principal	1.46	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	29.64 mm	31.80 mm principal	1.44	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	23.46 mm	24.40 mm principal	1.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	23.38 mm	26.30 mm principal	1.13	Debt	Long	USA
FBR Securitization Trust 2005-2	22.93 mm	23.44 mm principal	1.11	ABS-other	Long	USA
U.S. Treasury Bonds	21.66 mm	20.70 mm principal	1.05	Debt	Long	USA
U.S. Treasury Bonds	21.60 mm	26.20 mm principal	1.05	Debt	Long	USA
U.S. Treasury Bonds	19.67 mm	20.90 mm principal	0.95	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	19.37 mm	20.68 mm principal	0.94	Debt	Long	USA
U.S. Treasury Bonds	17.55 mm	25.85 mm principal	0.85	Debt	Long	USA
Fannie Mae Pool	16.64 mm	18.53 mm principal	0.81	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	15.25 mm	16.66 mm principal	0.74	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	15.05 mm	15.30 mm principal	0.73	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	14.69 mm	16.32 mm principal	0.71	ABS-mortgage backed security	Long	USA
Deutsche Bank AG/New York NY	13.47 mm	13.50 mm principal	0.65	Debt	Long	Germany
U.S. Treasury Bonds	12.91 mm	13.40 mm principal	0.63	Debt	Long	USA
U.S. Treasury Bonds	12.46 mm	13.50 mm principal	0.60	Debt	Long	USA
CITIGROUP REPO	11.90 mm	11.90 mm principal	0.58	Repurchase agreement	Long	USA
First Franklin Mortgage Loan Trust 2006-FF14	11.24 mm	13.90 mm principal	0.54	ABS-other	Long	USA
NYO Commercial Mortgage Trust 2021-1290	10.89 mm	11.20 mm principal	0.53	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	10.62 mm	10.76 mm principal	0.51	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	10.60 mm	12.88 mm principal	0.51	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	10.44 mm	11.53 mm principal	0.51	Debt	Long	USA
Freddie Mac Pool	10.31 mm	10.30 mm principal	0.50	ABS-mortgage backed security	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp.	10.08 mm	10.08 mm principal	0.49	Repurchase agreement	Long	USA
Canadian Pacific Railway Co	9.59 mm	9.80 mm principal	0.46	Debt	Long	Canada
1211 Avenue of the Americas Trust 2015-1211	9.42 mm	9.60 mm principal	0.46	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	9.39 mm	8.50 mm principal	0.45	Debt	Long	Switzerland
Government National Mortgage Association	9.36 mm	9.27 mm principal	0.45	ABS-mortgage backed security	Long	USA
Dell International LLC / EMC Corp	9.27 mm	9.20 mm principal	0.45	Debt	Long	USA
HSBC HSBC Holdings plc	9.20 mm	8.50 mm principal	0.45	Debt	Long	UK
Uniform Mortgage-Backed Security, TBA	9.17 mm	8.90 mm principal	0.44	ABS-mortgage backed security	Long	USA
United Kingdom Gilt	8.35 mm	6.47 mm principal	0.40	Debt	Long	UK
Uniform Mortgage-Backed Security, TBA	8.26 mm	8.40 mm principal	0.40	ABS-mortgage backed security	Long	USA
Bayer US Finance LLC	8.25 mm	7.70 mm principal	0.40	Debt	Long	USA
U.S. Treasury Bonds	8.17 mm	7.70 mm principal	0.40	Debt	Long	USA
Manhattan West 2020-1MW Mortgage Trust	7.97 mm	8.60 mm principal	0.39	ABS-mortgage backed security	Long	USA
Ripon Mortgages PLC	7.93 mm	5.93 mm principal	0.38	ABS-mortgage backed security	Long	UK
O Realty Income Corporation	7.92 mm	8.10 mm principal	0.38	Debt	Long	USA
DBGS 2019-1735 Mortgage Trust	7.89 mm	8.70 mm principal	0.38	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	7.79 mm	7.86 mm principal	0.38	Debt	Long	USA
JP Morgan Mortgage Acquisition Trust 2006-ACC1	7.70 mm	8.02 mm principal	0.37	ABS-other	Long	USA
MFG Mizuho Financial Group, Inc.	7.66 mm	8.70 mm principal	0.37	Debt	Long	Japan
Government National Mortgage Association	7.57 mm	7.53 mm principal	0.37	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	7.48 mm	9.20 mm principal	0.36	Debt	Long	USA
STOR Store Capital Corp	7.46 mm	7.60 mm principal	0.36	Debt	Long	USA
Duke University	7.34 mm	9.60 mm principal	0.36	Debt	Long	USA
WEC WEC Energy Group, Inc.	7.28 mm	8.40 mm principal	0.35	Debt	Long	USA
Scentre Group Trust 1 / Scentre Group Trust 2	7.21 mm	7.30 mm principal	0.35	Debt	Long	Australia
AMT American Tower Corporation	7.05 mm	8.00 mm principal	0.34	Debt	Long	USA
STWD 2021-LIH Mortgage Trust	7.05 mm	7.10 mm principal	0.34	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	7.04 mm	7.30 mm principal	0.34	Debt	Long	USA
Societe Generale SA	7.03 mm	8.00 mm principal	0.34	Debt	Long	France
Federation des Caisses Desjardins du Quebec	7.00 mm	7.00 mm principal	0.34	Debt	Long	Canada
Benefit Street Partners CLO XVII Ltd	7.00 mm	7.00 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BNP Paribas SA	6.97 mm	7.80 mm principal	0.34	Debt	Long	France
T-Mobile USA Inc	6.92 mm	7.20 mm principal	0.34	Debt	Long	USA
CCI Crown Castle Inc.	6.85 mm	7.90 mm principal	0.33	Debt	Long	USA
Hyundai Capital America	6.83 mm	7.20 mm principal	0.33	Debt	Long	USA
BDX Becton, Dickinson and Company	6.82 mm	7.90 mm principal	0.33	Debt	Long	USA
Sabine Pass Liquefaction LLC	6.78 mm	6.80 mm principal	0.33	Debt	Long	USA
Italy Buoni Poliennali Del Tesoro	6.78 mm	6.03 mm principal	0.33	Debt	Long	Italy
Cooperatieve Rabobank UA	6.76 mm	6.70 mm principal	0.33	Debt	Long	Netherlands
MUFG Mitsubishi UFJ Financial Group, Inc.	6.73 mm	6.90 mm principal	0.33	Debt	Long	Japan
GS Mortgage Securities Corp Trust 2022-GTWY	6.72 mm	6.70 mm principal	0.33	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust 2021-JACX	6.71 mm	7.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	6.70 mm	6.50 mm principal	0.32	Debt	Long	Japan
Bank of America Corp	6.67 mm	6.50 mm principal	0.32	Debt	Long	USA
Bacardi Ltd	6.67 mm	6.70 mm principal	0.32	Debt	Long	Bermuda
Avoca CLO XVII DAC	6.67 mm	6.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Ireland
Entergy Louisiana LLC	6.65 mm	7.70 mm principal	0.32	Debt	Long	USA
Freddie Mac Pool	6.64 mm	6.50 mm principal	0.32	ABS-mortgage backed security	Long	USA
Morgan Stanley	6.58 mm	6.50 mm principal	0.32	Debt	Long	USA
Aviation Capital Group LLC	6.58 mm	6.62 mm principal	0.32	Debt	Long	USA
Freddie Mac Pool	6.54 mm	6.52 mm principal	0.32	ABS-mortgage backed security	Long	USA
JetBlue 2020-1 Class A Pass Through Trust	6.53 mm	6.78 mm principal	0.32	Debt	Long	USA
Enel Finance International NV	6.52 mm	7.50 mm principal	0.32	Debt	Long	Netherlands
Principal Life Global Funding II	6.52 mm	6.30 mm principal	0.32	Debt	Long	USA
BDS 2022-FL12 LLC	6.52 mm	6.50 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
Atrium Hotel Portfolio Trust 2018-ATRM	6.50 mm	6.50 mm principal	0.31	ABS-mortgage backed security	Long	USA
Bank of Ireland Group PLC	6.49 mm	6.40 mm principal	0.31	Debt	Long	Ireland
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCW	6.46 mm	6.70 mm principal	0.31	ABS-other	Long	USA
TRTX 2022-FL5 Issuer Ltd	6.46 mm	6.48 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Chile Government International Bonds	6.45 mm	7.00 mm principal	0.31	Debt	Long	Chile
Volkswagen Group of America Finance LLC	6.43 mm	6.20 mm principal	0.31	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	6.42 mm	10.15 mm principal	0.31	Debt	Long	USA
GS Mortgage Securities Trust 2016-GS3	6.34 mm	7.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
DTE DTE Energy Company	6.28 mm	6.10 mm principal	0.30	Debt	Long	USA
State of Israel	6.26 mm	9.00 mm principal	0.30	Debt	Long	Israel
Romanian Government International Bond	6.24 mm	6.50 mm principal	0.30	Debt	Long	Romania
DOLP Trust 2021-NYC	6.24 mm	7.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
Extended Stay America Trust 2021-ESH	6.23 mm	6.24 mm principal	0.30	ABS-mortgage backed security	Long	USA
Southern California Edison Co	6.20 mm	7.00 mm principal	0.30	Debt	Long	USA
THL Credit Wind River 2019-3 Clo Ltd	6.12 mm	6.11 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XVI Ltd	6.10 mm	6.10 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CVC Cordatus Loan Fund XI DAC	6.10 mm	5.48 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Ireland
Province of Quebec Canada	6.09 mm	8.20 mm principal	0.30	Debt	Long	Canada
New York State Electric & Gas Corp	6.05 mm	7.20 mm principal	0.29	Debt	Long	USA
Benchmark 2022-B33 Mortgage Trust	6.01 mm	6.50 mm principal	0.29	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	5.99 mm	7.48 mm principal	0.29	Debt	Long	USA
U.S. Treasury Bonds	5.91 mm	5.50 mm principal	0.29	Debt	Long	USA
Citigroup Commercial Mortgage Trust 2015-GC33	5.81 mm	5.90 mm principal	0.28	ABS-mortgage backed security	Long	USA
Bank of America Corp	5.79 mm	5.50 mm principal	0.28	Debt	Long	USA
U.S. Treasury STRIPS Coupon	5.75 mm	12.20 mm principal	0.28	Debt	Long	USA
Anchorage Capital CLO 6 Ltd	5.71 mm	5.70 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Santander Holdings USA Inc	5.71 mm	6.03 mm principal	0.28	Debt	Long	USA
Synchrony Bank	5.70 mm	5.60 mm principal	0.28	Debt	Long	USA
Cantor Commercial Real Estate Lending 2019-CF2	5.65 mm	6.20 mm principal	0.27	ABS-mortgage backed security	Long	USA
Bank of Montreal	5.65 mm	5.50 mm principal	0.27	Debt	Long	Canada
AREIT 2022-CRE7 LLC	5.64 mm	5.60 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
SO The Southern Company	5.60 mm	5.70 mm principal	0.27	Debt	Long	USA
Dryden 52 Euro CLO 2017 DAC	5.57 mm	5.01 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Ireland
Towd Point Mortgage Funding 2024 - Granite 6 PLC	5.56 mm	4.14 mm principal	0.27	ABS-mortgage backed security	Long	UK
ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries	5.53 mm	5.90 mm principal	0.27	Debt	Long	India
SMFG Sumitomo Mitsui Financial Group, Inc.	5.48 mm	6.00 mm principal	0.27	Debt	Long	Japan
Citizens Auto Receivables Trust 2023-1	5.48 mm	5.40 mm principal	0.27	ABS-other	Long	USA
NNN National Retail Properties, Inc.	5.47 mm	5.60 mm principal	0.27	Debt	Long	USA
Province of Ontario Canada	5.47 mm	7.10 mm principal	0.27	Debt	Long	Canada
FSK FS KKR Capital Corp.	5.42 mm	5.20 mm principal	0.26	Debt	Long	USA
Nissan Motor Acceptance Co LLC	5.41 mm	5.90 mm principal	0.26	Debt	Long	USA
SCBFY Standard Chartered PLC	5.40 mm	5.40 mm principal	0.26	Debt	Long	UK
Option One Mortgage Loan Trust 2006-3	5.32 mm	11.08 mm principal	0.26	ABS-mortgage backed security	Long	USA
PFP 2022-9 Ltd	5.26 mm	5.24 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Pool	5.25 mm	5.19 mm principal	0.25	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	5.25 mm	4.80 mm principal	0.25	Debt	Long	USA
New Residential Mortgage Loan Trust 2022-INV1	5.20 mm	5.92 mm principal	0.25	ABS-mortgage backed security	Long	USA
Credit Agricole SA	5.12 mm	5.10 mm principal	0.25	Debt	Long	France
Fannie Mae Pool	5.11 mm	5.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
Saudi Government International Bond	5.09 mm	5.00 mm principal	0.25	Debt	Long	Saudi Arabia
Government National Mortgage Association	5.08 mm	5.06 mm principal	0.25	ABS-mortgage backed security	Long	USA
Duke Energy Corp	5.07 mm	4.50 mm principal	0.25	Debt	Long	USA
U.S. Treasury Bonds	5.07 mm	4.90 mm principal	0.25	Debt	Long	USA
Morgan Stanley ABS Capital I Inc Trust 2007-HE6	5.06 mm	5.62 mm principal	0.25	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.00 mm	5.30 mm principal	0.24	ABS-mortgage backed security	Long	USA
BAT International Finance PLC	4.97 mm	4.70 mm principal	0.24	Debt	Long	UK
Government National Mortgage Association	4.94 mm	4.91 mm principal	0.24	ABS-mortgage backed security	Long	USA
Ready Capital Mortgage Financing 2022-FL10 LLC	4.91 mm	4.88 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
RGA Global Funding	4.90 mm	4.70 mm principal	0.24	Debt	Long	USA
Wells Fargo & Co	4.89 mm	4.70 mm principal	0.24	Debt	Long	USA
JPMorgan Chase & Co	4.88 mm	4.80 mm principal	0.24	Debt	Long	USA
UWM Mortgage Trust 2021-INV4	4.87 mm	5.79 mm principal	0.24	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Corp Trust 2022-PJ2	4.86 mm	5.77 mm principal	0.24	ABS-mortgage backed security	Long	USA
United Airlines 2023-1 Class A Pass Through Trust	4.84 mm	4.59 mm principal	0.23	Debt	Long	USA
UWM Mortgage Trust 2021-INV3	4.84 mm	5.73 mm principal	0.23	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	4.80 mm	4.61 mm principal	0.23	Debt	Long	USA
Solvay Finance America LLC	4.79 mm	4.60 mm principal	0.23	Debt	Long	USA
BlueMountain Fuji Eur CLO V DAC	4.79 mm	4.30 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Ireland
NWG NatWest Group plc	4.79 mm	4.50 mm principal	0.23	Debt	Long	UK
Wells Fargo Commercial Mortgage Trust 2015-P2	4.78 mm	4.84 mm principal	0.23	ABS-mortgage backed security	Long	USA
Nissan Motor Acceptance Co LLC	4.78 mm	4.80 mm principal	0.23	Debt	Long	USA
ING Groep NV	4.76 mm	4.70 mm principal	0.23	Debt	Long	Netherlands
Morgan Stanley Bank NA	4.75 mm	4.60 mm principal	0.23	Debt	Long	USA
FI Fiserv, Inc.	4.71 mm	4.50 mm principal	0.23	Debt	Long	USA
Banco Santander SA	4.70 mm	4.60 mm principal	0.23	Debt	Long	Spain
AXP American Express Company	4.69 mm	4.60 mm principal	0.23	Debt	Long	USA
Southern California Edison Co	4.67 mm	4.50 mm principal	0.23	Debt	Long	USA
LFT CRE 2021-FL1 Ltd	4.63 mm	4.62 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HUSI+G HSBC USA Inc	4.62 mm	4.60 mm principal	0.22	Debt	Long	USA
Danske Bank A/S	4.61 mm	4.50 mm principal	0.22	Debt	Long	Denmark
ET Energy Transfer LP	4.61 mm	4.45 mm principal	0.22	Debt	Long	USA
American Honda Finance Corp	4.60 mm	4.60 mm principal	0.22	Debt	Long	USA
Charter Communications Operating LLC / Charter Communications Operating Capital	4.60 mm	7.50 mm principal	0.22	Debt	Long	USA
Marathon CLO XIII Ltd	4.60 mm	4.59 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXIX LTD	4.57 mm	4.57 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Bonds	4.57 mm	5.50 mm principal	0.22	Debt	Long	USA
BMY Bristol-Myers Squibb Company	4.56 mm	4.50 mm principal	0.22	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	4.51 mm	4.99 mm principal	0.22	Debt	Long	USA
Arbor Multifamily Mortgage Securities Trust 2020-MF1	4.51 mm	4.90 mm principal	0.22	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.51 mm	4.51 mm principal	0.22	ABS-mortgage backed security	Long	USA
Saudi Government International Bond	4.50 mm	4.40 mm principal	0.22	Debt	Long	Saudi Arabia
Goldman Sachs Bank USA/New York NY	4.50 mm	4.50 mm principal	0.22	Debt	Long	USA
Brazilian Government International Bond	4.49 mm	4.40 mm principal	0.22	Debt	Long	Brazil
Pricoa Global Funding I	4.49 mm	4.50 mm principal	0.22	Debt	Long	USA
Lloyds Banking Group PLC	4.49 mm	4.50 mm principal	0.22	Debt	Long	UK
CarVal CLO I Ltd	4.49 mm	4.48 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Nationwide Building Society	4.48 mm	4.30 mm principal	0.22	Debt	Long	UK
PPWLM PacifiCorp	4.47 mm	4.30 mm principal	0.22	Debt	Long	USA
BPCE SA	4.46 mm	4.30 mm principal	0.22	Debt	Long	France
Trinity Square 2021-1 PLC	4.46 mm	3.33 mm principal	0.22	ABS-mortgage backed security	Long	UK
Alaska Airlines 2020-1 Class A Pass Through Trust	4.46 mm	4.46 mm principal	0.22	Debt	Long	USA
JPMorgan Chase & Co	4.46 mm	4.30 mm principal	0.22	Debt	Long	USA
Wells Fargo Bank NA	4.44 mm	4.40 mm principal	0.22	Debt	Long	USA
Morgan Stanley Bank NA	4.43 mm	4.40 mm principal	0.21	Debt	Long	USA
Freddie Mac Pool	4.43 mm	4.36 mm principal	0.21	ABS-mortgage backed security	Long	USA
CommonSpirit Health	4.41 mm	4.20 mm principal	0.21	Debt	Long	USA
Symphony CLO 39 Ltd	4.41 mm	4.40 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Bermuda
Allegro CLO XI Ltd	4.40 mm	4.40 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AXP American Express Company	4.38 mm	4.30 mm principal	0.21	Debt	Long	USA
HSBC HSBC Holdings plc	4.37 mm	4.20 mm principal	0.21	Debt	Long	UK
STZ Constellation Brands, Inc.	4.36 mm	4.40 mm principal	0.21	Debt	Long	USA
Tikehau CLO DAC	4.34 mm	3.90 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
BCS Barclays PLC	4.32 mm	4.00 mm principal	0.21	Debt	Long	UK