EQ/PIMCO Real Return Portfolio Holdings history

Fund Profile

Current holdings

Data for period

30 Jun 24

(Last reporting period)

Total assets

$160.67 mm

Liabilities

$82.49 mm

Net assets

$78.18 mm

Number of holdings

242.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.

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All historic holdings

Current

Data to display

$Value

#Units

%Holdings

Shade data

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Holding	Sep 19	Dec 19	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Jun 24
AbbVie, Inc.
Allergan Funding SCS
Allergan Sales LLC
Allergan, Inc.
Alliance Bancorp Trust
Ally Financial, Inc.
Alternative Loan Trust Alternative Loan Trust, Series 2005-62, Class 2A1
Alternative Loan Trust Alternative Loan Trust, Series 2007-4CB, Class 1A35
Alternative Loan Trust Alternative Loan Trust, Series 2006-OA19, Class A1
Alternative Loan Trust Alternative Loan Trust, Series 2006-OA11, Class A1B
Alternative Loan Trust Alternative Loan Trust, Series 2007-OA7, Class A1A
Alternative Loan Trust Alternative Loan Trust, Series 2007-1T1, Class 1A1
Alternative Loan Trust Alternative Loan Trust, Series 2006-OC5, Class 2A2B
American Home Mortgage Investment Trust
American Tower Corp.
Anchorage Capital CLO 16 Ltd.
AREIT Trust
Ares European CLO VI DAC
Argent Mortgage Loan Trust
AT&T, Inc.
Atlas Senior Loan Fund Ltd.
Banc of America Funding Trust Banc of America Funding Trust, Series 2006-A, Class 1A1
Banc of America Funding Trust Banc of America Funding Trust, Series 2006-J, Class 4A1
Banc of America Funding Trust Banc of America Funding Trust, Series 2006-J, Class 2A1
Banc of America Funding Trust Banc of America Funding Trust, Series 2006-G, Class 2A1
Banc of America Mortgage Trust Banc of America Mortgage Trust, Series 2005-E, Class 2A1
Banc of America Mortgage Trust Banc of America Mortgage Trust, Series 2006-A, Class 2A1
Bancorp Commercial Mortgage Trust
Bank of America Corp.
Barings CLO Ltd.
BAT Capital Corp.
Bear Stearns ALT-A Trust Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1
Bear Stearns ALT-A Trust Bear Stearns ALT-A Trust, Series 2006-2, Class 23A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2006-2, Class 3A2
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2005-1, Class 2A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2004-10, Class 13A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2005-9, Class A1
Bear Stearns Asset-Backed Securities I Trust
Benefit Street Partners CLO II Ltd.
BlueMountain CLO Ltd.
British Transco International Finance BV
Buoni Poliennali del Tesoro
C-Bass Trust
Canada Government Bond
Catamaran CLO Ltd.
Charter Communications Operating LLC Charter Communications Operating LLC
Charter Communications Operating LLC Charter Communications Operating LLC
CHL Mortgage Pass-Through Trust CHL Mortgage Pass-Through Trust, Series 2005-19, Class 1A6
CHL Mortgage Pass-Through Trust CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A3
CHL Mortgage Pass-Through Trust CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1
CHL Mortgage Pass-Through Trust CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B
CHL Mortgage Pass-Through Trust CHL Mortgage Pass-Through Trust, Series 2006-6, Class A4
CIFC European Funding CLO III DAC
CIFC Funding Ltd. CIFC Funding Ltd., Series 2012-2RA, Class A1
CIFC Funding Ltd. CIFC Funding Ltd., Series 2015-2A, Class AR
CIM Trust
CIT Mortgage Loan Trust CIT Mortgage Loan Trust, Series 2007-1, Class 1M1
CIT Mortgage Loan Trust CIT Mortgage Loan Trust, Series 2007-1, Class 1A
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2007-10, Class 22AA
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2007-AMC2, Class A3A
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 2A1
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2019-C, Class A1
Citigroup Mortgage Loan Trust, Inc.
Commonwealth of Australia
Countrywide Asset-Backed Certificates Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3
Countrywide Asset-Backed Certificates Countrywide Asset-Backed Certificates, Series 2005-15, Class 1AF6
Credit-Based Asset Servicing & Securitization LLC
CSMC Mortgage-Backed Trust
CSMC Trust
CVC Cordatus Loan Fund III DAC
CWABS, Inc. Asset-backed Certificates
Deutsche Alt-B Securities Mortgage Loan Trust
Deutsche Bank AG
Duke Energy Corp.
Ellington Loan Acquisition Trust
Elmwood CLO 24 Ltd.
EMC Corp.
Enbridge, Inc.
ERAC USA Finance LLC
Eurosail-UK plc
Federal Agricultural Mortgage Corp.
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FFCB FFCB
FHLB
FHLMC Pool
First Franklin Mortgage Loan Trust
First Horizon Alternative Mortgage Securities Trust First Horizon Alternative Mortgage Securities Trust, Series 2004-AA1, Class A1
First Horizon Alternative Mortgage Securities Trust First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7
First Horizon Mortgage Pass-Through Trust
Flagship VII Ltd.
FNMA
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC FNMA/FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
Ford Motor Credit Co. LLC
Fremont Home Loan Trust
French Republic
General Motors Financial Co., Inc.
GNMA
Goldman Sachs Group, Inc. (The)
GreenPoint Mortgage Funding Trust GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A
GreenPoint Mortgage Funding Trust GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1
GreenPoint MTA Trust
GS Mortgage Securities Trust
GSAMP Trust
GSR Mortgage Loan Trust GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1
GSR Mortgage Loan Trust GSR Mortgage Loan Trust, Series 2004-12, Class 3A6
GSR Mortgage Loan Trust GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1
GSR Mortgage Loan Trust GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1
HarborView Mortgage Loan Trust HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A
HarborView Mortgage Loan Trust HarborView Mortgage Loan Trust, Series 2005-13, Class 2A11
HarborView Mortgage Loan Trust HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1A
Hawksmoor Mortgages
ICG US CLO Ltd.
IndyMac INDA Mortgage Loan Trust
IndyMac INDB Mortgage Loan Trust
IndyMac INDX Mortgage Loan Trust IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A
IndyMac INDX Mortgage Loan Trust IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A
IndyMac INDX Mortgage Loan Trust IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A
International Lease Finance Corp.
Jamestown CLO IV Ltd.
Jamestown CLO V Ltd.
Japan Government Bond
John Deere Capital Corp.
JP Morgan Alternative Loan Trust JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1
JP Morgan Alternative Loan Trust JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4
JP Morgan Mortgage Acquisition Corp.
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2005-A6, Class 2A1
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2005-A6, Class 7A1
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2007-A1, Class 1A1
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2005-A6, Class 4A1
JPMorgan Prime Money Market Fund, IM Shares JPMorgan Prime Money Market Fund, IM Shares
JPMorgan Prime Money Market Fund, IM Shares JPMorgan Prime Money Market Fund, IM Shares
JPMorgan Prime Money Market Fund, IM Shares JPMorgan Prime Money Market Fund, IM Shares
JPMorgan Prime Money Market Fund, IM Shares JPMorgan Prime Money Market Fund, IM Shares
JPMorgan Prime Money Market Fund, IM Shares JPMorgan Prime Money Market Fund, IM Shares
JPMorgan Prime Money Market Fund, IM Shares JPMorgan Prime Money Market Fund, IM Shares
JPMorgan Prime Money Market Fund, IM Shares JPMorgan Prime Money Market Fund, IM Shares
Kingdom of Saudi Arabia
LCM XXV Ltd.
Legacy Mortgage Asset Trust
Lehman ABS Manufactured Housing Contract Trust
Lehman XS Trust Lehman XS Trust, Series 2007-20N, Class A1
Lehman XS Trust Lehman XS Trust, Series 2006-7, Class 1A1A
Lehman XS Trust Lehman XS Trust, Series 2006-8, Class 3A4
LoanCore Issuer Ltd.
Magnetite XII Ltd.
MASTR Adjustable Rate Mortgages Trust
McDonald's Corp.
Mellon Residential Funding Corp. Mortgage Pass-Through Certificates
Merrill Lynch Life Agency, Inc.
Merrill Lynch Mortgage Investors Trust Merrill Lynch Mortgage Investors Trust, Series 2006-RM4, Class A2A
Merrill Lynch Mortgage Investors Trust Merrill Lynch Mortgage Investors Trust, Series 2005-A9, Class 5A1
Merrill Lynch Mortgage Investors Trust Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 4A
Mex Bonos Desarr Fix Rt
Midocean Credit CLO V
Morgan Stanley ABS Capital I, Inc. Trust
Morgan Stanley IXIS Real Estate Capital Trust
Morgan Stanley Mortgage Loan Trust
MRFC Mortgage Pass-Through Trust
N/A Forward Foreign Currency Contract
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N/A U.S. Treasury 5 Year Note
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N/A U.S. Treasury 10 Year Ultra Note
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N/A U.S. Treasury 10 Year Note
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N/A Forward Foreign Currency Contract
N/A SOP
N/A Long Gilt
N/A CDIO
N/A U.S. Treasury Long Bond
N/A USCPI
N/A HICPXT
N/A RPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A USCPI
N/A HICPXT
N/A USCPI
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A Euro-BTP
N/A Euro-Bund
N/A RPI
N/A SOP
N/A SOP
N/A IRS
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A SOP
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A RPI
N/A USCPI
N/A RPI
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A RPI
N/A USCPI
N/A U.S. Treasury 2 Year Note
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Euro-OAT
N/A Euro-Bobl
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A RPI
N/A RPI
N/A Short-Term Euro-BTP
N/A SOP
N/A USCPI
N/A RPI
N/A HICPXT
N/A SOP
N/A USCPI
N/A FCPIX
N/A HICPXT
N/A IRS
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A SOP
N/A U.S. Treasury 5 Year Note
N/A SOP
N/A CDIO
N/A U.S. Treasury 10 Year Ultra Note
N/A HICPXT
N/A RPI
N/A Euro-Buxl
N/A OIS
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A USCPI
N/A CDIO
N/A RPI
N/A RPI
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A FCPIX
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A IRS
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Ultra Bond
N/A HICPXT
N/A Japan 10 Year Bond
N/A Euro-Schatz
N/A SOP
N/A IRS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A RPI
N/A USCPI
N/A RPI
N/A USCPI
N/A FCPIX
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A SOP
N/A RPI
N/A RPI
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A SOP
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Short-Term Euro-BTP
N/A HICPXT
N/A RPI
N/A U.S. Treasury 2 Year Note
N/A HICPXT
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Euro-Schatz
N/A USCPI
N/A SOP
N/A RPI
N/A CDIO
N/A Forward Foreign Currency Contract
N/A RPI
N/A HICPXT
N/A U.S. Treasury 5 Year Note
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A RPI
N/A RPI
N/A UMBS
N/A CDIO
N/A SOP
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Japan 10 Year Bond
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A Euro-OAT
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A RPI
N/A Long Gilt
N/A Euro-Bund
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A SOP
N/A RPI
N/A HICPXT
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A SOP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A FCPIX
N/A HICPXT
N/A IRS
N/A HICPXT
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Ultra Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Euro-Bobl
N/A OIS
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A RPI
N/A CDIO
N/A FCPIX
N/A USCPI
N/A CDIO
N/A RPI
N/A RPI
N/A UMBS
N/A SOP
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A IRS
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Euro-Buxl
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A IRS
N/A CDIO
N/A HICPXT
N/A U.S. Treasury Long Bond
N/A HICPXT
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A RPI
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Euro-Bobl
N/A Euro-Bobl
N/A FCPIX
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A USCPI
N/A HICPXT
N/A CDIO
N/A USCPI
N/A CDIO
N/A SOP
N/A Forward Foreign Currency Contract
N/A Euro-Bobl
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A CDIO
N/A CDIO
N/A OIS
N/A CDIO
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A SOP
N/A RPI
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A RPI
N/A Japan 10 Year Bond
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Short-Term Euro-BTP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A SOP
N/A RPI
N/A CDIO
N/A SOP
N/A U.S. Treasury Ultra Bond
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A U.S. Treasury 5 Year Note
N/A CDIO
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A SOP
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A CDIO
N/A CDIO
N/A RPI
N/A HICPXT
N/A U.S. Treasury Long Bond
N/A CDIO
N/A HICPXT
N/A RPI
N/A CDIO
N/A RPI
N/A RPI
N/A SOP
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A CDIO
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Euro-OAT
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A CDIO
N/A UMBS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Ultra Note
N/A Forward Foreign Currency Contract
N/A SOP
N/A Euro-Bund
N/A SOP
N/A USCPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDIO
N/A RPI
N/A CDIO
N/A FCPIX
N/A USCPI
N/A CDIO
N/A RPI
N/A SOP
N/A CDIO
N/A U.S. Treasury 2 Year Note
N/A SOP
N/A RPI
N/A RPI
N/A UMBS
N/A FCPIX
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A FCPIX
N/A HICPXT
N/A CDIO
N/A Forward Foreign Currency Contract
N/A SOP
N/A CDIO
N/A CDIO
N/A CDIO
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A RPI
N/A CDIO
N/A CDIO
N/A RPI
N/A Long Gilt
N/A Euro-Schatz
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A FCPIX
N/A USCPI
N/A CDIO
N/A Long Gilt
N/A Forward Foreign Currency Contract
N/A UMBS
N/A CDIO
N/A CDIO
N/A CDIO
N/A USCPI
N/A CDIO
N/A HICPXT
N/A CDIO
N/A CDIO
N/A CDIO
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A CDIO
N/A OIS
N/A USCPI
N/A Euro-Buxl
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A U.S. Treasury 10 Year Note
N/A OIS
N/A U.S. Treasury 10 Year Ultra Note
N/A Forward Foreign Currency Contract
N/A RPI
N/A CDIO
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A UMBS
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A CDIO
N/A CDIO
N/A HICPXT
N/A CDIO
N/A RPI
N/A USCPI
N/A SOP
N/A Euro-Schatz
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A CDIO
N/A CDIO
N/A RPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A RPI
N/A CDIO
N/A RPI
N/A RPI
N/A RPI
N/A U.S. Treasury 2 Year Note
N/A CDIO
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Euro-BTP
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Euro-Bund
N/A RPI
N/A UMBS
N/A FCPIX
N/A U.S. Treasury Long Bond
N/A OIS
N/A CDIO
N/A CDIO
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Euro-Bobl
N/A FCPIX
N/A SOP
N/A U.S. Treasury 5 Year Note
N/A RPI
N/A RPI
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A USCPI
N/A U.S. Treasury Ultra Bond
N/A RPI
N/A SOP
N/A OIS
N/A Japan 10 Year Bond
N/A USCPI
N/A FCPIX
N/A USCPI
N/A CDIO
N/A CDIO
N/A CDIO
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
N/A CDIO
N/A USCPI
N/A USCPI
N/A CDIO
N/A Forward Foreign Currency Contract
N/A CDIO
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Long Gilt
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A IRSZC
N/A RPI
N/A USCPI
N/A SOP
N/A RPI
N/A USCPI
N/A USCPI
N/A HICPXT
N/A CDIO
N/A HICPXT
N/A RPI
N/A RPI
N/A RPI
N/A UMBS
N/A RPI
N/A Japan 10 Year Bond
N/A USCPI
N/A USCPI
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A Euro-Bobl
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Euro-Bund
N/A U.S. Treasury 2 Year Note
N/A Forward Foreign Currency Contract
N/A RPI
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A U.S. Treasury Long Bond
N/A SOP
N/A RPI
N/A FCPIX
N/A SOP
N/A CDIO
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A FCPIX
N/A CDIO
N/A Forward Foreign Currency Contract
N/A CDIO
N/A HICPXT
N/A USCPI
N/A U.S. Treasury Ultra Bond
N/A Euro-Schatz
N/A RPI
N/A CDIO
N/A USCPI
N/A CDIO
N/A RPI
N/A USCPI
N/A RPI
N/A SOP
N/A U.S. Treasury 10 Year Ultra Note
N/A CDIO
N/A USCPI
N/A FCPIX
N/A USCPI
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-Schatz
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-Bobl
N/A CDIO
N/A USCPI
N/A USCPI
N/A Euro-BTP
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A SOP
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A CDIO
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A GNMA
N/A IRSZC
N/A CDIO
N/A USCPI
N/A SOP
N/A RPI
N/A USCPI
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A USCPI
N/A USCPI
N/A FCPIX
N/A CDIO
N/A GNMA
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A CDIO
N/A CDIO
N/A Forward Foreign Currency Contract
N/A CDIO
N/A SOP
N/A RPI
N/A FCPIX
N/A SOP
N/A RPI
N/A U.S. Treasury Ultra Bond
N/A RPI
N/A FCPIX
N/A USCPI
N/A USCPI
N/A HICPXT
N/A U.S. Treasury 2 Year Note
N/A U.S. Treasury 10 Year Ultra Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A USCPI
N/A U.S. Treasury Long Bond
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Japan 10 Year Bond
N/A USCPI
N/A Euro-Bund
N/A CDIO
N/A USCPI
N/A CDIO
N/A U.S. Treasury 10 Year Note
N/A RPI
N/A USCPI
N/A USCPI
N/A RPI
N/A SOP
N/A CDIO
N/A FCPIX
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A CDIO
N/A U.S. Treasury 10 Year Note
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A FNMA or FHLMC
N/A CDIO
N/A CDIO
N/A CDIO
N/A USCPI
N/A CDIO
N/A Euro-Schatz
N/A Euro-BTP
N/A USCPI
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A USCPI
N/A CDIO
N/A SOP
N/A CDIO
N/A CDIO
N/A USCPI
N/A RPI
N/A CDIO
N/A CDIO
N/A RPI
N/A U.S. Treasury Ultra Bond
N/A USCPI
N/A RPI
N/A SOP
N/A CDIO
N/A CDIO
N/A SOP
N/A Euro-Bund
N/A U.S. Treasury Long Bond
N/A SOP
N/A USCPI
N/A CDIO
N/A USCPI
N/A CDIO
N/A HICPXT
N/A Euro-Schatz
N/A IRSZC
N/A USCPI
N/A SOP
N/A RPI
N/A USCPI
N/A USCPI
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Euro-buxl
N/A U.S. Treasury 2 Year Note
N/A HICPXT
N/A USCPI
N/A HICPXT
N/A RPI
N/A RPI
N/A U.S. Treasury 10 Year Ultra Note
N/A USCPI
N/A Japan 10 Year Bond
N/A USCPI
N/A USCPI
N/A FCPIX
N/A CDIO
N/A CDIO
N/A FNMA or FHLMC
N/A CDIO
N/A Euro-Bund
N/A CDIO
N/A Forward Foreign Currency Contract
N/A GNMA
N/A CDIO
N/A RPI
N/A USCPI
N/A FCPIX
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A SOP
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A USCPI
N/A CDIO
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Euro-Bobl
N/A USCPI
N/A CDIO
N/A GNMA
N/A USCPI
N/A USCPI
N/A RPI
N/A USCPI
N/A USCPI
N/A RPI
N/A SOP
N/A Euro-Bobl
N/A CDIO
N/A Forward Foreign Currency Contract
Navient Corp.
NCUA Guaranteed Notes Trust NCUA Guaranteed Notes Trust, Series 2010-R1, Class 1A
NCUA Guaranteed Notes Trust NCUA Guaranteed Notes Trust, Series 2010-R3, Class 2A
New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1
New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1
New Zealand Government Inflation Linked Bond
NextEra Energy Capital Holdings, Inc.
NovaStar Mortgage Funding Trust
OCP CLO Ltd.
OHA Credit Partners IX Ltd.
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates
OZLM XXIII Ltd.
OZLM XXIV Ltd.
OZLME BV
Palmer Square European Loan Funding DAC
Palmer Square Loan Funding Ltd. Palmer Square Loan Funding Ltd., Series 2021-2A, Class A1
Palmer Square Loan Funding Ltd. Palmer Square Loan Funding Ltd., Series 2019-4A, Class A1
Park Place Securities, Inc.
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-WCW2, Class M3
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2
Petrobras Global Finance BV
RAAC Trust
RALI Trust RALI Trust, Series 2007-QH8, Class A
RALI Trust RALI Trust, Series 2005-QO1, Class A1
RAMP Trust
Renaissance Home Equity Loan Trust
Republic of Peru
Residential Asset Securitization Trust Residential Asset Securitization Trust, Series 2007-A6, Class 2A1
Residential Asset Securitization Trust Residential Asset Securitization Trust, Series 2006-A10, Class A5
Residential Asset Securitization Trust Residential Asset Securitization Trust, Series 2005-A5, Class A3
Residential Mortgage Securities 32 plc
RFMSI Trust
Saxon Asset Securities Trust
Securitized Asset-Backed Receivables LLC Trust Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2A
Securitized Asset-Backed Receivables LLC Trust Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C
Sempra Energy
Sequoia Mortgage Trust Sequoia Mortgage Trust, Series 2007-3, Class 1A1
Sequoia Mortgage Trust Sequoia Mortgage Trust, Series 5, Class A
SLM Private Education Loan Trust
SLM Student Loan Trust SLM Student Loan Trust, Series 2008-9, Class A
SLM Student Loan Trust SLM Student Loan Trust, Series 2003-5, Class A5
SoFi Professional Loan Program LLC
Sound Point CLO XIV Ltd.
Soundview Home Equity Loan Trust
Soundview Home Loan Trust
Southern Power Co.
SpringCastle Funding Asset-Backed Notes
Stratton Mortgage Funding plc
Structured Adjustable Rate Mortgage Loan Trust Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1
Structured Adjustable Rate Mortgage Loan Trust Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2
Structured Adjustable Rate Mortgage Loan Trust Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1
Structured Asset Mortgage Investments II Trust Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1
Structured Asset Mortgage Investments II Trust Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1
Structured Asset Mortgage Investments II Trust Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A1
Structured Asset Mortgage Investments II Trust Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1
Structured Asset Mortgage Investments II Trust Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2
Structured Asset Mortgage Investments II Trust Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3
Structured Asset Securities Corp. Mortgage Loan Trust
STWD Ltd.
TCW CLO Ltd.
Textron, Inc.
THL Credit Wind River CLO Ltd.
Time Warner Cable LLC
Tobacco Settlement Finance Authority
Toronto-Dominion Bank (The)
Towd Point Mortgage Funding Granite4 plc
Towd Point Mortgage Trust
UBS AG
UniCredit SpA
United Kingdom of Great Britain and Northern Ireland
United States of America
United States Small Business Administration
Venture XX CLO Ltd.
Vibrant CLO VI Ltd.
VMware LLC
Vornado DP LLC Trust
Voya CLO Ltd. Voya CLO Ltd., Series 2015-1A, Class A1R
Voya CLO Ltd. Voya CLO Ltd., Series 2014-3A, Class A1R
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA4, Class 1A
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2002-AR17, Class 1A
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 2A1
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR7, Class 3A
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR3, Class A1A
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 3A1
Wellfleet CLO Ltd. Wellfleet CLO Ltd., Series 2015-1A, Class AR4
Wellfleet CLO Ltd. Wellfleet CLO Ltd., Series 2016-1A, Class AR
Wells Fargo Mortgage Backed Securities Trust
WSTN Trust
Z Capital Credit Partners CLO Ltd.