Mga Batayang Estadistika
Nilai Portofolio $ 165,721,665
Posisi Saat Ini 319
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

EQ ADVISORS TRUST - EQ/PIMCO Real Return Portfolio Class IB telah mengungkapkan total kepemilikan 319 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 165,721,665 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama EQ ADVISORS TRUST - EQ/PIMCO Real Return Portfolio Class IB adalah Federal Home Loan Bank Discount Notes (US:US313385JE72) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , and United States Treasury Inflation Indexed Bonds (US:US9128282L36) . Posisi baru EQ ADVISORS TRUST - EQ/PIMCO Real Return Portfolio Class IB meliputi: Federal Home Loan Bank Discount Notes (US:US313385JE72) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , and United States Treasury Inflation Indexed Bonds (US:US9128282L36) .

Tambahkan Dana Ini
ke Dasbor Anda
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
19.00 22.8817 22.8817
16.97 20.4409 20.4409
15.88 19.1244 19.1244
3.21 3.8614 2.6914
1.86 2.2349 2.2349
1.83 2.2034 2.2034
1.10 1.3249 1.3249
1.86 2.2381 1.0766
1.99 2.4011 0.7040
0.51 0.6113 0.6113
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
1.15 1.3903 -0.8995
8.85 10.6544 -0.3504
6.90 8.3133 -0.2939
1.76 2.1181 -0.2938
4.80 5.7776 -0.2161
4.23 5.0944 -0.1965
-0.14 -0.1705 -0.1705
1.91 2.3020 -0.1654
3.28 3.9495 -0.1643
3.18 3.8283 -0.1552
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
(%)
FMCC / Federal Home Loan Mortgage Corporation 19.00 22.8817 22.8817
US313385JE72 / Federal Home Loan Bank Discount Notes 16.97 20.4409 20.4409
FFCB / STIV (US313313LG16) 15.88 19.1244 19.1244
US91282CCM10 / United States Treasury Inflation Indexed Bonds 8.85 1.32 10.6544 -0.3504
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 6.90 1.08 8.3133 -0.2939
US9128283R96 / United States Treasury Inflation Indexed Bonds 4.80 0.88 5.7776 -0.2161
US9128282L36 / United States Treasury Inflation Indexed Bonds 4.23 0.76 5.0944 -0.1965
U.S. Treasury Inflation Linked Notes / DBT (US91282CLE92) 3.28 0.49 3.9495 -0.1643
U.S. Treasury Inflation Linked Notes / DBT (US91282CML27) 3.21 245.47 3.8614 2.6914
US91282CFR79 / United States Treasury Inflation Indexed Bonds 3.18 0.57 3.8283 -0.1552
US91282CHP95 / United States Treasury Inflation Indexed Bonds 3.08 0.75 3.7081 -0.1438
US912828Z377 / United States Treasury Inflation Indexed Bonds 3.07 1.32 3.6978 -0.1219
US9128287D64 / United States Treasury Inflation Indexed Bonds 3.00 1.25 3.6180 -0.1220
US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 2.74 0.18 3.3005 -0.1478
US91282CGK18 / U.S. Treasury Inflation Linked Notes 2.68 0.90 3.2239 -0.1193
US912810PV44 / United States Treasury Inflation Indexed Bonds 2.54 0.59 3.0617 -0.1238
US912828Y388 / United States Treasury Inflation Indexed Bonds 2.54 0.96 3.0557 -0.1126
EW / Edwards Lifesciences Corporation 2.30 1.32 2.7655 -0.1335
US912828ZZ63 / United States Treasury Inflation Indexed Bonds 2.17 1.31 2.6182 -0.0863
US91282CDX65 / United States Treasury Inflation Indexed Bonds 1.99 48.07 2.4011 0.7040
US912810RL44 / United States Treasury Inflation Indexed Bonds 1.91 -2.35 2.3020 -0.1654
U.S. Treasury Inflation Linked Notes / DBT (US91282CLV18) 1.86 101.74 2.2381 1.0766
US01F0626899 / Uniform Mortgage-Backed Security, TBA 1.86 2.2349 2.2349
US01F0606750 / Uniform Mortgage-Backed Security, TBA 1.83 2.2034 2.2034
US91282CCA71 / United States Treasury Inflation Indexed Bonds 1.81 0.55 2.1849 -0.0895
US912810RF75 / United States Treasury Inflation Indexed Bonds 1.76 -8.10 2.1181 -0.2938
U.S. Treasury Inflation Linked Notes / DBT (US91282CKL45) 1.60 0.69 1.9239 -0.0757
US912828V491 / United States Treasury Inflation Indexed Bonds 1.58 0.64 1.9082 -0.0763
U.S. Treasury Inflation Linked Notes / DBT (US91282CJY84) 1.55 0.58 1.8705 -0.0767
US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 1.52 0.53 1.8317 -0.0750
US912810RR14 / United States Treasury Inflation Indexed Bonds 1.51 -2.46 1.8186 -0.1321
US912810FS25 / United States Treasury Inflation Indexed Bonds 1.39 0.22 1.6767 -0.0754
US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 1.39 0.58 1.6765 -0.0680
US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 1.26 0.32 1.5162 -0.0650
US38383KCS96 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.20000000 1.19 -0.42 1.4361 -0.0739
US912810QV35 / United States Treasury Inflation Indexed Bonds 1.17 -1.85 1.4082 -0.0935
US912810RW09 / United States Treasury Inflation Indexed Bonds 1.17 -2.83 1.4047 -0.1081
US912828N712 / United States Treasury Inflation Indexed Bonds 1.15 -36.45 1.3903 -0.8995
FMCC / Federal Home Loan Mortgage Corporation 1.11 -2.11 1.3404 -0.0920
US313385HP48 / Federal Home Loan Bank Discount Notes 1.10 1.3249 1.3249
US912810PZ57 / United States Treasury Inflation Indexed Bonds 1.04 0.58 1.2543 -0.0505
GNMA / ABS-MBS (US3618N5H931) 0.90 -1.20 1.0868 -0.0648
GNMA / ABS-MBS (US36180AB691) 0.90 -1.42 1.0845 -0.0676
JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 0.86 4.98 1.0412 0.0036
US912810QF84 / United States Treasury Inflation Indexed Bonds 0.84 -0.95 1.0061 -0.0575
US3140MSLX13 / FNMA 30YR 4% 10/01/2052#BW1241 0.82 -0.97 0.9833 -0.0563
US9128285W63 / United States Treasury Inflation Indexed Bonds 0.75 1.08 0.9038 -0.0325
US3140QMV276 / FANNIE MAE POOL 0.72 -1.63 0.8717 -0.0554
JP1120241K56 / Japanese Government CPI Linked Bond 0.69 5.65 0.8346 0.0081
U.S. Treasury Inflation Linked Bonds / DBT (US912810TY47) 0.67 -2.89 0.8095 -0.0634
US91282CBF77 / United States Treasury Inflation Indexed Bonds 0.59 1.37 0.7150 -0.0230
US912810RA88 / United States Treasury Inflation Indexed Bonds 0.56 -1.93 0.6747 -0.0455
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 0.51 -3.20 0.6195 -0.0502
US912810SB52 / United States Treasury Inflation Indexed Bonds 0.51 -2.87 0.6116 -0.0468
U.S. Treasury Inflation Linked Notes / DBT (US91282CNB36) 0.51 0.6113 0.6113
Arbour CLO VI DAC, Series 6A, Class AR / ABS-CBDO (XS2900383915) 0.47 8.80 0.5670 0.0215
XS2357477400 / Voya Euro CLO II DAC, Series 2A, Class AR 0.47 9.30 0.5662 0.0232
US91282CEJ62 / United States Treasury Inflation Indexed Bonds 0.44 0.68 0.5358 -0.0207
US912810SV17 / United States Treasury Inflation Indexed Bonds 0.44 -3.70 0.5347 -0.0454
US92943AAA25 / WSTN_23-MAUI 0.41 0.00 0.4889 -0.0220
Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR / ABS-CBDO (US05683EAW21) 0.40 0.25 0.4824 -0.0212
AIMCO CLO, Series 2015-AA, Class AR3 / ABS-CBDO (US00900LAY02) 0.40 0.25 0.4821 -0.0219
37 Capital CLO 1 Ltd., Series 2021-1A, Class AR / ABS-CBDO (US88430TAQ40) 0.40 0.00 0.4815 -0.0226
Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R / ABS-CBDO (US47047RAN61) 0.40 -0.25 0.4814 -0.0231
US38384AV596 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H15 CL FB V/R 6.06662000 0.40 -0.25 0.4810 -0.0238
Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR / ABS-CBDO (US55821LAJ35) 0.40 0.00 0.4808 -0.0233
US912810SM18 / US TII .25 02/15/2050 (TIPS) 0.40 -3.16 0.4807 -0.0391
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.40 0.4804 0.4804
U.S. Treasury Inflation Linked Bonds / DBT (US912810UH94) 0.39 29.61 0.4753 0.0914
Regatta XVI Funding Ltd., Series 2019-2A, Class A1R / ABS-CBDO (US75888TAL98) 0.39 -2.51 0.4695 -0.0343
Palmer Square European Loan Funding DAC, Series 2023-3A, Class AR / ABS-CBDO (XS2934650610) 0.37 -2.13 0.4421 -0.0311
US38383XNS98 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H09 CL FA V/R 5.86629000 0.36 -0.55 0.4340 -0.0231
US912810QP66 / United States Treasury Inflation Indexed Bonds 0.34 -1.43 0.4147 -0.0264
US073879PU69 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE1 M4 0.31 2.68 0.3694 -0.0069
XS2274529275 / CIFC European Funding CLO III DAC 0.29 9.29 0.3547 0.0146
US61750SAF92 / Morgan Stanley ABS Capital I Incorporated Trust 0.28 10.20 0.3388 0.0168
US912828S505 / United States Treasury Inflation Indexed Bonds 0.25 0.40 0.3034 -0.0125
US36179XLE49 / GNMA 0.25 -2.71 0.3023 -0.0232
FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 0.24 11.32 0.2848 0.0171
CA135087VS05 / Canadian Government Real Return Bond 0.20 5.24 0.2421 0.0012
BlueMountain CLO Ltd., Series 2016-3A, Class A1R2 / ABS-CBDO (US09628VAW46) 0.19 -16.23 0.2301 -0.0577
US912810TE82 / United States Treasury Inflation Indexed Bonds 0.19 -3.65 0.2229 -0.0200
FR0013519253 / French Republic Government Bond OAT 0.14 9.23 0.1719 0.0079
US12559QAF90 / CIT Mortgage Loan Trust 2007-1 0.14 -5.33 0.1717 -0.0183
FR0014001N38 / French Republic 0.14 10.48 0.1653 0.0089
OIS / DIR (N/A) 0.13 0.1562 0.1562
US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 0.13 3.25 0.1537 -0.0024
Buoni Poliennali del Tesoro / DBT (IT0005588881) 0.12 13.08 0.1467 0.0112
US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 0.12 -4.80 0.1436 -0.0151
US67113DAW48 / OZLM XXIV Ltd 0.12 -23.87 0.1428 -0.0527
Magnetite XII Ltd., Series 2015-12A, Class AR4 / ABS-CBDO (US55953HBD44) 0.12 -33.90 0.1411 -0.0828
US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 0.11 -1.77 0.1342 -0.0090
USCPI / DIR (N/A) 0.10 0.1181 0.1181
IRS / DIR (N/A) 0.09 0.1131 0.1131
US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 0.09 1.09 0.1121 -0.0049
US912810SG40 / United States Treasury Inflation Indexed Bonds 0.09 -3.16 0.1116 -0.0088
US68383NCY76 / Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5 0.09 -6.38 0.1069 -0.0126
US38380LJY02 / Government National Mortgage Association 0.08 -1.20 0.0996 -0.0058
US3132DWFF59 / Freddie Mac Pool 0.08 -1.22 0.0978 -0.0068
US31418CUA07 / Fannie Mae Pool 0.08 -1.25 0.0959 -0.0060
US3140N16S75 / FNCL UMBS 4.0 BW8980 10-01-52 0.08 -2.50 0.0949 -0.0071
US3133KNXV09 / FEDERAL HOME LOAN MORTGAGE CORPORATION 0.08 -1.32 0.0911 -0.0057
USCPI / DIR (N/A) 0.07 0.0817 0.0817
U.S. Treasury Ultra Bond / DIR (N/A) 0.07 0.0788 0.0788
US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 0.06 -4.55 0.0764 -0.0070
US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6 0.06 -1.59 0.0754 -0.0049
US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C 0.05 2.04 0.0611 -0.0008
US46627MCS44 / JP MORGAN ALTERNATIVE LOAN TRUST SER 2006-A1 CL 1A1 V/R REGD 2.16800000 0.05 -2.00 0.0599 -0.0035
US05951EAC12 / Banc of America Funding Trust, Series 2006-J, Class 2A1 0.05 -4.17 0.0562 -0.0051
IRS / DIR (N/A) 0.05 0.0550 0.0550
US70069FAZ09 / ASSET BACKED SECURITY 0.04 -6.67 0.0508 -0.0065
US3132HTBH86 / Freddie Mac Strips 0.04 -2.44 0.0491 -0.0037
U.S. Treasury 10 Year Ultra Note / DIR (N/A) 0.04 0.0458 0.0458
US39539FAK03 / GreenPoint Mortgage Funding Trust Series 2006-AR4 0.04 -2.70 0.0444 -0.0030
US02147DAB73 / Alternative Loan Trust 2006-OA11 0.04 0.00 0.0424 -0.0029
IRS / DIR (N/A) 0.03 0.0404 0.0404
US23246KAA97 / Alternative Loan Trust 2007-1T1 0.03 -3.03 0.0390 -0.0031
US912810PS15 / United States Treasury Inflation Indexed Bonds 0.03 0.00 0.0389 -0.0018
US38375UZZ64 / Government National Mortgage Association 0.03 -6.25 0.0363 -0.0044
US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 0.03 3.70 0.0338 -0.0014
USCPI / DIR (N/A) 0.03 0.0335 0.0335
US64830HAA23 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL2 SER 2019-RPL2 CL A1 V/R REGD 144A P/P 3.25000000 0.03 -3.57 0.0330 -0.0032
IRS / DIR (N/A) 0.03 0.0302 0.0302
US76114CAG15 / Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 0.02 0.0289 0.0289
Euro-Bund / DIR (DE000F1NGF53) 0.02 0.0286 0.0286
US80557BAA26 / Saxon Asset Securities Trust 2007-3 0.02 0.00 0.0267 -0.0022
US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 0.02 0.00 0.0262 -0.0012
US74924EAA55 / RALI Series 2007-QH8 Trust 0.02 -4.55 0.0260 -0.0021
US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 0.02 -4.55 0.0257 -0.0030
US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC 0.02 0.00 0.0255 -0.0016
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates 0.02 0.00 0.0254 -0.0020
USCPI / DIR (N/A) 0.02 0.0254 0.0254
Euro-OAT / DIR (DE000F1NGGA8) 0.02 0.0253 0.0253
US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 0.02 -4.76 0.0249 -0.0023
US060505FL38 / Bank of America Corp 0.02 0.00 0.0244 -0.0009
US466286AD37 / JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4 0.02 -5.26 0.0227 -0.0018
US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A 0.02 0.00 0.0226 -0.0009
U.S. Treasury 10 Year Note / DIR (N/A) 0.02 0.0211 0.0211
US01852TAA16 / Alliance Bancorp Trust 0.02 0.00 0.0199 -0.0014
XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS 0.01 -6.67 0.0179 -0.0021
US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 0.01 0.00 0.0172 -0.0012
3 Month Euro EURIBOR / DIR (GB00J8R2ZN46) 0.01 366.67 0.0171 0.0125
OIS / DIR (N/A) 0.01 0.0169 0.0169
US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 0.01 0.00 0.0163 -0.0010
US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 0.01 -7.69 0.0156 -0.0020
US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 0.01 -7.69 0.0155 -0.0016
US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 0.01 0.00 0.0147 -0.0011
OIS / DIR (N/A) 0.01 0.0145 0.0145
FCT / Fincantieri S.p.A. 0.01 11.11 0.0122 0.0006
US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 0.01 -10.00 0.0120 -0.0010
US928563AC98 / VMware Inc 0.01 0.00 0.0119 -0.0004
OIS / DIR (N/A) 0.01 0.0114 0.0114
OIS / DIR (N/A) 0.01 0.0113 0.0113
US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 0.01 0.00 0.0109 -0.0010
US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 0.01 0.00 0.0106 -0.0006
US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 0.01 0.00 0.0100 -0.0004
Australia 10 Year Bond / DIR (N/A) 0.01 0.0094 0.0094
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates 0.01 0.00 0.0084 -0.0007
HICPXT / DIR (N/A) 0.01 0.0084 0.0084
Forward Foreign Currency Contract / DFE (N/A) 0.01 0.0083 0.0083
HICPXT / DIR (N/A) 0.01 0.0083 0.0083
HICPXT / DIR (N/A) 0.01 0.0082 0.0082
HICPXT / DIR (N/A) 0.01 0.0082 0.0082
Euro-BTP / DIR (DE000F1NGF38) 0.01 0.0080 0.0080
XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS 0.01 -14.29 0.0080 -0.0010
US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 0.01 -14.29 0.0079 -0.0015
US93363CAC38 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A 0.01 0.00 0.0079 -0.0004
IRS / DIR (N/A) 0.01 0.0077 0.0077
IRS / DIR (N/A) 0.01 0.0076 0.0076
US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 0.01 -16.67 0.0071 -0.0005
IRS / DIR (N/A) 0.01 0.0070 0.0070
OIS / DIR (N/A) 0.01 0.0064 0.0064
US12668RAA68 / CORP CMO 0.00 -20.00 0.0060 -0.0004
IRS / DIR (N/A) 0.00 0.0059 0.0059
US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 0.00 0.00 0.0059 -0.0002
US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 0.00 0.00 0.0057 -0.0003
US07386HF711 / BEAR STEARNS ALT-A TRUST 2006 0.00 0.00 0.0057 -0.0005
IRS / DIR (N/A) 0.00 0.0055 0.0055
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0.00 0.00 0.0054 -0.0005
RPI / DIR (N/A) 0.00 0.0050 0.0050
HICPXT / DIR (N/A) 0.00 0.0049 0.0049
US81744MAA09 / Sequoia Mortgage Trust 2007-3 0.00 0.00 0.0048 -0.0006
RPI / DIR (N/A) 0.00 0.0048 0.0048
USCPI / DIR (N/A) 0.00 0.0041 0.0041
US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 0.00 0.00 0.0040 -0.0004
US12639QAA40 / CSMC Trust, Series 2007-4R, Class 1A1 0.00 0.00 0.0038 -0.0002
US07387AEG67 / Bear Stearns ARM Trust 2005-9 0.00 -33.33 0.0036 -0.0004
US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust 0.00 -33.33 0.0035 -0.0003
US762009AK44 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10 0.00 0.00 0.0034 -0.0001
OIS / DIR (N/A) 0.00 0.0033 0.0033
HICPXT / DIR (N/A) 0.00 0.0033 0.0033
US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR 0.00 0.00 0.0033 -0.0004
US39538WEA27 / GreenPoint Mortgage Funding Trust 2005-AR5 0.00 0.00 0.0032 -0.0001
IRS / DIR (N/A) 0.00 0.0031 0.0031
US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 0.00 0.00 0.0031 -0.0002
US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 0.00 0.00 0.0031 -0.0002
US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 0.00 0.00 0.0030 -0.0007
OIS / DIR (N/A) 0.00 0.0029 0.0029
US59024LAB71 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2007-HE2 0.00 0.00 0.0028 -0.0001
US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A 0.00 0.00 0.0028 -0.0002
US05949CRS79 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 0.00 0.00 0.0028 -0.0001
US126680AA57 / Alternative Loan Trust 2007-OA7 0.00 0.00 0.0027 -0.0001
US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 0.00 0.00 0.0027 -0.0002
US17307G3C01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 0.00 0.00 0.0026 -0.0004
US17311XAA37 / Citigroup Mortgage Loan Trust 2007-AMC2 0.00 0.00 0.0026 -0.0001
RPI / DIR (N/A) 0.00 0.0026 0.0026
US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 0.00 0.00 0.0025 -0.0001
US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 0.00 0.00 0.0024 -0.0001
Forward Foreign Currency Contract / DFE (N/A) 0.00 0.0023 0.0023
US36242DLF86 / GSR Mortgage Loan Trust 2004-12 0.00 0.00 0.0023 -0.0001
US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 0.00 -50.00 0.0022 -0.0006
US058927AA22 / Banc of America Funding 2006-A Trust 0.00 0.00 0.0022 -0.0001
IRS / DIR (N/A) 0.00 0.0021 0.0021
US46630GAJ40 / JP Morgan Mortgage Trust 2007-A1 0.00 0.00 0.0021 -0.0003
Forward Foreign Currency Contract / DFE (N/A) 0.00 0.0021 0.0021
Forward Foreign Currency Contract / DFE (N/A) 0.00 0.0020 0.0020
US83162CRY11 / United States Small Business Administration 0.00 0.00 0.0020 -0.0001
US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 0.00 0.00 0.0020 -0.0002
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0.00 0.00 0.0020 -0.0002
US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 0.00 0.00 0.0019 -0.0002
US32051D3G58 / First Horizon Alternative Mortgage Securities Trust 2004-AA1 0.00 0.00 0.0019 -0.0001
US31394VL730 / Fannie Mae REMICS 0.00 0.00 0.0019 -0.0002
US39538RAB50 / GreenPoint MTA Trust 2005-AR1 0.00 0.00 0.0019 -0.0002
US1266944F22 / CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B 0.00 0.00 0.0018 -0.0002
HICPXT / DIR (N/A) 0.00 0.0016 0.0016
US466247TQ62 / J.P. Morgan Mortgage Trust 2005-A1 0.00 0.00 0.0016 -0.0001
US75970NAA54 / Renaissance Home Equity Loan Trust 2002-3 0.00 0.00 0.0016 -0.0000
HICPXT / DIR (N/A) 0.00 0.0016 0.0016
US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 0.00 0.00 0.0015 -0.0001
US3622MAAB76 / GSAMP Trust 2007-FM1 0.00 0.00 0.0014 -0.0001
US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 0.00 0.00 0.0014 -0.0001
US466247UG61 / JP Morgan Mortgage Trust 2005-A6 0.00 0.00 0.0014 -0.0001
Forward Foreign Currency Contract / DFE (N/A) 0.00 0.0013 0.0013
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust 0.00 0.00 0.0012 -0.0001
US45660N6S95 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A 0.00 0.00 0.0012 -0.0001
US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 0.00 0.00 0.0012 -0.0001
US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 0.00 0.00 0.0012 -0.0001
US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 0.00 0.0011 -0.0001
US761118EN47 / RALI Series 2005-QO1 Trust 0.00 0.0011 -0.0001
US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 0.00 0.0010 -0.0001
US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 0.00 0.0010 -0.0002
US41161PWB56 / HarborView Mortgage Loan Trust 2005-13 0.00 0.0009 -0.0001
US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 0.00 0.0009 -0.0000
OIS / DIR (N/A) 0.00 0.0008 0.0008
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0.00 0.0008 -0.0001
US12465MAA27 / C-BASS 2006-CB9 TRUST 0.00 0.0008 -0.0000
US36242DUL53 / GSR Mortgage Loan Trust 2005-AR1 0.00 0.0008 -0.0000
US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 0.00 0.0008 -0.0001
US45660LZK87 / IndyMac INDA Mortgage Loan Trust 2005-AR1 0.00 0.0007 -0.0005
US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 0.00 0.0007 -0.0000
US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 0.00 0.0007 -0.0001
US86360QAB14 / Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 0.00 0.0006 -0.0001
US31393CX406 / FNMA, Series 2003-W8, Class 3F2 0.00 0.0006 -0.0001
US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust 0.00 0.0006 -0.0000
Forward Foreign Currency Contract / DFE (N/A) 0.00 0.0006 0.0006
OIS / DIR (N/A) 0.00 0.0006 0.0006
US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 0.00 0.0006 -0.0001
US126694AF56 / CHL Mortgage Pass-Through Trust, Series 2005-19, Class 1A6 0.00 0.0006 -0.0000
US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 0.00 0.0005 -0.0000
US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A 0.00 0.0005 -0.0000
US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 0.00 0.0005 -0.0001
US05949A6C95 / Banc of America Mortgage Securities, Inc. 0.00 0.0004 -0.0001
US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS 0.00 0.0004 -0.0003
US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates 0.00 0.0004 -0.0001
OIS / DIR (N/A) 0.00 0.0002 0.0002
Forward Foreign Currency Contract / DFE (N/A) 0.00 0.0002 0.0002
US81743WAA99 / Sequoia Mortgage Trust 5 0.00 0.0002 -0.0000
US466247TZ61 / JP Morgan Mortgage Trust 2005-A6 0.00 0.0002 -0.0000
US45660N2Y00 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A 0.00 0.0002 -0.0000
US31395B6R90 / Fannie Mae REMICS 0.00 0.0002 -0.0000
Forward Foreign Currency Contract / DFE (N/A) 0.00 0.0002 0.0002
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 0.00 0.0002 -0.0000
US251513AR81 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 0.00 0.0001 -0.0000
US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 0.00 0.0001 -0.0000
US31394ANT96 / Fannie Mae REMICS 0.00 0.0001 -0.0000
US59023QAB77 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-RM4 0.00 0.0001 -0.0000
US31396WTU08 / Fannie Mae REMICS 0.00 0.0001 -0.0000
US76114CAG15 / Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 0.00 -100.00 0.0000 -0.0289
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0002 -0.0002
USCPI / DIR (N/A) -0.00 -0.0004 -0.0004
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0008 -0.0008
HICPXT / DIR (N/A) -0.00 -0.0009 -0.0009
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0013 -0.0013
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0016 -0.0016
HICPXT / DIR (N/A) -0.00 -0.0018 -0.0018
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0019 -0.0019
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0022 -0.0022
SOP / DIR (N/A) -0.00 -0.0022 -0.0022
USCPI / DIR (N/A) -0.00 -0.0023 -0.0023
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0026 -0.0026
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0027 -0.0027
Forward Foreign Currency Contract / DFE (N/A) -0.00 -0.0027 -0.0027
USCPI / DIR (N/A) -0.00 -0.0031 -0.0031
SOP / DIR (N/A) -0.00 -0.0036 -0.0036
OIS / DIR (N/A) -0.00 -0.0040 -0.0040
Euro-Bobl / DIR (DE000F1NGF61) -0.00 -0.0051 -0.0051
USCPI / DIR (N/A) -0.00 -0.0052 -0.0052
HICPXT / DIR (N/A) -0.00 -0.0053 -0.0053
OIS / DIR (N/A) -0.00 -0.0055 -0.0055
USCPI / DIR (N/A) -0.01 -0.0060 -0.0060
OIS / DIR (N/A) -0.01 -0.0065 -0.0065
Euro-Schatz / DIR (DE000F1NGF79) -0.01 -0.0070 -0.0070
USCPI / DIR (N/A) -0.01 -0.0072 -0.0072
IRS / DIR (N/A) -0.01 -0.0080 -0.0080
Forward Foreign Currency Contract / DFE (N/A) -0.01 -0.0085 -0.0085
OIS / DIR (N/A) -0.01 -0.0117 -0.0117
OIS / DIR (N/A) -0.01 -0.0126 -0.0126
OIS / DIR (N/A) -0.01 -0.0173 -0.0173
OIS / DIR (N/A) -0.02 -0.0181 -0.0181
GB00HB9WVH19 / 3 Month Euro Euribor -0.02 77.78 -0.0194 -0.0080
USCPI / DIR (N/A) -0.02 -0.0203 -0.0203
IRS / DIR (N/A) -0.02 -0.0257 -0.0257
SOP / DIR (N/A) -0.03 -0.0315 -0.0315
SOP / DIR (N/A) -0.03 -0.0315 -0.0315
U.S. Treasury 2 Year Note / DIR (N/A) -0.03 -0.0401 -0.0401
U.S. Treasury 5 Year Note / DIR (N/A) -0.05 -0.0629 -0.0629
USCPI / DIR (N/A) -0.05 -0.0653 -0.0653
Forward Foreign Currency Contract / DFE (N/A) -0.08 -0.0953 -0.0953
U.S. Treasury Long Bond / DIR (N/A) -0.14 -0.1705 -0.1705