Mga Batayang Estadistika
| Nilai Portofolio | $ 433,551,301 |
| Posisi Saat Ini | 314 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PACIFIC SELECT FUND - Inflation Managed Portfolio Class I telah mengungkapkan total kepemilikan 314 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 433,551,301 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PACIFIC SELECT FUND - Inflation Managed Portfolio Class I adalah US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , United States Treasury Inflation Indexed Bonds (US:US91282CFR79) , and United States Treasury Inflation Indexed Bonds (US:US9128283R96) . Posisi baru PACIFIC SELECT FUND - Inflation Managed Portfolio Class I meliputi: US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , United States Treasury Inflation Indexed Bonds (US:US91282CFR79) , and United States Treasury Inflation Indexed Bonds (US:US9128283R96) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 10.11 | 2.8921 | 2.8921 | ||
| 5.85 | 1.6720 | 1.6720 | ||
| 6.84 | 1.9550 | 1.1965 | ||
| 7.94 | 2.2719 | 1.1446 | ||
| 2.84 | 0.8130 | 0.8130 | ||
| 11.37 | 3.2522 | 0.5674 | ||
| 1.81 | 0.5181 | 0.5181 | ||
| 1.72 | 0.4907 | 0.4907 | ||
| 1.70 | 0.4852 | 0.4852 | ||
| 1.64 | 0.4692 | 0.4692 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 2.63 | 0.7530 | -2.2888 | ||
| -7.00 | -2.0024 | -2.2624 | ||
| 1.58 | 0.4521 | -1.8458 | ||
| 0.74 | 0.2102 | -1.8235 | ||
| 0.36 | 0.1040 | -0.6121 | ||
| -1.51 | -0.4326 | -0.4326 | ||
| -1.14 | -0.3260 | -0.3260 | ||
| -1.14 | -0.3253 | -0.3253 | ||
| -0.82 | -0.2354 | -0.2354 | ||
| 7.53 | 2.1538 | -0.2310 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-18 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 23.62 | 0.62 | 6.7562 | 0.1281 | ||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CLE92) | 17.23 | 0.25 | 4.9284 | 0.0754 | ||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 15.09 | 0.15 | 4.3150 | 0.0616 | ||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 13.96 | 0.53 | 3.9920 | 0.0718 | ||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 12.94 | 0.56 | 3.7010 | 0.0680 | ||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 12.22 | 0.87 | 3.4963 | 0.0748 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 11.54 | 0.88 | 3.3005 | 0.0709 | ||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 11.43 | 0.30 | 3.2686 | 0.0517 | ||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 11.41 | 1.25 | 3.2619 | 0.0818 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 11.37 | 19.41 | 3.2522 | 0.5674 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 11.22 | 0.71 | 3.2098 | 0.0635 | ||
| Ginnie Mae II Pool / ABS-MBS (US3618N5PE30) | 10.11 | 2.8921 | 2.8921 | |||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 9.82 | 1.28 | 2.8077 | 0.0709 | ||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 9.71 | 0.55 | 2.7780 | 0.0507 | ||
| US01F0426811 / UMBS TBA | 9.56 | 1.39 | 2.7347 | 0.0760 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 9.49 | 1.30 | 2.7146 | 0.0733 | ||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 8.40 | 0.91 | 2.4016 | 0.0523 | ||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 8.25 | 1.35 | 2.3592 | 0.0649 | ||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CLV18) | 7.94 | 98.92 | 2.2719 | 1.1446 | ||
| JP1120241K56 / Japanese Government CPI Linked Bond | 7.85 | 5.57 | 2.2459 | 0.1460 | ||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 7.83 | 0.75 | 2.2389 | 0.0451 | ||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 7.53 | -10.86 | 2.1538 | -0.2310 | ||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 7.08 | 0.60 | 2.0249 | 0.0379 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 7.03 | 1.11 | 2.0109 | 0.0476 | ||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 6.90 | 0.52 | 1.9722 | 0.0358 | ||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CML27) | 6.84 | 154.47 | 1.9550 | 1.1965 | ||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 6.63 | 0.96 | 1.8964 | 0.0424 | ||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 6.28 | 1.29 | 1.7968 | 0.0456 | ||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 5.90 | -0.57 | 1.6884 | 0.0121 | ||
| US36179W7L60 / Ginnie Mae II Pool | 5.85 | 1.6720 | 1.6720 | |||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 5.79 | 0.68 | 1.6547 | 0.0324 | ||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 5.45 | -2.89 | 1.5574 | -0.0256 | ||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 5.44 | 0.55 | 1.5558 | 0.0286 | ||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 5.11 | -3.31 | 1.4617 | -0.0307 | ||
| FR0013519253 / French Republic Government Bond OAT | 5.00 | 9.71 | 1.4286 | 0.1431 | ||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 4.86 | -12.25 | 1.3891 | -0.1738 | ||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 4.46 | 1.25 | 1.2753 | 0.0320 | ||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 4.12 | -3.36 | 1.1776 | -0.0252 | ||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CJY84) | 3.93 | 0.31 | 1.1248 | 0.0178 | ||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 3.25 | -2.40 | 0.9291 | -0.0107 | ||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CKL45) | 3.20 | 0.60 | 0.9139 | 0.0171 | ||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 2.96 | -3.71 | 0.8473 | -0.0213 | ||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CNB36) | 2.84 | 0.8130 | 0.8130 | |||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 2.79 | 0.65 | 0.7980 | 0.0151 | ||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 2.74 | -6.87 | 0.7837 | -0.0471 | ||
| U.S. Treasury Inflation-Indexed Bonds / DBT (US912810TY47) | 2.68 | -3.67 | 0.7666 | -0.0190 | ||
| US912828N712 / United States Treasury Inflation Indexed Bonds | 2.63 | -75.57 | 0.7530 | -2.2888 | ||
| US38382YB360 / Government National Mortgage Association | 2.38 | -0.13 | 0.6804 | 0.0078 | ||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 2.31 | -3.87 | 0.6606 | -0.0177 | ||
| CA135087VS05 / Canadian Government Real Return Bond | 2.16 | 5.22 | 0.6166 | 0.0379 | ||
| Barings Euro CLO 2021-2 DAC / ABS-CBDO (XS2369918813) | 1.99 | 9.32 | 0.5705 | 0.0555 | ||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 1.99 | -3.92 | 0.5685 | -0.0156 | ||
| JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 1.88 | 4.67 | 0.5382 | 0.0308 | ||
| U.S. Treasury Inflation-Indexed Bonds / DBT (US912810UH94) | 1.87 | 41.06 | 0.5346 | 0.1604 | ||
| Ginnie Mae II Pool / ABS-MBS (US36180AB691) | 1.81 | 0.5181 | 0.5181 | |||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (000000000) | 1.72 | 0.4907 | 0.4907 | |||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 1.70 | 11.38 | 0.4872 | 0.0553 | ||
| Navesink CLO 2 Ltd / ABS-CBDO (US63942YAA29) | 1.70 | 0.12 | 0.4864 | 0.0070 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.70 | 0.4852 | 0.4852 | |||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (000000000) | 1.64 | 0.4692 | 0.4692 | |||
| US3137FKAX42 / FREDDIE MAC FHR 4851 PF | 1.60 | 0.4581 | 0.4581 | |||
| EW / Edwards Lifesciences Corporation | 1.58 | -87.43 | 0.4521 | -1.8458 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 1.41 | -5.17 | 0.4041 | -0.0166 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 1.39 | 0.3973 | 0.3973 | |||
| FR0014001N38 / French Republic | 1.37 | 10.64 | 0.3928 | 0.0423 | ||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 1.35 | -4.32 | 0.3862 | -0.0124 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | 1.35 | 0.3854 | 0.3854 | |||
| XS2395965416 / Harvest CLO XXII DAC | 1.33 | 6.67 | 0.3797 | 0.0284 | ||
| Ginnie Mae II Pool / ABS-MBS (US3618N5GK90) | 1.28 | 0.3648 | 0.3648 | |||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | 1.21 | -4.05 | 0.3458 | -0.0100 | ||
| XS2346593242 / Madison Park Euro Funding IX DAC | 1.18 | 9.09 | 0.3364 | 0.0319 | ||
| CVC Cordatus Opportunity Loan Fund-R DAC / ABS-CBDO (XS3020835339) | 1.15 | 6.57 | 0.3296 | 0.0243 | ||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 1.13 | -1.40 | 0.3229 | -0.0003 | ||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 1.10 | 0.64 | 0.3147 | 0.0060 | ||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (000000000) | 1.03 | 0.2940 | 0.2940 | |||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 1.01 | -10.87 | 0.2887 | -0.0311 | ||
| Trinitas Clo VII Ltd / ABS-CBDO (US89641CAU53) | 1.00 | -0.40 | 0.2849 | 0.0026 | ||
| US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC | 0.92 | -3.04 | 0.2643 | -0.0048 | ||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 0.91 | 0.2601 | 0.2601 | |||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (000000000) | 0.91 | 0.2598 | 0.2598 | |||
| IRS EUR 0.19000 11/04/22-30Y LCH / DIR (000000000) | 0.88 | 0.2519 | 0.2519 | |||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | 0.80 | 0.2299 | 0.2299 | |||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 0.75 | 0.81 | 0.2137 | 0.0044 | ||
| XS1850277838 / Tikehau CLO IV BV | 0.74 | -15.10 | 0.2125 | -0.0343 | ||
| US912810FS25 / United States Treasury Inflation Indexed Bonds | 0.74 | -89.80 | 0.2102 | -1.8235 | ||
| US3137BY3C20 / Freddie Mac REMICS | 0.73 | -3.30 | 0.2098 | -0.0044 | ||
| Italy Buoni Poliennali Del Tesoro / DBT (IT0005588881) | 0.73 | 13.33 | 0.2091 | 0.0269 | ||
| US04542BJY92 / ABFC 2004-OPT5 Trust | 0.69 | -3.92 | 0.1966 | -0.0053 | ||
| US054980AA58 / BDS 2022-FL11 LLC | 0.67 | -6.84 | 0.1909 | -0.0115 | ||
| Adagio CLO VIII DAC / ABS-CBDO (XS2054620070) | 0.64 | -14.78 | 0.1832 | -0.0289 | ||
| US437084JV98 / HOME EQUITY ASSET TRUST HEAT 2005 2 M6 | 0.63 | -3.82 | 0.1800 | -0.0048 | ||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (000000000) | 0.62 | 0.1783 | 0.1783 | |||
| US59020URP20 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 NC1 M1 | 0.61 | 0.33 | 0.1754 | 0.0027 | ||
| Dunedin Park CLO DAC / ABS-CBDO (XS2401572685) | 0.59 | 8.70 | 0.1679 | 0.0153 | ||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 0.57 | -4.55 | 0.1624 | -0.0054 | ||
| US885220FE80 / TMST 2004-2 A1 | 0.57 | -2.07 | 0.1623 | -0.0012 | ||
| US38380LJY02 / Government National Mortgage Association | 0.54 | -1.29 | 0.1538 | 0.0003 | ||
| XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A | 0.52 | -3.68 | 0.1498 | -0.0037 | ||
| US36179W5D62 / Ginnie Mae II Pool | 0.51 | 18.24 | 0.1464 | 0.0240 | ||
| US83609GBN43 / Sound Point CLO IX Ltd | 0.51 | -12.02 | 0.1446 | -0.0175 | ||
| US26250UAQ85 / Dryden XXVI Senior Loan Fund | 0.51 | -15.55 | 0.1445 | -0.0244 | ||
| Canyon CLO 2020-1 Ltd / ABS-CBDO (US13876LAW72) | 0.50 | 0.40 | 0.1432 | 0.0026 | ||
| US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 | 0.49 | -1.79 | 0.1412 | -0.0007 | ||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 0.49 | -5.93 | 0.1409 | -0.0068 | ||
| US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 0.48 | 0.42 | 0.1368 | 0.0021 | ||
| US004421EW92 / ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 | 0.48 | -1.25 | 0.1360 | 0.0001 | ||
| US3132HTBH86 / Freddie Mac Strips | 0.46 | -2.77 | 0.1308 | -0.0020 | ||
| TRS R SOFRRATE+17/91282CDX6 MYC / DIR (000000000) | 0.45 | 0.1301 | 0.1301 | |||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 0.44 | -8.11 | 0.1266 | -0.0092 | ||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 0.43 | -4.65 | 0.1233 | -0.0046 | ||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | 0.43 | 9.18 | 0.1224 | 0.0115 | ||
| US060505FL38 / Bank of America Corp | 0.42 | 0.97 | 0.1194 | 0.0026 | ||
| US78442GLL85 / SLM Student Loan Trust 2004-3 | 0.42 | -2.35 | 0.1188 | -0.0011 | ||
| US17320XAC83 / CMLTI 2013-A B1 | 0.40 | -0.25 | 0.1147 | 0.0011 | ||
| US36179XQT62 / Ginnie Mae II Pool | 0.39 | 0.1118 | 0.1118 | |||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 0.36 | -85.69 | 0.1040 | -0.6121 | ||
| US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A | 0.36 | -23.11 | 0.1019 | -0.0290 | ||
| XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 0.35 | -5.72 | 0.0992 | -0.0045 | ||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 0.34 | 4.32 | 0.0969 | 0.0053 | ||
| INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (000000000) | 0.33 | 0.0954 | 0.0954 | |||
| US38375UZZ64 / Government National Mortgage Association | 0.33 | -6.76 | 0.0949 | -0.0053 | ||
| US61744CNC63 / Morgan Stanley ABS Capital I Inc Trust 2005-HE2 | 0.33 | -4.36 | 0.0943 | -0.0029 | ||
| US74923EAA64 / Rad CLO 5 Ltd | 0.31 | -15.98 | 0.0874 | -0.0151 | ||
| DGZ / DB Gold Short ETN | 0.30 | 0.0857 | 0.0857 | |||
| US26251LAC81 / Dryden 64 CLO Ltd 2.79 | 0.30 | -23.58 | 0.0844 | -0.0248 | ||
| TRS R SOFRRATE+17/91282CCM1 MYC / DIR (000000000) | 0.28 | 0.0790 | 0.0790 | |||
| FMCC / Federal Home Loan Mortgage Corporation | 0.28 | -9.84 | 0.0789 | -0.0075 | ||
| US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A | 0.27 | -30.41 | 0.0774 | -0.0323 | ||
| INF SWAP US IT 2.31375 02/26/21-5Y LCH / DIR (000000000) | 0.26 | 0.0751 | 0.0751 | |||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 0.23 | -1.31 | 0.0648 | 0.0000 | ||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.22 | 10.00 | 0.0630 | 0.0064 | ||
| US64830HAA23 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL2 SER 2019-RPL2 CL A1 V/R REGD 144A P/P 3.25000000 | 0.22 | -4.78 | 0.0629 | -0.0022 | ||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0.20 | -24.71 | 0.0567 | -0.0177 | ||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (000000000) | 0.18 | 0.0513 | 0.0513 | |||
| US3137F4BX98 / Freddie Mac REMICS | 0.18 | -9.64 | 0.0510 | -0.0047 | ||
| US92558NAJ19 / Vibrant CLO XI Ltd | 0.18 | -22.12 | 0.0506 | -0.0134 | ||
| US67576FAA75 / Octagon Investment Partners 18-R Ltd | 0.18 | -17.76 | 0.0504 | -0.0101 | ||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.17 | 8.92 | 0.0491 | 0.0047 | ||
| 3MO EURO EURIBOR SEP26 / DIR (000000000) | 0.17 | 0.0483 | 0.0483 | |||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.17 | -6.67 | 0.0483 | -0.0027 | ||
| US17309PAS56 / Citigroup Mortgage Loan Trust 2006-AMC1 | 0.17 | -5.08 | 0.0481 | -0.0022 | ||
| INF SWAP US IT 1.89 08/27/20-7Y LCH / DIR (000000000) | 0.17 | 0.0478 | 0.0478 | |||
| US31396V4Q81 / Fannie Mae REMICS | 0.17 | -1.19 | 0.0476 | 0.0000 | ||
| INF SWAP US IT 2.7675 05/13/21-5Y LCH / DIR (000000000) | 0.16 | 0.0471 | 0.0471 | |||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | 0.16 | 0.0471 | 0.0471 | |||
| TSTAT 2022-1 Ltd / ABS-CBDO (US872899AY55) | 0.16 | -42.61 | 0.0469 | -0.0333 | ||
| IRS EUR 2.87880 06/12/23-9Y* LCH / DIR (000000000) | 0.16 | 0.0461 | 0.0461 | |||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) | 0.16 | 0.0449 | 0.0449 | |||
| US92914RAY80 / Voya CLO 2014-4 Ltd | 0.15 | -11.63 | 0.0435 | -0.0051 | ||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | 0.15 | 0.0419 | 0.0419 | |||
| US912810PS15 / United States Treasury Inflation Indexed Bonds | 0.15 | 0.00 | 0.0416 | 0.0006 | ||
| INF SWAP EM NI 2.7 04/15/23 -30Y LCH / DIR (000000000) | 0.14 | 0.0393 | 0.0393 | |||
| EURO-BUND FUTURE SEP25 / DIR (000000000) | 0.14 | 0.0390 | 0.0390 | |||
| CH1214797172 / Credit Suisse Group AG | 0.13 | 9.09 | 0.0380 | 0.0036 | ||
| US75970NAA54 / Renaissance Home Equity Loan Trust 2002-3 | 0.13 | 0.00 | 0.0376 | 0.0004 | ||
| US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.13 | -2.99 | 0.0374 | -0.0006 | ||
| US83162CRL99 / United States Small Business Administration | 0.13 | -19.50 | 0.0366 | -0.0083 | ||
| US31394VL730 / Fannie Mae REMICS | 0.12 | -3.91 | 0.0355 | -0.0008 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (000000000) | 0.12 | 0.0354 | 0.0354 | |||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 0.12 | -23.60 | 0.0352 | -0.0102 | ||
| US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | 0.12 | -7.63 | 0.0348 | -0.0024 | ||
| DK0002050871 / Nordea Kredit Realkreditaktieselskab | 0.12 | 9.09 | 0.0345 | 0.0032 | ||
| EURO-OAT FUTURE SEP25 / DIR (000000000) | 0.12 | 0.0344 | 0.0344 | |||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | 0.12 | 0.0343 | 0.0343 | |||
| US67113DAW48 / OZLM XXIV Ltd | 0.12 | -23.87 | 0.0339 | -0.0099 | ||
| CH0517825276 / Credit Suisse Group AG | 0.11 | 10.68 | 0.0328 | 0.0034 | ||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | 0.11 | -37.21 | 0.0311 | -0.0176 | ||
| US36290PAS65 / GSMPS Mortgage Loan Trust 2003-3 | 0.11 | -7.69 | 0.0311 | -0.0021 | ||
| US16678RBL06 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-A | 0.11 | -1.82 | 0.0310 | -0.0002 | ||
| USG53506AK06 / LCM LTD PARTNERSHIP | 0.10 | -54.67 | 0.0292 | -0.0345 | ||
| US928563AC98 / VMware Inc | 0.10 | 1.02 | 0.0284 | 0.0006 | ||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (000000000) | 0.10 | 0.0279 | 0.0279 | |||
| US80317LAJ26 / Saranac Clo VI Ltd | 0.10 | -14.29 | 0.0276 | -0.0042 | ||
| INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) | 0.09 | 0.0270 | 0.0270 | |||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | 0.09 | -4.35 | 0.0254 | -0.0008 | ||
| US437084CE47 / Home Equity Asset Trust | 0.07 | -5.63 | 0.0194 | -0.0006 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (000000000) | 0.07 | 0.0191 | 0.0191 | |||
| US31406UN797 / Fannie Mae Pool | 0.07 | -1.52 | 0.0188 | -0.0001 | ||
| US61744CFR25 / Morgan Stanley ABS Capital I Inc Trust 2004-NC7 | 0.06 | 0.00 | 0.0185 | 0.0001 | ||
| US92331AAU88 / Venture XXVIII CLO Ltd | 0.06 | -42.00 | 0.0167 | -0.0117 | ||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 0.05 | 8.00 | 0.0157 | 0.0014 | ||
| XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A | 0.05 | -38.64 | 0.0155 | -0.0096 | ||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0.05 | -7.14 | 0.0151 | -0.0008 | ||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (000000000) | 0.05 | 0.0148 | 0.0148 | |||
| US07384M4J85 / Bear Stearns ARM Trust 2004-10 | 0.05 | 2.00 | 0.0148 | 0.0005 | ||
| US31406KBE91 / Fannie Mae Pool | 0.05 | 0.00 | 0.0144 | 0.0001 | ||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.05 | -58.33 | 0.0144 | -0.0197 | ||
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd | 0.05 | -38.16 | 0.0135 | -0.0082 | ||
| US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 | 0.05 | -8.00 | 0.0133 | -0.0011 | ||
| GB00H240B223 / LME Nickel Base Metal | 0.04 | 0.0124 | 0.0124 | |||
| AUST 10Y BOND FUT SEP25 / DIR (000000000) | 0.04 | 0.0120 | 0.0120 | |||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (000000000) | 0.04 | 0.0115 | 0.0115 | |||
| DK0004619624 / Realkredit Danmark A/S | 0.04 | 8.33 | 0.0113 | 0.0011 | ||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (000000000) | 0.04 | 0.0109 | 0.0109 | |||
| US36242DUL53 / GSR Mortgage Loan Trust 2005-AR1 | 0.04 | -2.70 | 0.0105 | 0.0001 | ||
| INF SWAP US IT 2.645 09/10/21-7Y LCH / DIR (000000000) | 0.04 | 0.0101 | 0.0101 | |||
| US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 | 0.03 | -2.94 | 0.0095 | -0.0003 | ||
| INF SWAP US IT 2.573 08/26/21-7Y LCH / DIR (000000000) | 0.03 | 0.0091 | 0.0091 | |||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0.03 | -39.22 | 0.0090 | -0.0055 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (000000000) | 0.03 | 0.0085 | 0.0085 | |||
| DK0002050442 / Nordea Kredit Realkreditaktieselskab | 0.03 | 11.54 | 0.0084 | 0.0009 | ||
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH / DIR (000000000) | 0.03 | 0.0084 | 0.0084 | |||
| EURO-BTP FUTURE SEP25 / DIR (000000000) | 0.03 | 0.0083 | 0.0083 | |||
| DK0002051093 / Nordea Kredit Realkreditaktieselskab | 0.03 | 8.33 | 0.0075 | 0.0007 | ||
| US31408DB455 / Fannie Mae Pool | 0.03 | 0.00 | 0.0075 | -0.0000 | ||
| US31336CLR24 / Freddie Mac Non Gold Pool | 0.03 | -3.85 | 0.0073 | -0.0002 | ||
| US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | 0.03 | -7.41 | 0.0072 | -0.0005 | ||
| US81743WAA99 / Sequoia Mortgage Trust 5 | 0.03 | -3.85 | 0.0072 | -0.0003 | ||
| US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 | 0.02 | -4.00 | 0.0071 | -0.0000 | ||
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates | 0.02 | -11.11 | 0.0069 | -0.0008 | ||
| US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS | 0.02 | -41.03 | 0.0067 | -0.0043 | ||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (000000000) | 0.02 | 0.0065 | 0.0065 | |||
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| XS2068932222 / HSBC BANK PLC WARRANT | 0.02 | 0.0060 | 0.0060 | |||
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| DK0009532020 / Nykredit Realkredit AS | 0.01 | 0.00 | 0.0031 | 0.0003 | ||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.01 | 0.0030 | 0.0030 | |||
| US31405U6G90 / Fannie Mae Pool | 0.01 | -10.00 | 0.0028 | -0.0000 | ||
| US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust | 0.01 | 0.00 | 0.0027 | -0.0001 | ||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (000000000) | 0.01 | 0.0022 | 0.0022 | |||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | 0.01 | -84.21 | 0.0019 | -0.0090 | ||
| US31408DC859 / Fannie Mae Pool | 0.01 | 0.00 | 0.0018 | -0.0000 | ||
| INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) | 0.01 | 0.0017 | 0.0017 | |||
| US31391Q7B45 / Fannie Mae Pool | 0.01 | -16.67 | 0.0017 | -0.0000 | ||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.01 | 0.00 | 0.0016 | 0.0000 | ||
| US31408B5A26 / Fannie Mae Pool | 0.01 | 0.00 | 0.0015 | -0.0000 | ||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0015 | 0.0015 | |||
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| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 | 0.00 | 0.00 | 0.0012 | 0.0000 | ||
| DGZ / DB Gold Short ETN | 0.00 | 0.0011 | 0.0011 | |||
| INF SWAP US IT 3.3 06/04/2025-1Y LCH / DIR (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| TRS R SOFRRATE+17/912828V49 MYC / DIR (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| RFR USD SOFR/4.25000 12/20/23-2Y CME / DIR (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| DK0009399784 / JYSKE REALKREDIT A/S COVERED 10/43 0.5 | 0.00 | 0.00 | 0.0005 | 0.0000 | ||
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| INF SWAP EM NI 2.6 05/15/22-10Y LCH / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | |||
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| DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 | 0.00 | 0.0001 | 0.0000 | |||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0001 | 0.0001 | |||
| DK0009382707 / JYSKE REALKREDIT A/S COVERED 10/47 2.5 | 0.00 | 0.0000 | 0.0000 | |||
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| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0001 | -0.0001 | |||
| GB00H240B223 / LME Nickel Base Metal | -0.00 | -0.0001 | -0.0001 | |||
| EURO-SCHATZ FUT SEP25 / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0004 | -0.0004 | |||
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| INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| INF SWAP US IT 2.82 02/05/25-1Y LCH / DIR (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| DGZ / DB Gold Short ETN | -0.00 | -0.0011 | -0.0011 | |||
| AUST 3YR BOND FUT SEP25 / DIR (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0015 | -0.0015 | |||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0018 | -0.0018 | |||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0023 | -0.0023 | |||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (000000000) | -0.01 | -0.0023 | -0.0023 | |||
| GB00H240B223 / LME Nickel Base Metal | -0.01 | -0.0024 | -0.0024 | |||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0025 | -0.0025 | |||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0025 | -0.0025 | |||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0032 | -0.0032 | |||
| EURO-BOBL FUTURE SEP25 / DIR (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0037 | -0.0037 | |||
| INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) | -0.01 | -0.0039 | -0.0039 | |||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.01 | -0.0041 | -0.0041 | |||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.02 | -0.0051 | -0.0051 | |||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.02 | -0.0060 | -0.0060 | |||
| INF SWAP US IT 2.208 10/07/24-1Y LCH / DIR (000000000) | -0.02 | -0.0065 | -0.0065 | |||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (000000000) | -0.02 | -0.0069 | -0.0069 | |||
| INF SWAP US IT 2.033 09/23/24-1Y LCH / DIR (000000000) | -0.03 | -0.0076 | -0.0076 | |||
| INF SWAP US IT 1.98 09/19/24-1Y LCH / DIR (000000000) | -0.03 | -0.0080 | -0.0080 | |||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (000000000) | -0.03 | -0.0080 | -0.0080 | |||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.03 | -0.0082 | -0.0082 | |||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.03 | -0.0083 | -0.0083 | |||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (000000000) | -0.03 | -0.0097 | -0.0097 | |||
| GB00H240B223 / LME Nickel Base Metal | -0.04 | -0.0124 | -0.0124 | |||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (000000000) | -0.05 | -0.0135 | -0.0135 | |||
| EURO-BUXL 30Y BND SEP25 / DIR (000000000) | -0.07 | -0.0190 | -0.0190 | |||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (000000000) | -0.08 | -0.0242 | -0.0242 | |||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (000000000) | -0.11 | -0.0311 | -0.0311 | |||
| INF SWAP US IT 1.8825 11/20/19-10Y LCH / DIR (000000000) | -0.11 | -0.0324 | -0.0324 | |||
| 3MO EURO EURIBOR SEP25 / DIR (000000000) | -0.13 | -0.0366 | -0.0366 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | -0.14 | -0.0404 | -0.0404 | |||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | -0.16 | -0.0454 | -0.0454 | |||
| RFR USD SOFR/3.08500 02/13/24-10Y LCH / DIR (000000000) | -0.20 | -0.0564 | -0.0564 | |||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | -0.23 | -0.0648 | -0.0648 | |||
| DGZ / DB Gold Short ETN | -0.30 | -0.0856 | -0.0856 | |||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | -0.36 | -0.1039 | -0.1039 | |||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | -0.52 | -0.1496 | -0.1496 | |||
| INF SWAP US IT 1.76 11/04/19-10Y LCH / DIR (000000000) | -0.54 | -0.1544 | -0.1544 | |||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (000000000) | -0.63 | -0.1796 | -0.1796 | |||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.68 | -0.1933 | -0.1933 | |||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | -0.82 | -0.2354 | -0.2354 | |||
| INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) | -1.14 | -0.3253 | -0.3253 | |||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (000000000) | -1.14 | -0.3260 | -0.3260 | |||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | -1.51 | -0.4326 | -0.4326 | |||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | -7.00 | -870.19 | -2.0024 | -2.2624 |
