Mga Batayang Estadistika
| Nilai Portofolio | $ 318,199,690 |
| Posisi Saat Ini | 757 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
EQ ADVISORS TRUST - EQ/PIMCO Total Return Portfolio Class IB telah mengungkapkan total kepemilikan 757 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 318,199,690 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama EQ ADVISORS TRUST - EQ/PIMCO Total Return Portfolio Class IB adalah FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , Edwards Lifesciences Corporation (US:EW) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , and United States Treas Bds Bond (US:US912810SD19) . Posisi baru EQ ADVISORS TRUST - EQ/PIMCO Total Return Portfolio Class IB meliputi: FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , Edwards Lifesciences Corporation (US:EW) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , and United States Treas Bds Bond (US:US912810SD19) .
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 |
|---|---|---|---|---|
| 13.96 | 5.5168 | 4.3590 | ||
| 5.24 | 2.0685 | 2.0685 | ||
| 18.87 | 7.4577 | 1.9937 | ||
| 7.12 | 2.8119 | 1.8028 | ||
| 10.40 | 4.1090 | 1.7810 | ||
| 2.88 | 1.1362 | 1.1362 | ||
| 2.60 | 1.0289 | 1.0289 | ||
| 2.58 | 1.0180 | 1.0180 | ||
| 1.96 | 0.7759 | 0.7759 | ||
| 1.72 | 0.6805 | 0.6805 |
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 |
|---|---|---|---|---|
| 0.74 | 0.2905 | -5.2263 | ||
| 10.99 | 4.3432 | -5.1246 | ||
| 1.12 | 0.4414 | -2.0431 | ||
| 0.38 | 0.1512 | -0.8622 | ||
| 0.10 | 0.0378 | -0.2650 | ||
| 0.38 | 0.1502 | -0.1714 | ||
| 2.98 | 1.1780 | -0.1680 | ||
| 8.54 | 3.3737 | -0.1592 | ||
| 1.20 | 0.4723 | -0.1505 | ||
| 1.79 | 0.7073 | -0.1374 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-26 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 (%) |
|
|---|---|---|---|---|---|---|
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | 18.87 | 35.73 | 7.4577 | 1.9937 | ||
| EW / Edwards Lifesciences Corporation | 13.96 | 373.93 | 5.5168 | 4.3590 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 10.99 | -54.39 | 4.3432 | -5.1246 | ||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 10.40 | 75.51 | 4.1090 | 1.7810 | ||
| US912810SD19 / United States Treas Bds Bond | 9.48 | -0.43 | 3.7450 | 0.0322 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 9.23 | -2.16 | 3.6463 | -0.0328 | ||
| US31418EE639 / FN MA4656 | 8.61 | -2.27 | 3.4040 | -0.0339 | ||
| US912810ST60 / TREASURY BOND | 8.54 | -5.74 | 3.3737 | -0.1592 | ||
| US01F0406854 / UMBS TBA | 7.12 | 177.10 | 2.8119 | 1.8028 | ||
| U.S. Treasury Bills / STIV (US912797RC34) | 5.24 | 2.0685 | 2.0685 | |||
| US3132DWHE66 / UMBS | 5.13 | -1.99 | 2.0254 | -0.0143 | ||
| US3133KQM787 / UMBS | 4.86 | -1.60 | 1.9215 | -0.0063 | ||
| US3133BWPG24 / FNCL UMBS 4.0 QF8523 02-01-53 | 3.78 | -0.76 | 1.4954 | 0.0082 | ||
| US912810TH14 / United States Treasury Note/Bond | 2.98 | -13.59 | 1.1780 | -0.1680 | ||
| U.S. Treasury Bills / STIV (US912797PW16) | 2.88 | 1.1362 | 1.1362 | |||
| US21H0406734 / Ginnie Mae | 2.60 | 1.0289 | 1.0289 | |||
| U.S. Treasury Bills / STIV (US912797QU41) | 2.58 | 1.0180 | 1.0180 | |||
| US912810TQ13 / United States Treasury Note/Bond | 2.51 | -1.68 | 0.9914 | -0.0041 | ||
| US74977RDJ05 / Cooperatieve Rabobank UA | 2.28 | 0.93 | 0.9011 | 0.0199 | ||
| US29278GAN88 / Enel Finance International NV | 2.14 | 1.52 | 0.8472 | 0.0235 | ||
| US21H0506806 / GNMA | 1.96 | 0.7759 | 0.7759 | |||
| US65339KBW99 / NextEra Energy Capital Holdings Inc | 1.96 | 1.40 | 0.7747 | 0.0204 | ||
| US912810SW99 / United States Treasury Note/Bond | 1.79 | -17.37 | 0.7073 | -0.1374 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.78 | -5.13 | 0.7025 | -0.0283 | ||
| US21H0606895 / Ginnie Mae | 1.72 | 0.6805 | 0.6805 | |||
| US3132DWD674 / Freddie Mac Pool | 1.72 | -1.77 | 0.6799 | -0.0032 | ||
| US912810RH32 / United States Treas Bds Bond | 1.66 | -1.78 | 0.6545 | -0.0033 | ||
| US3133KRBP82 / UMBS | 1.62 | -0.49 | 0.6411 | 0.0053 | ||
| US86563VBA61 / Sumitomo Mitsui Trust Bank Ltd | 1.56 | 0.77 | 0.6170 | 0.0127 | ||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 1.42 | 0.5600 | 0.5600 | |||
| US06279JAC36 / Bank of Ireland Group PLC | 1.40 | -0.35 | 0.5549 | 0.0052 | ||
| US62954HBB33 / NXP BV / NXP Funding LLC / NXP USA Inc | 1.39 | 1.60 | 0.5509 | 0.0154 | ||
| US02005NBP42 / Ally Financial Inc | 1.38 | 1.25 | 0.5441 | 0.0137 | ||
| US00130HCE36 / CORP. NOTE | 1.37 | 0.88 | 0.5428 | 0.0119 | ||
| US74456QCJ31 / Public Service Electric and Gas Co | 1.37 | 2.32 | 0.5411 | 0.0189 | ||
| US49427RAQ56 / Kilroy Realty LP | 1.37 | 1.86 | 0.5398 | 0.0165 | ||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 1.32 | 1.30 | 0.5223 | 0.0135 | ||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 1.24 | -1.97 | 0.4918 | -0.0033 | ||
| US13032UD885 / CALIFORNIA ST HLTH FACS FING AUTH REVENUE | 1.22 | 1.00 | 0.4808 | 0.0109 | ||
| New York State Electric & Gas Corp. / DBT (US649840CW32) | 1.21 | 1.68 | 0.4790 | 0.0139 | ||
| US86745AAA43 / SUNNOVA HELIOS VIII ISSUER LLC 2.79% 02/22/2049 144A | 1.21 | -5.85 | 0.4769 | -0.0229 | ||
| European Union / DBT (EU000A3L1CN4) | 1.20 | 9.97 | 0.4751 | 0.0485 | ||
| XS2232115423 / Digital Dutch Finco BV | 1.20 | 11.75 | 0.4738 | 0.0556 | ||
| US23312BAA89 / DC Office Trust 2019-MTC | 1.20 | 2.40 | 0.4731 | 0.0169 | ||
| US78486EAA64 / STWD 2021-LIH Mortgage Trust | 1.20 | 0.50 | 0.4724 | 0.0084 | ||
| ZAG000016320 / Republic of South Africa Government Bond | 1.20 | -25.13 | 0.4723 | -0.1505 | ||
| Q / Quetzal Copper Corp. | 1.16 | -17.57 | 0.4583 | -0.0902 | ||
| U.S. Treasury Inflation Linked Bonds / DBT (US912810TY47) | 1.15 | -2.95 | 0.4553 | -0.0077 | ||
| US29444UBU97 / 3.9% 15 Apr 2032 | 1.14 | 1.70 | 0.4485 | 0.0129 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 1.12 | -82.33 | 0.4414 | -2.0431 | ||
| US694308KK29 / Pacific Gas and Electric Co | 1.10 | -3.77 | 0.4338 | -0.0111 | ||
| US56501RAN61 / Manulife Financial Corp | 1.04 | 2.47 | 0.4105 | 0.0151 | ||
| US23636AAZ49 / Danske Bank A/S | 0.99 | 0.71 | 0.3924 | 0.0076 | ||
| US649840CU75 / New York State Electric & Gas Corp | 0.93 | 0.86 | 0.3688 | 0.0078 | ||
| US29444UBL98 / Equinix, Inc. | 0.93 | 1.64 | 0.3680 | 0.0105 | ||
| GB00BMV7TC88 / United Kingdom Gilt | 0.92 | 6.39 | 0.3623 | 0.0264 | ||
| US36179UWB42 / G2SF 5.0 MA6042 07-20-49 | 0.91 | -3.28 | 0.3613 | -0.0075 | ||
| XS2291692890 / Chile Government International Bond | 0.91 | 1.00 | 0.3606 | 0.0082 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 0.90 | -8.71 | 0.3561 | -0.0289 | ||
| US05608RAA32 / BX Trust | 0.90 | 0.11 | 0.3553 | 0.0048 | ||
| US65535HAR03 / Nomura Holdings Inc | 0.90 | 0.56 | 0.3552 | 0.0069 | ||
| US3140QSSU64 / UMBS | 0.89 | -1.33 | 0.3506 | -0.0002 | ||
| US23345LAA70 / DOLP Trust 2021-NYC | 0.88 | 1.03 | 0.3492 | 0.0080 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.88 | -0.67 | 0.3491 | 0.0020 | ||
| US65106AAS24 / Newcastle Mortgage Securities Trust 2006-1 | 0.88 | 3.17 | 0.3478 | 0.0149 | ||
| US3140QSST91 / UMBS | 0.87 | -0.69 | 0.3433 | 0.0024 | ||
| US860630AG72 / Stifel Financial Corp | 0.86 | 0.47 | 0.3409 | 0.0062 | ||
| US68268NAD57 / Oneok Partners 6.85% Guaranteed Notes 10/15/37 | 0.86 | -0.58 | 0.3408 | 0.0023 | ||
| US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A | 0.86 | -6.22 | 0.3399 | -0.0179 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.86 | -5.21 | 0.3380 | -0.0139 | ||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 0.85 | 0.71 | 0.3374 | 0.0069 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.85 | -0.12 | 0.3346 | 0.0040 | ||
| US46647PBE51 / JPMorgan Chase & Co | 0.84 | 1.95 | 0.3311 | 0.0102 | ||
| US418751AL75 / HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 | 0.83 | 0.60 | 0.3291 | 0.0059 | ||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 0.82 | 8.74 | 0.3246 | 0.0300 | ||
| US3132DNG643 / Freddie Mac Pool | 0.81 | -1.71 | 0.3190 | -0.0016 | ||
| Post Road Equipment Finance LLC, Series 2025-1A, Class A2 / ABS-O (US73747LAB45) | 0.80 | -0.37 | 0.3168 | 0.0030 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 0.80 | -2.08 | 0.3159 | -0.0026 | ||
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR / ABS-CBDO (US55820VAL71) | 0.80 | 0.13 | 0.3157 | 0.0048 | ||
| US46654PAA49 / JPMCC_21-HTL5 | 0.80 | -0.25 | 0.3145 | 0.0037 | ||
| US95001RAX70 / Wells Fargo Commercial Mortgage Trust 2018-C48 | 0.79 | 0.89 | 0.3133 | 0.0068 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.79 | 1.81 | 0.3114 | 0.0094 | ||
| US22003BAL09 / Corporate Office Properties LP | 0.79 | 0.90 | 0.3109 | 0.0069 | ||
| US650036AU04 / NEW YORK ST URBAN DEV CORP REVENUE | 0.78 | 0.64 | 0.3098 | 0.0060 | ||
| US08160JAE73 / Benchmark 2019-B9 Mortgage Trust | 0.78 | 1.30 | 0.3074 | 0.0076 | ||
| US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 | 0.76 | 0.93 | 0.3015 | 0.0066 | ||
| US912810SA79 / United States Treas Bds Bond | 0.74 | 63.52 | 0.2940 | 0.1165 | ||
| US912810RG58 / United States Treas Bds Bond | 0.74 | -1.73 | 0.2928 | -0.0012 | ||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 0.74 | -3.52 | 0.2923 | -0.0068 | ||
| US161175CD44 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.74 | 2.36 | 0.2911 | 0.0104 | ||
| EW / Edwards Lifesciences Corporation | 0.74 | -94.74 | 0.2905 | -5.2263 | ||
| US654744AD34 / Nissan Motor Co Ltd | 0.73 | -3.56 | 0.2888 | -0.0068 | ||
| US26884UAG40 / EPR Properties | 0.73 | 1.97 | 0.2872 | 0.0092 | ||
| US654740BT54 / Nissan Motor Acceptance Corp | 0.73 | -0.95 | 0.2871 | 0.0012 | ||
| US3133KRD925 / UMBS | 0.71 | -0.42 | 0.2822 | 0.0022 | ||
| US29444UBS42 / EQUINIX INC 2.5% 05/15/2031 | 0.71 | 1.44 | 0.2793 | 0.0075 | ||
| US962166CC62 / WEYERHAEUSER COMPANY | 0.70 | 0.29 | 0.2774 | 0.0041 | ||
| US00203QAE70 / AP Moller - Maersk A/S | 0.70 | 0.72 | 0.2772 | 0.0056 | ||
| Greywolf CLO III Ltd., Series 2020-3RA, Class A1R2 / ABS-CBDO (US39809CAY03) | 0.70 | 0.29 | 0.2771 | 0.0041 | ||
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR / ABS-CBDO (US55822AAW71) | 0.70 | 0.57 | 0.2766 | 0.0049 | ||
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 / ABS-CBDO (US00190YBP97) | 0.70 | 0.14 | 0.2766 | 0.0039 | ||
| Pikes Peak CLO 4, Series 2019-4A, Class ARR / ABS-CBDO (US72132WAN92) | 0.70 | 0.29 | 0.2766 | 0.0043 | ||
| Sandstone Peak Ltd., Series 2021-1A, Class A1R / ABS-CBDO (US800130AN66) | 0.70 | 0.00 | 0.2765 | 0.0036 | ||
| Ocean Trails CLO XI, Series 2021-11A, Class AR / ABS-CBDO (US67514VAL36) | 0.70 | 0.58 | 0.2764 | 0.0050 | ||
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R / ABS-CBDO (US89642FAN33) | 0.70 | 0.14 | 0.2761 | 0.0040 | ||
| Madison Park Funding XXXVI Ltd., Series 2019-36A, Class A1RR / ABS-CBDO (US55819PBE88) | 0.70 | 0.00 | 0.2760 | 0.0035 | ||
| Elevation CLO Ltd., Series 2022-16A, Class A1AR / ABS-CBDO (US28623YAU73) | 0.70 | 0.29 | 0.2754 | 0.0042 | ||
| US52107QAJ40 / Lazard Group LLC | 0.70 | 0.87 | 0.2753 | 0.0059 | ||
| US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP | 0.70 | 2.35 | 0.2751 | 0.0098 | ||
| Ameren Missouri Securitization Funding I LLC, Series A-1 / DBT (US023940AA78) | 0.69 | 0.44 | 0.2735 | 0.0045 | ||
| US46654EAA91 / JPMorgan Chase Commercial Mortgage Securities Corp., Series 2021-NYAH, Class A | 0.69 | -0.58 | 0.2717 | 0.0019 | ||
| US30227FAA84 / Extended Stay America Trust | 0.69 | -0.87 | 0.2712 | 0.0012 | ||
| US682413AA79 / ONE 2021-PARK Mortgage Trust | 0.69 | -0.15 | 0.2707 | 0.0031 | ||
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R / ABS-CBDO (US75888TAL98) | 0.68 | -2.43 | 0.2695 | -0.0032 | ||
| XS2264968665 / Ivory Coast Government International Bond | 0.67 | 12.17 | 0.2660 | 0.0318 | ||
| US31847RAG74 / First American Financial Corp. | 0.67 | 0.75 | 0.2647 | 0.0055 | ||
| US12595VAD91 / COMM 2018-COR3 Mortgage Trust | 0.67 | -1.04 | 0.2645 | 0.0008 | ||
| US914455UK46 / University of Michigan | 0.66 | -0.90 | 0.2618 | 0.0011 | ||
| US169905AF36 / Choice Hotels International Inc | 0.66 | 0.61 | 0.2616 | 0.0048 | ||
| US55375KAS50 / MSSG Trust, Series 2017-237P, Class A | 0.66 | -0.46 | 0.2594 | 0.0020 | ||
| US98162JAA43 / Worldwide Plaza Trust 2017-WWP | 0.65 | 6.06 | 0.2563 | 0.0180 | ||
| US37940XAD49 / Global Payments Inc | 0.64 | 1.26 | 0.2534 | 0.0062 | ||
| US126670WD68 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M2 | 0.63 | -3.09 | 0.2480 | -0.0046 | ||
| US06051GLC14 / BANK OF AMERICA CORP | 0.62 | 0.16 | 0.2466 | 0.0036 | ||
| US05551UAA34 / BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 0.00000000 | 0.62 | -1.58 | 0.2466 | -0.0011 | ||
| US80281LAP04 / Santander UK Group Holdings PLC | 0.62 | 1.14 | 0.2462 | 0.0059 | ||
| BNG Bank NV / DBT (US05591F2Y50) | 0.62 | 0.98 | 0.2451 | 0.0054 | ||
| US06738EBR53 / Barclays PLC | 0.62 | 1.98 | 0.2449 | 0.0079 | ||
| US38237KAA88 / 4% 20 Apr 2049 | 0.62 | -2.98 | 0.2446 | -0.0039 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.62 | 0.2441 | 0.2441 | |||
| Smurfit Kappa Treasury ULC / DBT (US83272GAD34) | 0.61 | 0.2425 | 0.2425 | |||
| US656029AL92 / Norinchukin Bank/The | 0.61 | 0.16 | 0.2416 | 0.0037 | ||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 0.61 | 1.50 | 0.2406 | 0.0066 | ||
| US58769JAF49 / Mercedes-Benz Finance North America LLC | 0.60 | -0.17 | 0.2374 | 0.0028 | ||
| Ares European CLO XIV DAC, Series 14A, Class AR / ABS-CBDO (XS2920478356) | 0.60 | -12.66 | 0.2373 | -0.0309 | ||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 0.60 | -3.07 | 0.2371 | -0.0047 | ||
| US78485KAA34 / STWD 2022-FL3 Ltd | 0.60 | -10.60 | 0.2370 | -0.0245 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 0.60 | 0.2366 | 0.2366 | |||
| US90351DAF42 / UBS Group AG | 0.60 | 0.17 | 0.2364 | 0.0033 | ||
| COTY34 / Coty Inc. - Depositary Receipt (Common Stock) | 0.60 | 8.97 | 0.2354 | 0.0222 | ||
| US11272BAA17 / Brookfield Finance I UK Plc | 0.60 | 1.71 | 0.2352 | 0.0066 | ||
| FCT / Fincantieri S.p.A. | 0.59 | 11.65 | 0.2350 | 0.0273 | ||
| US665772CV98 / Northern States Power Co/MN | 0.59 | 0.00 | 0.2341 | 0.0031 | ||
| Oncor Electric Delivery Co. LLC / DBT (XS2813774770) | 0.59 | 8.44 | 0.2337 | 0.0210 | ||
| US477164AA59 / JetBlue 2020-1 Class A Pass Through Trust | 0.59 | -4.38 | 0.2333 | -0.0077 | ||
| US718286CX35 / Philippine Government International Bond | 0.58 | -0.68 | 0.2309 | 0.0015 | ||
| US47109LAB09 / Japan International Cooperation Agency | 0.58 | 0.69 | 0.2308 | 0.0043 | ||
| US912810SY55 / United States Treasury Note/Bond | 0.58 | -1.53 | 0.2297 | -0.0006 | ||
| US86772HAA59 / Sunrun Demeter Issuer 2021-2 | 0.58 | 0.52 | 0.2290 | 0.0041 | ||
| US912810SJ88 / United States Treas Bds Bond | 0.57 | 120.70 | 0.2234 | 0.1233 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.56 | -2.78 | 0.2216 | -0.0033 | ||
| US03881BAE39 / Arbor Multifamily Mortgage Securities Trust 2020-MF1 | 0.55 | 1.85 | 0.2185 | 0.0067 | ||
| XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A | 0.55 | -8.31 | 0.2184 | -0.0167 | ||
| US18539UAD72 / Clearway Energy Operating LLC | 0.55 | 4.56 | 0.2174 | 0.0120 | ||
| U.S. Treasury 10 Year Note / DIR (N/A) | 0.55 | 0.2162 | 0.2162 | |||
| US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A | 0.54 | -1.45 | 0.2150 | -0.0005 | ||
| US912810TS78 / United States Treasury Note/Bond | 0.54 | -1.65 | 0.2120 | -0.0008 | ||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 0.53 | 5.35 | 0.2105 | 0.0132 | ||
| US05571AAR68 / BPCE SA | 0.53 | 0.57 | 0.2089 | 0.0038 | ||
| US665772CS69 / Northern States Power Co/MN | 0.53 | 1.55 | 0.2076 | 0.0058 | ||
| US80282KBF21 / Santander Holdings USA, Inc. | 0.52 | 0.58 | 0.2058 | 0.0041 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.52 | 0.78 | 0.2052 | 0.0041 | ||
| Prologis LP / DBT (CA74340XCP48) | 0.52 | 6.58 | 0.2047 | 0.0151 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.52 | 0.78 | 0.2047 | 0.0042 | ||
| US43289VAA17 / Hilton USA Trust 2016-SFP | 0.52 | 6.39 | 0.2040 | 0.0146 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.51 | 0.79 | 0.2031 | 0.0042 | ||
| US80282KBF21 / Santander Holdings USA, Inc. | 0.51 | 1.79 | 0.2026 | 0.0063 | ||
| US63861VAJ61 / Nationwide Building Society | 0.51 | -0.19 | 0.2024 | 0.0023 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.51 | 0.39 | 0.2019 | 0.0030 | ||
| US46647PDW32 / JPMorgan Chase & Co | 0.51 | 0.00 | 0.2018 | 0.0025 | ||
| FHF Issuer Trust, Series 2024-2A, Class A2 / ABS-O (US30336NAC56) | 0.51 | -15.28 | 0.2017 | -0.0335 | ||
| Morgan Stanley Bank NA / DBT (US61690U8B93) | 0.51 | 0.39 | 0.2016 | 0.0033 | ||
| US797440CE27 / SAN DIEGO GAS & ELECTRIC CO | 0.51 | 1.19 | 0.2016 | 0.0047 | ||
| GreenSky Home Improvement Issuer Trust, Series 2025-1A, Class A3 / ABS-O (US39571NAC02) | 0.51 | 1.80 | 0.2015 | 0.0062 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.51 | 0.80 | 0.2005 | 0.0041 | ||
| LPL Holdings, Inc. / DBT (US50212YAL83) | 0.51 | 1.20 | 0.2004 | 0.0046 | ||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 0.51 | 0.40 | 0.2001 | 0.0035 | ||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 0.51 | 1.20 | 0.2000 | 0.0047 | ||
| HASI / HA Sustainable Infrastructure Capital, Inc. | 0.51 | 0.1996 | 0.1996 | |||
| Norinchukin Bank (The) / DBT (US656029AN58) | 0.50 | 0.40 | 0.1995 | 0.0035 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.50 | 0.40 | 0.1994 | 0.0035 | ||
| STAB / Standard Chartered PLC - Preferred Security | 0.50 | 1.00 | 0.1990 | 0.0047 | ||
| US912810SH23 / United States Treas Bds Bond | 0.50 | 589.04 | 0.1988 | 0.1702 | ||
| US902613AU26 / UBS Group AG | 0.50 | -0.20 | 0.1987 | 0.0023 | ||
| US62947QBB32 / NXP BV / NXP Funding LLC | 0.50 | 0.00 | 0.1984 | 0.0025 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.50 | -0.20 | 0.1983 | 0.0022 | ||
| BMW Vehicle Lease Trust, Series 2024-1, Class A3 / ABS-O (US05611UAD54) | 0.50 | -0.20 | 0.1982 | 0.0022 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.50 | 1.01 | 0.1980 | 0.0043 | ||
| US928563AF20 / VMware Inc | 0.50 | 1.21 | 0.1980 | 0.0051 | ||
| Goldman Sachs Bank USA / DBT (US38151LAH33) | 0.50 | 0.00 | 0.1978 | 0.0026 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 0.50 | 0.1977 | 0.1977 | |||
| GreatAmerica Leasing Receivables Funding LLC, Series 2025-1, Class A2 / ABS-O (US39154GAH92) | 0.50 | 0.00 | 0.1976 | 0.0025 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.50 | 1.01 | 0.1973 | 0.0044 | ||
| MF1 LLC, Series 2025-FL17, Class A / ABS-CBDO (US55287HAA86) | 0.50 | 0.20 | 0.1972 | 0.0026 | ||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | 0.50 | 0.81 | 0.1971 | 0.0043 | ||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 0.50 | -2.36 | 0.1967 | -0.0021 | ||
| US68389BAC72 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A3 | 0.50 | 1.43 | 0.1960 | 0.0052 | ||
| PEP01000C5I0 / BONOS DE TESORERIA | 0.49 | 42.44 | 0.1940 | 0.0597 | ||
| US86746AAA34 / SNVA_23-A | 0.49 | -6.13 | 0.1938 | -0.0100 | ||
| US298785JV96 / European Investment Bank | 0.49 | 1.03 | 0.1935 | 0.0047 | ||
| US38239JAA97 / Goodman US Finance Three LLC | 0.49 | 1.03 | 0.1934 | 0.0046 | ||
| Tesla Sustainable Energy Trust, Series 2024-1A, Class A2 / ABS-O (US88164AAB08) | 0.48 | -3.39 | 0.1916 | -0.0039 | ||
| XS1110731806 / LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS | 0.48 | 0.63 | 0.1890 | 0.0035 | ||
| TAQA / Abu Dhabi National Energy Company PJSC | 0.48 | -0.21 | 0.1888 | 0.0022 | ||
| US912810SE91 / United States Treas Bds Bond | 0.48 | 195.03 | 0.1878 | 0.1248 | ||
| US30212PAR64 / Expedia Group Inc | 0.47 | 1.29 | 0.1863 | 0.0046 | ||
| US90932EAA10 / United Airlines 2016-2 Class AA Pass Through Trust | 0.47 | 0.21 | 0.1852 | 0.0028 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.47 | 0.1851 | 0.1851 | |||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.46 | -11.07 | 0.1812 | -0.0197 | ||
| US86360UAC09 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 | 0.45 | -1.52 | 0.1797 | -0.0001 | ||
| OZLM IX Ltd., Series 2014-9A, Class A1A4 / ABS-CBDO (US67109KBG85) | 0.45 | -24.37 | 0.1780 | -0.0542 | ||
| US912810RN00 / United States Treas Bds Bond | 0.45 | -1.97 | 0.1774 | -0.0010 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 0.44 | 0.1743 | 0.1743 | |||
| XS0767581407 / Lloyds Bank PLC | 0.43 | 4.36 | 0.1706 | 0.0095 | ||
| US30227FAC41 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A | 0.43 | -0.46 | 0.1702 | 0.0016 | ||
| US48020QAB32 / JONES LANG LASALLE INCORPORATED | 0.43 | 1.18 | 0.1694 | 0.0041 | ||
| US862121AD28 / STORE Capital Corp. | 0.42 | 0.24 | 0.1672 | 0.0024 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 0.42 | 1.21 | 0.1658 | 0.0043 | ||
| Wisconsin Power & Light Co. / DBT (US976826BS59) | 0.41 | 1.24 | 0.1615 | 0.0043 | ||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.41 | 0.25 | 0.1602 | 0.0022 | ||
| US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust | 0.40 | -6.48 | 0.1599 | -0.0089 | ||
| Smurfit Westrock Financing DAC / DBT (US83272YAB83) | 0.40 | 0.1598 | 0.1598 | |||
| US63983TEH41 / Nederlandse Waterschapsbank NV | 0.40 | 0.50 | 0.1586 | 0.0030 | ||
| US195325EL56 / Colombia Government International Bond | 0.40 | -0.74 | 0.1584 | 0.0009 | ||
| US62954WAJ45 / NTT Finance Corp | 0.40 | 0.00 | 0.1580 | 0.0022 | ||
| US38237VAA44 / GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1 GOOD 2023-1GS A | 0.40 | -0.75 | 0.1575 | 0.0008 | ||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 0.40 | 0.51 | 0.1573 | 0.0032 | ||
| OIS / DIR (N/A) | 0.39 | 0.1560 | 0.1560 | |||
| US418751AE33 / HAT Holdings I LLC / HAT Holdings II LLC | 0.39 | 1.03 | 0.1550 | 0.0034 | ||
| US38237CAA62 / Goodleap Sustainable Home Solutions Trust 2023-3 | 0.39 | -6.70 | 0.1545 | -0.0090 | ||
| U.S. Treasury Bonds / DBT (US912810UG12) | 0.39 | 0.1541 | 0.1541 | |||
| CPPIB Capital, Inc. / DBT (CA12593CAY71) | 0.38 | 4.36 | 0.1514 | 0.0082 | ||
| US01F0426811 / UMBS TBA | 0.38 | -85.29 | 0.1512 | -0.8622 | ||
| US8252528851 / Invesco Government & Agency Portfolio, Institutional Class | 0.38 | -53.88 | 0.1502 | -0.1714 | ||
| US3132DWFE84 / Federal Home Loan Mortgage Corp. | 0.38 | -2.08 | 0.1491 | -0.0011 | ||
| US59523UAR86 / Mid-America Apartments LP | 0.37 | 2.20 | 0.1471 | 0.0048 | ||
| US83613FAA93 / Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 0.37 | 3.97 | 0.1454 | 0.0074 | ||
| US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | 0.37 | -27.95 | 0.1449 | -0.0536 | ||
| XS1697686928 / WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 0.36 | 6.45 | 0.1436 | 0.0104 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 0.36 | -0.56 | 0.1408 | 0.0011 | ||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 0.35 | -30.04 | 0.1399 | -0.0575 | ||
| US3140QSPN58 / Federal National Mortgage Association | 0.35 | -2.24 | 0.1382 | -0.0012 | ||
| US78433LAG14 / SCE Recovery Funding LLC | 0.35 | -3.59 | 0.1382 | -0.0034 | ||
| US03027XBG43 / American Tower Corp | 0.35 | 2.06 | 0.1372 | 0.0043 | ||
| US47216QAC78 / JDE PEETS BV 2.25% 09/24/2031 144A | 0.34 | 1.49 | 0.1345 | 0.0038 | ||
| BlueMountain CLO Ltd., Series 2018-3A, Class A1R / ABS-CBDO (US09630AAN63) | 0.34 | -12.18 | 0.1341 | -0.0167 | ||
| FHF Issuer Trust, Series 2024-1A, Class A2 / ABS-O (US31568AAB26) | 0.32 | -14.85 | 0.1269 | -0.0203 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 0.32 | 8.50 | 0.1262 | 0.0115 | ||
| US00203QAF46 / AP Moller - Maersk A/S | 0.31 | 1.95 | 0.1243 | 0.0041 | ||
| US60687YCZ07 / Mizuho Financial Group Inc | 0.31 | 0.97 | 0.1229 | 0.0024 | ||
| US86563VBH15 / SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5 | 0.31 | 0.65 | 0.1221 | 0.0022 | ||
| U.S. Treasury 5 Year Note / DIR (N/A) | 0.31 | 0.1220 | 0.1220 | |||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 0.31 | 0.33 | 0.1217 | 0.0022 | ||
| US78016FZW75 / Royal Bank of Canada | 0.31 | 0.66 | 0.1206 | 0.0023 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.31 | -6.44 | 0.1205 | -0.0069 | ||
| Weir Group, Inc. / DBT (US94877DAA28) | 0.30 | 0.1199 | 0.1199 | |||
| US30326MAA36 / FS RIALTO | 0.30 | -1.94 | 0.1199 | -0.0009 | ||
| US83368RBQ48 / Societe Generale SA | 0.30 | -0.33 | 0.1196 | 0.0012 | ||
| US05591XAA90 / BRSP 2021-FL1 Ltd | 0.30 | -0.98 | 0.1195 | 0.0003 | ||
| US86562MCT53 / Sumitomo Mitsui Financial Group Inc | 0.30 | 0.00 | 0.1191 | 0.0013 | ||
| US976826BR76 / Wisconsin Power and Light Co | 0.30 | 1.35 | 0.1186 | 0.0031 | ||
| US912810SF66 / Us Treasury Bond | 0.30 | -1.67 | 0.1166 | -0.0008 | ||
| Province of Ontario / DBT (CA68333ZBG15) | 0.29 | 0.1161 | 0.1161 | |||
| US36257CAA53 / GS Mortgage Securities Corp Trust 2017-GPTX | 0.29 | 3.17 | 0.1160 | 0.0052 | ||
| US09659W2C78 / BNP Paribas SA | 0.29 | 1.03 | 0.1158 | 0.0025 | ||
| US225401AP33 / Credit Suisse Group AG | 0.29 | 1.39 | 0.1157 | 0.0031 | ||
| US38382YN829 / Government National Mortgage Association | 0.29 | -1.02 | 0.1155 | 0.0002 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.29 | -5.86 | 0.1145 | -0.0055 | ||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 0.29 | -2.69 | 0.1143 | -0.0018 | ||
| U.S. Treasury Bonds / DBT (US912810UE63) | 0.29 | -2.72 | 0.1132 | -0.0015 | ||
| US15189XBC11 / CenterPoint Energy Houston Electric LLC | 0.28 | 0.35 | 0.1122 | 0.0019 | ||
| XS2122174415 / ING GROEP NV JR SUBORDINA REGS 12/99 VAR | 0.28 | 2.19 | 0.1108 | 0.0037 | ||
| US3133BNCS00 / UMBS | 0.27 | -1.10 | 0.1063 | 0.0001 | ||
| US912828N712 / United States Treasury Inflation Indexed Bonds | 0.27 | 0.37 | 0.1061 | 0.0019 | ||
| Crown Point CLO 7 Ltd., Series 2018-7A, Class AR / ABS-CBDO (US22846MAJ27) | 0.27 | -32.06 | 0.1056 | -0.0479 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 0.27 | -4.68 | 0.1051 | -0.0036 | ||
| US84751NAE40 / Specialty Underwriting & Residential Finance Trust, Series 2006-BC5, Class A2D | 0.26 | 3.54 | 0.1042 | 0.0049 | ||
| US94984NAA00 / WFMBS_06-AR16 | 0.26 | -7.07 | 0.1042 | -0.0062 | ||
| US44107TBA34 / Host Hotels & Resorts LP | 0.26 | 1.16 | 0.1037 | 0.0027 | ||
| US3140QSMW84 / Federal National Mortgage Association | 0.26 | -1.52 | 0.1026 | -0.0003 | ||
| US35729PMF44 / Fremont Home Loan Trust 2005-D | 0.25 | -1.95 | 0.0997 | -0.0008 | ||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 0.25 | -3.91 | 0.0975 | -0.0027 | ||
| US78433XAA81 / Stonepeak ABS, Series 2021-1A | 0.24 | -10.11 | 0.0949 | -0.0093 | ||
| XS0301721832 / Alba 2007-1 PLC | 0.24 | 1.73 | 0.0931 | 0.0030 | ||
| US68389FJJ49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 | 0.24 | -4.47 | 0.0930 | -0.0032 | ||
| US912810SL35 / United States Treasury Note/Bond | 0.24 | -2.08 | 0.0930 | -0.0009 | ||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 0.23 | 6.42 | 0.0919 | 0.0067 | ||
| US75575RAA59 / Ready Capital Mortgage Financing 2023-FL11 LLC | 0.23 | -28.12 | 0.0912 | -0.0338 | ||
| US38376RYV22 / Government National Mortgage Association | 0.22 | -14.23 | 0.0883 | -0.0135 | ||
| US85208NAE04 / Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | 0.22 | -7.92 | 0.0875 | -0.0063 | ||
| US912810TF57 / TREASURY BOND | 0.22 | -1.36 | 0.0863 | -0.0002 | ||
| US912810RY64 / United States Treas Bds Bond | 0.21 | -1.83 | 0.0846 | -0.0006 | ||
| US3133BHJQ03 / UMBS | 0.21 | -6.58 | 0.0844 | -0.0046 | ||
| BMW US Capital LLC / DBT (US05565ECW30) | 0.20 | 0.0799 | 0.0799 | |||
| Mercedes-Benz Finance North America LLC / DBT (US58769JAZ03) | 0.20 | 0.0799 | 0.0799 | |||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | 0.20 | -2.43 | 0.0797 | -0.0007 | ||
| US902613AS79 / UBS Group AG | 0.20 | 0.50 | 0.0791 | 0.0012 | ||
| U.S. Treasury Inflation Linked Bonds / DBT (US912810UH94) | 0.20 | 0.0780 | 0.0780 | |||
| US92277GAJ67 / Ventas Realty LP | 0.20 | 0.51 | 0.0778 | 0.0014 | ||
| US61749NAE76 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE5, Class A2D | 0.20 | 5.98 | 0.0771 | 0.0053 | ||
| US12667LAE20 / Countrywide Asset-Backed Certificates, Series 2006-21, Class 2A4 | 0.19 | -0.52 | 0.0760 | 0.0006 | ||
| US75575WAA45 / Ready Capital Mortgage Financing 2021-FL7 LLC | 0.19 | -36.21 | 0.0759 | -0.0419 | ||
| US38376RXT84 / GNMA, Series 2016-H17, Class FC | 0.19 | -18.14 | 0.0732 | -0.0149 | ||
| US11135FBP53 / SR UNSECURED 144A 11/35 3.137 | 0.18 | 1.69 | 0.0716 | 0.0020 | ||
| US38375UZZ64 / Government National Mortgage Association | 0.18 | -6.22 | 0.0715 | -0.0040 | ||
| US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 0.18 | -4.26 | 0.0715 | -0.0020 | ||
| US43710XAD03 / Home Equity Loan Trust | 0.18 | -5.29 | 0.0709 | -0.0032 | ||
| US36179UKY72 / Ginnie Mae II Pool | 0.18 | -2.23 | 0.0695 | -0.0006 | ||
| US68403HAA05 / Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 0.18 | -0.57 | 0.0693 | 0.0003 | ||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | 0.17 | -3.98 | 0.0668 | -0.0019 | ||
| US92922FH842 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR6, Class 1A1A | 0.16 | -6.36 | 0.0643 | -0.0033 | ||
| US30327CAA45 / FHF TRUST 2022-1 FHF 2022-1A A | 0.16 | -28.25 | 0.0633 | -0.0237 | ||
| US3137FUKP89 / Freddie Mac REMICS | 0.16 | -5.36 | 0.0631 | -0.0027 | ||
| US75970HAE09 / Renaissance Home Equity Loan Trust | 0.16 | 0.00 | 0.0629 | 0.0007 | ||
| US04012MAQ24 / Argent Securities Trust, Series 2006-M1, Class A2C | 0.15 | 4.08 | 0.0605 | 0.0028 | ||
| Province of British Columbia / DBT (CA110709AK82) | 0.15 | 4.86 | 0.0599 | 0.0034 | ||
| US912834JB55 / United States Treasury Strip Coupon | 0.14 | -0.69 | 0.0568 | 0.0003 | ||
| US74923XAA46 / RALI Trust, Series 2007-QA3, Class A1 | 0.14 | -1.43 | 0.0548 | -0.0001 | ||
| XS1697693627 / WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A | 0.14 | 6.98 | 0.0547 | 0.0043 | ||
| US618933AA33 / MSAIC_23-3A | 0.14 | -4.23 | 0.0539 | -0.0016 | ||
| US38376REZ55 / Government National Mortgage Association | 0.14 | -10.53 | 0.0539 | -0.0055 | ||
| US912834KP23 / United States Treasury Strip Coupon | 0.14 | -0.73 | 0.0538 | 0.0003 | ||
| R2035 / South Africa - Corporate Bond/Note | 0.13 | 0.0500 | 0.0500 | |||
| US30331GAC50 / FHF Trust 2023-1 | 0.12 | -23.72 | 0.0472 | -0.0136 | ||
| US3137FUKQ62 / Freddie Mac REMICS | 0.12 | -6.35 | 0.0468 | -0.0027 | ||
| US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0.12 | -35.71 | 0.0465 | -0.0247 | ||
| US38380V2S96 / Government National Mortgage Association | 0.12 | -4.10 | 0.0465 | -0.0014 | ||
| European Union / DBT (EU000A3L1DJ0) | 0.12 | 10.48 | 0.0461 | 0.0049 | ||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 0.12 | -2.54 | 0.0457 | -0.0004 | ||
| US68402YAA47 / OPTION ONE MORTGAGE LOAN TRUST 2007-CP1 SER 2007-CP1 CL 1A1 V/R REGD 1.84800000 | 0.12 | 0.00 | 0.0457 | 0.0005 | ||
| US45661EGE86 / IndyMac INDX Mortgage Loan Trust, Series 2006-AR9, Class 2A1 | 0.11 | -0.90 | 0.0435 | 0.0001 | ||
| US023771S255 / American Airlines 2016-3 Class A Pass Through Trust | 0.11 | -6.03 | 0.0433 | -0.0020 | ||
| US040104RV54 / ARGENT SECURITIES INC. ARSI 2006 W2 A2B | 0.11 | 0.93 | 0.0433 | 0.0010 | ||
| US38376RGB69 / Government National Mortgage Association | 0.11 | -18.18 | 0.0430 | -0.0085 | ||
| US3136BBAR38 / Fannie Mae-Aces | 0.11 | -7.02 | 0.0422 | -0.0027 | ||
| US38376RC950 / GNMA, Series 2016-H22, Class FA | 0.10 | -25.36 | 0.0407 | -0.0133 | ||
| US86363MAC55 / Structured Asset Securities Corp Mortgage Loan Trust 2007-GEL2 | 0.10 | -7.27 | 0.0406 | -0.0024 | ||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 0.10 | -2.86 | 0.0406 | -0.0005 | ||
| US07389MAB37 / Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE9, Class 1A2 | 0.10 | -1.92 | 0.0405 | -0.0001 | ||
| IRS / DIR (N/A) | 0.10 | 0.0405 | 0.0405 | |||
| US341081GK75 / Florida Power & Light Co. | 0.10 | 0.99 | 0.0404 | 0.0007 | ||
| TFDXX / Blackrock Liquidity Funds - BlackRock Liquidity Funds FedFund Portfolio Institutional Class | 0.10 | 0.00 | 0.0395 | 0.0005 | ||
| OIS / DIR (N/A) | 0.10 | 0.0392 | 0.0392 | |||
| U.S. Treasury Bonds / DBT (US912810UB25) | 0.10 | -1.01 | 0.0388 | -0.0002 | ||
| US431282AQ55 / Highwoods Realty LP | 0.10 | 1.04 | 0.0386 | 0.0008 | ||
| US61772WAA53 / Morgan Stanley Capital I Trust 2021-230P | 0.10 | -87.76 | 0.0378 | -0.2650 | ||
| US75406AAD19 / RASC Trust, Series 2006-EMX2, Class M1 | 0.09 | -6.93 | 0.0374 | -0.0021 | ||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 0.09 | -3.16 | 0.0366 | -0.0007 | ||
| US02149JCB08 / Alternative Loan Trust, Series 2006-45T1, Class 1A16 | 0.09 | 0.00 | 0.0347 | 0.0005 | ||
| OIS / DIR (N/A) | 0.09 | 0.0346 | 0.0346 | |||
| US36251PBD50 / GS Mortgage Securities Trust 2016-GS3 | 0.09 | 3.66 | 0.0337 | 0.0016 | ||
| US362334NB60 / GSAA Trust | 0.08 | 0.00 | 0.0328 | 0.0001 | ||
| EU000A3K4DG1 / European Union | 0.08 | 12.33 | 0.0325 | 0.0037 | ||
| US61749KAE38 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-WMC2, Class A2C | 0.08 | 2.56 | 0.0319 | 0.0015 | ||
| US25151UAA51 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 | 0.08 | -1.23 | 0.0317 | 0.0001 | ||
| US57643GAE70 / MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 0.08 | 0.00 | 0.0313 | 0.0005 | ||
| US12532BAB36 / CFCRE Commercial Mortgage Trust, Series 2016-C7, Class ASB | 0.08 | -15.38 | 0.0307 | -0.0051 | ||
| US912810SC36 / United States Treas Bds Bond | 0.08 | -2.60 | 0.0300 | -0.0002 | ||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 0.07 | -2.70 | 0.0287 | -0.0006 | ||
| US842400GK35 / Southern California Edison Co | 0.07 | 0.0286 | 0.0286 | |||
| US3138ENEW53 / Fannie Mae Pool | 0.07 | -5.33 | 0.0284 | -0.0012 | ||
| US76110W7R11 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX5 A3 | 0.07 | 0.00 | 0.0279 | 0.0003 | ||
| OIS / DIR (N/A) | 0.07 | 0.0276 | 0.0276 | |||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 0.07 | -2.86 | 0.0271 | -0.0002 | ||
| US92926SAD80 / WaMu Asset-Backed Certificates WaMu Series | 0.07 | 4.62 | 0.0269 | 0.0013 | ||
| US715638BE14 / Peruvian Government International Bond | 0.07 | -22.99 | 0.0267 | -0.0073 | ||
| US31418EXU99 / Fannie Mae Pool | 0.07 | -1.49 | 0.0262 | -0.0003 | ||
| US02660YAU64 / AMERICAN HOME MORTGAGE INVESTMENT TRUST | 0.07 | -2.99 | 0.0260 | -0.0002 | ||
| US912810SK51 / United States Treasury Note/Bond | 0.06 | -1.54 | 0.0255 | -0.0002 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.06 | 0.00 | 0.0230 | 0.0003 | ||
| US751151AA94 / RALI Trust, Series 2006-QS12, Class 1A1 | 0.06 | -3.33 | 0.0230 | -0.0004 | ||
| US362463AC59 / GSAMP Trust 2006-NC2 | 0.06 | 1.75 | 0.0230 | 0.0005 | ||
| US03072SQ327 / AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R9 | 0.06 | -8.20 | 0.0225 | -0.0015 | ||
| US92990GAC78 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 | 0.05 | -3.77 | 0.0205 | -0.0004 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 0.05 | -3.85 | 0.0201 | -0.0003 | ||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.05 | -58.33 | 0.0198 | -0.0272 | ||
| US46626LCC28 / JP Morgan Mortgage Acquisition Corp., Series 2005-FRE1, Class M1 | 0.05 | -12.50 | 0.0197 | -0.0025 | ||
| US38376RVV58 / Government National Mortgage Association | 0.05 | -19.67 | 0.0195 | -0.0046 | ||
| US3132XXNS42 / Freddie Mac Gold Pool | 0.05 | -2.00 | 0.0194 | -0.0003 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.05 | -4.00 | 0.0193 | -0.0004 | ||
| US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | 0.05 | -2.04 | 0.0191 | -0.0000 | ||
| US38376RPV23 / Government National Mortgage Association | 0.05 | -14.55 | 0.0188 | -0.0027 | ||
| US912834KH07 / United States Treasury Strip Coupon | 0.05 | -2.17 | 0.0182 | 0.0001 | ||
| US05530NAA54 / BCAP LLC Trust 2007-AA2 | 0.05 | -4.26 | 0.0182 | -0.0004 | ||
| Long Gilt / DIR (GB00MP6FM953) | 0.05 | 0.0180 | 0.0180 | |||
| US12667GC849 / Alternative Loan Trust 2005-43 | 0.05 | 0.00 | 0.0179 | 0.0001 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.04 | -2.27 | 0.0171 | -0.0002 | ||
| US23243AAB26 / Alternative Loan Trust 2006-OA12 | 0.04 | -6.98 | 0.0161 | -0.0007 | ||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0.04 | 0.0159 | 0.0159 | |||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.04 | -4.88 | 0.0158 | -0.0002 | ||
| US05951GAQ55 / Banc of America Funding 2007-2 Trust | 0.04 | 0.00 | 0.0155 | 0.0002 | ||
| US3133C1LA68 / UMBS | 0.04 | -2.50 | 0.0155 | -0.0003 | ||
| US11135FBQ37 / Broadcom Inc | 0.04 | 0.00 | 0.0150 | 0.0003 | ||
| US45667SAA50 / IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A | 0.04 | -2.63 | 0.0149 | -0.0000 | ||
| US762009AL27 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11 | 0.04 | 0.00 | 0.0141 | 0.0003 | ||
| Forward Foreign Currency Contract / DFE (N/A) | 0.04 | 0.0141 | 0.0141 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.04 | 0.0140 | 0.0140 | |||
| US93364FAM32 / WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | 0.03 | -2.94 | 0.0134 | -0.0001 | ||
| US41161PVK64 / HarborView Mortgage Loan Trust, Series 2005-12, Class 2A12 | 0.03 | -3.03 | 0.0127 | -0.0004 | ||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.03 | 0.00 | 0.0125 | 0.0000 | ||
| US36179UMN99 / G2SF 5.0 MA5765 02-20-49 | 0.03 | -3.23 | 0.0122 | -0.0001 | ||
| US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 0.03 | 3.45 | 0.0121 | 0.0007 | ||
| US31402C4G48 / Fannie Mae Pool | 0.03 | -6.25 | 0.0121 | -0.0005 | ||
| US61745M4R15 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 3A | 0.03 | -3.23 | 0.0120 | -0.0004 | ||
| US81879MAW91 / SG Mortgage Securities Trust, Series 2006-FRE1, Class A2C | 0.03 | 7.14 | 0.0120 | 0.0007 | ||
| US46628BAG59 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L | 0.03 | -3.33 | 0.0119 | -0.0001 | ||
| US41161PWV11 / HarborView Mortgage Loan Trust 2005-14 | 0.03 | 0.00 | 0.0116 | 0.0002 | ||
| US46626LFN55 / JP MORGAN MORTGAGE ACQUISITION CORP 2006-FRE1 SER 2006-FRE1 CL M1 V/R REGD 2.09800000 | 0.03 | -14.71 | 0.0115 | -0.0020 | ||
| US3138EPLH51 / UMBS | 0.03 | 0.00 | 0.0113 | 0.0001 | ||
| CDS / DCR (N/A) | 0.03 | 0.0113 | 0.0113 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.03 | 0.0112 | 0.0112 | |||
| US31334XML00 / UMBS | 0.03 | 0.00 | 0.0109 | 0.0001 | ||
| IRS / DIR (N/A) | 0.03 | 0.0107 | 0.0107 | |||
| US66988YAE23 / NovaStar Mortgage Funding Trust, Series 2006-5, Class A2D | 0.03 | 4.00 | 0.0104 | 0.0003 | ||
| US00437NAD49 / Accredited Mortgage Loan Trust 2006-2 | 0.03 | -13.33 | 0.0103 | -0.0015 | ||
| US17315MAK18 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 7 5A2 144A | 0.03 | -3.85 | 0.0103 | 0.0001 | ||
| CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A | 0.03 | -16.67 | 0.0102 | -0.0017 | ||
| US3128KKPB94 / FHLMC | 0.03 | 0.00 | 0.0099 | -0.0001 | ||
| US59020UVM43 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A5 | 0.02 | 0.00 | 0.0092 | 0.0000 | ||
| US16162WQM46 / Chase Mortgage Finance Trust, Series 2005-A2, Class 3A5 | 0.02 | 0.00 | 0.0092 | -0.0002 | ||
| US32051GQA66 / First Horizon Alternative Mortgage Securities Trust 2005-AA6 | 0.02 | 0.00 | 0.0092 | 0.0001 | ||
| US46630XAF50 / JPMAC_07-CH3 | 0.02 | -8.33 | 0.0090 | -0.0006 | ||
| CDS / DCR (N/A) | 0.02 | 0.0089 | 0.0089 | |||
| US3617A8MD89 / GNMA | 0.02 | -8.33 | 0.0089 | -0.0008 | ||
| SOP / DIR (N/A) | 0.02 | 0.0087 | 0.0087 | |||
| US07386HQ874 / Bear Stearns ALT-A Trust, Series 2006-3, Class 35A1 | 0.02 | 0.00 | 0.0086 | 0.0001 | ||
| SOP / DIR (N/A) | 0.02 | 0.0085 | 0.0085 | |||
| US12668BB444 / Alternative Loan Trust, Series 2006-OA3, Class 1A1 | 0.02 | 0.00 | 0.0084 | 0.0000 | ||
| US31416TL800 / Fannie Mae Pool | 0.02 | -9.09 | 0.0081 | -0.0008 | ||
| US86363GAA22 / Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 1A1 | 0.02 | 0.00 | 0.0081 | 0.0001 | ||
| US81379EAA01 / Securitized Asset Backed Receivables LLC Trust 2007-BR5 | 0.02 | 0.00 | 0.0079 | -0.0000 | ||
| US3128M8Q807 / FHLMC | 0.02 | 0.00 | 0.0076 | -0.0000 | ||
| US31414LB985 / Fannie Mae Pool | 0.02 | -9.52 | 0.0076 | -0.0007 | ||
| US45660LZW26 / Residential Asset Securitization Trust, Series 2005-A11, Class 1A1 | 0.02 | 0.00 | 0.0076 | -0.0001 | ||
| US61915RAV87 / MortgageIT Trust, Series 2005-5, Class A2 | 0.02 | -5.26 | 0.0074 | -0.0004 | ||
| OIS / DIR (N/A) | 0.02 | 0.0072 | 0.0072 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 0.0071 | 0.0071 | |||
| US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 | 0.02 | 0.00 | 0.0070 | 0.0003 | ||
| IRS / DIR (N/A) | 0.02 | 0.0070 | 0.0070 | |||
| US32051GTX33 / FIRST HORIZON MORTGAGE PASS-THROUGH TRUST | 0.02 | -5.56 | 0.0069 | -0.0003 | ||
| IRS / DIR (N/A) | 0.02 | 0.0069 | 0.0069 | |||
| US78473NAC74 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 | 0.02 | 0.00 | 0.0068 | -0.0002 | ||
| US3131Y9ZL02 / UMBS | 0.02 | 0.00 | 0.0068 | 0.0001 | ||
| IRS / DIR (N/A) | 0.02 | 0.0067 | 0.0067 | |||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | 0.02 | -83.33 | 0.0066 | -0.0312 | ||
| Euro-Bund / DIR (DE000F1NGF53) | 0.02 | 0.0066 | 0.0066 | |||
| US3132DVK382 / FNCL UMBS 3.5 SD7514 04-01-50 | 0.02 | 0.00 | 0.0064 | -0.0001 | ||
| OIS / DIR (N/A) | 0.02 | 0.0063 | 0.0063 | |||
| OIS / DIR (N/A) | 0.02 | 0.0062 | 0.0062 | |||
| US41161PMX86 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 | 0.02 | -6.25 | 0.0062 | -0.0001 | ||
| US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 | 0.02 | 0.00 | 0.0061 | 0.0001 | ||
| OIS / DIR (N/A) | 0.02 | 0.0060 | 0.0060 | |||
| OIS / DIR (N/A) | 0.02 | 0.0059 | 0.0059 | |||
| OIS / DIR (N/A) | 0.01 | 0.0058 | 0.0058 | |||
| US31402C4J86 / Fannie Mae Pool | 0.01 | -6.67 | 0.0058 | -0.0002 | ||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.01 | 0.00 | 0.0057 | -0.0001 | ||
| US3132DVKP93 / Freddie Mac Pool | 0.01 | 0.00 | 0.0056 | -0.0001 | ||
| US07384M2E17 / Bear Stearns ARM Trust 2004-1 | 0.01 | -7.14 | 0.0054 | -0.0000 | ||
| US88522EAC75 / THORNBURG MORTGAGE SECURITIES TRUST 2007-1 TMST 2007-1 A2B | 0.01 | 0.00 | 0.0054 | 0.0002 | ||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0.01 | 0.00 | 0.0054 | -0.0001 | ||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0053 | 0.0053 | |||
| Canada 10 Year Bond / DIR (N/A) | 0.01 | 0.0052 | 0.0052 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0052 | 0.0052 | |||
| CDIT / DCR (N/A) | 0.01 | 0.0051 | 0.0051 | |||
| US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 0.01 | -14.29 | 0.0049 | -0.0007 | ||
| US07388HAP47 / Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | 0.01 | 0.00 | 0.0048 | -0.0001 | ||
| US46628KAT79 / JP Morgan Mortgage Trust, Series 2006-A3, Class 6A1 | 0.01 | 0.00 | 0.0046 | 0.0000 | ||
| US12669F6Z19 / CWMBS, Inc. | 0.01 | 0.00 | 0.0045 | -0.0001 | ||
| US3132DMG827 / UMBS | 0.01 | 0.00 | 0.0044 | -0.0000 | ||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.01 | 0.00 | 0.0044 | -0.0000 | ||
| IRS / DIR (N/A) | 0.01 | 0.0043 | 0.0043 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0039 | 0.0039 | |||
| US3617A36W58 / GNMA | 0.01 | 0.00 | 0.0039 | 0.0000 | ||
| OIS / DIR (N/A) | 0.01 | 0.0039 | 0.0039 | |||
| OIS / DIR (N/A) | 0.01 | 0.0038 | 0.0038 | |||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.01 | 0.00 | 0.0037 | -0.0001 | ||
| US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 | 0.01 | 0.00 | 0.0037 | -0.0000 | ||
| US74161QAA04 / PRIME 2006-CL1 A1 | 0.01 | -18.18 | 0.0037 | -0.0010 | ||
| OIS / DIR (N/A) | 0.01 | 0.0036 | 0.0036 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0036 | 0.0036 | |||
| OIS / DIR (N/A) | 0.01 | 0.0036 | 0.0036 | |||
| US52522HAC60 / Lehman XS Trust, Series 2006-8, Class 2A1 | 0.01 | -10.00 | 0.0036 | -0.0004 | ||
| OIS / DIR (N/A) | 0.01 | 0.0036 | 0.0036 | |||
| US3140JAJT67 / Fannie Mae Pool | 0.01 | 0.00 | 0.0036 | -0.0000 | ||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0.01 | -94.07 | 0.0035 | -0.0495 | ||
| OIS / DIR (N/A) | 0.01 | 0.0035 | 0.0035 | |||
| US3138ERDP26 / UMBS | 0.01 | -11.11 | 0.0034 | -0.0002 | ||
| OIS / DIR (N/A) | 0.01 | 0.0033 | 0.0033 | |||
| CDI / DCR (N/A) | 0.01 | 0.0033 | 0.0033 | |||
| OIS / DIR (N/A) | 0.01 | 0.0033 | 0.0033 | |||
| Foreign Exchange EUR/USD / DFE (N/A) | 0.01 | 0.0032 | 0.0032 | |||
| IRS / DIR (N/A) | 0.01 | 0.0031 | 0.0031 | |||
| OIS / DIR (N/A) | 0.01 | 0.0030 | 0.0030 | |||
| US31418CUA07 / Fannie Mae Pool | 0.01 | 0.00 | 0.0030 | -0.0000 | ||
| US3136APU752 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0029 | -0.0001 | ||
| CDI / DCR (N/A) | 0.01 | 0.0029 | 0.0029 | |||
| Foreign Exchange EUR/USD / DFE (N/A) | 0.01 | 0.0028 | 0.0028 | |||
| IRS / DIR (N/A) | 0.01 | 0.0028 | 0.0028 | |||
| OIS / DIR (N/A) | 0.01 | 0.0028 | 0.0028 | |||
| CDI / DCR (N/A) | 0.01 | 0.0028 | 0.0028 | |||
| US75115DAK19 / RALI Trust, Series 2006-QS13, Class 1A10 | 0.01 | -14.29 | 0.0027 | -0.0002 | ||
| US05534AAN19 / BCAP LLC 2011-RR5-I Trust | 0.01 | -14.29 | 0.0026 | -0.0003 | ||
| OIS / DIR (N/A) | 0.01 | 0.0026 | 0.0026 | |||
| OIS / DIR (N/A) | 0.01 | 0.0026 | 0.0026 | |||
| US3128P7LZ40 / FREDDIE MAC GOLD POOL P#C91244 4.50000000 | 0.01 | -14.29 | 0.0025 | -0.0003 | ||
| US3138AU6B83 / UMBS | 0.01 | 0.00 | 0.0024 | 0.0000 | ||
| US07384MG979 / Bear Stearns ARM Trust 2004-1 | 0.01 | 0.00 | 0.0024 | -0.0000 | ||
| US07384MQ705 / Bear Stearns ARM Trust 2004-3 | 0.01 | -16.67 | 0.0024 | -0.0000 | ||
| US761118PE29 / RALI Series 2005-QA13 Trust | 0.01 | -16.67 | 0.0023 | -0.0000 | ||
| US31396V4Q81 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0023 | 0.0000 | ||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.01 | 0.00 | 0.0021 | -0.0001 | ||
| US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP | 0.00 | -20.00 | 0.0019 | -0.0001 | ||
| NDIRS / DIR (N/A) | 0.00 | 0.0019 | 0.0019 | |||
| US12465MAA27 / C-BASS 2006-CB9 TRUST | 0.00 | 0.00 | 0.0018 | 0.0001 | ||
| OIS / DIR (N/A) | 0.00 | 0.0018 | 0.0018 | |||
| US36185G6X83 / GNMA | 0.00 | 0.00 | 0.0018 | 0.0000 | ||
| OIS / DIR (N/A) | 0.00 | 0.0018 | 0.0018 | |||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0.00 | 0.00 | 0.0018 | -0.0000 | ||
| OIS / DIR (N/A) | 0.00 | 0.0017 | 0.0017 | |||
| OIS / DIR (N/A) | 0.00 | 0.0017 | 0.0017 | |||
| CDI / DCR (N/A) | 0.00 | 0.0016 | 0.0016 | |||
| Foreign Exchange EUR/USD / DFE (N/A) | 0.00 | 0.0016 | 0.0016 | |||
| US17307GRE07 / CITIGROUP MORTGAGE LOAN TRUST, INC. | 0.00 | -25.00 | 0.0016 | -0.0000 | ||
| US31393XGV38 / FNMA, Series 2004-W2, Class 5AF | 0.00 | -25.00 | 0.0016 | -0.0001 | ||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0015 | 0.0015 | |||
| U.S. Treasury 2 Year Note / DIR (N/A) | 0.00 | 0.0015 | 0.0015 | |||
| CDI / DCR (N/A) | 0.00 | 0.0014 | 0.0014 | |||
| CDI / DCR (N/A) | 0.00 | 0.0014 | 0.0014 | |||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0.00 | 0.00 | 0.0014 | -0.0001 | ||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0.00 | 0.00 | 0.0014 | -0.0001 | ||
| US31394FHD06 / FNMA, Series 2005-79, Class NF | 0.00 | 0.00 | 0.0013 | -0.0000 | ||
| CDI / DCR (N/A) | 0.00 | 0.0013 | 0.0013 | |||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0.00 | 0.00 | 0.0013 | -0.0000 | ||
| OIS / DIR (N/A) | 0.00 | 0.0013 | 0.0013 | |||
| US31397KE319 / FHLMC, Series 3360, Class FC | 0.00 | 0.00 | 0.0012 | -0.0000 | ||
| Foreign Exchange USD/SEK / DFE (N/A) | 0.00 | 0.0011 | 0.0011 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0011 | 0.0011 | |||
| US92977TAC62 / Wachovia Mortgage Loan Trust, LLC | 0.00 | -33.33 | 0.0010 | -0.0002 | ||
| US07384M4J85 / Bear Stearns ARM Trust 2004-10 | 0.00 | 0.00 | 0.0010 | 0.0000 | ||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0010 | 0.0010 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0010 | 0.0010 | |||
| US36179UKZ48 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0010 | -0.0000 | ||
| US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 | 0.00 | 0.00 | 0.0010 | 0.0000 | ||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| IRS / DIR (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| US251510CV37 / Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 1A1 | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| OIS / DIR (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| OIS / DIR (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| CDI / DCR (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| CDI / DCR (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| CDI / DCR (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| CDI / DCR (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0.00 | 0.00 | 0.0008 | -0.0000 | ||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.00 | 0.00 | 0.0008 | -0.0000 | ||
| SOP / DIR (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| CDI / DCR (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| OIS / DIR (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| US268668AA87 / EMC Mortgage Loan Trust 2001-A | 0.00 | -50.00 | 0.0008 | -0.0000 | ||
| OIS / DIR (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| CDI / DCR (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| OIS / DIR (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| CDI / DCR (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A | 0.00 | 0.00 | 0.0006 | 0.0000 | ||
| CDI / DCR (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| US31394VL730 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| CDS / DCR (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| CDI / DCR (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0005 | 0.0005 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0005 | 0.0005 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| NDIRS / DIR (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| US07384M4K58 / Bear Stearns ARM Trust, Series 2004-10, Class 23A1 | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| SOP / DIR (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| CDI / DCR (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| CDI / DCR (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| CDS / DCR (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 | 0.00 | 0.0004 | 0.0000 | |||
| CDI / DCR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CDS / DCR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CDI / DCR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| NDIRS / DIR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| Foreign Exchange EUR/USD / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CDI / DCR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CDI / DCR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CDI / DCR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CDI / DCR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CDI / DCR (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| CDI / DCR (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| NDIRS / DIR (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | 0.00 | 0.0002 | -0.0000 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0.00 | 0.0002 | -0.0000 | |||
| US38376RXJ03 / GNMA, Series 2016-H17, Class FM | 0.00 | 0.0002 | -0.0000 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| US31396VN533 / FNMA, Series 2007-42, Class AF | 0.00 | 0.0001 | -0.0000 | |||
| CDI / DCR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| OIS / DIR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| SOP / DIR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| OIS / DIR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| OIS / DIR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| CDI / DCR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.00 | 0.0001 | -0.0000 | |||
| IRS / DIR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0.00 | 0.0000 | -0.0000 | |||
| US3133TPV484 / FHLMC, Series 2248, Class FB | 0.00 | 0.0000 | -0.0000 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0.00 | 0.0000 | 0.0000 | |||
| SOP / DIR (N/A) | 0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | 0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| SOP / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| SOP / DIR (N/A) | 0.00 | -0.0000 | -0.0000 | |||
| DK0004619467 / Realkredit Danmark A/S | 0.00 | 0.0000 | 0.0000 | |||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.00 | 0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| SOP / DIR (N/A) | 0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| CDIO / DCR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SOP / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| SOP / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| NDIRS / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| SOP / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| SOP / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| SOP / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| SOP / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| SOP / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| SOP / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| SOP / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| SOP / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| NDIRS / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| SOP / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| OIS / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| OIS / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| SOP / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| SOP / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| OIS / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| SOP / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| SOP / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| OIS / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| SOP / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| NDIRS / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| SOP / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| SOP / DIR (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| SOP / DIR (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| OIS / DIR (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| SOP / DIR (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| SOP / DIR (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| IRS / DIR (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| OIS / DIR (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| OIS / DIR (N/A) | -0.00 | -0.0005 | -0.0005 | |||
| SOP / DIR (N/A) | -0.00 | -0.0005 | -0.0005 | |||
| OIS / DIR (N/A) | -0.00 | -0.0005 | -0.0005 | |||
| OIS / DIR (N/A) | -0.00 | -0.0005 | -0.0005 | |||
| SOP / DIR (N/A) | -0.00 | -0.0005 | -0.0005 | |||
| SOP / DIR (N/A) | -0.00 | -0.0005 | -0.0005 | |||
| OIS / DIR (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| SOP / DIR (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| OIS / DIR (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| OIS / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| IRS / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| OIS / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| SOP / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| OIS / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| SOP / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| SOP / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| OIS / DIR (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| SOP / DIR (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| OIS / DIR (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0010 | -0.0010 | |||
| OIS / DIR (N/A) | -0.00 | -0.0010 | -0.0010 | |||
| OIS / DIR (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| OIS / DIR (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| SOP / DIR (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0012 | -0.0012 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0012 | -0.0012 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0012 | -0.0012 | |||
| OIS / DIR (N/A) | -0.00 | -0.0012 | -0.0012 | |||
| SOP / DIR (N/A) | -0.00 | -0.0013 | -0.0013 | |||
| OIS / DIR (N/A) | -0.00 | -0.0013 | -0.0013 | |||
| NDIRS / DIR (N/A) | -0.00 | -0.0013 | -0.0013 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0013 | -0.0013 | |||
| OIS / DIR (N/A) | -0.00 | -0.0013 | -0.0013 | |||
| OIS / DIR (N/A) | -0.00 | -0.0014 | -0.0014 | |||
| OIS / DIR (N/A) | -0.00 | -0.0014 | -0.0014 | |||
| OIS / DIR (N/A) | -0.00 | -0.0014 | -0.0014 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0014 | -0.0014 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0014 | -0.0014 | |||
| OIS / DIR (N/A) | -0.00 | -0.0014 | -0.0014 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0015 | -0.0015 | |||
| OIS / DIR (N/A) | -0.00 | -0.0015 | -0.0015 | |||
| OIS / DIR (N/A) | -0.00 | -0.0015 | -0.0015 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0016 | -0.0016 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0016 | -0.0016 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0016 | -0.0016 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0017 | -0.0017 | |||
| OIS / DIR (N/A) | -0.00 | -0.0017 | -0.0017 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0018 | -0.0018 | |||
| OIS / DIR (N/A) | -0.00 | -0.0019 | -0.0019 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0019 | -0.0019 | |||
| OIS / DIR (N/A) | -0.01 | -0.0023 | -0.0023 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0025 | -0.0025 | |||
| OIS / DIR (N/A) | -0.01 | -0.0031 | -0.0031 | |||
| OIS / DIR (N/A) | -0.01 | -0.0032 | -0.0032 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0037 | -0.0037 | |||
| OIS / DIR (N/A) | -0.01 | -0.0039 | -0.0039 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0041 | -0.0041 | |||
| OIS / DIR (N/A) | -0.01 | -0.0043 | -0.0043 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0046 | -0.0046 | |||
| OIS / DIR (N/A) | -0.01 | -0.0051 | -0.0051 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0056 | -0.0056 | |||
| OIS / DIR (N/A) | -0.02 | -0.0063 | -0.0063 | |||
| U.S. Treasury Long Bond / DIR (N/A) | -0.02 | -0.0064 | -0.0064 | |||
| OIS / DIR (N/A) | -0.02 | -0.0092 | -0.0092 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0093 | -0.0093 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0095 | -0.0095 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0099 | -0.0099 | |||
| OIS / DIR (N/A) | -0.03 | -0.0106 | -0.0106 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0115 | -0.0115 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.04 | -0.0140 | -0.0140 | |||
| SOP / DIR (N/A) | -0.04 | -0.0146 | -0.0146 | |||
| OIS / DIR (N/A) | -0.04 | -0.0158 | -0.0158 | |||
| SOP / DIR (N/A) | -0.04 | -0.0165 | -0.0165 | |||
| U.S. Treasury 10 Year Ultra Note / DIR (N/A) | -0.07 | -0.0287 | -0.0287 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.07 | -0.0296 | -0.0296 | |||
| NDIRS / DIR (N/A) | -0.10 | -0.0414 | -0.0414 | |||
| Forward Foreign Currency Contract / DFE (N/A) | -0.25 | -0.0995 | -0.0995 | |||
| OIS / DIR (N/A) | -0.28 | -0.1106 | -0.1106 |
