EQ/PIMCO Real Return Portfolio

Fund Profile

Fund profile

Fund manager

Eq Advisors Trust

Total assets

$160.67 mm

Liabilities

$82.49 mm

Net assets

$78.18 mm

Number of holdings

314.00

Top 200 of 314 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FHLMC	17.00 mm	17.00 mm principal	21.74	Short-term investment vehicle	Long	USA
FHLB	16.00 mm	16.00 mm principal	20.46	Short-term investment vehicle	Long	USA
FFCB	12.44 mm	13.00 mm principal	15.91	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation Linked Notes	8.26 mm	8.03 mm principal	10.56	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	6.49 mm	6.70 mm principal	8.30	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	4.50 mm	3.76 mm principal	5.76	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	3.98 mm	3.27 mm principal	5.09	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	3.63 mm	2.80 mm principal	4.64	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	3.02 mm	2.90 mm principal	3.86	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.93 mm	3.00 mm principal	3.75	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.86 mm	2.61 mm principal	3.66	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.81 mm	2.50 mm principal	3.59	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	2.65 mm	1.30 mm principal	3.39	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.53 mm	2.14 mm principal	3.23	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.51 mm	2.11 mm principal	3.20	Debt	Long	USA
Buoni Poliennali del Tesoro	2.43 mm	2.30 mm principal	3.11	Debt	Long	Italy
U.S. Treasury Inflation Linked Bonds	2.42 mm	1.64 mm principal	3.09	Debt	Long	USA
FNMA/FHLMC UMBS, 30 Year, Single Family	2.27 mm	2.40 mm principal	2.90	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Notes	2.26 mm	2.30 mm principal	2.89	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.12 mm	1.66 mm principal	2.71	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.10 mm	1.80 mm principal	2.69	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.03 mm	1.85 mm principal	2.59	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.93 mm	1.92 mm principal	2.46	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.88 mm	1.62 mm principal	2.40	Debt	Long	USA
UMBS, 30 Year, Single Family	1.83 mm	1.80 mm principal	2.35	ABS-mortgage backed security	Long	USA
UMBS, 30 Year, Single Family	1.81 mm	1.80 mm principal	2.31	ABS-mortgage backed security	Long	USA
GNMA	1.80 mm	2.00 mm principal	2.30	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	1.73 mm	1.67 mm principal	2.22	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.71 mm	1.50 mm principal	2.19	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.56 mm	1.60 mm principal	2.00	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.49 mm	1.21 mm principal	1.91	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.45 mm	1.40 mm principal	1.86	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.34 mm	860.00 k principal	1.72	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.31 mm	1.20 mm principal	1.68	Debt	Long	USA
GNMA, Series 2023-H19, Class FA	1.25 mm	1.24 mm principal	1.59	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	1.22 mm	591.00 k principal	1.56	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.19 mm	1.21 mm principal	1.52	Debt	Long	USA
UMBS, 30 Year, Single Family	1.19 mm	1.20 mm principal	1.52	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Notes	1.17 mm	970.00 k principal	1.50	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.15 mm	1.06 mm principal	1.48	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.11 mm	770.00 k principal	1.42	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	995.91 k	670.00 k principal	1.27	Debt	Long	USA
UMBS	839.54 k	915.43 k principal	1.07	ABS-mortgage backed security	Long	USA
Japan Government Bond CPI Linked	755.81 k	116.23 mm principal	0.97	Debt	Long	Japan
UMBS	753.61 k	883.60 k principal	0.96	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Notes	705.95 k	600.00 k principal	0.90	Debt	Long	USA
Japan Government Bond CPI Linked	640.75 k	98.17 mm principal	0.82	Debt	Long	Japan
U.S. Treasury Inflation Linked Bonds	603.37 k	860.00 k principal	0.77	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	556.24 k	540.00 k principal	0.71	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	553.43 k	520.00 k principal	0.71	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	535.75 k	600.00 k principal	0.69	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	519.28 k	530.00 k principal	0.66	Debt	Long	USA
CVC Cordatus Loan Fund III DAC, Series 3A, Class A1RR	431.24 k	402.85 k principal	0.55	ABS-collateralized bond/debt obligation	Long	Ireland
U.S. Treasury Inflation Linked Notes	417.90 k	400.00 k principal	0.53	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	412.38 k	550.00 k principal	0.53	Debt	Long	USA
GNMA, Series 2023-H15, Class FB	402.31 k	403.16 k principal	0.51	ABS-mortgage backed security	Long	USA
Elmwood CLO 24 Ltd., Series 2023-3A, Class A1	401.83 k	400.00 k principal	0.51	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WSTN Trust, Series 2023-MAUI, Class A	401.21 k	400.00 k principal	0.51	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	400.37 k	400.00 k principal	0.51	Debt	Long	USA
Palmer Square European Loan Funding DAC, Series 2023-3A, Class A	395.88 k	368.62 k principal	0.51	ABS-collateralized bond/debt obligation	Long	Ireland
FHLMC Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2	391.55 k	400.00 k principal	0.50	ABS-mortgage backed security	Long	USA
GNMA, Series 2023-H09, Class FA	389.04 k	390.43 k principal	0.50	ABS-mortgage backed security	Long	USA
BlueMountain CLO Ltd., Series 2016-3A, Class A1R2	370.71 k	370.53 k principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XII Ltd., Series 2015-12A, Class AR4	361.78 k	361.60 k principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ares European CLO VI DAC, Series 2013-6A, Class ARR	351.10 k	328.32 k principal	0.45	ABS-collateralized bond/debt obligation	Long	Ireland
U.S. Treasury Inflation Linked Bonds	342.06 k	240.00 k principal	0.44	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	322.24 k	250.00 k principal	0.41	Debt	Long	USA
Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M4	304.98 k	309.02 k principal	0.39	ABS-other	Long	USA
U.S. Treasury Inflation Linked Notes	304.68 k	300.00 k principal	0.39	Debt	Long	USA
Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE8, Class A2D	270.73 k	672.67 k principal	0.35	ABS-other	Long	USA
GNMA	269.98 k	299.97 k principal	0.35	ABS-mortgage backed security	Long	USA
CIFC European Funding CLO III DAC, Series 3A, Class A	267.55 k	250.00 k principal	0.34	ABS-collateralized bond/debt obligation	Long	Ireland
U.S. Treasury Inflation Linked Notes	237.52 k	190.00 k principal	0.30	Debt	Long	USA
French Republic	216.13 k	234.93 k principal	0.28	Debt	Long	France
OZLM XXIV Ltd., Series 2019-24A, Class A1AR	200.14 k	200.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR	200.08 k	200.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Canada Government Bond	198.16 k	256.05 k principal	0.25	Debt	Long	Canada
U.S. Treasury Inflation Linked Bonds	193.36 k	300.00 k principal	0.25	Debt	Long	USA
CIT Mortgage Loan Trust, Series 2007-1, Class 1M1	174.30 k	177.54 k principal	0.22	ABS-other	Long	USA
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1	143.31 k	152.69 k principal	0.18	ABS-mortgage backed security	Long	USA
Soundview Home Equity Loan Trust	131.92 k	507.62 k principal	0.17	ABS-other	Long	USA
French Republic	125.02 k	119.45 k principal	0.16	Debt	Long	France
LCM XXV Ltd., Series 25A, Class AR	122.12 k	122.09 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A3	121.84 k	148.31 k principal	0.16	ABS-mortgage backed security	Long	USA
French Republic	120.71 k	119.64 k principal	0.15	Debt	Long	France
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1A1D	104.29 k	108.80 k principal	0.13	ABS-mortgage backed security	Long	USA
Buoni Poliennali del Tesoro	103.51 k	101.40 k principal	0.13	Debt	Long	Italy
OIS	92.19 k	1.20 mm principal	0.12	Interest rate derivative	N/A	UK
GNMA, Series 2018-H15, Class FG	86.48 k	87.62 k principal	0.11	ABS-mortgage backed security	Long	USA
UMBS	86.27 k	91.25 k principal	0.11	ABS-mortgage backed security	Long	USA
UMBS	84.95 k	94.33 k principal	0.11	ABS-mortgage backed security	Long	USA
UMBS	81.78 k	89.17 k principal	0.10	ABS-mortgage backed security	Long	USA
UMBS	79.38 k	93.09 k principal	0.10	ABS-mortgage backed security	Long	USA
Atlas Senior Loan Fund Ltd., Series 2017-8A, Class A	75.16 k	75.12 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
First Franklin Mortgage Loan Trust, Series 2005-FF12, Class M2	71.54 k	77.19 k principal	0.09	ABS-other	Long	USA
IRS	69.84 k	1.18 mm principal	0.09	Interest rate derivative	N/A	UK
CSMC Mortgage-Backed Trust, Series 2007-6, Class A1	66.24 k	112.89 k principal	0.08	ABS-mortgage backed security	Long	USA
Palmer Square Loan Funding Ltd., Series 2021-2A, Class A1	65.63 k	65.63 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Forward Foreign Currency Contract Bank of America	62.44 k	1.00 contracts	0.08	DFE	N/A	N/A
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-WCW2, Class M3	56.11 k	57.33 k principal	0.07	ABS-other	Long	USA
JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1	54.63 k	60.56 k principal	0.07	ABS-mortgage backed security	Long	USA
Banc of America Funding Trust, Series 2006-J, Class 2A1	50.50 k	61.24 k principal	0.06	ABS-mortgage backed security	Long	USA
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C	48.47 k	155.13 k principal	0.06	ABS-other	Long	USA
FHLMC, Series 278, Class F1	45.08 k	45.91 k principal	0.06	ABS-mortgage backed security	Long	USA
GNMA, Series 2017-H10, Class FB	42.96 k	42.35 k principal	0.05	ABS-mortgage backed security	Long	USA
Forward Foreign Currency Contract HSBC Bank	39.71 k	1.00 contracts	0.05	DFE	N/A	N/A
GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A	38.55 k	44.28 k principal	0.05	ABS-mortgage backed security	Long	USA
Alternative Loan Trust, Series 2006-OA11, Class A1B	37.02 k	40.34 k principal	0.05	ABS-mortgage backed security	Long	USA
USCPI	36.61 k	1.10 mm principal	0.05	Interest rate derivative	N/A	UK
Alternative Loan Trust, Series 2007-1T1, Class 1A1	34.13 k	96.07 k principal	0.04	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1	32.58 k	34.40 k principal	0.04	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	31.07 k	20.00 k principal	0.04	Debt	Long	USA
Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3	30.74 k	32.18 k principal	0.04	ABS-other	Long	USA
IRS	27.75 k	522.10 k principal	0.04	Interest rate derivative	N/A	UK
Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M2	27.53 k	31.20 k principal	0.04	ABS-other	Long	USA
USCPI	26.50 k	1.00 mm principal	0.03	Interest rate derivative	N/A	UK
Residential Asset Securitization Trust, Series 2007-A6, Class 2A1	26.30 k	125.43 k principal	0.03	ABS-mortgage backed security	Long	USA
Saxon Asset Securities Trust, Series 2007-3, Class 1A	25.86 k	27.99 k principal	0.03	ABS-other	Long	USA
IRS	24.34 k	700.00 k principal	0.03	Interest rate derivative	N/A	UK
FHLMC Structured Pass-Through Certificates, Series T-62, Class 1A1	23.92 k	26.46 k principal	0.03	ABS-mortgage backed security	Long	USA
Fremont Home Loan Trust, Series 2006-C, Class 1A1	23.55 k	26.89 k principal	0.03	ABS-other	Long	USA
Lehman XS Trust, Series 2007-20N, Class A1	23.42 k	23.16 k principal	0.03	ABS-other	Long	USA
Credit-Based Asset Servicing & Securitization LLC, Series 2005-CB3, Class M4	23.39 k	25.00 k principal	0.03	ABS-other	Long	USA
RALI Trust, Series 2007-QH8, Class A	22.91 k	28.14 k principal	0.03	ABS-mortgage backed security	Long	USA
Alternative Loan Trust, Series 2007-4CB, Class 1A35	22.50 k	27.45 k principal	0.03	ABS-mortgage backed security	Long	USA
Euro-Bobl	22.42 k	18.00 contracts	0.03	Interest rate derivative	N/A	Germany
Eurosail-UK plc, Series 2007-3X, Class A3A	21.05 k	16.73 k principal	0.03	ABS-mortgage backed security	Long	UK
IRS	20.98 k	3.30 mm principal	0.03	Interest rate derivative	N/A	UK
JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4	20.41 k	23.29 k principal	0.03	ABS-mortgage backed security	Long	USA
BAC Bank of America Corporation	19.90 k	20.00 k principal	0.03	Debt	Long	USA
Lehman XS Trust, Series 2006-7, Class 1A1A	19.04 k	20.98 k principal	0.02	ABS-other	Long	USA
Alliance Bancorp Trust, Series 2007-OA1, Class A1	17.73 k	21.30 k principal	0.02	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust, Series 2019-HY2, Class A1	17.43 k	17.04 k principal	0.02	ABS-mortgage backed security	Long	USA
Ellington Loan Acquisition Trust, Series 2007-1, Class A1	15.92 k	16.52 k principal	0.02	ABS-other	Long	USA
CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1	14.07 k	31.33 k principal	0.02	ABS-mortgage backed security	Long	USA
Argent Mortgage Loan Trust, Series 2005-W1, Class A1	13.73 k	15.21 k principal	0.02	ABS-other	Long	USA
U.S. Treasury 10 Year Note	13.50 k	19.00 contracts	0.02	Interest rate derivative	N/A	USA
Euro-OAT	12.65 k	-12.00 contracts	0.02	Interest rate derivative	N/A	Germany
OIS	11.96 k	840.00 k principal	0.02	Interest rate derivative	N/A	UK
USCPI	10.83 k	400.00 k principal	0.01	Interest rate derivative	N/A	UK
Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1	10.82 k	18.80 k principal	0.01	ABS-mortgage backed security	Long	USA
Lehman XS Trust, Series 2006-8, Class 3A4	10.26 k	10.85 k principal	0.01	ABS-other	Long	USA
NovaStar Mortgage Funding Trust, Series 2005-3, Class M2	9.91 k	10.06 k principal	0.01	ABS-other	Long	USA
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2	9.89 k	10.50 k principal	0.01	ABS-other	Long	USA
Residential Asset Securitization Trust, Series 2005-A5, Class A3	9.78 k	15.79 k principal	0.01	ABS-mortgage backed security	Long	USA
VMW Vmware, Inc.	9.59 k	10.00 k principal	0.01	Debt	Long	USA
Eurosail-UK plc, Series 2007-3X, Class A3C	9.37 k	7.43 k principal	0.01	ABS-mortgage backed security	Long	UK
IRS	8.79 k	250.00 k principal	0.01	Interest rate derivative	N/A	UK
CWABS, Inc. Asset-backed Certificates, Series 2007-12, Class 1A1	8.68 k	9.20 k principal	0.01	ABS-other	Long	USA
STWD Ltd., Series 2019-FL1, Class A	8.30 k	8.30 k principal	0.01	ABS-collateralized bond/debt obligation	Long	Cayman Islands
USCPI	8.22 k	300.00 k principal	0.01	Interest rate derivative	N/A	UK
FHLMC Structured Pass-Through Certificates, Series T-63, Class 1A1	7.90 k	8.29 k principal	0.01	ABS-mortgage backed security	Long	USA
OIS	7.18 k	4.00 mm principal	0.01	Interest rate derivative	N/A	UK
Forward Foreign Currency Contract HSBC Bank	6.99 k	1.00 contracts	0.01	DFE	N/A	N/A
OIS	6.91 k	2.20 mm principal	0.01	Interest rate derivative	N/A	UK
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR7, Class 3A	6.89 k	8.21 k principal	0.01	ABS-mortgage backed security	Long	USA
OIS	6.77 k	4.10 mm principal	0.01	Interest rate derivative	N/A	UK
JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1	6.59 k	7.40 k principal	0.01	ABS-mortgage backed security	Long	USA
IRS	6.12 k	372.00 k principal	0.01	Interest rate derivative	N/A	UK
Wellfleet CLO Ltd., Series 2015-1A, Class AR4	5.69 k	5.69 k principal	0.01	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1	5.24 k	17.08 k principal	0.01	ABS-other	Long	USA
OIS	5.21 k	3.40 mm principal	0.01	Interest rate derivative	N/A	UK
Citigroup Mortgage Loan Trust, Series 2007-10, Class 22AA	5.20 k	5.89 k principal	0.01	ABS-mortgage backed security	Long	USA
OIS	5.17 k	3.30 mm principal	0.01	Interest rate derivative	N/A	UK
Alternative Loan Trust, Series 2006-OA19, Class A1	5.13 k	6.70 k principal	0.01	ABS-mortgage backed security	Long	USA
Bear Stearns ALT-A Trust, Series 2006-2, Class 23A1	5.10 k	6.54 k principal	0.01	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust, Series 2007-3, Class 1A1	4.80 k	5.63 k principal	0.01	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust, Series 2006-6, Class A4	4.73 k	9.88 k principal	0.01	ABS-mortgage backed security	Long	USA
Euro-Schatz	4.43 k	9.00 contracts	0.01	Interest rate derivative	N/A	Germany
U.S. Treasury 10 Year Ultra Note	4.15 k	7.00 contracts	0.01	Interest rate derivative	N/A	USA
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3	3.99 k	4.29 k principal	0.01	ABS-mortgage backed security	Long	USA
OIS	3.96 k	115.85 mm principal	0.01	Interest rate derivative	N/A	UK
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7	3.66 k	9.44 k principal	0.00	ABS-mortgage backed security	Long	USA
Bear Stearns ARM Trust, Series 2005-9, Class A1	3.39 k	3.71 k principal	0.00	ABS-mortgage backed security	Long	USA
CSMC Trust, Series 2007-4R, Class 1A1	3.25 k	3.87 k principal	0.00	ABS-mortgage backed security	Long	USA
OIS	3.14 k	300.00 k principal	0.00	Interest rate derivative	N/A	USA
Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 2A1	3.10 k	3.47 k principal	0.00	ABS-mortgage backed security	Long	USA
Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4	3.03 k	3.16 k principal	0.00	ABS-mortgage backed security	Long	USA
Residential Asset Securitization Trust, Series 2006-A10, Class A5	2.91 k	8.42 k principal	0.00	ABS-mortgage backed security	Long	USA
WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA4, Class 1A	2.90 k	3.66 k principal	0.00	ABS-mortgage backed security	Long	USA
RFMSI Trust, Series 2007-S6, Class 1A10	2.77 k	3.70 k principal	0.00	ABS-mortgage backed security	Long	USA
Forward Foreign Currency Contract HSBC Bank	2.74 k	1.00 contracts	0.00	DFE	N/A	N/A
Bear Stearns ARM Trust, Series 2005-1, Class 2A1	2.64 k	2.99 k principal	0.00	ABS-mortgage backed security	Long	USA
Bear Stearns ARM Trust, Series 2006-2, Class 3A2	2.51 k	3.00 k principal	0.00	ABS-mortgage backed security	Long	USA
GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1	2.51 k	2.88 k principal	0.00	ABS-mortgage backed security	Long	USA
Merrill Lynch Life Agency, Inc.	2.45 k	8.51 k principal	0.00	ABS-other	Long	USA
Alternative Loan Trust, Series 2007-OA7, Class A1A	2.38 k	2.63 k principal	0.00	ABS-mortgage backed security	Long	USA
United States Small Business Administration, Series 2008-20H, Class 1	2.37 k	2.34 k principal	0.00	ABS-other	Long	USA
Banc of America Mortgage Trust, Series 2006-A, Class 2A1	2.35 k	2.67 k principal	0.00	ABS-mortgage backed security	Long	USA
IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A	2.34 k	3.34 k principal	0.00	ABS-mortgage backed security	Long	USA
OIS	2.30 k	700.00 k principal	0.00	Interest rate derivative	N/A	UK
Citigroup Mortgage Loan Trust, Series 2007-AMC2, Class A3A	2.25 k	3.20 k principal	0.00	ABS-other	Long	USA
First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1	2.23 k	3.26 k principal	0.00	ABS-mortgage backed security	Long	USA
OIS	2.19 k	200.00 k principal	0.00	Interest rate derivative	N/A	USA
Bear Stearns ARM Trust, Series 2004-10, Class 13A1	2.16 k	2.36 k principal	0.00	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3	2.09 k	2.25 k principal	0.00	ABS-mortgage backed security	Long	USA
Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2A	2.04 k	10.09 k principal	0.00	ABS-other	Long	USA
Banc of America Funding Trust, Series 2006-A, Class 1A1	2.00 k	2.18 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA, Series 2006-5, Class 3A2	1.96 k	1.93 k principal	0.00	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust, Series 2004-12, Class 3A6	1.94 k	2.13 k principal	0.00	ABS-mortgage backed security	Long	USA