Mga Batayang Estadistika
| Nilai Portofolio | $ 1,390,067,130 |
| Posisi Saat Ini | 561 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
Jnl Series Trust - Jnl/pimco Real Return Fund (a) telah mengungkapkan total kepemilikan 561 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,390,067,130 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama Jnl Series Trust - Jnl/pimco Real Return Fund (a) adalah U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , and Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) . Posisi baru Jnl Series Trust - Jnl/pimco Real Return Fund (a) meliputi: U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , and Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) .
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 |
|---|---|---|---|---|
| 28.41 | 2.5544 | 2.5544 | ||
| 19.33 | 1.7382 | 1.7382 | ||
| 14.79 | 1.3302 | 1.3302 | ||
| 13.61 | 1.2241 | 1.2241 | ||
| 26.00 | 2.3379 | 1.2105 | ||
| 40.41 | 3.6336 | 1.1878 | ||
| 19.68 | 1.7691 | 1.1004 | ||
| 11.15 | 1.0024 | 1.0024 | ||
| 14.83 | 1.3337 | 0.7876 | ||
| 6.71 | 0.6030 | 0.6030 |
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 |
|---|---|---|---|---|
| 10.13 | 0.9111 | -2.8566 | ||
| 10.13 | 0.9111 | -2.8566 | ||
| 7.44 | 0.6687 | -2.3404 | ||
| -15.08 | -1.3558 | -1.3558 | ||
| 19.95 | 1.7935 | -1.3541 | ||
| 8.23 | 0.7402 | -1.2069 | ||
| 9.41 | 0.8463 | -1.2028 | ||
| 21.74 | 1.9550 | -0.5154 | ||
| 0.52 | 0.0465 | -0.3778 | ||
| 0.52 | 0.0465 | -0.3778 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-27 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 | 81.74 | 0.91 | 7.3498 | 0.2691 | |||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 51.54 | 0.90 | 4.6341 | 0.1691 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 49.28 | 1.20 | 4.4312 | 0.1745 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 49.00 | 0.51 | 4.4062 | 0.1446 | |||||
| Treasury, United States Department of / DBT (US91282CJY84) | 44.89 | 0.30 | 4.0361 | 0.1242 | |||||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 43.46 | 0.23 | 3.9073 | 0.1174 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 42.94 | 0.80 | 3.8613 | 0.1374 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 40.62 | 0.56 | 3.6525 | 0.1216 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 40.41 | 26.74 | 3.6336 | 1.1878 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 39.70 | 0.72 | 3.5696 | 0.1243 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 30.72 | 1.13 | 2.7622 | 0.1069 | |||||
| Treasury, United States Department of / DBT (US91282CNB36) | 28.41 | 2.5544 | 2.5544 | ||||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 26.57 | 0.62 | 2.3888 | 0.0810 | |||||
| Treasury, United States Department of / DBT (US91282CLV18) | 26.00 | 101.60 | 2.3379 | 1.2105 | |||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 25.64 | 0.95 | 2.3058 | 0.0854 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 22.93 | 0.65 | 2.0615 | 0.0704 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 22.57 | -2.92 | 2.0292 | -0.0027 | |||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 22.47 | 0.58 | 2.0201 | 0.0676 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 21.74 | -23.07 | 1.9550 | -0.5154 | |||||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 21.04 | 0.56 | 1.8921 | 0.0630 | |||||
| US912828N712 / United States Treasury Inflation Indexed Bonds | 19.95 | -44.61 | 1.7935 | -1.3541 | |||||
| EW / Edwards Lifesciences Corporation | 19.68 | 164.59 | 1.7691 | 1.1004 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 19.58 | 1.31 | 1.7610 | 0.2782 | |||||
| Government National Mortgage Association / ABS-MBS (US3618N5PE30) | 19.33 | 1.7382 | 1.7382 | ||||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 19.22 | 1.30 | 1.7284 | 0.0698 | |||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 18.18 | 0.64 | 1.6343 | 0.0556 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 18.17 | -3.04 | 1.6338 | -0.0042 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 18.09 | 1.27 | 1.6264 | 0.0652 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 17.08 | 1.27 | 1.5359 | 0.2422 | |||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 16.82 | -1.34 | 1.5126 | 0.0223 | |||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 15.69 | 0.56 | 1.4105 | 0.0470 | |||||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 15.66 | 0.34 | 1.4078 | 0.0439 | |||||
| US01F0426811 / UMBS TBA | 15.51 | 14.37 | 1.3944 | 0.3543 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 15.50 | -3.39 | 1.3941 | -0.0086 | |||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 15.01 | 0.62 | 1.3496 | 0.0457 | |||||
| FR0013519253 / French Republic Government Bond OAT | 14.98 | 9.70 | 1.3468 | 0.1534 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 14.83 | 137.46 | 1.3337 | 0.7876 | |||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 14.81 | 9.76 | 1.3313 | 0.1523 | |||||
| Government National Mortgage Association / ABS-MBS (US3618N5ML00) | 14.79 | 1.3302 | 1.3302 | ||||||
| Government National Mortgage Association / ABS-MBS (US3618N5ER61) | 13.61 | 1.2241 | 1.2241 | ||||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 13.51 | 1.02 | 1.2147 | 0.0458 | |||||
| JP1120241K56 / Japanese Government CPI Linked Bond | 12.86 | 11.11 | 1.1564 | 0.0864 | |||||
| Treasury, United States Department of / DBT (US912810TY47) | 12.62 | -3.62 | 1.1349 | -0.0098 | |||||
| JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 12.13 | 5.00 | 1.0904 | 0.0808 | |||||
| Treasury, United States Department of / DBT (US91282CKL45) | 11.39 | 0.69 | 1.0243 | 0.0353 | |||||
| US36179W5D62 / Ginnie Mae II Pool | 11.15 | 1.0024 | 1.0024 | ||||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 10.79 | 0.78 | 0.9699 | 0.0343 | |||||
| Treasury, United States Department of / DBT (US91282CLE92) | 10.13 | -76.49 | 0.9111 | -2.8566 | |||||
| Treasury, United States Department of / DBT (US91282CLE92) | 10.13 | -76.49 | 0.9111 | -2.8566 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 9.41 | -59.85 | 0.8463 | -1.2028 | |||||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 8.70 | -23.51 | 0.7824 | -0.2119 | |||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 8.23 | -63.05 | 0.7402 | -1.2069 | |||||
| Treasury, United States Department of / DBT (US912810UH94) | 7.86 | 54.43 | 0.7070 | 0.2620 | |||||
| EW / Edwards Lifesciences Corporation | 7.44 | -81.05 | 0.6687 | -2.3404 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 7.41 | -4.37 | 0.6663 | -0.0111 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 6.87 | -3.42 | 0.6180 | -0.0040 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 6.71 | 0.6030 | 0.6030 | ||||||
| XS2300337909 / Bosphorus CLO VI DAC | 6.44 | 8.90 | 0.5790 | 0.0621 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 6.29 | -4.00 | 0.5653 | -0.0071 | |||||
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The / ABS-MBS (US3136BWNH55) | 5.47 | 0.4918 | 0.4918 | ||||||
| CA135087VS05 / Canadian Government Real Return Bond | 5.46 | 5.14 | 0.4913 | 0.0370 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 4.95 | -3.84 | 0.4454 | -0.0049 | |||||
| XS2274529275 / CIFC European Funding CLO III DAC | 4.71 | 9.15 | 0.4237 | 0.0464 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 4.28 | 69.22 | 0.3852 | 0.1638 | |||||
| US32028KAB26 / First Franklin Mortgage Loan Trust 2006-FF17 | 4.08 | 0.30 | 0.3668 | 0.0113 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 4.08 | -2.46 | 0.3665 | 0.0012 | |||||
| US3137FKAX42 / FREDDIE MAC FHR 4851 PF | 3.92 | 0.3529 | 0.3529 | ||||||
| XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 3.89 | 8.81 | 0.3499 | 0.0372 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 3.55 | 0.3191 | 0.3191 | ||||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 3.26 | -4.80 | 0.2927 | -0.0062 | |||||
| US17307GP856 / Citigroup Mortgage Loan Trust Inc | 3.13 | 0.35 | 0.2814 | 0.0089 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.10 | -5.28 | 0.2791 | -0.0073 | |||||
| US12669WAA45 / Countrywide Asset-Backed Certificates | 2.82 | -0.46 | 0.2538 | 0.0059 | |||||
| FR0014001N38 / French Republic | 2.75 | 10.73 | 0.2469 | 0.0301 | |||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 2.41 | 11.46 | 0.2170 | 0.0277 | |||||
| US38382YB360 / Government National Mortgage Association | 2.27 | -0.53 | 0.2038 | 0.0046 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 2.26 | 0.2035 | 0.2035 | ||||||
| XS2327983784 / Providus CLO IV DAC | 2.23 | 8.90 | 0.2003 | 0.0215 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 2.21 | 0.1988 | 0.1988 | ||||||
| XS2419216622 / Toro European CLO 7 DAC | 2.08 | 7.78 | 0.1870 | 0.0184 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 2.04 | 0.1836 | 0.1836 | ||||||
| LCM 36 Ltd / ABS-CBDO (US50190LAL27) | 1.99 | 0.00 | 0.1788 | 0.0050 | |||||
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The / ABS-MBS (US3136BWUZ70) | 1.90 | 0.1708 | 0.1708 | ||||||
| XS2401860718 / Voya Euro CLO IV DAC | 1.88 | 8.88 | 0.1688 | 0.0181 | |||||
| US75406DAD57 / RASC Series 2006-EMX1 Trust | 1.82 | -1.89 | 0.1638 | 0.0015 | |||||
| Palmer Square European Loan Funding 2024-1 Designated Activity Company / ABS-CBDO (XS3040415013) | 1.74 | 0.1568 | 0.1568 | ||||||
| US805564TL53 / SAXON ASSET SECURITIES TRUST SAST 2005 4 M3 | 1.72 | 4.76 | 0.1544 | 0.0111 | |||||
| Ocean Trails CLO 8 / ABS-CBDO (US67514UAU51) | 1.70 | 0.24 | 0.1529 | 0.0046 | |||||
| Palmer Square European Loan Funding 2024-2 Designated Activity Company / ABS-CBDO (XS2865669365) | 1.66 | 0.30 | 0.1491 | 0.0047 | |||||
| Trinitas CLO XIX Ltd / ABS-CBDO (US89642FAN33) | 1.60 | 0.13 | 0.1436 | 0.0042 | |||||
| US12651DAG34 / CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A | 1.58 | 0.89 | 0.1422 | 0.0052 | |||||
| US65536HAH12 / Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1 | 1.57 | -2.91 | 0.1412 | -0.0002 | |||||
| US38380LJY02 / Government National Mortgage Association | 1.44 | -1.77 | 0.1295 | 0.0013 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 1.42 | -4.52 | 0.1273 | -0.0022 | |||||
| Henley CLO VII Designated Activity Company / ABS-CBDO (XS2874094274) | 1.41 | 9.03 | 0.1270 | 0.0138 | |||||
| US89288CAA71 / TRAL_21-7A | 1.40 | 0.07 | 0.1259 | 0.0036 | |||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 1.35 | -5.38 | 0.1218 | -0.0034 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.33 | -8.91 | 0.1196 | -0.0081 | |||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 1.31 | -5.49 | 0.1178 | -0.0034 | |||||
| US88522AAC53 / Thornburg Mortgage Securities Trust | 1.27 | -1.09 | 0.1140 | 0.0019 | |||||
| US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 | 1.27 | -0.86 | 0.1139 | 0.0023 | |||||
| US060505FL38 / Bank of America Corp | 1.18 | 0.68 | 0.1060 | 0.0036 | |||||
| Arbour CLO VI Designated Activity Company / ABS-CBDO (XS2900383915) | 1.18 | 8.79 | 0.1058 | 0.0113 | |||||
| US17309PAS56 / Citigroup Mortgage Loan Trust 2006-AMC1 | 1.17 | -5.17 | 0.1056 | -0.0026 | |||||
| BRAZILIAN REAL / DFE (N/A) | 1.17 | 0.1051 | 0.1051 | ||||||
| US78442GLL85 / SLM Student Loan Trust 2004-3 | 1.13 | -4.71 | 0.1019 | -0.0020 | |||||
| US17313BAF85 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 | 1.10 | 3.08 | 0.0993 | 0.0056 | |||||
| US054980AA58 / BDS 2022-FL11 LLC | 1.07 | -6.16 | 0.0960 | -0.0034 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 1.04 | 0.0931 | 0.0931 | ||||||
| US32028HAE36 / First Franklin Mortgage Loan Trust 2006-FF10 | 1.03 | -2.00 | 0.0927 | 0.0007 | |||||
| Adagio CLO VIII Designated Activity Company / ABS-CBDO (XS2054620070) | 1.02 | -14.75 | 0.0920 | -0.0130 | |||||
| US83609GBN43 / Sound Point CLO IX Ltd | 1.01 | -12.02 | 0.0909 | -0.0095 | |||||
| US61744CUU88 / MORGAN STANLEY CAPITAL INC MSAC 2005 HE5 M3 | 0.99 | -1.50 | 0.0888 | 0.0012 | |||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0.99 | -4.64 | 0.0888 | -0.0017 | |||||
| XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 0.98 | -5.58 | 0.0884 | -0.0026 | |||||
| Segretariato Generale Della Presidenza Della Repubblica / DBT (IT0005588881) | 0.97 | 13.39 | 0.0876 | 0.0125 | |||||
| US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd | 0.95 | -37.50 | 0.0854 | -0.0475 | |||||
| Government National Mortgage Association / ABS-MBS (US3618N5KS70) | 0.91 | 0.0816 | 0.0816 | ||||||
| Government National Mortgage Association / ABS-MBS (US3618N5H931) | 0.91 | 0.0816 | 0.0816 | ||||||
| Sculptor CLO XXVII Ltd / ABS-CBDO (US81124UAW45) | 0.90 | 0.56 | 0.0809 | 0.0027 | |||||
| Anchorage Capital Clo 20 Ltd / ABS-CBDO (US03330YAJ91) | 0.90 | 0.45 | 0.0809 | 0.0026 | |||||
| US3132HTBH86 / Freddie Mac Strips | 0.89 | -3.38 | 0.0796 | -0.0005 | |||||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 0.88 | 2.44 | 0.0793 | 0.0040 | |||||
| US92558NAJ19 / Vibrant CLO XI Ltd | 0.88 | -22.26 | 0.0792 | -0.0198 | |||||
| Sound Point CLO XXVIII, Ltd / ABS-CBDO (US83615CAL00) | 0.87 | -10.28 | 0.0786 | -0.0066 | |||||
| DGZ / DB Gold Short ETN | 0.86 | 0.0773 | 0.0773 | ||||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | 0.83 | 3.11 | 0.0745 | 0.0043 | |||||
| Palmer Square European Loan Funding 2023-3 Designated Activity Company / ABS-CBDO (XS2934650610) | 0.83 | -2.25 | 0.0743 | 0.0004 | |||||
| TOTAL RETURN SWAP / DIR (N/A) | 0.81 | 0.0730 | 0.0730 | ||||||
| US38375UZZ64 / Government National Mortgage Association | 0.81 | -6.68 | 0.0729 | -0.0030 | |||||
| US17312EAC03 / ASSET BACKED SECURITY | 0.78 | -1.38 | 0.0706 | 0.0010 | |||||
| US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 | 0.77 | -8.83 | 0.0697 | -0.0045 | |||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0.77 | -11.10 | 0.0692 | -0.0064 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.75 | 0.0676 | 0.0676 | ||||||
| US23246KAA97 / Alternative Loan Trust 2007-1T1 | 0.75 | -1.70 | 0.0676 | 0.0008 | |||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.75 | -10.99 | 0.0670 | -0.0062 | |||||
| US61744CNC63 / Morgan Stanley ABS Capital I Inc Trust 2005-HE2 | 0.73 | -3.94 | 0.0658 | -0.0008 | |||||
| US437084QA78 / Home Equity Asset Trust | 0.71 | -7.29 | 0.0641 | -0.0031 | |||||
| St.Paul's CLO X Designated Activity Company / ABS-CBDO (XS2319913104) | 0.70 | 9.16 | 0.0633 | 0.0070 | |||||
| XS2402448703 / St Pauls CLO II DAC | 0.70 | 9.18 | 0.0631 | 0.0069 | |||||
| Octagon Investment Partners 40 Ltd. / ABS-CBDO (US67592BAY48) | 0.70 | -0.14 | 0.0626 | 0.0017 | |||||
| US17311WAA53 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A | 0.69 | -0.43 | 0.0619 | 0.0015 | |||||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 0.68 | -1.31 | 0.0610 | 0.0009 | |||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | 0.67 | 0.0602 | 0.0602 | ||||||
| XS1850277838 / Tikehau CLO IV BV | 0.66 | -15.08 | 0.0593 | -0.0086 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.64 | 0.0580 | 0.0580 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.63 | 0.0566 | 0.0566 | ||||||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | 0.60 | 0.17 | 0.0540 | 0.0017 | |||||
| Bain Capital Credit / ABS-CBDO (US05684RAL69) | 0.60 | 0.00 | 0.0539 | 0.0016 | |||||
| Sandstone Peak Ltd. / ABS-CBDO (US800130AN66) | 0.60 | 0.00 | 0.0539 | 0.0015 | |||||
| Elevation CLO 2022-16 Ltd / ABS-CBDO (US28623YAU73) | 0.60 | 0.17 | 0.0537 | 0.0016 | |||||
| US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 0.59 | -1.99 | 0.0533 | 0.0005 | |||||
| XS2298464939 / Dryden 44 Euro CLO 2015 BV | 0.59 | 9.31 | 0.0528 | 0.0058 | |||||
| WFC.PRL / Wells Fargo & Company - Preferred Stock | 0.00 | 0.00 | 0.59 | -2.17 | 0.0528 | 0.0003 | |||
| XS2294714220 / Contego CLO IV Designated Activity Company | 0.58 | 9.01 | 0.0523 | 0.0057 | |||||
| US31418EHK91 / Fannie Mae Pool | 0.55 | -2.15 | 0.0491 | 0.0003 | |||||
| XS2326512618 / HARVEST CLO HARVT 21A A1R 144A | 0.53 | 1.74 | 0.0472 | 0.0021 | |||||
| Treasury, United States Department of / DBT (US91282CML27) | 0.52 | -89.35 | 0.0465 | -0.3778 | |||||
| Treasury, United States Department of / DBT (US91282CML27) | 0.52 | -89.35 | 0.0465 | -0.3778 | |||||
| Capital Four US CLO II Ltd. / ABS-CBDO (US14016CAN65) | 0.50 | 0.00 | 0.0451 | 0.0013 | |||||
| US61750SAF92 / Morgan Stanley ABS Capital I Incorporated Trust | 0.50 | 9.96 | 0.0447 | 0.0052 | |||||
| US3137F4BX98 / Freddie Mac REMICS | 0.49 | -15.44 | 0.0443 | -0.0066 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 0.49 | 0.0442 | 0.0442 | ||||||
| US09629PAA49 / BlueMountain CLO XXII Ltd | 0.49 | -17.68 | 0.0440 | -0.0079 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.48 | 0.0432 | 0.0432 | ||||||
| US12482NAN12 / CBAM 2019-10 Ltd | 0.48 | -16.93 | 0.0428 | -0.0073 | |||||
| Rad CLO 4, Ltd. / ABS-CBDO (US749984AA83) | 0.46 | -16.30 | 0.0416 | -0.0067 | |||||
| Voya CLO 2019-2 Ltd / ABS-CBDO (US92917RAL33) | 0.45 | -1.31 | 0.0406 | 0.0006 | |||||
| US67576FAA75 / Octagon Investment Partners 18-R Ltd | 0.44 | -17.76 | 0.0396 | -0.0072 | |||||
| US12551YAA10 / CIFC 2018-3A A | 0.44 | -17.42 | 0.0393 | -0.0069 | |||||
| AG Trust 2024-NLP / ABS-MBS (US00792MAA18) | 0.43 | 0.23 | 0.0385 | 0.0012 | |||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | 0.43 | 0.0384 | 0.0384 | ||||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | 0.43 | 0.0384 | 0.0384 | ||||||
| US912810PS15 / United States Treasury Inflation Indexed Bonds | 0.42 | 0.24 | 0.0378 | 0.0011 | |||||
| US80317LAJ26 / Saranac Clo VI Ltd | 0.42 | -14.14 | 0.0377 | -0.0050 | |||||
| Atlas Senior Loan Fund XV Ltd / ABS-CBDO (US04942MAN48) | 0.40 | -13.20 | 0.0361 | -0.0043 | |||||
| US15032AAN72 / Cedar Funding V CLO Ltd | 0.40 | -11.78 | 0.0357 | -0.0036 | |||||
| TOTAL RETURN SWAP / DIR (N/A) | 0.38 | 0.0344 | 0.0344 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 0.38 | 0.0339 | 0.0339 | ||||||
| US74924EAA55 / RALI Series 2007-QH8 Trust | 0.36 | -2.73 | 0.0320 | -0.0000 | |||||
| US67113DAW48 / OZLM XXIV Ltd | 0.36 | -23.66 | 0.0320 | -0.0087 | |||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | 0.35 | 0.0311 | 0.0311 | ||||||
| US31418ES431 / UMBS, 30 Year | 0.34 | -2.59 | 0.0306 | 0.0001 | |||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 0.34 | 4.32 | 0.0304 | 0.0021 | |||||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 0.32 | -8.24 | 0.0291 | -0.0017 | |||||
| US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | 0.32 | 1.58 | 0.0289 | 0.0013 | |||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.31 | -6.71 | 0.0276 | -0.0011 | |||||
| US74923EAA64 / Rad CLO 5 Ltd | 0.31 | -15.75 | 0.0275 | -0.0043 | |||||
| FCT / Fincantieri S.p.A. | 0.30 | 0.0274 | 0.0274 | ||||||
| FCT / Fincantieri S.p.A. | 0.30 | 0.0273 | 0.0273 | ||||||
| US3140XJ4D27 / Federal National Mortgage Association, Inc. | 0.30 | -2.64 | 0.0266 | 0.0001 | |||||
| US26251LAC81 / Dryden 64 CLO Ltd 2.79 | 0.30 | -23.58 | 0.0265 | -0.0073 | |||||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | 0.29 | 8.24 | 0.0261 | 0.0027 | |||||
| US654744AC50 / Nissan Motor Co Ltd | 0.29 | -0.69 | 0.0259 | 0.0005 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.28 | 0.0254 | 0.0254 | ||||||
| CH1174335732 / Credit Suisse Group AG | 0.28 | 14.17 | 0.0254 | 0.0026 | |||||
| US52524VAG41 / Lehman XS Trust, Series 2007-15N | 0.28 | -4.84 | 0.0248 | -0.0005 | |||||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | 0.27 | -34.61 | 0.0247 | -0.0120 | |||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 0.27 | -7.67 | 0.0238 | -0.0013 | |||||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | 0.26 | -0.75 | 0.0237 | 0.0004 | |||||
| US61744CFR25 / Morgan Stanley ABS Capital I Inc Trust 2004-NC7 | 0.26 | -0.39 | 0.0233 | 0.0006 | |||||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | 0.24 | -3.17 | 0.0220 | -0.0001 | |||||
| US92331AAU88 / Venture XXVIII CLO Ltd | 0.23 | -42.18 | 0.0210 | -0.0142 | |||||
| US48250MAK36 / KKR CLO 11 Ltd | 0.23 | -23.75 | 0.0206 | -0.0056 | |||||
| US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A | 0.23 | -23.13 | 0.0204 | -0.0054 | |||||
| US12481QAC96 / CBAM 2018-5 Ltd | 0.22 | -24.58 | 0.0202 | -0.0058 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.22 | 0.0202 | 0.0202 | ||||||
| US021466AA50 / ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 | 0.21 | 0.00 | 0.0193 | 0.0005 | |||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | 0.20 | -23.02 | 0.0184 | -0.0048 | |||||
| Credicorp Capital Sociedad Titularizada S.A. / DBT (US224939AB41) | 0.20 | 0.0181 | 0.0181 | ||||||
| US928563AC98 / VMware Inc | 0.20 | 1.02 | 0.0178 | 0.0007 | |||||
| US12543DBG43 / CHS/Community Health Systems Inc | 0.20 | 2.62 | 0.0177 | 0.0010 | |||||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0.19 | -2.54 | 0.0173 | 0.0001 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.19 | 0.0168 | 0.0168 | ||||||
| US39539FAK03 / GreenPoint Mortgage Funding Trust Series 2006-AR4 | 0.18 | -1.60 | 0.0166 | 0.0002 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 0.18 | 0.0163 | 0.0163 | ||||||
| US64352VJJ17 / New Century Home Equity Loan Trust, Series 2004-4, Class M1 | 0.18 | -1.65 | 0.0161 | 0.0002 | |||||
| US760985R375 / Residential Asset Mortgage Products, Inc. | 0.18 | -7.81 | 0.0160 | -0.0009 | |||||
| OZLM IX, Ltd. / ABS-CBDO (US67109KBG85) | 0.18 | -24.24 | 0.0157 | -0.0045 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.17 | 0.0157 | 0.0157 | ||||||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | 0.17 | -36.96 | 0.0156 | -0.0085 | |||||
| US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC | 0.17 | -1.70 | 0.0156 | 0.0002 | |||||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.17 | -58.37 | 0.0152 | -0.0204 | |||||
| US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | 0.17 | -2.33 | 0.0151 | 0.0000 | |||||
| US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 | 0.16 | -9.30 | 0.0141 | -0.0010 | |||||
| BRAZILIAN REAL / DFE (N/A) | 0.15 | 0.0135 | 0.0135 | ||||||
| US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 | 0.15 | 4.93 | 0.0134 | 0.0010 | |||||
| SNDPT / Sounds Point CLO IV-R LTD | 0.14 | -18.86 | 0.0128 | -0.0025 | |||||
| CH1211713180 / Credit Suisse Group AG | 0.14 | 6.06 | 0.0127 | 0.0011 | |||||
| CANADIAN DOLLAR / DFE (N/A) | 0.14 | 0.0123 | 0.0123 | ||||||
| TOTAL RETURN SWAP / DIR (N/A) | 0.14 | 0.0122 | 0.0122 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.13 | 0.0121 | 0.0121 | ||||||
| FUTURE - CASH SETTLED / DIR (N/A) | 0.13 | 0.0121 | 0.0121 | ||||||
| FUTURE - CASH SETTLED / DIR (N/A) | 0.13 | 0.0121 | 0.0121 | ||||||
| US81377AAD46 / Securitized Asset Backed Receivables LLC Trust 2006-HE2 | 0.13 | 3.10 | 0.0120 | 0.0006 | |||||
| CH1214797172 / Credit Suisse Group AG | 0.13 | 9.09 | 0.0119 | 0.0013 | |||||
| US12649WAW10 / CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 1.85800000 | 0.13 | -26.67 | 0.0119 | -0.0039 | |||||
| US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 | 0.12 | 0.82 | 0.0111 | 0.0004 | |||||
| FCT / Fincantieri S.p.A. | 0.12 | 10.81 | 0.0111 | 0.0014 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.12 | 0.0111 | 0.0111 | ||||||
| US126378AL28 / CSMC Mortgage-Backed Trust 2007-1 | 0.12 | 0.00 | 0.0111 | 0.0003 | |||||
| US00442JAC80 / ACE Securities Corporation Home Equity Loan Trust Series | 0.12 | 1.65 | 0.0111 | 0.0004 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.12 | 0.0109 | 0.0109 | ||||||
| US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 | 0.12 | -1.67 | 0.0106 | 0.0001 | |||||
| FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 0.12 | 11.32 | 0.0106 | 0.0013 | |||||
| CH0483180946 / Credit Suisse Group AG | 0.12 | 10.48 | 0.0104 | 0.0012 | |||||
| US92916GBE35 / Voya 2012-4 Ltd | 0.12 | -15.44 | 0.0104 | -0.0015 | |||||
| US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | 0.11 | -3.39 | 0.0103 | -0.0000 | |||||
| US92917CAE21 / Voya CLO 2013-1 Ltd | 0.11 | -23.49 | 0.0103 | -0.0028 | |||||
| US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | 0.11 | -0.88 | 0.0102 | 0.0002 | |||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | 0.11 | 0.0101 | 0.0101 | ||||||
| US76113ABL44 / RASC Series 2006-KS3 Trust | 0.11 | -22.86 | 0.0097 | -0.0025 | |||||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0.11 | -6.25 | 0.0095 | -0.0004 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.11 | 0.0095 | 0.0095 | ||||||
| US05534AAN19 / BCAP LLC 2011-RR5-I Trust | 0.10 | -11.86 | 0.0094 | -0.0010 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 0.10 | 0.0089 | 0.0089 | ||||||
| JAPANESE YEN / DFE (N/A) | 0.10 | 0.0087 | 0.0087 | ||||||
| JAPANESE YEN / DFE (N/A) | 0.10 | 0.0087 | 0.0087 | ||||||
| US61913PAN24 / MortgageIT Trust 2004-2 | 0.09 | -1.09 | 0.0082 | 0.0001 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.09 | 0.0080 | 0.0080 | ||||||
| US32115BAA89 / First NLC Trust 2007-1 | 0.09 | 0.00 | 0.0080 | 0.0002 | |||||
| TOTAL RETURN SWAP / DIR (N/A) | 0.09 | 0.0080 | 0.0080 | ||||||
| SINGAPORE DOLLAR / DFE (N/A) | 0.09 | 0.0079 | 0.0079 | ||||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.08 | 1.20 | 0.0076 | 0.0003 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 0.08 | 0.0075 | 0.0075 | ||||||
| AUSTRALIAN DOLLAR / DFE (N/A) | 0.08 | 0.0075 | 0.0075 | ||||||
| Ginnie Mae II / ABS-MBS (US36179Y5G57) | 0.08 | -4.65 | 0.0074 | -0.0002 | |||||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0.07 | -4.05 | 0.0065 | -0.0000 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.07 | 0.0061 | 0.0061 | ||||||
| US07386HZJ30 / Bear Stearns ALT-A Trust 2005-10 | 0.07 | -2.99 | 0.0059 | -0.0000 | |||||
| XS1713472899 / BlueMountain EUR CLO 2016-1 DAC | 0.06 | -70.56 | 0.0057 | -0.0130 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.06 | 0.0057 | 0.0057 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.06 | 0.0054 | 0.0054 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 0.06 | 0.0054 | 0.0054 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.06 | 0.0053 | 0.0053 | ||||||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 0.06 | 0.00 | 0.0052 | 0.0002 | |||||
| US17312GAA94 / Citigroup Mortgage Loan Trust Series 2007 AHL3 | 0.06 | 0.00 | 0.0051 | 0.0002 | |||||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.06 | -5.08 | 0.0051 | -0.0001 | |||||
| US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | 0.06 | 1.82 | 0.0051 | 0.0002 | |||||
| MEXICAN PESO / DFE (N/A) | 0.05 | 0.0049 | 0.0049 | ||||||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | 0.05 | -82.90 | 0.0048 | -0.0223 | |||||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0.05 | -38.82 | 0.0047 | -0.0028 | |||||
| US41161PCY79 / Harborview Mortgage Loan Trust 2004-6 | 0.05 | -1.89 | 0.0047 | -0.0000 | |||||
| US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 | 0.05 | -1.92 | 0.0046 | 0.0001 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.05 | 0.0045 | 0.0045 | ||||||
| US073871AN55 / Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-4 | 0.05 | -2.00 | 0.0045 | 0.0001 | |||||
| US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP | 0.05 | 0.00 | 0.0043 | 0.0001 | |||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 0.05 | 0.0043 | 0.0043 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.05 | 0.0041 | 0.0041 | ||||||
| US1248RHAA57 / Credit-Based Asset Servicing and Securitization LL | 0.04 | 0.00 | 0.0039 | 0.0001 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.04 | 0.0039 | 0.0039 | ||||||
| US55379AAA25 / M360 2021-CRE3 Ltd | 0.04 | -60.75 | 0.0038 | -0.0055 | |||||
| TAIWAN NEW DOLLAR / DFE (N/A) | 0.04 | 0.0037 | 0.0037 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.04 | 0.0037 | 0.0037 | ||||||
| US3128NFFX03 / FHLMC | 0.04 | -2.44 | 0.0036 | 0.0000 | |||||
| US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust | 0.04 | -4.88 | 0.0035 | -0.0001 | |||||
| US57643LMA16 / MASTR Asset Backed Securities Trust 2006-AM1 | 0.04 | -2.50 | 0.0035 | 0.0000 | |||||
| US83162CRL99 / United States Small Business Administration | 0.03 | -20.93 | 0.0031 | -0.0007 | |||||
| US466247UG61 / JP Morgan Mortgage Trust 2005-A6 | 0.03 | 0.00 | 0.0030 | 0.0001 | |||||
| US885220HB24 / THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3 | 0.03 | -8.57 | 0.0029 | -0.0002 | |||||
| US12667GUG62 / Countrywide Alternative Loan Trust, Series 2005-29CB, Class A4 | 0.03 | -5.88 | 0.0029 | -0.0001 | |||||
| JAPANESE YEN / DFE (N/A) | 0.03 | 0.0029 | 0.0029 | ||||||
| US576433GC48 / MASTR Adjustable Rate Mortgages Trust 2003-6 | 0.03 | -3.12 | 0.0028 | -0.0000 | |||||
| US59020UAC99 / MLCC MORTGAGE INVESTORS, INC. - SERIES 2004 | 0.03 | 0.00 | 0.0026 | 0.0000 | |||||
| US17311XAA37 / Citigroup Mortgage Loan Trust 2007-AMC2 | 0.03 | 3.57 | 0.0026 | 0.0001 | |||||
| US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 | 0.03 | 0.00 | 0.0026 | 0.0000 | |||||
| US929227R651 / WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust | 0.03 | 0.00 | 0.0025 | 0.0000 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.03 | 0.0025 | 0.0025 | ||||||
| BRITISH POUND STERLING / DFE (N/A) | 0.03 | 0.0025 | 0.0025 | ||||||
| US466247TQ62 / J.P. Morgan Mortgage Trust 2005-A1 | 0.03 | 0.00 | 0.0023 | 0.0000 | |||||
| US07384MB681 / Bear Stearns ARM Trust 2004-1 | 0.03 | 0.00 | 0.0023 | 0.0000 | |||||
| FR001400F0V4 / BNP Paribas SA | 0.02 | 0.0022 | 0.0022 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.02 | 0.0022 | 0.0022 | ||||||
| US31409BFF94 / Fannie Mae Pool | 0.02 | -4.17 | 0.0022 | 0.0000 | |||||
| SWISS FRANC / DFE (N/A) | 0.02 | 0.0021 | 0.0021 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | 0.02 | 0.0021 | 0.0021 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.02 | 0.0021 | 0.0021 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.02 | 0.0021 | 0.0021 | ||||||
| INDONESIAN RUPIAH / DFE (N/A) | 0.02 | 0.0020 | 0.0020 | ||||||
| US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | 0.02 | 0.00 | 0.0019 | 0.0000 | |||||
| US07384M4J85 / Bear Stearns ARM Trust 2004-10 | 0.02 | 0.00 | 0.0018 | 0.0001 | |||||
| US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 | 0.02 | 0.00 | 0.0018 | 0.0000 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.02 | 0.0018 | 0.0018 | ||||||
| US31396V4Q81 / Fannie Mae REMICS | 0.02 | 0.00 | 0.0017 | 0.0000 | |||||
| US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 | 0.02 | -83.49 | 0.0016 | -0.0079 | |||||
| US17307GTK49 / Citigroup Mortgage Loan Trust 2005-3 | 0.02 | -5.26 | 0.0016 | -0.0001 | |||||
| US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 | 0.02 | -5.56 | 0.0016 | 0.0000 | |||||
| SINGAPORE DOLLAR / DFE (N/A) | 0.01 | 0.0013 | 0.0013 | ||||||
| US3128JRN777 / Federal Home Loan Mortgage Corporation | 0.01 | -7.14 | 0.0013 | 0.0000 | |||||
| US872224AG53 / TBW Mortgage-Backed Trust Series 2006-4 | 0.01 | 0.00 | 0.0012 | 0.0000 | |||||
| US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | 0.01 | 0.00 | 0.0012 | 0.0000 | |||||
| US939336PB38 / Washington Mutual Mortgage Securities Corp. | 0.01 | 0.00 | 0.0012 | 0.0000 | |||||
| INDIAN RUPEE / DFE (N/A) | 0.01 | 0.0012 | 0.0012 | ||||||
| POLISH ZLOTY / DFE (N/A) | 0.01 | 0.0012 | 0.0012 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.01 | 0.0012 | 0.0012 | ||||||
| US36242DUL53 / GSR Mortgage Loan Trust 2005-AR1 | 0.01 | -7.69 | 0.0012 | 0.0000 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.01 | 0.0011 | 0.0011 | ||||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | 0.01 | 0.0011 | 0.0011 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.01 | 0.0011 | 0.0011 | ||||||
| US41165AAB89 / HarborView Mortgage Loan Trust 2007-5 | 0.01 | 0.00 | 0.0011 | 0.0000 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.01 | 0.0010 | 0.0010 | ||||||
| SOUTH KOREAN WON / DFE (N/A) | 0.01 | 0.0010 | 0.0010 | ||||||
| US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM | 0.01 | -37.50 | 0.0010 | -0.0005 | |||||
| US45660LZK87 / IndyMac INDA Mortgage Loan Trust 2005-AR1 | 0.01 | -37.50 | 0.0010 | -0.0005 | |||||
| US31407XUZ22 / Fannie Mae Pool | 0.01 | 0.00 | 0.0009 | 0.0000 | |||||
| TAIWAN NEW DOLLAR / DFE (N/A) | 0.01 | 0.0009 | 0.0009 | ||||||
| US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 | 0.01 | 0.00 | 0.0009 | 0.0000 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.01 | 0.0008 | 0.0008 | ||||||
| US05949A6C95 / Banc of America Mortgage Securities, Inc. | 0.01 | -11.11 | 0.0008 | -0.0001 | |||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | 0.01 | 0.0008 | 0.0008 | ||||||
| US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | 0.01 | -11.11 | 0.0007 | -0.0001 | |||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | 0.01 | 0.0007 | 0.0007 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.01 | 0.0007 | 0.0007 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.01 | 0.0007 | 0.0007 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.01 | 0.0006 | 0.0006 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.01 | 0.0006 | 0.0006 | ||||||
| US161630AQ16 / Chase Mortgage Finance Trust Series 2007-A1 | 0.01 | 0.00 | 0.0006 | 0.0000 | |||||
| SOUTH AFRICAN RAND / DFE (N/A) | 0.01 | 0.0006 | 0.0006 | ||||||
| EURO DOLLAR / DFE (N/A) | 0.01 | 0.0006 | 0.0006 | ||||||
| US45660NQA62 / IndyMac MBS, Inc. | 0.01 | -16.67 | 0.0005 | -0.0000 | |||||
| NEW ZEALAND DOLLAR / DFE (N/A) | 0.01 | 0.0005 | 0.0005 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | 0.01 | 0.0005 | 0.0005 | ||||||
| TAIWAN NEW DOLLAR / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| US07384MUR14 / BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 4.99636100 | 0.00 | -20.00 | 0.0004 | 0.0000 | |||||
| INDIAN RUPEE / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| INDIAN RUPEE / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.00 | 0.0004 | 0.0004 | ||||||
| SOUTH AFRICAN RAND / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| SOUTH AFRICAN RAND / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| US17307GGX07 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 | 0.00 | 0.00 | 0.0004 | 0.0000 | |||||
| US466247TZ61 / JP Morgan Mortgage Trust 2005-A6 | 0.00 | 0.00 | 0.0003 | 0.0000 | |||||
| UNITED STATES DOLLAR / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | ||||||
| US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US17307GXP89 / Citigroup Mortgage Loan Trust Inc | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| INDONESIAN RUPIAH / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| SINGAPORE DOLLAR / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.00 | 0.0002 | 0.0002 | ||||||
| ISRAELI SHEKEL / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| INDIAN RUPEE / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| INDIAN RUPEE / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| POLISH ZLOTY / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0002 | 0.0002 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.00 | 0.0001 | 0.0001 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.00 | 0.0001 | 0.0001 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0001 | 0.0001 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.00 | 0.0001 | 0.0001 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.00 | 0.0001 | 0.0001 | ||||||
| TAIWAN NEW DOLLAR / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOUTH KOREAN WON / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOUTH KOREAN WON / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| SINGAPORE DOLLAR / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| POLISH ZLOTY / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| JAPANESE YEN / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| NORWEGIAN KRONE / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0000 | 0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| FR001400F0V4 / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| INDONESIAN RUPIAH / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| INDONESIAN RUPIAH / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| INDONESIAN RUPIAH / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| INDIAN RUPEE / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0000 | -0.0000 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.00 | -0.0000 | -0.0000 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| NORWEGIAN KRONE / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0000 | -0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0000 | -0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.00 | -0.0000 | -0.0000 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.00 | -0.0000 | -0.0000 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.00 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0001 | -0.0001 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.00 | -0.0001 | -0.0001 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0001 | -0.0001 | ||||||
| INDIAN RUPEE / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| INDIAN RUPEE / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.00 | -0.0001 | -0.0001 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| INDIAN RUPEE / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.00 | -0.0002 | -0.0002 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.00 | -0.0003 | -0.0003 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.00 | -0.0003 | -0.0003 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0003 | -0.0003 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.00 | -0.0004 | -0.0004 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0005 | -0.0005 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0005 | -0.0005 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0005 | -0.0005 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0005 | -0.0005 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0005 | -0.0005 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0005 | -0.0005 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0005 | -0.0005 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.01 | -0.0006 | -0.0006 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0006 | -0.0006 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.01 | -0.0006 | -0.0006 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0006 | -0.0006 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0007 | -0.0007 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0008 | -0.0008 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.01 | -0.0009 | -0.0009 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.01 | -0.0010 | -0.0010 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0010 | -0.0010 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0010 | -0.0010 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.01 | -0.0011 | -0.0011 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.01 | -0.0011 | -0.0011 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.02 | -0.0014 | -0.0014 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.02 | -0.0014 | -0.0014 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.02 | -0.0015 | -0.0015 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.02 | -0.0015 | -0.0015 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.02 | -0.0017 | -0.0017 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.02 | -0.0018 | -0.0018 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.02 | -0.0019 | -0.0019 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.02 | -0.0020 | -0.0020 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.02 | -0.0021 | -0.0021 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.02 | -0.0022 | -0.0022 | ||||||
| DGZ / DB Gold Short ETN | -0.02 | -0.0022 | -0.0022 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.03 | -0.0023 | -0.0023 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.03 | -0.0025 | -0.0025 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.03 | -0.0028 | -0.0028 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.04 | -0.0033 | -0.0033 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.04 | -0.0034 | -0.0034 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.04 | -0.0035 | -0.0035 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.04 | -0.0035 | -0.0035 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.04 | -0.0037 | -0.0037 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | -0.04 | -0.0038 | -0.0038 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.04 | -0.0040 | -0.0040 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.05 | -0.0049 | -0.0049 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.06 | -0.0051 | -0.0051 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.06 | -0.0053 | -0.0053 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.07 | -0.0060 | -0.0060 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.07 | -0.0066 | -0.0066 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.08 | -0.0070 | -0.0070 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.08 | -0.0070 | -0.0070 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.08 | -0.0071 | -0.0071 | ||||||
| SWAPTION INTEREST RATE / DIR (N/A) | -0.08 | -0.0071 | -0.0071 | ||||||
| SWAPTION INTEREST RATE / DIR (N/A) | -0.08 | -0.0071 | -0.0071 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.08 | -0.0074 | -0.0074 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.08 | -0.0075 | -0.0075 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.09 | -0.0077 | -0.0077 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.09 | -0.0079 | -0.0079 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.09 | -0.0079 | -0.0079 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.09 | -0.0080 | -0.0080 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.09 | -0.0080 | -0.0080 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.09 | -0.0081 | -0.0081 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.09 | -0.0082 | -0.0082 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.09 | -0.0084 | -0.0084 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.09 | -0.0084 | -0.0084 | ||||||
| DGZ / DB Gold Short ETN | -0.10 | -0.0087 | -0.0087 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.10 | -0.0089 | -0.0089 | ||||||
| FR001400F0V4 / BNP Paribas SA | -0.11 | -0.0100 | -0.0100 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | -0.11 | -0.0102 | -0.0102 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.12 | -0.0104 | -0.0104 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.12 | -0.0104 | -0.0104 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.12 | -0.0107 | -0.0107 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.12 | -0.0110 | -0.0110 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.12 | -0.0112 | -0.0112 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.13 | -0.0113 | -0.0113 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.14 | -0.0124 | -0.0124 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.14 | -0.0125 | -0.0125 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.14 | -0.0126 | -0.0126 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.16 | -0.0144 | -0.0144 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -0.20 | -0.0176 | -0.0176 | ||||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | -0.20 | -0.0183 | -0.0183 | ||||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | -0.22 | -0.0201 | -0.0201 | ||||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | -0.26 | -0.0235 | -0.0235 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | -0.30 | -0.0266 | -0.0266 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | -0.30 | -0.0266 | -0.0266 | ||||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | -0.32 | -0.0291 | -0.0291 | ||||||
| SWAPTION INTEREST RATE / DIR (N/A) | -0.32 | -0.0292 | -0.0292 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | -0.34 | -0.0309 | -0.0309 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | -0.41 | -0.0371 | -0.0371 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -0.44 | -0.0397 | -0.0397 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.49 | -0.0438 | -0.0438 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.49 | -0.0438 | -0.0438 | ||||||
| SWAPTION INTEREST RATE / DIR (N/A) | -0.50 | -0.0453 | -0.0453 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | -0.52 | -0.0471 | -0.0471 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.83 | -0.0748 | -0.0748 | ||||||
| DGZ / DB Gold Short ETN | -0.87 | -0.0782 | -0.0782 | ||||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | -0.88 | -0.0791 | -0.0791 | ||||||
| FUTURE - PHYSICALLY DELIVERED / DIR (N/A) | -0.90 | -0.0809 | -0.0809 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.90 | -0.0814 | -0.0814 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -0.94 | -0.0845 | -0.0845 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -1.16 | -0.1046 | -0.1046 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -1.80 | -0.1621 | -0.1621 | ||||||
| UNITED STATES DOLLAR / DFE (N/A) | -1.94 | -0.1749 | -0.1749 | ||||||
| EXCHANGE CLEARED IRS / DIR (N/A) | -2.17 | -0.1952 | -0.1952 | ||||||
| EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) | -2.51 | -0.2261 | -0.2261 | ||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | -15.08 | -1.3558 | -1.3558 |
