NPORT-P false 0000813900 XXXXXXXX S000026012 C000078081 C000098953 PACIFIC SELECT FUND 811-05141 0000813900 549300KH2YJL0X2VEL27 700 NEWPORT CTR DR P O BOX 7500 NEWPORT BEACH 92660 949-219-3233 Inflation Managed Portfolio S000026012 NPCVOUD2WVG556QLMB59 2026-12-31 2026-06-30 N 844064841.66 442095247.95 401969593.71 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 425801001.60000000 0.00000000 0.00000000 1018739.69000000 AUD EUR GBP JPY USD N Barclays US Treasury TIPS LBUTTRUU Ace Securities Corp. N/A 004421EW9 445527.50000000 PA USD 419205.51000000 0.104287865689 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.54300000 N N N N N N UMBS, TBA N/A 01F040677 9400000.00000000 PA USD 8786774.46000000 2.185930129416 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042673 11700000.00000000 PA USD 11210062.38000000 2.788783668072 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050676 2900000.00000000 PA USD 2849934.84000000 0.708992641382 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050684 300000.00000000 PA USD 294469.28000000 0.073256605625 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052672 3900000.00000000 PA USD 3913070.81000000 0.973474330205 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052680 2700000.00000000 PA USD 2705041.20000000 0.672946720928 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060683 5600000.00000000 PA USD 5706874.66000000 1.419727946914 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.00000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464LAA4 60892.07000000 PA USD 59536.26000000 0.014811135203 Long ABS-MBS CORP US N 2 2065-06-25 Variable 1.46900000 N N N N N N Asset Backed Funding Certificates N/A 04542BJY9 561414.33000000 PA USD 547909.00000000 0.136306081000 Long ABS-MBS CORP US N 2 2034-06-25 Floating 4.46300000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 3000.00000000 PA USD 2911.92000000 0.000724413001 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 5493001M1XQ4INMTAE48 05493LAA4 500000.00000000 PA USD 482152.15000000 0.119947418298 Long ABS-MBS CORP US N 2 2038-09-15 Floating 4.79000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FL3 410000.00000000 PA USD 414046.70000000 0.103004482547 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M4J8 57244.15000000 PA USD 51883.68000000 0.012907364340 Long ABS-MBS CORP US N 2 2035-01-25 Variable 5.12500000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 1500000.00000000 PA USD 1530972.68000000 0.380867783025 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 12489WLH5 754412.58000000 PA USD 733070.55000000 0.182369652200 Long ABS-O CORP US N 2 2035-06-25 Floating 3.50100000 N N N N N N CANADIAN GOVERNMENT RRB 4BFD7AQU0A75QLAHK410 135087VS0 2868975.00000000 PA 2055466.60000000 0.511348776664 Long DBT NUSS CA N 2 2026-12-01 Fixed 4.25000000 N N N N N N Canyon Capital CLO Ltd 549300IVUME0ILZ1W208 13876LAW7 500000.00000000 PA USD 500237.57000000 0.124446619303 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.75300000 N N N N N N CHEVY CHASE MORTGAGE FUNDING CORP. 549300CK5LJGUSKZWZ58 16678RBL0 71617.02000000 PA USD 72059.63000000 0.017926637021 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.12300000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GW53 1560.09000000 PA USD 1584.76000000 0.000394248725 Long ABS-MBS CORP US N 2 2035-05-25 Floating 6.19000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17309PAS5 131627.24000000 PA USD 128861.74000000 0.032057583960 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.05300000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17320XAC8 395265.29000000 PA USD 390894.57000000 0.097244810581 Long ABS-MBS CORP US N 2 2042-05-25 Variable 6.01900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032670 1000000.00000000 PA USD 898245.16000000 0.223460971689 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 3.50000000 N N N N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 26251LAC8 112090.84000000 PA USD 112145.00000000 0.027898876371 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 4.90700000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 146125.84000000 0.036352461053 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1012604126.00000000 JPY 6373895.00000000 USD 2026-07-02 146125.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 486908.69000000 0.121130726706 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 20338619.70000000 EUR 23725813.42000000 USD 2026-07-02 486908.69000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 45865.79000000 0.011410263541 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 315151907.00000000 JPY 1984129.00000000 USD 2026-07-02 45865.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 57897.64000000 0.014403487454 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3005954.70000000 CAD 2177379.18000000 USD 2026-07-02 57897.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 767.15000000 0.000190847768 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 35304.00000000 AUD 25209.88000000 USD 2026-07-02 767.15000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 35569.88000000 0.008848898164 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 255887152.00000000 JPY 1609340.00000000 USD 2026-07-02 35569.88000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 32073.92000000 0.007979190591 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 239692197.00000000 JPY 1506241.00000000 USD 2026-07-02 32073.92000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 77672.54000000 0.019322988906 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5637000.00000000 GBP 7554870.87000000 USD 2026-07-02 77672.54000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 630.18000000 0.000156773051 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 32701.00000000 AUD 23270.72000000 USD 2026-07-02 630.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 8049.23000000 0.002002447480 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2836242.06000000 DKK 441616.00000000 USD 2026-07-02 8049.23000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 10338.57000000 0.002571978120 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 75703489.00000000 JPY 475934.00000000 USD 2026-07-02 10338.57000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 374.76000000 0.000093230932 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 15995.00000000 AUD 11448.90000000 USD 2026-07-02 374.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 4547.32000000 0.001131259695 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 31466822.00000000 JPY 198076.16000000 USD 2026-07-02 4547.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4814.85000000 0.001197814480 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1511113.64000000 DKK 235813.70000000 USD 2026-07-02 4814.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 62889.02000000 0.015645218191 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3978000.00000000 EUR 4608151.40000000 USD 2026-07-02 62889.02000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 34189.30000000 0.008505444325 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1919000.00000000 EUR 2226838.50000000 USD 2026-07-02 34189.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -467.43000000 -0.00011628491 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 144000.00000000 GBP 190541.36000000 USD 2026-07-02 -467.43000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1561.73000000 0.000388519436 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 391000.00000000 EUR 448318.29000000 USD 2026-07-02 1561.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 135792.95000000 0.033781895975 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 30287779.91000000 USD 26626619.70000000 EUR 2026-07-02 135792.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -135509.15000000 -0.03371129362 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 26626619.70000000 EUR 30328864.78000000 USD 2026-08-04 -135509.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 6882.59000000 0.001712216572 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2054995.00000000 USD 2924257.89000000 CAD 2026-07-02 6882.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -6886.59000000 -0.00171321167 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2920102.69000000 CAD 2054995.00000000 USD 2026-08-04 -6886.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -69413.97000000 -0.01726846286 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11943242.35000000 USD 1930625125.00000000 JPY 2026-07-02 -69413.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 69774.99000000 0.017358275623 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1925563579.00000000 JPY 11943242.35000000 USD 2026-08-04 69774.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 88.42000000 0.000021996688 N/A DFE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 25961.25000000 USD 37625.00000000 AUD 2026-07-02 88.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -312.29000000 -0.00007768995 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1608434.40000000 DKK 245989.00000000 USD 2026-08-04 -312.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -89.74000000 -0.00002232507 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 37625.00000000 AUD 25944.62000000 USD 2026-08-04 -89.74000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 315.89000000 0.000078585546 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 245989.00000000 USD 1611240.37000000 DKK 2026-07-02 315.89000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -718.99000000 -0.00017886676 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1758153.81000000 DKK 268509.00000000 USD 2026-08-04 -718.99000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 717.90000000 0.000178595598 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 268509.00000000 USD 1761188.12000000 DKK 2026-07-02 717.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 6372.78000000 0.001585388571 N/A DFE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2189289.20000000 USD 1655292.00000000 GBP 2026-07-02 6372.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -6391.09000000 -0.00158994364 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1655292.00000000 GBP 2189222.99000000 USD 2026-08-04 -6391.09000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -110.14000000 -0.00002740008 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 46375.00000000 AUD 31978.72000000 USD 2026-08-04 -110.14000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 108.99000000 0.000027113991 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 31998.75000000 USD 46375.00000000 AUD 2026-07-02 108.99000000 N N N Elevation CLO Ltd 5493005VN5WX000OV470 28623VAW9 2000000.00000000 PA USD 2000941.56000000 0.497784307895 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 4.95500000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAS9 200000.00000000 PA USD 201492.12000000 0.050126209333 Long DBT NUSS AE N 2 2029-04-30 Fixed 4.87500000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAT7 200000.00000000 PA USD 203423.71000000 0.050606740704 Long DBT NUSS AE N 2 2034-04-30 Fixed 5.00000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAZ3 500000.00000000 PA USD 498373.27000000 0.123982828004 Long DBT NUSS AE N 2 2033-04-20 Fixed 4.62500000 N N N N N N Eurosail Plc 213800YCKG3TNT5E1296 29880YAJ8 17258.08000000 PA 22905.38000000 0.005698286725 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 4.81600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NC6C3 346.92000000 PA USD 354.91000000 0.000088292747 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 6.48100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKQ5 150478.83000000 PA USD 155821.66000000 0.038764539019 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HTBH8 407172.04000000 PA USD 402903.31000000 0.100232285303 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 4.15700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31336CLR2 20756.85000000 PA USD 21214.23000000 0.005277570824 Long ABS-MBS USGSE US N 2 2034-01-01 Floating 5.89300000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 3133TSQG1 15653.58000000 PA USD 15780.77000000 0.003925861619 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 4.02300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWNH5 1432920.91000000 PA USD 1443857.54000000 0.359195710967 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 4.65800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BY3C2 671647.66000000 PA USD 658975.41000000 0.163936631106 Long ABS-MBS USGSE US N 2 2047-01-15 Floating 4.05700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F4BX9 148008.83000000 PA USD 145416.10000000 0.036175895459 Long ABS-MBS USGSE US N 2 2044-07-15 Floating 4.11400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKAX4 1575118.31000000 PA USD 1525413.25000000 0.379484735629 Long ABS-MBS USGSE US N 2 2057-08-15 Floating 4.10700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJ7M3 894997.76000000 PA USD 896263.47000000 0.222967976688 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.62800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKEX8 965175.81000000 PA USD 973091.80000000 0.242080947222 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.56800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLZ21 1121493.70000000 PA USD 1131448.53000000 0.281476148371 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.72800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HRXQ7 1980985.02000000 PA USD 1980213.82000000 0.492627763638 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 4.57800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391Q7B4 4975.16000000 PA USD 4978.57000000 0.001238543929 Long ABS-MBS USGSE US N 2 2042-11-01 Floating 4.96700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394ANT9 10061.72000000 PA USD 9890.80000000 0.002460584122 Long ABS-MBS USGSE US N 2 2034-08-25 Floating 3.87700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VL73 91999.53000000 PA USD 93731.49000000 0.023318054765 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 6.03900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396V4Q8 134949.46000000 PA USD 132556.04000000 0.032976633574 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 3.91300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WTU0 1357.56000000 PA USD 1346.86000000 0.000335065144 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.09200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PRS1 4418.91000000 PA USD 4422.04000000 0.001100093158 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 4.96700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405U6G9 7262.67000000 PA USD 7360.65000000 0.001831145966 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 5.71700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405YPX3 13828.62000000 PA USD 13993.09000000 0.003481131463 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 4.96700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406DAF3 18612.72000000 PA USD 18836.72000000 0.004686105689 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 4.96700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406KBE9 30115.68000000 PA USD 30928.34000000 0.007694198885 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 6.13300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406UN79 40858.95000000 PA USD 41720.50000000 0.010379018874 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 5.89400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407XUZ2 16352.20000000 PA USD 16580.11000000 0.004124717456 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 5.92700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408B5A2 4962.25000000 PA USD 5046.46000000 0.001255433266 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 5.66300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DB45 24121.49000000 PA USD 24339.54000000 0.006055069930 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DC85 5720.86000000 PA USD 5849.11000000 0.001455112548 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 6.15500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5D6 507130.74000000 PA USD 463043.12000000 0.115193568679 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7L6 4802563.49000000 PA USD 4377577.78000000 1.089032068221 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQT6 387963.67000000 PA USD 352500.17000000 0.087693242353 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZG7 7545595.39000000 PA USD 6782228.10000000 1.687249037272 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225CA22 58.01000000 PA USD 57.97000000 0.000014421488 Long ABS-MBS USGA US N 2 2026-12-20 Floating 5.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225CAN6 120.21000000 PA USD 120.12000000 0.000029882857 Long ABS-MBS USGA US N 2 2026-11-20 Floating 5.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225CBA3 219.39000000 PA USD 219.08000000 0.000054501634 Long ABS-MBS USGA US N 2 2027-01-20 Floating 5.00000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DUL5 35724.84000000 PA USD 34282.12000000 0.008528535624 Long ABS-MBS CORP US N 2 2035-01-25 Variable 6.44900000 N N N N N N GSMPS Mortgage Loan Trust N/A 36290PAS6 97549.39000000 PA USD 102744.58000000 0.025560286550 Long ABS-MBS CORP US N 2 2043-06-25 Fixed 7.00000000 N N N N N N Gallatin Loan Management, LLC N/A 36361UAL4 80354.52000000 PA USD 80393.78000000 0.019999965484 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.02500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UZZ6 167104.55000000 PA USD 168374.39000000 0.041887344872 Long ABS-MBS USGA US N 2 2067-04-20 Floating 4.89800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LJY0 504333.31000000 PA USD 506593.63000000 0.126027848356 Long ABS-MBS USGA US N 2 2068-08-20 Floating 4.92700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Y5C3 463860.97000000 PA USD 474602.69000000 0.118069301117 Long ABS-MBS USGA US N 2 2073-05-20 Floating 4.70900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YB36 2307871.34000000 PA USD 2337306.85000000 0.581463594902 Long ABS-MBS USGA US N 2 2072-10-20 Floating 4.50900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LJ67 3769442.17000000 PA USD 3794863.29000000 0.944067250205 Long ABS-MBS USGA US N 2 2073-02-20 Floating 4.33900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LTU3 3559018.42000000 PA USD 3572604.97000000 0.888774928726 Long ABS-MBS USGA US N 2 2075-08-20 Floating 4.30900000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571VAB4 91016.20000000 PA USD 91201.97000000 0.022688773336 Long ABS-O CORP US N 2 2060-06-25 Fixed 4.93000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PSK0 1155544.99000000 PA USD 1082583.99000000 0.269319870691 Long ABS-MBS CORP US N 2 2035-06-20 Floating 4.43400000 N N N N N N Home Equity Asset Trust N/A 437084CE4 51509.53000000 PA USD 51224.93000000 0.012743483786 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.61800000 N N N N N N Home Equity Asset Trust N/A 437084JV9 481512.48000000 PA USD 476547.56000000 0.118553136221 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.96300000 N N N N N N Invesco CLO 2022-2, Ltd. 54930008L2A8UYGN7A86 46145XAL0 1800000.00000000 PA USD 1802132.15000000 0.448325489837 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 4.82500000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630GAA3 10115.65000000 PA USD 10127.80000000 0.002519543805 Long ABS-MBS CORP US N 2 2035-07-25 Variable 6.18600000 N N N N N N MF1 N/A 55285AAA5 333102.18000000 PA USD 333596.84000000 0.082990565759 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 5.78900000 N N N N N N Mellon Residential Funding Corporation N/A 585525EN4 16343.13000000 PA USD 16070.24000000 0.003997874528 Long ABS-MBS CORP US N 2 2030-12-15 Floating 4.18000000 N N N N N N Mellon Residential Funding Corporation N/A 585525FC7 26288.23000000 PA USD 25666.87000000 0.006385276498 Long ABS-MBS CORP US N 2 2031-11-15 Floating 4.44000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020URP2 622129.47000000 PA USD 611750.48000000 0.152188247462 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.48300000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CFR2 47734.33000000 PA USD 52363.10000000 0.013026632068 Long ABS-O CORP US N 2 2034-07-25 Floating 4.73800000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CNC6 256158.17000000 PA USD 251082.29000000 0.062463005642 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.42300000 N N N N N N Pacific Life U.S. Government Fund Direct N/A 000000000 152027.23000000 NS USD 152027.23000000 0.037820579560 Long STIV RF US N 1 N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64830HAA2 173605.43000000 PA USD 168989.57000000 0.042040386298 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.25000000 N N N N N N OZLM Ltd 549300Y1XB6AVMQY8652 67113DAW4 16791.77000000 PA USD 16803.93000000 0.004180398284 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.09700000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAK0 110000.00000000 PA USD 111441.68000000 0.027723907913 Long DBT CORP US N 2 2028-09-15 Fixed 6.45000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970NAA5 130682.42000000 PA USD 124035.43000000 0.030856918518 Long ABS-MBS CORP US N 2 2032-12-25 Floating 4.52300000 N N N N N N SLM Student Loan Trust 549300YK6GOQU7FJ5N55 78442GLL8 365830.29000000 PA USD 366755.33000000 0.091239570290 Long ABS-O CORP US N 2 2064-10-25 Floating 4.48000000 N N N N N N Saxon Asset Securities Trust N/A 80557BAA2 69179.86000000 PA USD 67314.31000000 0.016746119869 Long ABS-O CORP US N 2 2037-09-25 Floating 4.07300000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81743WAA9 21916.73000000 PA USD 21909.92000000 0.005450641128 Long ABS-MBS CORP US N 2 2026-10-19 Floating 4.45400000 N N N N N N Shackleton CLO LTD 549300HOHPZON6E4VH77 81880XAW2 600000.00000000 PA USD 600668.93000000 0.149431434466 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.87500000 N N N N N N Small Business Administration Participation Certs N/A 83162CRL9 67983.52000000 PA USD 68032.30000000 0.016924737856 Long ABS-O USGA US N 2 2027-12-01 Fixed 5.29000000 N N N N N N Sound Point CLO LTD 549300W2FX6HEXN27U70 83609GBN4 249466.46000000 PA USD 249651.78000000 0.062107130466 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.14700000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 85704AAA5 500000.00000000 PA USD 499153.97000000 0.124177046674 Long DBT NUSS KW N 2 2033-04-20 Fixed 4.80400000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BGF2 8719.18000000 PA USD 8469.55000000 0.002107012603 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.92300000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LDX4 41310.99000000 PA USD 40160.26000000 0.009990870112 Long ABS-MBS CORP US N 2 2034-10-19 Floating 4.41400000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LPD5 126439.24000000 PA USD 119056.43000000 0.029618267616 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.25400000 N N N N N N Symphony CLO Ltd 254900H6EAUOGL2U2U64 87168GAN9 700000.00000000 PA USD 700882.90000000 0.174362168424 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 4.82300000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220FE8 531190.81000000 PA USD 514616.97000000 0.128023855050 Long ABS-MBS CORP US N 2 2044-06-25 Floating 4.38300000 N N N N N N Trinitas CLO Ltd 549300F3XEPDOX3FOP69 89641CAU5 1000000.00000000 PA USD 1000817.84000000 0.248978493811 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 4.72700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FD5 12669428.80000000 PA USD 12993349.61000000 3.232421012265 Long DBT UST US N 2 2028-04-15 Fixed 3.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FH6 10866296.08000000 PA USD 11414520.93000000 2.839647851134 Long DBT UST US N 2 2029-04-15 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PS1 148580.10000000 PA USD 148210.72000000 0.036871127149 Long DBT UST US N 2 2027-01-15 Fixed 2.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PV4 2858916.83000000 PA USD 2839991.74000000 0.706519046325 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 5426832.18000000 PA USD 5497221.34000000 1.367571434760 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QF8 2726384.10000000 PA USD 2631167.02000000 0.654568669166 Long DBT UST US N 2 2040-02-15 Fixed 2.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QP6 2751688.70000000 PA USD 2629448.78000000 0.654141213948 Long DBT UST US N 2 2041-02-15 Fixed 2.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QV3 8033845.00000000 PA USD 6135620.88000000 1.526389303074 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RA8 4532459.10000000 PA USD 3307340.44000000 0.822783735823 Long DBT UST US N 2 2043-02-15 Fixed 0.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RF7 9304092.00000000 PA USD 7601529.51000000 1.891070774742 Long DBT UST US N 2 2044-02-15 Fixed 1.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RL4 7737315.00000000 PA USD 5498983.66000000 1.368009855981 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RR1 5243484.80000000 PA USD 3852608.82000000 0.958432896489 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RW0 7317397.58000000 PA USD 5147398.23000000 1.280544178103 Long DBT UST US N 2 2047-02-15 Fixed 0.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SB5 5808182.00000000 PA USD 4136064.25000000 1.028949531188 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SG4 4233760.00000000 PA USD 2975056.97000000 0.740119903732 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 3548163.00000000 PA USD 2001174.68000000 0.497842302331 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SV1 2570307.60000000 PA USD 1361058.17000000 0.338597294745 Long DBT UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TE8 837172.00000000 PA USD 433878.97000000 0.107938256223 Long DBT UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TP3 6835355.00000000 PA USD 5198194.79000000 1.293181094127 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TY4 3362849.00000000 PA USD 2939797.69000000 0.731348275093 Long DBT UST US N 2 2054-02-15 Fixed 2.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UH9 3903759.00000000 PA USD 3595165.52000000 0.894387430357 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810US5 2568175.00000000 PA USD 2368132.76000000 0.589132311760 Long DBT UST US N 2 2056-02-15 Fixed 2.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282L3 8238043.00000000 PA USD 8101029.27000000 2.015333845336 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283R9 15640347.36000000 PA USD 15244919.34000000 3.792555352084 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285W6 12268095.00000000 PA USD 11937837.02000000 2.969835830073 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287D6 11722134.34000000 PA USD 11183315.30000000 2.782129662291 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V49 16615561.20000000 PA USD 16398352.95000000 4.079500839516 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y38 8824284.00000000 PA USD 8630325.18000000 2.147009454209 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z37 9890973.20000000 PA USD 9290894.09000000 2.311342508334 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 7275184.00000000 PA USD 6799275.22000000 1.691489935157 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBF7 11899815.00000000 PA USD 10993880.42000000 2.735002993269 Long DBT UST US N 2 2031-01-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCM1 409916.10000000 PA USD 376444.21000000 0.093649921757 Long DBT UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDX6 4325760.00000000 PA USD 3917317.20000000 0.974530726029 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEJ6 9909564.00000000 PA USD 9716775.02000000 2.417291051872 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEZ0 12839792.00000000 PA USD 11894956.00000000 2.959168102794 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFR7 13268101.85000000 PA USD 13206492.75000000 3.285445704514 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGK1 12188489.00000000 PA USD 11532431.15000000 2.868980970316 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGW5 2885844.00000000 PA USD 2839945.06000000 0.706507433507 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHP9 14915664.00000000 PA USD 14311891.20000000 3.560441243305 Long DBT UST US N 2 2033-07-15 Fixed 1.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJH5 23617412.00000000 PA USD 23877118.75000000 5.940031067928 Long DBT UST US N 2 2028-10-15 Fixed 2.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJY8 4117680.00000000 PA USD 4024375.02000000 1.001164039015 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKL4 7538160.00000000 PA USD 7561450.28000000 1.881100062870 Long DBT UST US N 2 2029-04-15 Fixed 2.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLE9 20716605.00000000 PA USD 20424340.73000000 5.081066092958 Long DBT UST US N 2 2034-07-15 Fixed 1.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLV1 14714109.00000000 PA USD 14615688.09000000 3.636018325441 Long DBT UST US N 2 2029-10-15 Fixed 1.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CML2 18576096.00000000 PA USD 18538106.40000000 4.611818080293 Long DBT UST US N 2 2035-01-15 Fixed 2.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNB3 8998696.00000000 PA USD 8891883.64000000 2.212078669416 Long DBT UST US N 2 2030-04-15 Fixed 1.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNS6 23774551.00000000 PA USD 23254785.35000000 5.785210054165 Long DBT UST US N 2 2035-07-15 Fixed 1.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPH8 5663570.00000000 PA USD 5500943.53000000 1.368497422710 Long DBT UST US N 2 2030-10-15 Fixed 1.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPU9 15585918.00000000 PA USD 15140454.23000000 3.766567040621 Long DBT UST US N 2 2036-01-15 Fixed 1.87500000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -2200000.00000000 NC -18987.89000000 -0.00472371301 N/A DIR DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written N/A N/A 1.00000000 117.20000000 EUR 2035-06-22 XXXX 81098.89000000 N N N Eurosail Plc 213800YCKG3TNT5E1296 000000000 55046.51000000 PA 73059.15000000 0.018175292644 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 4.81600000 N N N N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 610.39000000 PA 87.99000000 0.000021889715 Long DBT CORP DK N 2 2047-10-01 Fixed 2.50000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 1642.76000000 PA 236.81000000 0.000058912416 Long DBT CORP DK Y 2 2047-10-01 Fixed 2.50000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 7558.30000000 PA 1096.00000000 0.000272657439 Long DBT CORP DK Y 2 2047-04-01 Fixed 2.50000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 305.24000000 PA 44.27000000 0.000011013270 Long DBT CORP DK N 2 2047-10-01 Fixed 2.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 1813196.00000000 PA 1784782.88000000 0.444009424575 Long DBT NUSS FR Y 2 2036-07-25 Fixed 0.10000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 265743490.00000000 PA 1640863.70000000 0.408205925442 Long DBT NUSS JP N 2 2028-03-10 Fixed 0.10000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 1115783366.00000000 PA 6859444.57000000 1.706458567348 Long DBT NUSS JP N 2 2029-03-10 Fixed 0.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 100000.00000000 PA 112973.86000000 0.028105076047 Long DBT CORP CH Y 2 2028-01-14 Fixed 0.65000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 1376121.10000000 PA 166251.35000000 0.041359185520 Long DBT CORP DK Y 2 2052-10-01 Fixed 1.50000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 1.73000000 PA 0.21000000 0.000000052242 Long DBT CORP DK Y 2 2053-10-01 Fixed 1.50000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 1.40000000 PA 0.18000000 0.000000044779 Long DBT CORP DK Y 2 2043-10-01 Fixed 0.50000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 1.33000000 PA 0.17000000 0.000000042291 Long DBT CORP DK N 2 2043-10-01 Fixed 0.50000000 N N N N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 13261.01000000 PA 1681.88000000 0.000418409756 Long DBT CORP DK N 2 2043-10-01 Fixed 0.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 1256890.00000000 PA 1370622.64000000 0.340976696110 Long DBT NUSS FR Y 2 2031-07-25 Fixed 0.10000000 N N N N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 1772499.37000000 PA 210695.93000000 0.052415887494 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 2.22000000 PA 0.27000000 0.000000067169 Long DBT CORP DK Y 2 2053-10-01 Fixed 1.50000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 234585.07000000 PA 28516.31000000 0.007094146036 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 99537.10000000 PA 10403.72000000 0.002588185813 Long DBT CORP DK Y 2 2053-10-01 Fixed 1.50000000 N N N N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 1.62000000 PA 0.20000000 0.000000049755 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Ares European CLO 635400SFL7VSI4HNPI68 000000000 73376.21000000 PA 83881.46000000 0.020867613200 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 2.98400000 N N N N N N Madison Park Euro Funding 635400IRITPTWQSADZ09 000000000 998906.21000000 PA 1142358.28000000 0.284190221816 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.08400000 N N N N N N Dryden Euro CLO 635400V5VX7XDQVRNU55 000000000 111130.64000000 PA 126977.89000000 0.031588929109 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 3.14300000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 329550.10000000 PA 39107.08000000 0.009728865220 Long DBT CORP DK Y 2 2053-10-01 Fixed 2.00000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 500000.00000000 PA 52260.44000000 0.013001092823 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Harvest CLO 635400MYQ7BBH2H3RR48 000000000 685395.51000000 PA 783434.98000000 0.194899065068 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 3.05400000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 199539.89000000 PA 25795.89000000 0.006417373454 Long DBT CORP DK Y 2 2053-10-01 Fixed 2.00000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 3794586.00000000 PA 3979017.73000000 0.989880277579 Long DBT NUSS IT Y 2 2033-05-15 Fixed 0.10000000 N N N N N N Babson Euro CLO B.V. 549300WLKHU1JJG5SG04 000000000 1699743.10000000 PA 1945977.52000000 0.484110626885 Long ABS-CBDO CORP IE N 2 2034-10-15 Floating 3.18400000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 3302399.00000000 PA 3790040.33000000 0.942867418159 Long DBT NUSS IT Y 2 2036-05-15 Fixed 1.80000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 126729600.00000000 PA 747577.98000000 0.185978738615 Long DBT NUSS JP N 2 2034-03-10 Fixed 0.00500000 N N N N N N Dunedin Park CLO 635400VZKZZW7P5TBL62 000000000 500000.00000000 PA 571582.68000000 0.142195501586 Long ABS-CBDO CORP IE N 2 2034-11-20 Floating 3.19900000 N N N N N N CVC Cordatus Opportunity Loan Fund DAC 635400C8SJP8XE4FXA57 000000000 679003.92000000 PA 775604.82000000 0.192951116735 Long ABS-CBDO CORP IE N 2 2033-08-15 Floating 3.12300000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 112777500.00000000 PA 655891.73000000 0.163169488504 Long DBT NUSS JP N 2 2035-03-10 Fixed 0.00500000 N N N N N N OCP Euro CLO 635400NSID6FARUW3W95 000000000 700000.00000000 PA 800446.03000000 0.199130989638 Long ABS-CBDO CORP IE N 2 2039-10-20 Floating 3.46800000 N N N N N N Contego CLO DAC 724500XA96HF0GU8WL83 000000000 1700000.00000000 PA 1944693.81000000 0.483791271884 Long ABS-CBDO CORP NL N 2 2038-04-15 Floating 3.45400000 N N N N N N MV Credit Euro CLO 635400BDB6DLUVKYJO21 000000000 1900000.00000000 PA 2172608.60000000 0.540490781889 Long ABS-CBDO CORP IE N 2 2038-02-15 Floating 3.58300000 N N N N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 300000000.00000000 PA 1688658.94000000 0.420096187976 Long DBT NUSS JP N 2 2055-12-20 Fixed 3.40000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 300000.00000000 PA USD 301506.74000000 0.075007349988 Long DBT CORP KY N 2 2029-04-27 Floating 4.67900000 N N N N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 400000.00000000 PA USD 399912.00000000 0.099488122051 Long DBT CORP AE N 2 2031-06-03 Floating 4.78900000 N N N N N N Cordatus CLO PLC 549300E0CSGI3E3SNH05 000000000 1800000.00000000 PA 2059214.87000000 0.512281252667 Long ABS-CBDO CORP IE N 2 2037-06-15 Floating 3.62700000 N N N N N N Neuberger Berman Loan Advisers Euro CLO 5493000DEGFR14H5PZ90 000000000 2000000.00000000 PA 2287996.19000000 0.569196333703 Long ABS-CBDO CORP IE N 2 2039-07-15 Floating 3.41400000 N N N N N N Ares Euro CLO 635400IGFVEGWNYOYO47 000000000 2000000.00000000 PA 2287140.38000000 0.568983429540 Long ABS-CBDO CORP IE N 2 2037-07-15 Floating 3.58600000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 500000.00000000 PA USD 498417.50000000 0.123993831324 Long DBT CORP AE N 2 2031-06-29 Fixed 5.12500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 162.00000000 NC USD -8205.71000000 -0.00204137579 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRZ6 Index 2027-03-16 38872005.71000000 USD -8205.71000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -50.00000000 NC -28870.51000000 -0.00718226215 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEU6 Comdty 2026-09-08 -5743732.62000000 EUR -28870.51000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 25.00000000 NC USD 19107.88000000 0.004753563527 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 2728157.75000000 USD 19107.88000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 25.00000000 NC 66768.97000000 0.016610452891 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBU6 Comdty 2026-09-08 2722064.00000000 EUR 66768.97000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2.00000000 NC -2035.31000000 -0.00050633431 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -252898.70000000 EUR -2035.31000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -105.00000000 NC -16851.35000000 -0.00419219519 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUU6 Comdty 2026-09-08 -11111051.75000000 EUR -16851.35000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -223.00000000 NC USD 70527.71000000 0.017545533568 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 -46038144.79000000 USD 70527.71000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 198.00000000 NC USD 663996.81000000 0.165185830070 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 22334940.69000000 USD 663996.81000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 16.00000000 NC USD 5685.34000000 0.001414370661 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 1793814.66000000 USD 5685.34000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -151.00000000 NC USD -476802.13000000 -0.11861646688 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 -16661697.87000000 USD -476802.13000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -141.00000000 NC USD -52310.02000000 -0.01301342708 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 -15041299.36000000 USD -52310.02000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 55.00000000 NC 65655.20000000 0.016333374719 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKU6 Comdty 2026-09-08 6506788.77000000 EUR 65655.20000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -125.00000000 NC -66067.34000000 -0.01643590486 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATU6 Comdty 2026-09-08 -14939678.06000000 EUR -66067.34000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 62.00000000 NC 67831.86000000 0.016874873388 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 6710711.64000000 AUD 67831.86000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -16.00000000 NC -6323.46000000 -0.00157311898 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 3 Year Australian Bond Futures YMU6 Comdty 2026-09-15 -1664370.83000000 AUD -6323.46000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -6.00000000 NC -12095.88000000 -0.00300915297 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU6 Comdty 2026-09-14 -764653270.00000000 JPY -12095.88000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1529280.00000000 PA 1704297.23000000 0.423986604128 Long DBT NUSS IT Y 2 2030-05-15 Fixed 0.40000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 1.78000000 PA 0.21000000 0.000000052242 Long DBT CORP DK Y 2 2053-10-01 Fixed 1.00000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 1.55000000 PA 0.19000000 0.000000047267 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 999839.75000000 PA 118646.15000000 0.029516200194 Long DBT CORP DK N 2 2053-10-01 Fixed 2.00000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 1.41000000 PA 0.17000000 0.000000042291 Long DBT CORP DK Y 2 2053-10-01 Fixed 1.50000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 5700000.00000000 PA 7438398.62000000 1.850487881769 Long DBT NUSS GB Y 2 2031-10-22 Fixed 4.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -12500000.00000000 NC -13091.34000000 -0.00325679857 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 12500000.00000000 OU Notional Amount N/A -13091.34000000 0.00000000 DIR US N/A N/A 2029-01-11 0.00000000 N/A 0.00000000 N/A 12500000.00000000 EUR 1.00000000 2.35000000 EUR 2027-01-07 XXXX 100353.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -12500000.00000000 NC -116812.27000000 -0.02905997663 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 12500000.00000000 OU Notional Amount N/A -116812.27000000 -0.03000000 DIR US N/A N/A 2029-01-11 0.00000000 N/A 0.00000000 N/A 12500000.00000000 EUR 1.00000000 2.35000000 EUR 2027-01-07 XXXX -3367.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -4400000.00000000 NC -8030.83000000 -0.00199787001 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 4400000.00000000 OU Notional Amount N/A -8030.83000000 0.00000000 DIR US N/A N/A 2029-01-18 0.00000000 N/A 0.00000000 N/A 4400000.00000000 EUR 1.00000000 2.50000000 EUR 2027-01-14 XXXX 32311.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -4400000.00000000 NC -30125.93000000 -0.00749457930 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 4400000.00000000 OU Notional Amount N/A -30125.93000000 -0.01000000 DIR US N/A N/A 2029-01-18 0.00000000 N/A 0.00000000 N/A 4400000.00000000 EUR 1.00000000 2.50000000 EUR 2027-01-14 XXXX 10216.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1300000.00000000 NC -10273.63000000 -0.00255582266 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1300000.00000000 OU Notional Amount N/A -10273.63000000 0.00000000 DIR US N/A N/A 2029-01-27 0.00000000 N/A 0.00000000 N/A 1300000.00000000 EUR 1.00000000 2.44000000 EUR 2027-01-25 XXXX 1289.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1300000.00000000 NC -2055.32000000 -0.00051131230 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1300000.00000000 OU Notional Amount N/A -2055.32000000 0.00000000 DIR US N/A N/A 2029-01-27 0.00000000 N/A 0.00000000 N/A 1300000.00000000 EUR 1.00000000 2.44000000 EUR 2027-01-25 XXXX 9508.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 -3300000.00000000 NC -5137.18000000 -0.00127800213 N/A DIR US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Put Written Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 3300000.00000000 OU Notional Amount N/A -5137.18000000 0.00000000 DIR US N/A N/A 2031-08-27 0.00000000 N/A 0.00000000 N/A 3300000.00000000 GBP 1.00000000 4.50000000 GBP 2026-08-27 XXXX 13919.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 -3300000.00000000 NC -15454.44000000 -0.00384467886 N/A DIR US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Written Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 3300000.00000000 OU Notional Amount N/A -15454.44000000 0.00000000 DIR US N/A N/A 2031-08-27 0.00000000 N/A 0.00000000 N/A 3300000.00000000 GBP 1.00000000 4.00000000 GBP 2026-08-27 XXXX 3602.72000000 N N N CLEAR STREET 549300KNQS43Y7TO3X67 000000000 188087.29000000 PA USD 188087.29000000 0.046791422272 Long RA CORP US N 1 Repurchase N 3.64000000 2026-07-01 1779.92947900 USD 178828.95000000 USD AMBS 131.34812700 USD 13039.61000000 USD EQT N N SWIB VY0GIYI3352UC4XOP168 000000000 87142.18000000 PA USD 87142.18000000 0.021678798934 Long RA CORP US N 1 Repurchase N 3.73000000 2026-07-15 81617.34281100 USD 89129.20000000 USD UST N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 377560000.00000000 OU Notional Amount 27793.55000000 0.006914341391 N/A DIR JP N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-09-20 0.00000000 JPY -166829.00000000 JPY 377560000.00000000 JPY 29388.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20000.00000000 OU Notional Amount -255.99000000 -0.00006368392 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2037-05-15 0.00000000 EUR -1181.60000000 EUR 20000.00000000 EUR 994.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount 908725.12000000 0.226068124111 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-04 669313.76000000 EUR 0.00000000 EUR 1500000.00000000 EUR 202930.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1550000.00000000 OU Notional Amount 937407.16000000 0.233203499634 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-04 690168.09000000 EUR 0.00000000 EUR 1550000.00000000 EUR 209621.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2800000.00000000 OU Notional Amount 1693642.37000000 0.421335940952 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-08 1246294.47000000 EUR 0.00000000 EUR 2800000.00000000 EUR 379410.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD -285273.00000000 -0.07096880074 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-02-13 0.00000000 USD -64454.84000000 USD 5000000.00000000 USD -220818.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9400000.00000000 OU Notional Amount USD 2068774.56000000 0.514659464887 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-02-13 230356.88000000 USD 0.00000000 USD 9400000.00000000 USD 1838417.68000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 690000000.00000000 OU Notional Amount 83599.08000000 0.020797364106 N/A DIR JP N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-14 0.00000000 JPY -548695.00000000 JPY 690000000.00000000 JPY 87433.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4700000.00000000 OU Notional Amount 37529.78000000 0.009336472356 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-15 500.35000000 EUR 0.00000000 EUR 4700000.00000000 EUR 36988.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 464000000.00000000 OU Notional Amount 219473.33000000 0.054599485492 N/A DIR JP N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 842337.00000000 JPY 0.00000000 JPY 464000000.00000000 JPY 213234.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14780000.00000000 OU Notional Amount USD -644360.70000000 -0.16030085610 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-11-21 0.00000000 USD -94303.67000000 USD 14780000.00000000 USD -550057.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3050000.00000000 OU Notional Amount USD 1116504.04000000 0.277758332339 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-21 181345.00000000 USD 0.00000000 USD 3050000.00000000 USD 935159.04000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2400000.00000000 OU Notional Amount USD 284406.96000000 0.070753351609 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2054-06-20 61876.03000000 USD 0.00000000 USD 2400000.00000000 USD 222530.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2300000.00000000 OU Notional Amount USD 20385.13000000 0.005071311442 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-05-15 18112.66000000 USD 0.00000000 USD 2300000.00000000 USD 2272.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount 62941.70000000 0.015658323660 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2027-06-15 0.00000000 EUR 0.00000000 EUR 3500000.00000000 EUR 62941.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4300000.00000000 OU Notional Amount USD 142796.98000000 0.035524323788 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 59797.37000000 USD 0.00000000 USD 4300000.00000000 USD 82999.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3939900.00000000 OU Notional Amount USD 89234.80000000 0.022199390550 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 29149.04000000 USD 0.00000000 USD 3939900.00000000 USD 60085.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2410000.00000000 OU Notional Amount 17241.53000000 0.004289262240 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-01-13 88198.49000000 EUR 0.00000000 EUR 2410000.00000000 EUR -86056.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20340000.00000000 OU Notional Amount -358426.33000000 -0.08916752301 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -259248.07000000 EUR 20340000.00000000 EUR -57988.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7550000.00000000 OU Notional Amount 137403.22000000 0.034182490952 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 105533.74000000 EUR 0.00000000 EUR 7550000.00000000 EUR 14261.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3030000.00000000 OU Notional Amount -95318.41000000 -0.02371284084 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 GBP -9975.50000000 GBP 3030000.00000000 GBP -81790.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7300000.00000000 OU Notional Amount -83131.22000000 -0.02068097221 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-18 0.00000000 GBP -99886.93000000 GBP 7300000.00000000 GBP 50312.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13960000.00000000 OU Notional Amount USD 311361.05000000 0.077458856309 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-08-31 62867.27000000 USD 0.00000000 USD 13960000.00000000 USD 248493.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 3220.39000000 0.000801152637 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 0.00000000 USD 0.00000000 USD 100000.00000000 USD 3220.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 3501.50000000 0.000871085787 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 0.00000000 USD 0.00000000 USD 100000.00000000 USD 3501.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4160000.00000000 OU Notional Amount USD -13316.99000000 -0.00331293466 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD -807.89000000 USD 4160000.00000000 USD -12509.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1190000.00000000 OU Notional Amount USD -3663.65000000 -0.00091142465 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-11-30 101.84000000 USD 0.00000000 USD 1190000.00000000 USD -3765.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16200000.00000000 OU Notional Amount USD 16922.52000000 0.004209900516 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-15 0.00000000 USD -61777.78000000 USD 16200000.00000000 USD 78700.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10130000.00000000 OU Notional Amount USD 39921.32000000 0.009931427805 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD 0.00000000 USD 10130000.00000000 USD 39921.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8900000.00000000 OU Notional Amount USD 27365.72000000 0.006807907968 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD 0.00000000 USD 8900000.00000000 USD 27365.72000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 20000000.00000000 OU Notional Amount USD 108631.24000000 0.027024740602 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y US TIPS 91282CCM1 2026-07-22 0.00000000 USD 0.00000000 USD 20000000.00000000 USD 108631.24000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 25000000.00000000 OU Notional Amount USD 140306.34000000 0.034904714733 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y US TIPS 91282CDX6 2026-07-22 0.00000000 USD 0.00000000 USD 25000000.00000000 USD 140306.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount 8144.80000000 0.002026222910 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2027-05-15 8527.48000000 EUR 0.00000000 EUR 300000.00000000 EUR -878.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3400000.00000000 OU Notional Amount 15897.28000000 0.003954846398 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2034-08-15 0.00000000 EUR -1176.43000000 EUR 3400000.00000000 EUR 17183.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount USD -14627.91000000 -0.00363905883 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-08-27 0.00000000 USD 0.00000000 USD 3500000.00000000 USD -14627.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 260000.00000000 OU Notional Amount 5634.23000000 0.001401655769 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2032-05-15 11756.94000000 EUR 0.00000000 EUR 260000.00000000 EUR -6805.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5300000.00000000 OU Notional Amount -1219894.92000000 -0.30347940219 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2031-03-15 0.00000000 EUR -1101768.06000000 EUR 5300000.00000000 EUR -54113.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount USD -27678.89000000 -0.00688581684 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-08-01 0.00000000 USD 0.00000000 USD 3500000.00000000 USD -27678.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount 13793.39000000 0.003431451088 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2034-09-15 0.00000000 GBP 0.00000000 GBP 700000.00000000 GBP 13793.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2300000.00000000 OU Notional Amount -1662.56000000 -0.00041360342 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2027-09-15 756.62000000 GBP 0.00000000 GBP 2300000.00000000 GBP -2674.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount USD 166911.32000000 0.041523369581 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-08-25 129014.28000000 USD 0.00000000 USD 900000.00000000 USD 37897.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 178247.06000000 0.044343418703 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-08-27 136950.32000000 USD 0.00000000 USD 1000000.00000000 USD 41296.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount 45968.41000000 0.011435792835 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2027-05-15 45348.77000000 EUR 0.00000000 EUR 1300000.00000000 EUR -2015.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 240000.00000000 OU Notional Amount -3488.75000000 -0.00086791390 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2052-05-15 0.00000000 EUR -28582.16000000 EUR 240000.00000000 EUR 26754.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 35579.75000000 0.008851353574 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-08-26 23914.01000000 USD 0.00000000 USD 400000.00000000 USD 11665.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 40232.26000000 0.010008781915 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-09-10 26276.65000000 USD 0.00000000 USD 500000.00000000 USD 13955.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3100000.00000000 OU Notional Amount USD -578793.65000000 -0.14398941090 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-11-04 0.00000000 USD -462961.68000000 USD 3100000.00000000 USD -115831.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount 106954.28000000 0.026607554818 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2053-09-15 1648.96000000 EUR 0.00000000 EUR 700000.00000000 EUR 105219.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2350000.00000000 OU Notional Amount USD -391688.99000000 -0.09744244244 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-06-03 0.00000000 USD -305428.68000000 USD 2350000.00000000 USD -86260.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD -121945.14000000 -0.03033690654 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-11-20 0.00000000 USD -96657.48000000 USD 700000.00000000 USD -25287.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount 117445.91000000 0.029217610445 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2053-04-15 5491.25000000 EUR 0.00000000 EUR 900000.00000000 EUR 111430.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount 25097.08000000 0.006243526971 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2053-10-15 0.00000000 EUR 0.00000000 EUR 200000.00000000 EUR 25097.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount 13309.47000000 0.003311063873 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2027-02-15 3489.17000000 EUR 0.00000000 EUR 1200000.00000000 EUR 9248.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount 30051.12000000 0.007475968448 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2027-05-15 29293.60000000 EUR 0.00000000 EUR 800000.00000000 EUR -944.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1400000.00000000 OU Notional Amount 9819.81000000 0.002442923582 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2034-09-15 0.00000000 EUR -4024.00000000 EUR 1400000.00000000 EUR 14311.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount 57248.48000000 0.014241992652 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2053-10-15 3727.94000000 EUR 0.00000000 EUR 400000.00000000 EUR 53328.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5100000.00000000 OU Notional Amount USD 683305.46000000 0.169989340162 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2031-02-24 535505.99000000 USD 0.00000000 USD 5100000.00000000 USD 147799.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7700000.00000000 OU Notional Amount USD -1229866.09000000 -0.30595998036 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-07-25 0.00000000 USD -954412.50000000 USD 7700000.00000000 USD -275453.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1600000.00000000 OU Notional Amount 42050.57000000 0.010461132050 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2034-08-15 6931.09000000 GBP 0.00000000 GBP 1600000.00000000 GBP 32923.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount 42812.70000000 0.010650730968 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2052-12-15 0.00000000 EUR -10719.12000000 EUR 500000.00000000 EUR 54154.60000000 N N N 2026-07-17 PACIFIC SELECT FUND Trevor Smith Trevor Smith Assistant Vice President