NYLI VP PIMCO Real Return Portfolio Holdings history

Fund Profile

Current holdings

Data for period

31 Dec 24

(Last reporting period)

Total assets

$822.50 mm

Liabilities

$410.61 mm

Net assets

$411.89 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	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	Dec 23	Mar 24	Jun 24	Sep 24	Dec 24
ACAS CLO Ltd.
ACTIVISION BLIZZARD
Adagio CLO VIII DAC
AERCAP IRELAND CAP/GLOBA
Ally Financial, Inc.
Alternative Loan Trust Alternative Loan Trust, Series 2007-1T1, Class 1A1
Alternative Loan Trust Alternative Loan Trust, Series 2005-29CB, Class A4
American Electric Power Co., Inc.
American Tower Corp
Amgen, Inc.
Anchorage Capital CLO 11 Ltd.
Anchorage Capital CLO 16 Ltd.
Anchorage Capital CLO 20 Ltd.
Anchorage Capital CLO 6 Ltd.
Anchorage Capital CLO 9 Ltd.
Anchorage Capital Europe CLO 1 DAC
Apidos CLO XXVI
Apidos CLO XXVII
Arbor Realty Commercial Real Estate Notes Ltd. Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A
Arbor Realty Commercial Real Estate Notes Ltd. Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A
Arch Street CLO Ltd.
AREIT Trust
Ares European CLO VI DAC
Ares European CLO X DAC
ARES XL CLO Ltd.
Argent Securities Trust
Argentine Republic (The) Argentine Republic Government Bond
Argentine Republic (The) Argentine Republic Government Bond
ASX Clear (Futures)
AT&T, Inc.
Atlas Senior Loan Fund Ltd.
Atlas Static Senior Loan Fund I Ltd. Atlas Static Senior Loan Fund I Ltd., Series 2022-1A, Class AR
Atlas Static Senior Loan Fund I Ltd. Atlas Static Senior Loan Fund I Ltd., Series 2022-1A, Class A
Avolon Holdings Funding Ltd.
Bain Capital Euro CLO DAC
Banco Bilbao Vizcaya Argentaria SA
Bank of America Corp.
Bank of America, National Association
Barings Euro CLO DAC
Benefit Street Partners CLO XII Ltd.
Benefit Street Partners CLO XVI Ltd.
Black Diamond CLO DAC Black Diamond CLO DAC, Series 2017-2A, Class A1
Black Diamond CLO DAC Black Diamond CLO DAC, Series 2015-1A, Class A1R
BlueMountain Fuji Eur CLO V DAC
BMW US Capital LLC
BOC Aviation Ltd.
BofA Securities, Inc.
Broadcom Inc
Campbell Soup Co
Canadian Government Real Return Bond
Carlyle Global Market Strategies CLO Ltd.
Carlyle Global Market Strategies Euro CLO Ltd.
Carlyle U.S. CLO Ltd.
Catamaran CLO Ltd.
CBAM Ltd.
CCBOAIUS3 SWAP CASH COLLATERAL
CCBPSDUS2 FWBC BNP PARIBAS BOC CCBPSDUS2 FWBC BNP PARIBAS BOC
CCBPSDUS2 FWBC BNP PARIBAS BOC CCBPSDUS2 FWBC BNP PARIBAS BOC
CCBPSDUS2 FWBC BNP PARIBAS BOC CCBPSDUS2 FWBC BNP PARIBAS BOC
CCCSNTUS5 FWBC CS
CCMYIIUS1 SWBC USD
CHARTER COMM OPT LLC/CAP
Charter Communications Operating LLC
Chicago Board of Trade
Chicago Mercantile Exchange
CHL Mortgage Pass-Through Trust
CIFC European Funding CLO III DAC
CIFC Funding Ltd. CIFC Funding Ltd., Series 2018-3A, Class A
CIFC Funding Ltd. CIFC Funding Ltd., Series 2017-4A, Class A1R
Cigna Group (The)
Citigroup Commercial Mortgage Trust
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2019-B, Class A1
Citigroup Mortgage Loan Trust, Inc.
Commonwealth of Australia
Conagra Brands, Inc.
Cooperatieve Rabobank UA
CoreVest American Finance Trust
Cox Communications, Inc.
Credit Agricole Securities (USA) Inc. REPO CREDIT AGRICOLE REPO
Credit Agricole Securities (USA) Inc. REPO CREDIT AGRICOLE REPO
Credit Suisse First Boston Mortgage Securities Corp.
Credit Suisse Group Funding Guernsey Ltd.
Credit Suisse International
Credit Suisse Mortgage Capital Trusts
Credit Suisse Securities (USA) LLC
Credit-Based Asset Servicing and Securitization LLC
Crestline Denali CLO XV Ltd.
CSMC Trust
Cumulus Static CLO DAC
CVC Cordatus Loan Fund XXI DAC
CVS Health Corp.
CWABS Asset-Backed Certificates Trust
Danone SA
Deutsche Bank AG
DEUTSCHE TELEKOM INT FIN
DISH DBS Corp
DR Horton, Inc.
Dryden 52 Euro CLO DAC
Elmwood CLO 24 Ltd.
Elmwood CLO I Ltd.
EMC Corp
ERAC USA Finance LLC
Eurex Deutschland
Eurosail-UK plc
Fannie Mae
Fannie Mae Pool
FCE Bank plc
FHLMC Pool UMBS Pool, 30 Year
FHLMC Pool UMBS
First Franklin Mortgage Loan Trust
FLORIDA GAS TRANSMISSION
FNMA
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS
FNMA or FHLMC UMBS
FNMA or FHLMC UMBS, Single Family, 30 Year
FNMA or FHLMC UMBS
Freddie Mac
French Republic
Gallatin CLO VIII Ltd.
GNMA
GreenPoint Mortgage Funding Trust
Greywolf CLO III Ltd.
GS Mortgage Securities Corp. Trust
GSAA Home Equity Trust
Halcyon Loan Advisors Funding Ltd.
HalseyPoint CLO 3 Ltd.
Home Equity Asset Trust Home Equity Asset Trust, Series 2005-8, Class M2
Home Equity Asset Trust Home Equity Asset Trust, Series 2004-2, Class M1
Hungary
Ice Futures Europe - Financial Products Division
ICG US CLO Ltd.
IndyMac INDX Mortgage Loan Trust IndyMac INDX Mortgage Loan Trust, Series 2005-AR12, Class 2A1A
IndyMac INDX Mortgage Loan Trust IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A
ING Bank NV
Intercontinental Exchange, Inc.
Intesa Sanpaolo SpA
Invesco Euro CLO I DAC
IPALCO Enterprises Inc
J.P. Morgan Securities LLC
Jamestown CLO Ltd
Jamestown CLO VII Ltd.
Japan
JP MORGAN JPM CASH COLL BROKER JP MORGAN JPM CASH COLL BROKER
JP MORGAN JPM CASH COLL BROKER JP MORGAN JPM CASH COLL BROKER
JP MORGAN JPST CASH COLL (BROKER)
JPMorgan Chase Bank, National Association
Jubilee CLO DAC
Jyske Realkredit A/S
Keurig Dr Pepper, Inc.
KKR CLO 18 Ltd.
KVK CLO Ltd.
LCH Limited
LCM 30 Ltd.
LCM Loan Income Fund I Ltd.
LCM XIII LP
LCM XV LP
LCM XXV Ltd.
Legacy Mortgage Asset Trust
Lehman XS Trust
LETRA TESOURO NACIONAL
LG&E and KU Energy LLC
Lloyds Banking Group plc
LoanCore Issuer Ltd.
Lockwood Grove CLO Ltd.
Long Beach Mortgage Loan Trust
Madison Park Euro Funding IX DAC
Madison Park Funding XLI Ltd.
Magnetite XVIII Ltd.
Man GLG Euro CLO II DAC
Marathon CLO V Ltd.
Marlette Funding Trust
Mastr Asset-Backed Securities Trust
Merrill Lynch Mortgage Investors Trust
Mexican Udibonos
MidOcean Credit CLO II
MidOcean Credit CLO VI
Mitsubishi HC Capital, Inc.
Morgan Stanley & Co. International PLC
Morgan Stanley & Co. LLC
MORGAN STANLEY + CO INC CASH COLL (CCP) MORGAN STANLEY + CO INC CASH COLL (CCP)
MORGAN STANLEY + CO INC CASH COLL (CCP) MORGAN STANLEY + CO INC CASH COLL (CCP)
MORGAN STANLEY + CO INC CASH COLL (CCP) MORGAN STANLEY + CO INC CASH COLL (CCP)
Morgan Stanley ABS Capital I, Inc. Trust
Morgan Stanley Capital Services LLC
MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2 MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2
MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2 MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2
MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2 MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2
MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2 MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2
MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2 MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2
MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2 MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2
MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2 MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2
MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2 MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2
MORGAN STANLEY MCS FUTURES CASH COLL COC MORGAN STANLEY MCS FUTURES CASH COLL COC
MORGAN STANLEY MCS FUTURES CASH COLL COC MORGAN STANLEY MCS FUTURES CASH COLL COC
MORGAN STANLEY MCS FUTURES CASH COLL COC MORGAN STANLEY MCS FUTURES CASH COLL COC
MORGAN STANLEY MCS FUTURES CASH COLL COC MORGAN STANLEY MCS FUTURES CASH COLL COC
MORGAN STANLEY MSC DOM CASH
MORGAN STANLEY MYC CAS H COLL BROKER
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N/A 3 Month Euro Euribor
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N/A Euro-Schatz
N/A Forward Foreign Currency Contract
N/A OIS
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N/A OIS
N/A Euro-BTP
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N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Long Bonds
N/A Euro-Bobl
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N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
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N/A Forward Foreign Currency Contract
N/A HICPXT
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N/A Australia 10 Year Bonds
N/A Forward Foreign Currency Contract
N/A USCPI
N/A IRS
N/A 3 Month Euro Euribor
N/A USCPI
N/A RPI
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N/A Euro-OAT
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N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
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N/A IRS
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N/A HICPXT
N/A IRS
N/A IRS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
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N/A U.S. Treasury 2 Year Notes
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N/A OIS
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N/A Forward Foreign Currency Contract
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N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A U.S. Treasury 10 Year Ultra Bonds
N/A IRS
N/A Forward Foreign Currency Contract
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N/A IRS
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N/A IRS
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N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
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N/A IRS
N/A U.S. Treasury 10 Year Notes
N/A SOP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A U.S. Treasury Long Bonds
N/A OIS
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N/A OIS
N/A USCPI
N/A OIS
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N/A OIS
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N/A Forward Foreign Currency Contract
N/A DTRS
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N/A IRS
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N/A U.S. Treasury 10 Year Ultra Bonds
N/A USCPI
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N/A HICPXT
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N/A U.S. Treasury 2 Year Notes
N/A USCPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A IRS
N/A Forward Foreign Currency Contract
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N/A Forward Foreign Currency Contract
N/A HICPXT
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N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Australia 10 Year Bonds
N/A Euro-Schatz
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N/A U.S. Treasury Ultra Bonds
N/A USCPI
N/A RPI
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N/A DTRS
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N/A OIS
N/A IRS
N/A HICPXT
N/A OIS
N/A DTRS
N/A HICPXT
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N/A RPI
N/A Euro-OAT
N/A OIS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A HICPXT
N/A HICPXT
N/A OIS
N/A HICPXT
N/A RPI
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A DTRS
N/A USCPI
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N/A Euro-Bund
N/A OIS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A USCPI
N/A Euro-Buxl
N/A DTRS
N/A IRS
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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 DTRS
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N/A HICPXT
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
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N/A IRS
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N/A Forward Foreign Currency Contract
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N/A Forward Foreign Currency Contract
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N/A HICPXT
N/A IRS
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N/A USCPI
N/A OIS
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N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
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N/A OIS
N/A HICPXT
N/A OIS
N/A IRS
N/A Australia 10 Year Bonds
N/A IRS
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N/A DTRS
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N/A IRS
N/A USCPI
N/A HICPXT
N/A HICPXT
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N/A IRS
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N/A IRS
N/A HICPXT
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N/A HICPXT
N/A IRS
N/A USCPI
N/A DTRS
N/A USCPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A U.S. Treasury 5 Year Notes
N/A HICPXT
N/A Euro-Schatz
N/A U.S. Treasury 2 Year Notes
N/A USCPI
N/A USCPI
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N/A HICPXT
N/A USCPI
N/A OIS
N/A Euro-Bobl
N/A IRS
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N/A OIS
N/A U.S. Treasury 10 Year Ultra Bonds
N/A Forward Foreign Currency Contract
N/A IRS
N/A HICPXT
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
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N/A Forward Foreign Currency Contract
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N/A DTRS
N/A HICPXT
N/A IRS
N/A HICPXT
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N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
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N/A U.S. Treasury 10 Year Notes
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N/A Forward Foreign Currency Contract
N/A U.S. Treasury Ultra Bonds
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N/A Forward Foreign Currency Contract
N/A Australia 10 Year Bonds
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N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Euro-Schatz
N/A Forward Foreign Currency Contract
N/A USCPI
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N/A Euro-Bund
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N/A U.S. Treasury 2 Year Notes
N/A U.S. Treasury 10 Year Ultra Bonds
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N/A Euro-BTP
N/A U.S. Treasury 10 Year Notes
N/A HICPXT
N/A HICPXT
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N/A Forward Foreign Currency Contract
N/A OIS
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N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
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N/A Forward Foreign Currency Contract
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N/A Forward Foreign Currency Contract
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N/A IRS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A OIS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A OIS
N/A IRS
N/A IRS
N/A DTRS
N/A HICPXT
N/A Euro-BTP
N/A HICPXT
N/A OIS
N/A HICPXT
N/A OIS
N/A U.S. Treasury 2 Year Notes
N/A U.S. Treasury Ultra Bonds
N/A USCPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A DTRS
N/A DTRS
N/A HICPXT
N/A USCPI
N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A DTRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A IRS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A OIS
N/A HICPXT
N/A IRS
N/A DTRS
N/A HICPXT
N/A HICPXT
N/A U.S. Treasury 5 Year Notes
N/A HICPXT
N/A OIS
N/A U.S. Treasury 10 Year Ultra Bonds
N/A USCPI
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A IRS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Euro-OAT
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A USCPI
N/A DTRS
N/A HICPXT
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A DTRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Notes
N/A OIS
N/A USCPI
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A OIS
N/A IRS
N/A OIS
N/A HICPXT
N/A IRS
N/A CAP - CAP
N/A Forward Foreign Currency Contract
N/A IRS
N/A Euro-Bobl
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A IRS
N/A CAP - CAP
N/A DTRS
N/A Forward Foreign Currency Contract
N/A DTRS
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A IRS
N/A Forward Foreign Currency Contract
N/A DTRS
N/A OIS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A USCPI
N/A OIS
N/A DTRS
N/A IRS
N/A DTRS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Euro-Schatz
N/A OIS
N/A IRS
N/A Euro-Bobl
N/A U.S. Treasury Long Bonds
N/A IRS
N/A USCPI
N/A OIS
N/A HICPXT
N/A OIS
N/A FCPIX
N/A DTRS
N/A U.S. Treasury Ultra Bonds
N/A OIS
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A DTRS
N/A Euro-BTP
N/A IRS
N/A DTRS
N/A USCPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A IRS
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A USCPI
N/A U.S. Treasury 10 Year Notes
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A OIS
N/A IRS
N/A IRS
N/A HICPXT
N/A OIS
N/A SOP
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A OIS
N/A USCPI
N/A USCPI
N/A DTRS
N/A HICPXT
N/A USCPI
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A IRS
N/A HICPXT
N/A OIS
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A IRS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A DTRS
N/A HICPXT
N/A HICPXT
N/A OIS
N/A USCPI
N/A IRS
N/A HICPXT
N/A OIS
N/A IRS
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 2 Year Notes
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A Euro-OAT
N/A U.S. Treasury 5 Year Notes
N/A HICPXT
N/A U.S. Treasury 10 Year Ultra Bonds
N/A HICPXT
N/A HICPXT
N/A OIS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A DTRS
N/A IRS
N/A Euro-Bund
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A CAP - CAP
N/A IRS
N/A CDS
N/A IRS
N/A CAP - CAP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 2 Year Notes
N/A DTRS
N/A IRS
N/A DTRS
N/A SOP
N/A U.S. Treasury 10 Year Notes
N/A USCPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A OIS
N/A HICPXT
N/A OIS
N/A USCPI
N/A DTRS
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Euro-Schatz
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Ultra Bonds
N/A USCPI
N/A OIS
N/A HICPXT
N/A OIS
N/A DTRS
N/A Euro-OAT
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A DTRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A IRS
N/A OIS
N/A IRS
N/A U.S. Treasury Long Bonds
N/A DTRS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A OIS
N/A Euro-Bobl
N/A HICPXT
N/A Euro-BTP
N/A USCPI
N/A USCPI
N/A USCPI
N/A OIS
N/A IRS
N/A IRS
N/A IRS
N/A HICPXT
N/A IRS
N/A OIS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A USCPI
N/A DTRS
N/A IRS
N/A USCPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A SOP
N/A DTRS
N/A HICPXT
N/A Japan 10 Year Bonds
N/A HICPXT
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 Bonds
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A OIS
N/A USCPI
N/A HICPXT
N/A DTRS
N/A HICPXT
N/A DTRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Notes
N/A Forward Foreign Currency Contract
N/A DTRS
N/A Euro-Bund
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A IRS
N/A Euro-BTP
N/A OIS
N/A USCPI
N/A HICPXT
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A CAP - CAP
N/A IRS
N/A Forward Foreign Currency Contract
N/A CDS
N/A U.S. Treasury 10 Year Notes
N/A U.S. Treasury Ultra Bonds
N/A Forward Foreign Currency Contract
N/A CAP - CAP
N/A IRS
N/A Japan 10 Year Bonds
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A DTRS
N/A Euro-OAT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Euro-Schatz
N/A OIS
N/A HICPXT
N/A OIS
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A DTRS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A IRS
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A DTRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Notes
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A OIS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A DTRS
N/A USCPI
N/A U.S. Treasury 10 Year Ultra Bonds
N/A USCPI
N/A OIS
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Australia 10 Year Bonds
N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A HICPXT
N/A IRS
N/A DTRS
N/A OIS
N/A SOP
N/A HICPXT
N/A SOP
N/A DTRS
N/A USCPI
N/A DTRS
N/A Euro-Bund
N/A DTRS
N/A Forward Foreign Currency Contract
N/A IRS
N/A USCPI
N/A U.S. Treasury Long Bonds
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Australia 3 Year Bonds
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A DTRS
N/A U.S. Treasury 5 Year Notes
N/A U.S. Treasury 10 Year Notes
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A DTRS
N/A USCPI
N/A Forward Foreign Currency Contract
N/A IRS
N/A HICPXT
N/A U.S. Treasury 10 Year Notes
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A U.S. Treasury 10 Year Notes
N/A HICPXT
N/A HICPXT
N/A HICPXT
N/A IRS
N/A OIS
N/A USCPI
N/A HICPXT
N/A DTRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Euro-Bobl
N/A IRS
N/A CAP - CAP
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A U.S. Treasury 2 Year Notes
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A U.S. Treasury 10 Year Notes
N/A CAP - CAP
N/A Euro-Schatz
N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A U.S. Treasury 10 Year Notes
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A 3 Month Euro Euribor
N/A USCPI
N/A HICPXT
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A DTRS
N/A OIS
N/A IRS
N/A USCPI
N/A RPI
N/A USCPI
N/A Euro-Bund
N/A HICPXT
N/A OIS
N/A FCPIX
N/A DTRS
N/A RPI
N/A Australia 10 Year Bonds
N/A DTRS
N/A OIS
N/A USCPI
N/A RPI
N/A RPI
N/A IRS
N/A RPI
N/A DTRS
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A DTRS
N/A IRS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A RPI
N/A USCPI
N/A USCPI
N/A DTRS
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A IRS
N/A HICPXT
N/A SOP
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A U.S. Treasury Ultra Bonds
N/A Euro-OAT
N/A USCPI
N/A USCPI
N/A DTRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A HICPXT
N/A Euro-Bund
N/A USCPI
N/A DTRS
N/A HICPXT
N/A SOP
N/A Long Gilt
N/A HICPXT
N/A U.S. Treasury 2 Year Notes
N/A IRS
N/A U.S. Treasury Long Bonds
N/A OIS
N/A Euro-Buxl
N/A Euro-Bund
N/A USCPI
N/A HICPXT
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Japan 10 Year Bonds
N/A DTRS
N/A RPI
N/A IRS
N/A HICPXT
N/A U.S. Treasury 10 Year Ultra Bonds
N/A RPI
N/A Forward Foreign Currency Contract
N/A Australia 3 Year Bonds
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Euro-Bobl
N/A U.S. Treasury 5 Year Notes
N/A DTRS
N/A DTRS
N/A RPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A HICPXT
N/A IRS
N/A RPI
N/A CAP - CAP
N/A SOP
N/A OIS
N/A CDS
N/A RPI
N/A Forward Foreign Currency Contract
N/A CAP - CAP
N/A CDIO
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A Long Gilt
N/A RPI
N/A DTRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A U.S. Treasury Long Bonds
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A USCPI
N/A DTRS
N/A RPI
N/A U.S. Treasury 10 Year Notes
N/A USCPI
N/A HICPXT
N/A OIS
N/A FCPIX
N/A DTRS
N/A Euro-BTP
N/A Euro-Bund
N/A SOP
N/A Forward Foreign Currency Contract
N/A RPI
N/A DTRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A DTRS
N/A RPI
N/A DTRS
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A DTRS
N/A HICPXT
N/A USCPI
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A CDIO
N/A USCPI
N/A OIS
N/A RPI
N/A CDIO
N/A IRS
N/A HICPXT
N/A Australia 3 Year Bonds
N/A SOP
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A USCPI
N/A Euro-OAT
N/A Euro-Bobl
N/A USCPI
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A HICPXT
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Australia 10 Year Bonds
N/A HICPXT
N/A SOP
N/A HICPXT
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A RPI
N/A USCPI
N/A U.S. Treasury 10 Year Ultra Bonds
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A RPI
N/A HICPXT
N/A U.S. Treasury 5 Year Notes
N/A Forward Foreign Currency Contract
N/A RPI
N/A Euro-Schatz
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A DTRS
N/A RPI
N/A HICPXT
N/A DTRS
N/A RPI
N/A U.S. Treasury 2 Year Notes
N/A HICPXT
N/A HICPXT
N/A U.S. Treasury Ultra Bonds
N/A Japan 10 Year Bonds
N/A USCPI
N/A DTRS
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A RPI
N/A CDS
N/A DTRS
N/A CAP - CAP
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A RPI
N/A CAP - CAP
N/A U.S. Treasury 5 Year Notes
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A DTRS
N/A USCPI
N/A HICPXT
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A OIS
N/A CDIO
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Ultra Bonds
N/A USCPI
N/A RPI
N/A USCPI
N/A OIS
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A DTRS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A CDIO
N/A Japan 10 Year Bonds
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Euro-OAT
N/A DTRS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A U.S. Treasury 2 Year Notes
N/A RPI
N/A Bond Option - Bop
N/A USCPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A Long Gilt
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A RPI
N/A DTRS
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A Euro-Schatz
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A SOP
N/A DTRS
N/A HICPXT
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Australia 3 Year Bond
N/A U.S. Treasury 10 Year Notes
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A DTRS
N/A SOP
N/A Bond Option - Bop
N/A HICPXT
N/A DTRS
N/A Forward Foreign Currency Contract
N/A Australia 10 Year Bonds
N/A USCPI
N/A HICPXT
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Bond Option - Bop
N/A U.S. Treasury 10 Year Ultra Bonds
N/A RPI
N/A Euro-Bobl
N/A HICPXT
N/A Euro-BTP
N/A RPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A RPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A RPI
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 USCPI
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A U.S. Treasury Long Bonds
N/A Forward Foreign Currency Contract
N/A RPI
N/A CDS
N/A CAP - CAP
N/A Bond Option - Bop
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A CDS
N/A RPI
N/A Forward Foreign Currency Contract
N/A CAP - CAP
N/A CDIO
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A USCPI
N/A HICPXT
N/A RPI
N/A CDIO
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Euro-Bobl
N/A U.S. Treasury 2 Year Notes
N/A Euro-Bobl
N/A Forward Foreign Currency Contract
N/A OIS
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 Euro-Schatz
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A Forward Foreign Currency Contract
N/A Japan 10 Year Bonds
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDIO
N/A Australia 3 Year Bond
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Bond Option - Bop
N/A USCPI
N/A RPI
N/A Euro-BTP
N/A RPI
N/A USCPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A OIS
N/A CDIO
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A CDIO
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A U.S. Treasury Long Bonds
N/A USCPI
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 Forward Foreign Currency Contract
N/A CDIO
N/A CDIO
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Euro-OAT
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A HICPXT
N/A CDIO
N/A SOP
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A USCPI
N/A U.S. Treasury 10 Year Ultra Bonds
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A Australia 10 Year Bonds
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A RPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A U.S. Treasury 5 Year Notes
N/A U.S. Treasury Ultra Bonds
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 Euro-Bobl
N/A RPI
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A RPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A U.S. Treasury 10 Year Notes
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
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 Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDIO
N/A RPI
N/A Forward Foreign Currency Contract
N/A CDS
N/A CAP - CAP
N/A SOP
N/A Long Gilt
N/A U.S. Treasury 5 Year Notes
N/A Euro-Schatz
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A CAP - CAP
N/A USCPI
N/A Bond Option - Bop
N/A Long Gilt
N/A U.S. Treasury 10 Year Notes
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A OIS
N/A OIS
N/A USCPI
N/A IRS
N/A Bond Option - Bop
N/A OIS
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-buxl 30y Bnd Bond
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Ultra Bonds
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 OIS
N/A CDIO
N/A Bond Option - Bop
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A U.S. Treasury 2 Year Notes
N/A Bond Option - Bop
N/A USCPI
N/A RPI
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A USCPI
N/A OIS
N/A CDIO
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A CDIO
N/A IRS
N/A Euro-Schatz
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A RPI
N/A Forward Foreign Currency Contract
N/A CDIO
N/A USCPI
N/A USCPI
N/A SOP
N/A USCPI
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A Australia 10 Year Bonds
N/A CDIO
N/A USCPI
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A CDIO
N/A Australia 3 Year Bond
N/A OIS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A RPI
N/A USCPI
N/A Euro-Bund
N/A CDIO
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A RPI
N/A HICPXT
N/A U.S. Treasury Long Bonds
N/A USCPI
N/A Euro-Bobl
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Notes
N/A RPI
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDIO
N/A RPI
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A CDS
N/A CAP - CAP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Ultra Bonds
N/A CDS
N/A Forward Foreign Currency Contract
N/A RPI
N/A Japan 10 Year Bonds
N/A USCPI
N/A IRS
N/A CAP - CAP
N/A USCPI
N/A HICPXT
N/A Australia 3 Year Bond
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Notes
N/A Forward Foreign Currency Contract
N/A USCPI
N/A IRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 2 Year Notes
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Bond Option - Bop
N/A FCPIX
N/A Long Gilt
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A CDIO
N/A USCPI
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A Euro-Schatz
N/A Australia 10 Year Bonds
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Bond Option - Bop
N/A RPI
N/A USCPI
N/A CDIO
N/A Bond Option - Bop
N/A IRS
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Bond Option - Bop
N/A USCPI
N/A SOP
N/A CDIO
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A Japan 10 Year Bonds
N/A USCPI
N/A U.S. Treasury 10 Year Notes
N/A Euro-BTP
N/A HICPXT
N/A Euro-Bobl
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A Euro-BTP
N/A Euro-Bund
N/A Bond Option - Bop
N/A RPI
N/A USCPI
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Long Bonds
N/A USCPI
N/A IRS
N/A CDIO
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 USCPI
N/A HICPXT
N/A USCPI
N/A U.S. Treasury Ultra Bonds
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Euro-Schatz
N/A Forward Foreign Currency Contract
N/A RPI
N/A CAP - CAP
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A CDIO
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Ultra Bonds
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A CAP - CAP
N/A Bond Option - Bop
N/A USCPI
N/A U.S. Treasury 5 Year Notes
N/A Bond Option - Bop
N/A Australia 3 Year Bond
N/A Euro-Schatz
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 HICPXT
N/A HICPXT
N/A HICPXT
N/A IRS
N/A Euro-Bobl
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A Euro-BTP
N/A HICPXT
N/A Bond Option - Bop
N/A USCPI
N/A Euro-Schatz
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A SOP
N/A SOP
N/A CDS
N/A RPI
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A Bond Option - Bop
N/A IRS
N/A RPI
N/A CDIO
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Bond Option - Bop
N/A RPI
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A IRS
N/A HICPXT
N/A HICPXT
N/A USCPI
N/A HICPXT
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A Bond Option - Bop
N/A RPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A SOP
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Bond Option - Bop
N/A FCPIX
N/A Bond Option - Bop
N/A U.S. Treasury 10 Year Notes
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A USCPI
N/A FCPIX
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 HICPXT
N/A USCPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A CDIO
N/A SOP
N/A Bond Option - Bop
N/A HICPXT
N/A USCPI
N/A USCPI
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A HICPXT
N/A CDIO
N/A U.S. Treasury Ultra Bonds
N/A RPI
N/A Forward Foreign Currency Contract
N/A IRS
N/A USCPI
N/A IRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 2 Year Notes
N/A Bond Option - Bop
N/A U.S. Treasury 10 Year Ultra Bonds
N/A HICPXT
N/A USCPI
N/A IRS
N/A U.S. Treasury Long Bonds
N/A Japan 10 Year Bonds
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A Euro-Bund
N/A CAP - CAP
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A USCPI
N/A Australia 10 Year Bonds
N/A CDIO
N/A USCPI
N/A CAP - CAP
N/A Bond Option - Bop
N/A CDIO
N/A USCPI
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A RPI
N/A Forward Foreign Currency Contract
N/A Euro-Bobl
N/A HICPXT
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A IRS
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 Euro-Schatz
N/A Bond Option - Bop
N/A HICPXT
N/A Bond Option - Bop
N/A Euro-BTP
N/A USCPI
N/A HICPXT
N/A HICPXT
N/A CDIO
N/A Bond Option - Bop
N/A CDIO
N/A IRS
N/A SOP
N/A RPI
N/A USCPI
N/A Euro-BTP
N/A Euro-Bund
N/A U.S. Treasury Ultra Bonds
N/A SOP
N/A SOP
N/A CDS
N/A RPI
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Notes
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A RPI
N/A USCPI
N/A CDIO
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A RPI
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A IRS
N/A CDIO
N/A RPI
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A U.S. Treasury Long Bonds
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Bond Option - Bop
N/A IRS
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A USCPI
N/A CDIO
N/A HICPXT
N/A Bond Option - Bop
N/A U.S. Treasury 5 Year Notes
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A USCPI
N/A U.S. Treasury 2 Year Notes
N/A RPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USCPI
N/A SOP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A FCPIX
N/A CDIO
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Ultra Bonds
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A Japan 10 Year Bonds
N/A Forward Foreign Currency Contract
N/A FCPIX
N/A CDIO
N/A Bond Option - Bop
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A CDIO
N/A HICPXT
N/A USCPI
N/A Australia 10 Year Bonds
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 Bond Option - Bop
N/A Euro-Schatz
N/A RPI
N/A Bond Option - Bop
N/A Bond Option - Bop
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A RPI
N/A IRS
N/A USCPI
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A IRS
N/A Bond Option - Bop
N/A HICPXT
N/A USCPI
N/A IRS
N/A CDIO
N/A Bond Option - Bop
N/A Forward Foreign Currency Contract
N/A Bond Option - Bop
N/A RPI
N/A RPI
N/A CAP - CAP
N/A USCPI
N/A USCPI
N/A Euro-Bobl
N/A Australia 3 Year Bond
N/A Forward Foreign Currency Contract
N/A CDIO
Nassau Ltd.
NatWest Group plc
Neuberger Berman Loan Advisers NBLA CLO 53 Ltd.
New Century Home Equity Loan Trust
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 2018-3A, Class A1
New Zealand
Nissan Motor Acceptance Co. LLC
Nordea Kredit Realkreditaktieselskab
NXP BV
Nykredit Realkredit A/S
NYLI U.S. Government Liquidity Fund
OBX Trust
OCP CLO Ltd. OCP CLO Ltd., Series 2015-9A, Class A1R
OCP CLO Ltd. OCP CLO Ltd., Series 2015-10A, Class A1R
OCP Euro CLO DAC
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates Trust
Option One Mortgage Loan Trust
Osaka Exchange
OSD CLO Ltd.
OZLM VIII Ltd.
OZLM XI Ltd.
OZLM XXIII Ltd.
OZLM XXIV Ltd.
Palmer Square European Loan Funding DAC Palmer Square European Loan Funding DAC, Series 2023-3A, Class AR
Palmer Square European Loan Funding DAC Palmer Square European Loan Funding DAC, Series 2020-1A, Class A
Palmer Square Loan Funding Ltd. Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1
Palmer Square Loan Funding Ltd. Palmer Square Loan Funding Ltd., Series 2021-3A, Class A1
Panasonic Holdings Corp.
Paragon Mortgages No. 13 plc
Park Aerospace Holdings Ltd.
Penske Truck Leasing Co. LP
Pernod Ricard SA
Petrobras Global Finance BV
Popular ABS Mortgage Pass-Through Trust
Rad CLO 5 Ltd.
RALI Trust
RASC Trust RASC Trust, Series 2005-EMX1, Class M2
RASC Trust RASC Trust, Series 2006-EMX4, Class A4
RASC Trust RASC Trust, Series 2005-KS8, Class M4
RASC Trust RASC Trust, Series 2006-KS6, Class A4
Realkredit Danmark A/S
RELX Capital, Inc.
REPUBLIC OF ARGENTINA
Republic of Italy
Republic of Peru
Repurchase Agreement Repurchase Agreement
Repurchase Agreement Repurchase Agreement
Repurchase Agreement Repurchase Agreement
Residential Asset Securitization Trust
Residential Mortgage Securities 32 plc
Reynolds American Inc
Romark CLO Ltd.
Saranac CLO VI Ltd.
Saxon Asset Securities Trust
Securitized Asset-Backed Receivables LLC Trust Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C
Securitized Asset-Backed Receivables LLC Trust Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C
Sempra Energy
SILVERSTONE MASTER ISSUER
SLM Student Loan Trust SLM Student Loan Trust, Series 2004-3A, Class A6B
SLM Student Loan Trust SLM Student Loan Trust, Series 2003-5, Class A5
SLM Student Loan Trust SLM Student Loan Trust 2004-2
SLM Student Loan Trust SLM Private Education Loan Trust 2011-B
Societe Generale
SOCIETE GENERALE PARIS CASH CO BROKER CASH COLL CCSOGIUS9
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC
Sound Point CLO IX Ltd.
Sound Point CLO XIV Ltd.
Sound Point CLO XV Ltd.
Soundview Home Loan Trust Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1
Soundview Home Loan Trust Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3
Southern Co. Gas Capital Corp.
SP-STATIC CLO 1 Ltd.
Springcastle SPV
Sprint Corp.
Stanwich Mortgage Loan Co. LLC
STATE BANK INDIA/LONDON
State of Qatar
State Street Global Advisors
Stratus CLO Ltd.
Structured Asset Securities Corp. Mortgage Loan Trust
Symphony CLO XIV Ltd.
TCW CLO Ltd.
Telstra Corp. Ltd.
Textron Inc
THL Credit Wind River CLO Ltd.
Thornburg Mortgage Securities Trust
Toro European CLO DAC
Towd Point Mortgage Funding Granite 4 plc
Toyota Tsusho Corp.
Trinitas Euro CLO II DAC
Trinity Square plc
UBS Group AG
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UMBS, TBA Uniform Mortgage-Backed Security, TBA
UniCredit SpA
United Kingdom of Great Britain and Northern Ireland
United States of America
Venture 35 CLO Ltd.
Venture 36 CLO Ltd.
Venture XX CLO Ltd.
Venture XXI CLO Ltd.
Venture XXIV CLO Ltd.
Venture XXV CLO Ltd.
Vibrant CLO VI Ltd.
Vibrant CLO XI Ltd.
VMC Finance LLC
Volkswagen Group of America Finance LLC
VOYA CLO
Voya CLO Ltd. Voya CLO Ltd., Series 2017-1A, Class A1R
Voya CLO Ltd. Voya CLO Ltd., Series 2014-3A, Class A1R
Wachovia Mortgage Loan Trust, LLC
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-HY1, Class A2A
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-5, Class 2CB1
Wellfleet CLO Ltd.
WELLS FARGO GOVT FD LEX
WESTINGHOUSE AIR BRAKE
Wind River CLO Ltd
YPF SOCIEDAD ANONIMA
Z Capital Credit Partners CLO Ltd.