Inflation Managed Portfolio

Fund Profile

Fund profile

Fund manager

Pacific Select Fund

Total assets

$684.18 mm

Liabilities

$324.75 mm

Net assets

$359.42 mm

Number of holdings

347.00

Top 200 of 347 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Inflation-Indexed Notes	23.15 mm	22.29 mm principal	6.44	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	14.91 mm	13.91 mm principal	4.15	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	14.48 mm	14.85 mm principal	4.03	Debt	Long	USA
Ginnie Mae	14.09 mm	15.00 mm principal	3.92	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	13.89 mm	14.09 mm principal	3.86	Debt	Long	USA
Italy Buoni Poliennali Del Tesoro	13.34 mm	12.06 mm principal	3.71	Debt	Long	Italy
U.S. Treasury Inflation-Indexed Notes	12.61 mm	12.53 mm principal	3.51	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	11.83 mm	12.21 mm principal	3.29	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	11.45 mm	11.20 mm principal	3.18	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	11.36 mm	12.13 mm principal	3.16	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	11.33 mm	10.26 mm principal	3.15	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	11.11 mm	11.51 mm principal	3.09	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	11.07 mm	11.90 mm principal	3.08	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	9.84 mm	10.00 mm principal	2.74	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	9.61 mm	9.50 mm principal	2.67	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	9.52 mm	10.20 mm principal	2.65	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	8.76 mm	9.60 mm principal	2.44	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	8.24 mm	8.00 mm principal	2.29	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	8.15 mm	8.33 mm principal	2.27	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	7.84 mm	7.85 mm principal	2.18	Debt	Long	USA
Japanese Government CPI Linked Bond	7.68 mm	1.06 bn principal	2.14	Debt	Long	Japan
U.S. Treasury Inflation-Indexed Notes	7.57 mm	7.78 mm principal	2.11	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	7.03 mm	8.42 mm principal	1.96	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	6.83 mm	7.02 mm principal	1.90	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	6.65 mm	6.84 mm principal	1.85	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	6.45 mm	6.60 mm principal	1.79	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	6.11 mm	6.65 mm principal	1.70	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	5.85 mm	7.31 mm principal	1.63	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	5.79 mm	6.94 mm principal	1.61	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	5.75 mm	7.15 mm principal	1.60	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	5.58 mm	5.79 mm principal	1.55	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	5.55 mm	6.91 mm principal	1.55	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	5.35 mm	5.12 mm principal	1.49	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	4.70 mm	5.75 mm principal	1.31	Debt	Long	USA
French Republic Government Bond OAT	4.61 mm	4.20 mm principal	1.28	Debt	Long	France
U.S. Treasury Inflation-Indexed Bonds	4.51 mm	5.48 mm principal	1.26	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	4.32 mm	4.55 mm principal	1.20	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	3.93 mm	3.89 mm principal	1.09	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	3.84 mm	3.92 mm principal	1.07	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	3.14 mm	3.05 mm principal	0.87	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	3.02 mm	2.89 mm principal	0.84	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	2.99 mm	2.87 mm principal	0.83	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	2.72 mm	2.70 mm principal	0.76	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	2.59 mm	2.86 mm principal	0.72	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	2.50 mm	2.73 mm principal	0.70	Debt	Long	USA
Government National Mortgage Association	2.41 mm	2.39 mm principal	0.67	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	2.23 mm	3.35 mm principal	0.62	Debt	Long	USA
Canadian Government Real Return Bond	2.17 mm	2.77 mm principal	0.60	Debt	Long	Canada
U.S. Treasury Inflation-Indexed Notes	2.05 mm	2.00 mm principal	0.57	Debt	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp.	1.84 mm	1.84 mm principal	0.51	Repurchase agreement	Long	USA
Japanese Government CPI Linked Bond	1.84 mm	255.73 mm principal	0.51	Debt	Long	Japan
Benefit Street Partners CLO XVII Ltd	1.80 mm	1.80 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Uniform Mortgage-Backed Security, TBA	1.63 mm	1.70 mm principal	0.45	ABS-mortgage backed security	Long	USA
Carlyle Global Market Strategies Euro CLO 2014-2 Ltd	1.61 mm	1.45 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Ireland
GS Mortgage Securities Corp Trust 2022-GTWY	1.60 mm	1.60 mm principal	0.45	ABS-mortgage backed security	Long	USA
Italy Buoni Poliennali Del Tesoro	1.55 mm	1.46 mm principal	0.43	Debt	Long	Italy
U.S. Treasury Inflation-Indexed Bonds	1.54 mm	2.43 mm principal	0.43	Debt	Long	USA
IRS EUR 0.19700 11/08/22-30Y LCH	1.35 mm	2.80 mm other units	0.37	Interest rate derivative	N/A	XX
Harvest CLO XXII DAC	1.33 mm	1.20 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Ireland
HarborView Mortgage Loan Trust 2005-9	1.32 mm	1.40 mm principal	0.37	ABS-mortgage backed security	Long	USA
French Republic Government Bond OAT	1.28 mm	1.20 mm principal	0.36	Debt	Long	France
U.S. Treasury Inflation-Indexed Bonds	1.17 mm	1.12 mm principal	0.33	Debt	Long	USA
Adagio CLO VIII DAC	1.11 mm	1.00 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Ireland
CVC Cordatus Opportunity Loan Fund DAC	1.11 mm	990.75 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Ireland
Madison Park Euro Funding IX DAC	1.11 mm	1.00 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Ireland
U.S. Treasury Inflation-Indexed Notes	1.06 mm	1.09 mm principal	0.30	Debt	Long	USA
Credit-Based Asset Servicing and Securitization LLC	1.04 mm	1.07 mm principal	0.29	ABS-other	Long	USA
Wellfleet CLO 2018-1 Ltd	1.02 mm	1.02 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden XXVI Senior Loan Fund	971.42 k	970.40 k principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Tikehau CLO IV DAC	962.82 k	864.74 k principal	0.27	ABS-collateralized bond/debt obligation	Long	Ireland
BDS 2022-FL11 LLC	946.17 k	945.98 k principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
OSD CLO 2021-23 Ltd	868.13 k	867.07 k principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac REMICS	806.24 k	817.65 k principal	0.22	ABS-mortgage backed security	Long	USA
RFR USD SOFR/2.86500 02/13/24-30Y LCH	791.63 k	9.40 mm other units	0.22	Interest rate derivative	N/A	USA
Thornburg Mortgage Securities Trust 2004-2	776.46 k	827.60 k principal	0.22	ABS-mortgage backed security	Long	USA
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	769.47 k	3.05 mm other units	0.21	Interest rate derivative	N/A	USA
ABFC 2004-OPT5 Trust	767.61 k	769.35 k principal	0.21	ABS-mortgage backed security	Long	USA
Ares European CLO X DAC	746.60 k	670.14 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
IRS EUR 0.19500 11/04/22-30Y LCH	745.27 k	1.55 mm other units	0.21	Interest rate derivative	N/A	XX
U.S. Treasury Inflation-Indexed Notes	727.27 k	734.02 k principal	0.20	Debt	Long	USA
IRS EUR 0.19000 11/04/22-30Y LCH	722.93 k	1.50 mm other units	0.20	Interest rate derivative	N/A	XX
IRS EUR 2.50000 03/19/25-10Y LCH	716.05 k	40.05 mm other units	0.20	Interest rate derivative	N/A	USA
Home Equity Asset Trust 2005-2	713.07 k	719.29 k principal	0.20	ABS-mortgage backed security	Long	USA
Italy Buoni Poliennali Del Tesoro	682.71 k	610.49 k principal	0.19	Debt	Long	Italy
522 Funding CLO 2018-3A Ltd	671.44 k	670.43 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Merrill Lynch Mortgage Investors Trust Series 2005-NC1	626.73 k	622.13 k principal	0.17	ABS-mortgage backed security	Long	USA
ARES L CLO Ltd	616.87 k	616.21 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sound Point CLO IX Ltd	600.66 k	600.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2017-1 Ltd	596.63 k	596.28 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 2022-FL9 LLC	596.21 k	594.92 k principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
INF SWAP US IT 2.31125 02/24/21-10Y LCH	562.54 k	5.10 mm other units	0.16	Interest rate derivative	N/A	USA
LoanCore 2022-CRE7 Issuer Ltd	558.56 k	557.51 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dunedin Park CLO DAC	554.68 k	500.00 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Ireland
Government National Mortgage Association	553.82 k	555.38 k principal	0.15	ABS-mortgage backed security	Long	USA
OAK Hill European Credit Partners VII DAC	550.22 k	495.91 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Ireland
Government National Mortgage Association	512.76 k	503.72 k principal	0.14	ABS-mortgage backed security	Long	USA
Dryden 64 CLO Ltd	510.66 k	510.28 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ACE Securities Corp Home Equity Loan Trust Series 2004-OP1	501.58 k	529.03 k principal	0.14	ABS-mortgage backed security	Long	USA
Rad CLO 5 Ltd	500.41 k	500.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSTAT 2022-1 Ltd	500.12 k	500.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Bermuda
Freddie Mac Strips	496.08 k	499.77 k principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	492.66 k	790.91 k principal	0.14	Debt	Long	USA
TRTX 2022-FL5 Issuer Ltd	489.33 k	491.18 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAMLL Commercial Mortgage Securities Trust 2021-JACX	479.50 k	500.00 k principal	0.13	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	465.96 k	495.86 k principal	0.13	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	455.57 k	446.59 k principal	0.13	ABS-mortgage backed security	Long	USA
SLM Student Loan Trust 2004-3	455.22 k	461.62 k principal	0.13	ABS-other	Long	USA
Segovia European CLO 6-2019 DAC	440.36 k	396.33 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
Citigroup Mortgage Loan Trust 2013-A	427.39 k	455.20 k principal	0.12	ABS-mortgage backed security	Long	USA
BAC Bank of America Corporation	416.55 k	410.00 k principal	0.12	Debt	Long	USA
Dryden 52 Euro CLO 2017 DAC	397.78 k	357.74 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
LCM XVIII LP	385.08 k	384.63 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon Investment Partners 18-R Ltd	378.82 k	378.26 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley ABS Capital I Inc Trust 2005-HE2	376.28 k	389.78 k principal	0.10	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	373.73 k	362.36 k principal	0.10	ABS-mortgage backed security	Long	USA
CIFC Funding 2018-I Ltd	340.71 k	340.32 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Nykredit Realkredit AS	323.04 k	2.59 mm principal	0.09	Debt	Long	Denmark
Vibrant CLO XI Ltd	300.29 k	300.00 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Oaktree CLO 2019-1 Ltd	291.88 k	291.65 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
INF SWAP US IT 2.41875 03/05/21-5Y LCH	286.25 k	2.80 mm other units	0.08	Interest rate derivative	N/A	USA
Gallatin CLO VIII 2017-1 Ltd	274.42 k	274.10 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES LII CLO Ltd	267.08 k	266.59 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2014-4 Ltd	263.23 k	262.98 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
THL Credit Wind River 2019-3 Clo Ltd	262.31 k	261.98 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Black Diamond CLO 2017-2 DAC	259.27 k	232.62 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
New Residential Mortgage Loan Trust 2019-RPL2	253.36 k	261.32 k principal	0.07	ABS-mortgage backed security	Long	USA
LCM XV LP	251.75 k	251.63 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square Loan Funding 2021-4 Ltd	251.41 k	251.23 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ares European CLO VI DAC	246.34 k	221.44 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
Romark CLO Ltd	241.38 k	241.03 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eurosail-UK 2007-3bl PLC	230.07 k	172.62 k principal	0.06	ABS-mortgage backed security	Long	UK
INF SWAP US IT 2.31375 02/26/21-5Y LCH	227.18 k	2.10 mm other units	0.06	Interest rate derivative	N/A	USA
Freddie Mac REMICS	225.14 k	222.13 k principal	0.06	ABS-mortgage backed security	Long	USA
TCW CLO 2018-1 Ltd	218.11 k	218.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IRS EUR 2.87880 06/12/23-9Y* LCH	217.46 k	4.70 mm other units	0.06	Interest rate derivative	N/A	XX
Jyske Realkredit A/S	214.25 k	1.78 mm principal	0.06	Debt	Long	Denmark
CIFC Funding 2017-IV Ltd	207.10 k	206.91 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
United States Small Business Administration	202.68 k	202.03 k principal	0.06	ABS-other	Long	USA
Citigroup Mortgage Loan Trust 2006-AMC1	200.38 k	208.06 k principal	0.06	ABS-mortgage backed security	Long	USA
OZLM XXIV Ltd	200.21 k	200.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CBAM 2017-1 Ltd	199.63 k	199.40 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Venture XXVIII CLO Ltd	188.24 k	188.12 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae REMICS	183.62 k	188.24 k principal	0.05	ABS-mortgage backed security	Long	USA
Crestline Denali CLO XIV Ltd	182.89 k	182.65 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Nykredit Realkredit AS	166.79 k	1.38 mm principal	0.05	Debt	Long	Denmark
Saranac Clo VI Ltd	165.02 k	164.80 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Jersey
Midocean Credit Clo VIII	163.65 k	163.47 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Angel Oak Mortgage Trust 2020-4	151.54 k	159.82 k principal	0.04	ABS-mortgage backed security	Long	USA
Carlyle Euro CLO 2017-2 DAC	149.29 k	133.98 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 1.89 08/27/20-7Y LCH	149.01 k	1.00 mm other units	0.04	Interest rate derivative	N/A	USA
Fannie Mae REMICS	148.46 k	144.69 k principal	0.04	ABS-mortgage backed security	Long	USA
Palmer Square Loan Funding 2021-3 Ltd	147.57 k	147.42 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Inflation-Indexed Bonds	142.70 k	140.37 k principal	0.04	Debt	Long	USA
Structured Asset Mortgage Investments II Trust 2005-AR5	140.40 k	149.98 k principal	0.04	ABS-mortgage backed security	Long	USA
INF SWAP US IT 1.7975 08/25/20-7Y LCH	140.28 k	900.00 k other units	0.04	Interest rate derivative	N/A	USA
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-A	137.61 k	141.03 k principal	0.04	ABS-mortgage backed security	Long	USA
Renaissance Home Equity Loan Trust 2002-3	137.07 k	146.22 k principal	0.04	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH	135.78 k	1.70 mm other units	0.04	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.7 04/15/23 -30Y LCH	135.70 k	900.00 k other units	0.04	Interest rate derivative	N/A	XX
Catamaran CLO 2014-1 Ltd	128.09 k	127.93 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UBS Group AG	127.49 k	100.00 k principal	0.04	Debt	Long	Switzerland
US LONG BOND(CBT) DEC24	124.82 k	-208.00 contracts	0.03	Interest rate derivative	N/A	USA
RFR GBP SONIO/4.25000 09/18/24-2Y LCH	124.19 k	14.50 mm other units	0.03	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.763 09/15/23-30Y LCH	122.77 k	700.00 k other units	0.03	Interest rate derivative	N/A	XX
GSMPS Mortgage Loan Trust 2003-3	122.20 k	115.04 k principal	0.03	ABS-mortgage backed security	Long	USA
PURCHASED USD / SOLD EUR BNP Paribas SA	120.81 k	1.00 contracts	0.03	DFE	N/A	USA
KKR CLO 9 Ltd	118.04 k	117.97 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Nordea Kredit Realkreditaktieselskab	117.73 k	999.84 k principal	0.03	Debt	Long	Denmark
UBS Group AG	111.57 k	100.00 k principal	0.03	Debt	Long	Switzerland
UBS Group AG	105.37 k	100.00 k principal	0.03	Debt	Long	Switzerland
Saxon Asset Securities Trust 2007-3	103.12 k	107.84 k principal	0.03	ABS-other	Long	USA
INF SWAP US IT 2.703 05/25/21-5Y LCH	99.35 k	1.21 mm other units	0.03	Interest rate derivative	N/A	USA
VMW Vmware, Inc.	98.98 k	100.00 k principal	0.03	Debt	Long	USA
Crestline Denali CLO XV Ltd	97.11 k	97.09 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS	93.81 k	94.39 k principal	0.03	ABS-other	Long	USA
Apidos CLO XXVII	93.31 k	93.29 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EURO-BTP FUTURE DEC24	79.98 k	23.00 contracts	0.02	Interest rate derivative	N/A	Germany
Home Equity Asset Trust	79.68 k	80.31 k principal	0.02	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.813 05/14/21-5Y LCH	77.37 k	1.00 mm other units	0.02	Interest rate derivative	N/A	USA
Fannie Mae Pool	74.41 k	73.57 k principal	0.02	ABS-mortgage backed security	Long	USA
OZLM VIII Ltd	72.78 k	72.74 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eurosail-UK 2007-3bl PLC	72.28 k	54.14 k principal	0.02	ABS-mortgage backed security	Long	UK
Carlyle Global Market Strategies CLO 2013-1 Ltd	69.39 k	69.32 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Pool	69.20 k	68.21 k principal	0.02	ABS-mortgage backed security	Long	USA
Morgan Stanley ABS Capital I Inc Trust 2004-NC7	67.64 k	65.44 k principal	0.02	ABS-other	Long	USA
INF SWAP EM NI 2.736 10/15/23-30Y LCH	66.46 k	400.00 k other units	0.02	Interest rate derivative	N/A	XX
3MO EURO EURIBOR SEP26	66.27 k	129.00 contracts	0.02	Interest rate derivative	N/A	UK
Atlas Senior Loan Fund Ltd	59.89 k	59.82 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ACAS CLO 2015-1 Ltd	59.33 k	59.28 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Structured Asset Mortgage Investments II Trust 2004-AR5	58.43 k	61.33 k principal	0.02	ABS-mortgage backed security	Long	USA
Apidos CLO XXVI	54.87 k	54.86 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Nordea Kredit Realkreditaktieselskab	53.54 k	500.00 k principal	0.01	Debt	Long	Denmark
TRS R 5.315/912828V49 MYC	50.88 k	20.00 mm other units	0.01	Interest rate derivative	N/A	USA
Bear Stearns ARM Trust 2004-10	50.80 k	58.94 k principal	0.01	ABS-mortgage backed security	Long	USA
INF SWAP EM NI 2.59 12/15/22-30Y LCH	48.99 k	500.00 k other units	0.01	Interest rate derivative	N/A	XX
RFR JPY MUTK/0.50000 12/15/21-10Y LCH	48.43 k	464.00 mm other units	0.01	Interest rate derivative	N/A	Japan
TRS R 5.315/912828ZJ2 MYC	45.68 k	15.00 mm other units	0.01	Interest rate derivative	N/A	USA
GSR Mortgage Loan Trust 2005-AR1	43.80 k	46.48 k principal	0.01	ABS-mortgage backed security	Long	USA
Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1	42.10 k	43.89 k principal	0.01	ABS-mortgage backed security	Long	USA
Realkredit Danmark A/S	38.72 k	330.73 k principal	0.01	Debt	Long	Denmark