Mga Batayang Estadistika
| Nilai Portofolio | $ 483,260,599 |
| Posisi Saat Ini | 336 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
MAINSTAY VP FUNDS TRUST - MainStay VP Pimco Real Return Portfolio Initial Class telah mengungkapkan total kepemilikan 336 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 483,260,599 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama MAINSTAY VP FUNDS TRUST - MainStay VP Pimco Real Return Portfolio Initial Class adalah U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US:US91282CDC29) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , Edwards Lifesciences Corporation (US:EW) , and United States Treasury Inflation Indexed Bonds (US:US912810PV44) . Posisi baru MAINSTAY VP FUNDS TRUST - MainStay VP Pimco Real Return Portfolio Initial Class meliputi: U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US:US91282CDC29) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , Edwards Lifesciences Corporation (US:EW) , and United States Treasury Inflation Indexed Bonds (US:US912810PV44) .
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 |
|---|---|---|---|---|
| 18.84 | 4.6835 | 3.3431 | ||
| 8.14 | 2.0231 | 2.0231 | ||
| 15.55 | 3.8645 | 1.2813 | ||
| 9.49 | 2.3601 | 1.2042 | ||
| 3.25 | 0.8074 | 0.8074 | ||
| 2.00 | 0.4971 | 0.4971 | ||
| 1.99 | 0.4958 | 0.4958 | ||
| 37.90 | 9.4202 | 0.3988 | ||
| 29.01 | 7.2117 | 0.2864 | ||
| 0.94 | 0.2346 | 0.2346 |
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 |
|---|---|---|---|---|
| 1.27 | 0.3157 | -0.9123 | ||
| 5.39 | 1.3404 | -0.7342 | ||
| 11.89 | 2.9567 | -0.5200 | ||
| 0.85 | 0.85 | 0.2110 | -0.3205 | |
| -1.08 | -0.2685 | -0.2685 | ||
| 3.20 | 0.7946 | -0.2349 | ||
| 5.32 | 1.3230 | -0.1981 | ||
| -0.66 | -0.1638 | -0.1638 | ||
| -0.64 | -0.1591 | -0.1591 | ||
| -0.34 | -0.0834 | -0.0834 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-25 untuk periode pelaporan 2025-06-30. 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 | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 37.90 | 0.91 | 9.4202 | 0.3988 | |||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 29.01 | 0.63 | 7.2117 | 0.2864 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 19.59 | 0.54 | 4.8698 | 0.1891 | |||||
| EW / Edwards Lifesciences Corporation | 18.84 | 249.43 | 4.6835 | 3.3431 | |||||
| U.S. Treasury Inflation Linked Notes / DBT (US91282CLE92) | 18.42 | 0.13 | 4.5778 | 0.1598 | |||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 15.86 | 0.62 | 3.9412 | 0.1561 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 15.55 | 43.56 | 3.8645 | 1.2813 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 14.88 | 0.55 | 3.6996 | 0.1440 | |||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 13.65 | 0.94 | 3.3921 | 0.1447 | |||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 12.90 | 0.72 | 3.2075 | 0.1300 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 12.38 | 1.14 | 3.0764 | 0.1368 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 12.14 | 0.73 | 3.0184 | 0.1227 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 11.89 | -17.82 | 2.9567 | -0.5200 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 11.49 | 1.24 | 2.8558 | 0.1300 | |||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 11.42 | 0.58 | 2.8395 | 0.1114 | |||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 11.07 | 0.59 | 2.7526 | 0.1083 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 10.01 | 1.27 | 2.4891 | 0.1141 | |||||
| U.S. Treasury Inflation Linked Notes / DBT (US91282CLV18) | 9.49 | 97.34 | 2.3601 | 1.2042 | |||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 8.15 | 1.30 | 2.0264 | 0.0935 | |||||
| GNMA II, Single Family, 30 Year / ABS-MBS (US3618N5KS70) | 8.14 | 2.0231 | 2.0231 | ||||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 7.12 | -1.36 | 1.7696 | 0.0360 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 6.97 | -3.31 | 1.7328 | 0.0008 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 6.92 | -2.60 | 1.7202 | 0.0134 | |||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 6.42 | 0.55 | 1.5959 | 0.0620 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 6.40 | -2.84 | 1.5914 | 0.0085 | |||||
| U.S. Treasury Inflation Linked Notes / DBT (US91282CKL45) | 6.39 | 0.73 | 1.5884 | 0.0644 | |||||
| EW / Edwards Lifesciences Corporation | 5.39 | -38.00 | 1.3404 | -0.7342 | |||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 5.32 | 11.45 | 1.3232 | 0.1759 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 5.32 | -15.95 | 1.3230 | -0.1981 | |||||
| U.S. Treasury Inflation Linked Notes / DBT (US91282CJY84) | 5.07 | 0.26 | 1.2600 | 0.0457 | |||||
| JP1120241K56 / Japanese Government CPI Linked Bond | 4.95 | 5.59 | 1.2302 | 0.1043 | |||||
| US38383KCV26 / GNMA, Series 2023-H20, Class FA | 4.86 | -1.90 | 1.2090 | 0.0181 | |||||
| U.S. Treasury Inflation Linked Notes / DBT (US91282CML27) | 4.86 | -0.02 | 1.2069 | 0.0405 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 4.75 | 1.00 | 1.1798 | 0.0509 | |||||
| FR0013519253 / French Republic Government Bond OAT | 4.42 | 9.72 | 1.0996 | 0.1314 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 4.27 | -3.89 | 1.0617 | -0.0059 | |||||
| U.S. Treasury Inflation Linked Bonds / DBT (US912810TY47) | 4.21 | -3.75 | 1.0455 | -0.0041 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 3.64 | -3.34 | 0.9052 | 0.0001 | |||||
| GNMA II, Single Family, 30 Year / ABS-MBS (US3618N5ER61) | 3.53 | -1.17 | 0.8782 | 0.0193 | |||||
| JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 3.48 | 4.73 | 0.8645 | 0.0667 | |||||
| U.S. Treasury Inflation Linked Notes / DBT (US91282CNB36) | 3.25 | 0.8074 | 0.8074 | ||||||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 3.20 | -25.41 | 0.7946 | -0.2349 | |||||
| U.S. Treasury Inflation Linked Bonds / DBT (US912810UH94) | 2.85 | -3.56 | 0.7081 | -0.0014 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 2.42 | -4.39 | 0.6018 | -0.0062 | |||||
| Barings Euro CLO DAC, Series 2021-2A, Class A / ABS-CBDO (XS2369918813) | 2.34 | 9.24 | 0.5823 | 0.0671 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 2.16 | -3.92 | 0.5365 | -0.0032 | |||||
| CarVal CLO III Ltd., Series 2019-2A, Class AR2 / ABS-CBDO (US14686WAW10) | 2.07 | -0.96 | 0.5151 | 0.0125 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 2.03 | 0.80 | 0.5042 | 0.0207 | |||||
| Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R / ABS-CBDO (US05682GAQ10) | 2.00 | 0.4971 | 0.4971 | ||||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 1.99 | 0.4958 | 0.4958 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.98 | -5.14 | 0.4914 | -0.0092 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 1.91 | -4.03 | 0.4738 | -0.0031 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 1.85 | -2.38 | 0.4587 | 0.0045 | |||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 1.85 | 11.41 | 0.4586 | 0.0607 | |||||
| XS2274529275 / CIFC European Funding CLO III DAC | 1.41 | 9.20 | 0.3514 | 0.0403 | |||||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 1.29 | 8.77 | 0.3209 | 0.0357 | |||||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 1.27 | -75.16 | 0.3157 | -0.9123 | |||||
| Greywolf CLO III Ltd., Series 2020-3RA, Class A1R2 / ABS-CBDO (US39809CAY03) | 1.20 | 0.25 | 0.2988 | 0.0107 | |||||
| CVC Cordatus Loan Fund XXI DAC, Series 21A, Class A1E / ABS-CBDO (XS2370710936) | 1.18 | 9.30 | 0.2921 | 0.0337 | |||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 1.11 | -4.82 | 0.2751 | -0.0042 | |||||
| US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | 1.07 | -4.37 | 0.2668 | -0.0028 | |||||
| US73316PJX96 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2 | 1.04 | -5.29 | 0.2584 | -0.0054 | |||||
| US74923EAA64 / Rad CLO 5 Ltd | 1.04 | -15.82 | 0.2580 | -0.0383 | |||||
| LCM 35 Ltd., Series 35A, Class A1R / ABS-CBDO (US50202QAL77) | 1.00 | 0.50 | 0.2486 | 0.0096 | |||||
| FR0014001N38 / French Republic | 0.96 | 10.71 | 0.2389 | 0.0302 | |||||
| US12669WAA45 / Countrywide Asset-Backed Certificates | 0.95 | -2.37 | 0.2359 | 0.0024 | |||||
| US3137FKAX42 / FREDDIE MAC FHR 4851 PF | 0.94 | 0.2346 | 0.2346 | ||||||
| Anchorage Capital CLO 20 Ltd., Series 2021-20A, Class A1R / ABS-CBDO (US03330YAJ91) | 0.90 | 0.45 | 0.2236 | 0.0085 | |||||
| CA135087VS05 / Canadian Government Real Return Bond | 0.86 | 5.13 | 0.2143 | 0.0174 | |||||
| 56064L488 / MainStay US Government Liquidity Fund | 0.85 | -61.64 | 0.85 | -61.66 | 0.2110 | -0.3205 | |||
| IRS / DIR (N/A) | 0.83 | 0.2052 | 0.2052 | ||||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.80 | -11.09 | 0.1995 | -0.0172 | |||||
| Adagio CLO VIII DAC, Series VIII-A, Class AN / ABS-CBDO (XS2054620070) | 0.77 | -14.78 | 0.1907 | -0.0256 | |||||
| Italy Buoni Poliennali del Tesoro / DBT (IT0005588881) | 0.73 | 13.18 | 0.1817 | 0.0266 | |||||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | 0.73 | -20.83 | 0.1805 | -0.0398 | |||||
| OIS / DIR (N/A) | 0.71 | 0.1762 | 0.1762 | ||||||
| US3137BYWC07 / FHLMC, Series 4694, Class FA | 0.69 | -4.28 | 0.1727 | -0.0015 | |||||
| US912810FQ68 / United States Treas Bds Treas Bond | 0.66 | 0.61 | 0.1635 | 0.0064 | |||||
| USCPI / DIR (N/A) | 0.65 | 0.1616 | 0.1616 | ||||||
| XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A | 0.64 | -3.47 | 0.1591 | -0.0004 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 0.60 | -3.85 | 0.1494 | -0.0005 | |||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0.59 | -11.13 | 0.1471 | -0.0127 | |||||
| XS2346593242 / Madison Park Euro Funding IX DAC | 0.59 | 9.33 | 0.1457 | 0.0167 | |||||
| XS2402448703 / St Pauls CLO II DAC | 0.59 | 9.14 | 0.1455 | 0.0167 | |||||
| U.S. Treasury 10 Year Ultra Bonds / DIR (N/A) | 0.58 | 0.1448 | 0.1448 | ||||||
| US75115GAA67 / RALI 2006-QH1 A1 | 0.50 | -6.52 | 0.1248 | -0.0043 | |||||
| US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 | 0.49 | -1.80 | 0.1225 | 0.0020 | |||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 0.49 | -5.95 | 0.1220 | -0.0032 | |||||
| US76110WQ667 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2 | 0.48 | -6.82 | 0.1190 | -0.0044 | |||||
| US31418EE639 / FN MA4656 | 0.48 | -2.66 | 0.1183 | 0.0010 | |||||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | 0.47 | -34.50 | 0.1161 | -0.0554 | |||||
| Palmer Square European Loan Funding DAC, Series 2023-3A, Class AR / ABS-CBDO (XS2934650610) | 0.46 | -2.35 | 0.1141 | 0.0013 | |||||
| US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 | 0.45 | -1.97 | 0.1113 | 0.0016 | |||||
| US36179W7L60 / Ginnie Mae II Pool | 0.44 | 0.1093 | 0.1093 | ||||||
| XS2301385832 / Invesco Euro CLO I DAC | 0.43 | -0.69 | 0.1077 | 0.0030 | |||||
| US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A | 0.43 | -1.38 | 0.1065 | 0.0020 | |||||
| GNMA II, Single Family, 30 Year / ABS-MBS (US36180AB691) | 0.42 | 0.1054 | 0.1054 | ||||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 0.42 | 4.20 | 0.1051 | 0.0077 | |||||
| US83609GBN43 / Sound Point CLO IX Ltd | 0.42 | -11.92 | 0.1047 | -0.0102 | |||||
| US31418EQL73 / FNMA 30YR 4.5% 03/01/2053#MA4958 | 0.42 | -2.34 | 0.1041 | 0.0013 | |||||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 0.41 | -18.06 | 0.1027 | -0.0184 | |||||
| XS2259201098 / BAIN CAPITAL EURO CLO 2020-1 DAC | 0.39 | -11.91 | 0.0975 | -0.0094 | |||||
| U.S. Treasury 5 Year Notes / DIR (N/A) | 0.38 | 0.0957 | 0.0957 | ||||||
| US31418EGJ38 / FN MA4700 | 0.37 | -2.35 | 0.0930 | 0.0009 | |||||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 0.37 | -16.03 | 0.0927 | -0.0138 | |||||
| US3133B2P527 / Freddie Mac Pool | 0.32 | -0.61 | 0.0806 | 0.0021 | |||||
| IRS / DIR (N/A) | 0.31 | 0.0778 | 0.0778 | ||||||
| US12551YAA10 / CIFC 2018-3A A | 0.31 | -17.51 | 0.0775 | -0.0132 | |||||
| USCPI / DIR (N/A) | 0.31 | 0.0774 | 0.0774 | ||||||
| IRS / DIR (N/A) | 0.31 | 0.0774 | 0.0774 | ||||||
| US32028KAB26 / First Franklin Mortgage Loan Trust 2006-FF17 | 0.31 | -0.65 | 0.0766 | 0.0023 | |||||
| US75406DAD57 / RASC Series 2006-EMX1 Trust | 0.31 | -2.55 | 0.0762 | 0.0006 | |||||
| US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 | 0.30 | -2.88 | 0.0754 | 0.0003 | |||||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 0.30 | -1.31 | 0.0749 | 0.0015 | |||||
| PEP01000C5F6 / Peru Government Bond | 0.30 | 3.87 | 0.0735 | 0.0053 | |||||
| US362257AC18 / GSAA Home Equity Trust 2006-17 | 0.29 | -0.34 | 0.0726 | 0.0022 | |||||
| US38380LJY02 / Government National Mortgage Association | 0.29 | -1.03 | 0.0719 | 0.0016 | |||||
| DTRS / DIR (N/A) | 0.27 | 0.0664 | 0.0664 | ||||||
| SB12AGO32 / Peru - Sovereign or Government Agency Debt | 0.26 | 6.94 | 0.0652 | 0.0061 | |||||
| OIS / DIR (N/A) | 0.25 | 0.0633 | 0.0633 | ||||||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.24 | 9.42 | 0.0607 | 0.0070 | |||||
| US92558NAJ19 / Vibrant CLO XI Ltd | 0.23 | -22.52 | 0.0584 | -0.0142 | |||||
| US93936AAB70 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust | 0.23 | -4.18 | 0.0571 | -0.0005 | |||||
| USCPI / DIR (N/A) | 0.21 | 0.0522 | 0.0522 | ||||||
| OIS / DIR (N/A) | 0.21 | 0.0519 | 0.0519 | ||||||
| US78442GLL85 / SLM Student Loan Trust 2004-3 | 0.21 | -2.36 | 0.0516 | 0.0006 | |||||
| US885220FE80 / TMST 2004-2 A1 | 0.20 | -1.96 | 0.0499 | 0.0007 | |||||
| US060505FL38 / Bank of America Corp | 0.19 | 1.05 | 0.0480 | 0.0020 | |||||
| 3 Month Euro Euribor / DIR (GB00J8R2ZN46) | 0.19 | 1,011.76 | 0.0471 | 0.0430 | |||||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 0.18 | 9.52 | 0.0458 | 0.0053 | |||||
| US23246KAA97 / Alternative Loan Trust 2007-1T1 | 0.18 | -3.26 | 0.0443 | 0.0000 | |||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | 0.17 | 0.00 | 0.0410 | 0.0014 | |||||
| IRS / DIR (N/A) | 0.16 | 0.0405 | 0.0405 | ||||||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 0.15 | -0.65 | 0.0383 | 0.0009 | |||||
| DTRS / DIR (N/A) | 0.14 | 0.0350 | 0.0350 | ||||||
| CH1214797172 / Credit Suisse Group AG | 0.13 | 9.09 | 0.0330 | 0.0037 | |||||
| US3132DWDC47 / Freddie Mac Pool | 0.13 | -2.24 | 0.0328 | 0.0005 | |||||
| US437084QA78 / Home Equity Asset Trust | 0.13 | -8.03 | 0.0316 | -0.0015 | |||||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 0.12 | -23.12 | 0.0306 | -0.0080 | |||||
| Euro-OAT / DIR (DE000F1NGGA8) | 0.12 | 0.0305 | 0.0305 | ||||||
| US17311WAA53 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A | 0.12 | 0.00 | 0.0301 | 0.0008 | |||||
| USCPI / DIR (N/A) | 0.12 | 0.0301 | 0.0301 | ||||||
| US38375UZZ64 / Government National Mortgage Association | 0.12 | -6.98 | 0.0300 | -0.0010 | |||||
| US81377AAD46 / Securitized Asset Backed Receivables LLC Trust 2006-HE2 | 0.12 | -0.83 | 0.0297 | 0.0008 | |||||
| OIS / DIR (N/A) | 0.12 | 0.0297 | 0.0297 | ||||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0.12 | -4.80 | 0.0296 | -0.0006 | |||||
| US67113DAW48 / OZLM XXIV Ltd | 0.12 | -23.87 | 0.0295 | -0.0078 | |||||
| US3132HTBH86 / Freddie Mac Strips | 0.12 | -2.52 | 0.0289 | 0.0002 | |||||
| US83613DAD84 / SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000 | 0.11 | -1.75 | 0.0281 | 0.0006 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.11 | 0.0279 | 0.0279 | ||||||
| US68383NBC65 / Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-2 | 0.10 | 0.00 | 0.0246 | 0.0009 | |||||
| U.S. Treasury Ultra Bonds / DIR (N/A) | 0.10 | 0.0244 | 0.0244 | ||||||
| DK0004619467 / Realkredit Danmark A/S | 0.10 | 8.99 | 0.0242 | 0.0027 | |||||
| US80317LAJ26 / Saranac Clo VI Ltd | 0.10 | -14.29 | 0.0241 | -0.0030 | |||||
| USCPI / DIR (N/A) | 0.09 | 0.0232 | 0.0232 | ||||||
| US17307GGX07 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 | 0.09 | -1.09 | 0.0228 | 0.0006 | |||||
| XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A | 0.09 | -39.46 | 0.0224 | -0.0131 | |||||
| US31407UMR58 / Fannie Mae Pool | 0.09 | -3.26 | 0.0222 | 0.0001 | |||||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | 0.09 | -36.96 | 0.0216 | -0.0115 | |||||
| US3137F4BX98 / Freddie Mac REMICS | 0.08 | -9.68 | 0.0210 | -0.0015 | |||||
| US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 | 0.08 | 0.00 | 0.0206 | 0.0008 | |||||
| US04942PAJ66 / Atlas Static Senior Loan Fund I Ltd | 0.08 | -43.45 | 0.0205 | -0.0144 | |||||
| OIS / DIR (N/A) | 0.08 | 0.0198 | 0.0198 | ||||||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | 0.08 | -3.75 | 0.0191 | -0.0001 | |||||
| HICPXT / DIR (N/A) | 0.07 | 0.0176 | 0.0176 | ||||||
| US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM | 0.07 | -4.11 | 0.0176 | -0.0001 | |||||
| US61744CLW46 / Morgan Stanley ABS Capital I Inc Trust 2005-WMC1 | 0.07 | -4.23 | 0.0169 | -0.0002 | |||||
| US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 | 0.07 | -1.49 | 0.0166 | 0.0004 | |||||
| OIS / DIR (N/A) | 0.07 | 0.0166 | 0.0166 | ||||||
| US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | 0.07 | -1.49 | 0.0166 | 0.0003 | |||||
| OIS / DIR (N/A) | 0.07 | 0.0164 | 0.0164 | ||||||
| DK0002050442 / Nordea Kredit Realkreditaktieselskab | 0.07 | 8.33 | 0.0163 | 0.0019 | |||||
| US040104TG69 / Argent Securities Trust 2006-W4 | 0.06 | -1.54 | 0.0160 | 0.0004 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.06 | 1.64 | 0.0156 | 0.0008 | |||||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | 0.06 | -3.28 | 0.0147 | -0.0001 | |||||
| HICPXT / DIR (N/A) | 0.06 | 0.0146 | 0.0146 | ||||||
| IRS / DIR (N/A) | 0.06 | 0.0143 | 0.0143 | ||||||
| DTRS / DIR (N/A) | 0.06 | 0.0141 | 0.0141 | ||||||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 0.05 | 8.00 | 0.0136 | 0.0016 | |||||
| US59020UXH30 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2005-A4 1A | 0.05 | -1.85 | 0.0134 | 0.0003 | |||||
| OIS / DIR (N/A) | 0.05 | 0.0131 | 0.0131 | ||||||
| DK0002051093 / Nordea Kredit Realkreditaktieselskab | 0.05 | 10.64 | 0.0130 | 0.0016 | |||||
| HICPXT / DIR (N/A) | 0.05 | 0.0130 | 0.0130 | ||||||
| Euro-BTP / DIR (DE000F1NGF38) | 0.05 | 0.0124 | 0.0124 | ||||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.05 | -7.55 | 0.0123 | -0.0004 | |||||
| Australia 10 Year Bonds / DIR (N/A) | 0.05 | 0.0122 | 0.0122 | ||||||
| USCPI / DIR (N/A) | 0.05 | 0.0120 | 0.0120 | ||||||
| HICPXT / DIR (N/A) | 0.05 | 0.0117 | 0.0117 | ||||||
| US39539FAK03 / GreenPoint Mortgage Funding Trust Series 2006-AR4 | 0.05 | -2.13 | 0.0115 | 0.0001 | |||||
| FCT / Fincantieri S.p.A. | 0.05 | 9.76 | 0.0114 | 0.0014 | |||||
| HICPXT / DIR (N/A) | 0.04 | 0.0111 | 0.0111 | ||||||
| Euro-Buxl / DIR (DE000F1NGF87) | 0.04 | 0.0111 | 0.0111 | ||||||
| DK0004619624 / Realkredit Danmark A/S | 0.04 | 10.26 | 0.0108 | 0.0013 | |||||
| US64352VJJ17 / New Century Home Equity Loan Trust, Series 2004-4, Class M1 | 0.04 | -4.76 | 0.0100 | -0.0001 | |||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.04 | 8.33 | 0.0098 | 0.0011 | |||||
| US92915UAG94 / VOYA CLO LTD VOYA 2017 2A A1R 144A | 0.04 | 0.00 | 0.0094 | 0.0003 | |||||
| US36179WZB70 / Ginnie Mae II Pool | 0.04 | 0.0089 | 0.0089 | ||||||
| USCPI / DIR (N/A) | 0.04 | 0.0088 | 0.0088 | ||||||
| IRS / DIR (N/A) | 0.04 | 0.0087 | 0.0087 | ||||||
| US57645MAE21 / Mastr Asset-Backed Securities Trust, Series 2006-WMC4, Class A5 | 0.03 | 0.00 | 0.0085 | 0.0003 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.03 | 0.0084 | 0.0084 | ||||||
| HICPXT / DIR (N/A) | 0.03 | 0.0084 | 0.0084 | ||||||
| OIS / DIR (N/A) | 0.03 | 0.0081 | 0.0081 | ||||||
| US912810PS15 / United States Treasury Inflation Indexed Bonds | 0.03 | 0.00 | 0.0080 | 0.0003 | |||||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.03 | -58.67 | 0.0078 | -0.0103 | |||||
| IRS / DIR (N/A) | 0.03 | 0.0074 | 0.0074 | ||||||
| IRS / DIR (N/A) | 0.03 | 0.0070 | 0.0070 | ||||||
| IRS / DIR (N/A) | 0.03 | 0.0067 | 0.0067 | ||||||
| OIS / DIR (N/A) | 0.03 | 0.0065 | 0.0065 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.03 | 0.0064 | 0.0064 | ||||||
| HICPXT / DIR (N/A) | 0.02 | 0.0060 | 0.0060 | ||||||
| USCPI / DIR (N/A) | 0.02 | 0.0059 | 0.0059 | ||||||
| RPI / DIR (N/A) | 0.02 | 0.0058 | 0.0058 | ||||||
| Euro-Bund / DIR (DE000F1NGF53) | 0.02 | 0.0056 | 0.0056 | ||||||
| US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 | 0.02 | -8.70 | 0.0054 | -0.0002 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 0.0052 | 0.0052 | ||||||
| US93934NAQ88 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | 0.02 | 0.00 | 0.0051 | 0.0001 | |||||
| US36179W5D62 / Ginnie Mae II Pool | 0.02 | 0.0050 | 0.0050 | ||||||
| US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 | 0.02 | -5.00 | 0.0048 | -0.0003 | |||||
| OIS / DIR (N/A) | 0.02 | 0.0042 | 0.0042 | ||||||
| HICPXT / DIR (N/A) | 0.02 | 0.0042 | 0.0042 | ||||||
| RPI / DIR (N/A) | 0.02 | 0.0042 | 0.0042 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 0.0038 | 0.0038 | ||||||
| DTRS / DIR (N/A) | 0.01 | 0.0037 | 0.0037 | ||||||
| RPI / DIR (N/A) | 0.01 | 0.0037 | 0.0037 | ||||||
| US67112FAD24 / OBX 2018-1 TRUST OBX 2018-1 A2 | 0.01 | -6.67 | 0.0036 | -0.0001 | |||||
| HICPXT / DIR (N/A) | 0.01 | 0.0036 | 0.0036 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0035 | 0.0035 | ||||||
| IRS / DIR (N/A) | 0.01 | 0.0034 | 0.0034 | ||||||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0.01 | -7.14 | 0.0033 | -0.0001 | |||||
| XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS | 0.01 | -7.14 | 0.0033 | -0.0001 | |||||
| RPI / DIR (N/A) | 0.01 | 0.0031 | 0.0031 | ||||||
| OIS / DIR (N/A) | 0.01 | 0.0031 | 0.0031 | ||||||
| US12667GUG62 / Countrywide Alternative Loan Trust, Series 2005-29CB, Class A4 | 0.01 | -8.33 | 0.0030 | -0.0001 | |||||
| OIS / DIR (N/A) | 0.01 | 0.0029 | 0.0029 | ||||||
| OIS / DIR (N/A) | 0.01 | 0.0029 | 0.0029 | ||||||
| DK0009532020 / Nykredit Realkredit AS | 0.01 | 11.11 | 0.0027 | 0.0003 | |||||
| US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | 0.01 | -9.09 | 0.0027 | 0.0000 | |||||
| DK0002047224 / Nordea Kredit Realkreditaktieselskab | 0.01 | 11.11 | 0.0026 | 0.0003 | |||||
| OIS / DIR (N/A) | 0.01 | 0.0026 | 0.0026 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0018 | 0.0018 | ||||||
| USCPI / DIR (N/A) | 0.01 | 0.0017 | 0.0017 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0017 | 0.0017 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0016 | 0.0016 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0015 | 0.0015 | ||||||
| USCPI / DIR (N/A) | 0.01 | 0.0014 | 0.0014 | ||||||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | 0.01 | -82.76 | 0.0012 | -0.0057 | |||||
| IRS / 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 | 0.0010 | 0.0010 | ||||||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0.00 | 33.33 | 0.0010 | 0.0001 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0009 | 0.0009 | ||||||
| OIS / DIR (N/A) | 0.00 | 0.0008 | 0.0008 | ||||||
| HICPXT / DIR (N/A) | 0.00 | 0.0008 | 0.0008 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0008 | 0.0008 | ||||||
| HICPXT / DIR (N/A) | 0.00 | 0.0008 | 0.0008 | ||||||
| HICPXT / DIR (N/A) | 0.00 | 0.0008 | 0.0008 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0007 | 0.0007 | ||||||
| OIS / DIR (N/A) | 0.00 | 0.0006 | 0.0006 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0006 | 0.0006 | ||||||
| DK0009399784 / JYSKE REALKREDIT A/S COVERED 10/43 0.5 | 0.00 | 0.00 | 0.0006 | 0.0001 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0005 | 0.0005 | ||||||
| OIS / DIR (N/A) | 0.00 | 0.0005 | 0.0005 | ||||||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | 0.00 | 0.00 | 0.0004 | 0.0000 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| Euro-Bobl / DIR (DE000F1NGF61) | 0.00 | 0.0003 | 0.0003 | ||||||
| DK0009292559 / REALKREDIT DANMARK COVERED 07/47 2.5 | 0.00 | 0.00 | 0.0003 | 0.0000 | |||||
| HICPXT / DIR (N/A) | 0.00 | 0.0003 | 0.0003 | ||||||
| DK0004616018 / Realkredit Danmark A/S | 0.00 | 0.0002 | 0.0000 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | ||||||
| DK0009382707 / JYSKE REALKREDIT A/S COVERED 10/47 2.5 | 0.00 | 0.0001 | 0.0000 | ||||||
| OIS / DIR (N/A) | 0.00 | 0.0001 | 0.0001 | ||||||
| NDASS / NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 | 0.00 | 0.0001 | 0.0000 | ||||||
| DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 | 0.00 | 0.0001 | 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 | ||||||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009532889 / NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 2.00000000 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009528697 / Nykredit Realkredit A/S, Series 01E | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0002047141 / Nordea Kredit Realkreditaktieselskab | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527103 / NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009403131 / JYSKE REALKREDIT A/S COVERED 10/53 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| HICPXT / DIR (N/A) | -0.00 | -0.0000 | -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 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| USCPI / DIR (N/A) | -0.00 | -0.0005 | -0.0005 | ||||||
| Euro-Schatz / DIR (DE000F1NGF79) | -0.00 | -0.0005 | -0.0005 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | ||||||
| DTRS / 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 | -0.0012 | -0.0012 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0013 | -0.0013 | ||||||
| HICPXT / DIR (N/A) | -0.01 | -0.0015 | -0.0015 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0015 | -0.0015 | ||||||
| USCPI / DIR (N/A) | -0.01 | -0.0015 | -0.0015 | ||||||
| USCPI / DIR (N/A) | -0.01 | -0.0016 | -0.0016 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0016 | -0.0016 | ||||||
| OIS / DIR (N/A) | -0.01 | -0.0017 | -0.0017 | ||||||
| OIS / DIR (N/A) | -0.01 | -0.0018 | -0.0018 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0018 | -0.0018 | ||||||
| OIS / DIR (N/A) | -0.01 | -0.0019 | -0.0019 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0021 | -0.0021 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0022 | -0.0022 | ||||||
| HICPXT / DIR (N/A) | -0.01 | -0.0022 | -0.0022 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0026 | -0.0026 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0026 | -0.0026 | ||||||
| HICPXT / DIR (N/A) | -0.01 | -0.0028 | -0.0028 | ||||||
| USCPI / DIR (N/A) | -0.01 | -0.0036 | -0.0036 | ||||||
| USCPI / DIR (N/A) | -0.02 | -0.0037 | -0.0037 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0045 | -0.0045 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0050 | -0.0050 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0055 | -0.0055 | ||||||
| OIS / DIR (N/A) | -0.03 | -0.0065 | -0.0065 | ||||||
| USCPI / DIR (N/A) | -0.03 | -0.0066 | -0.0066 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0067 | -0.0067 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0079 | -0.0079 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0084 | -0.0084 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0084 | -0.0084 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0086 | -0.0086 | ||||||
| OIS / DIR (N/A) | -0.04 | -0.0099 | -0.0099 | ||||||
| OIS / DIR (N/A) | -0.05 | -0.0122 | -0.0122 | ||||||
| USCPI / DIR (N/A) | -0.05 | -0.0130 | -0.0130 | ||||||
| OIS / DIR (N/A) | -0.07 | -0.0169 | -0.0169 | ||||||
| USCPI / DIR (N/A) | -0.08 | -0.0196 | -0.0196 | ||||||
| OIS / DIR (N/A) | -0.08 | -0.0207 | -0.0207 | ||||||
| OIS / DIR (N/A) | -0.10 | -0.0248 | -0.0248 | ||||||
| SOP / DIR (N/A) | -0.12 | -0.0305 | -0.0305 | ||||||
| GB00HB9WVH19 / 3 Month Euro Euribor | -0.15 | 370.97 | -0.0365 | -0.0290 | |||||
| U.S. Treasury 2 Year Notes / DIR (N/A) | -0.15 | -0.0383 | -0.0383 | ||||||
| SOP / DIR (N/A) | -0.20 | -0.0488 | -0.0488 | ||||||
| U.S. Treasury Long Bonds / DIR (N/A) | -0.31 | -0.0768 | -0.0768 | ||||||
| USCPI / DIR (N/A) | -0.32 | -0.0790 | -0.0790 | ||||||
| USCPI / DIR (N/A) | -0.34 | -0.0834 | -0.0834 | ||||||
| HICPXT / DIR (N/A) | -0.64 | -0.1591 | -0.1591 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.66 | -0.1638 | -0.1638 | ||||||
| U.S. Treasury 10 Year Notes / DIR (N/A) | -1.08 | -0.2685 | -0.2685 |
