EQ/PIMCO Real Return Portfolio

Fund Profile

Fund profile

Fund manager

Eq Advisors Trust

Total assets

$178.17 mm

Liabilities

$97.59 mm

Net assets

$80.58 mm

Number of holdings

333.00

Top 200 of 333 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FHLB	23.70 mm	23.75 mm principal	29.42	Short-term investment vehicle	Long	USA
FHLMC	19.95 mm	20.00 mm principal	24.76	Short-term investment vehicle	Long	USA
International Bank for Reconstruction & Development	10.99 mm	11.00 mm principal	13.64	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	8.61 mm	8.03 mm principal	10.69	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	6.78 mm	6.70 mm principal	8.42	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	4.64 mm	3.76 mm principal	5.76	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	4.09 mm	3.27 mm principal	5.07	Debt	Long	USA
FFCB	3.50 mm	3.50 mm principal	4.34	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	3.10 mm	2.90 mm principal	3.85	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	3.06 mm	3.00 mm principal	3.80	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.97 mm	2.61 mm principal	3.69	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.91 mm	2.50 mm principal	3.61	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	2.71 mm	1.30 mm principal	3.36	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.65 mm	2.60 mm principal	3.28	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.58 mm	2.11 mm principal	3.21	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.56 mm	2.14 mm principal	3.18	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	2.48 mm	1.64 mm principal	3.08	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.15 mm	1.66 mm principal	2.67	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.14 mm	1.80 mm principal	2.65	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.11 mm	1.85 mm principal	2.62	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	2.10 mm	1.60 mm principal	2.60	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	2.04 mm	1.92 mm principal	2.54	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.99 mm	1.62 mm principal	2.47	Debt	Long	USA
UMBS, 30 Year, Single Family	1.97 mm	2.00 mm principal	2.44	ABS-mortgage backed security	Long	USA
GNMA	1.88 mm	2.00 mm principal	2.33	ABS-mortgage backed security	Long	USA
UMBS, 30 Year, Single Family	1.86 mm	1.80 mm principal	2.30	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	1.84 mm	1.67 mm principal	2.29	Debt	Long	USA
UMBS, 30 Year, Single Family	1.84 mm	1.80 mm principal	2.28	ABS-mortgage backed security	Long	USA
Buoni Poliennali del Tesoro	1.78 mm	1.61 mm principal	2.21	Debt	Long	Italy
U.S. Treasury Inflation Linked Notes	1.75 mm	1.50 mm principal	2.17	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.55 mm	1.50 mm principal	1.92	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.53 mm	1.21 mm principal	1.90	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.49 mm	1.40 mm principal	1.85	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.46 mm	1.40 mm principal	1.81	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.36 mm	860.00 k principal	1.69	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.34 mm	1.20 mm principal	1.67	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.33 mm	1.30 mm principal	1.65	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.26 mm	1.21 mm principal	1.57	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.25 mm	591.00 k principal	1.55	Debt	Long	USA
GNMA, Series 2023-H19, Class FA	1.24 mm	1.23 mm principal	1.53	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	1.23 mm	1.06 mm principal	1.52	Debt	Long	USA
UMBS, 30 Year, Single Family	1.21 mm	1.20 mm principal	1.51	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	1.17 mm	770.00 k principal	1.45	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	1.02 mm	670.00 k principal	1.27	Debt	Long	USA
FHLB	900.00 k	900.00 k principal	1.12	Short-term investment vehicle	Long	USA
UMBS	869.32 k	905.57 k principal	1.08	ABS-mortgage backed security	Long	USA
Japan Government Bond CPI Linked	844.53 k	117.48 mm principal	1.05	Debt	Long	Japan
UMBS	784.55 k	874.82 k principal	0.97	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	744.72 k	700.00 k principal	0.92	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	729.43 k	600.00 k principal	0.91	Debt	Long	USA
Japan Government Bond CPI Linked	677.64 k	93.77 mm principal	0.84	Debt	Long	Japan
U.S. Treasury Inflation Linked Bonds	591.35 k	540.00 k principal	0.73	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	576.87 k	520.00 k principal	0.72	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	572.54 k	600.00 k principal	0.71	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	553.77 k	530.00 k principal	0.69	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	501.44 k	660.00 k principal	0.62	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	444.98 k	550.00 k principal	0.55	Debt	Long	USA
Arbour CLO VI DAC, Series 6A, Class AR	444.70 k	400.00 k principal	0.55	ABS-collateralized bond/debt obligation	Long	Ireland
Voya Euro CLO II DAC, Series 2A, Class AR	444.21 k	400.00 k principal	0.55	ABS-collateralized bond/debt obligation	Long	Ireland
U.S. Treasury Inflation Linked Notes	428.76 k	400.00 k principal	0.53	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	410.21 k	400.00 k principal	0.51	Debt	Long	USA
WSTN Trust, Series 2023-MAUI, Class A	409.38 k	400.00 k principal	0.51	ABS-mortgage backed security	Long	USA
GNMA, Series 2023-H15, Class FB	404.87 k	404.23 k principal	0.50	ABS-mortgage backed security	Long	USA
Elmwood CLO 24 Ltd., Series 2023-3A, Class A1	401.13 k	400.00 k principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR	400.18 k	400.00 k principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR	400.17 k	400.00 k principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AIMCO CLO, Series 2015-AA, Class AR3	400.17 k	400.00 k principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R	400.16 k	400.00 k principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
37 Capital CLO 1 Ltd., Series 2021-1A, Class AR	400.07 k	400.00 k principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XVI Funding Ltd., Series 2019-2A, Class A1R	400.07 k	400.00 k principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLMC Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2	395.85 k	399.89 k principal	0.49	ABS-mortgage backed security	Long	USA
UMBS, 30 Year, Single Family	393.03 k	400.00 k principal	0.49	ABS-mortgage backed security	Long	USA
GNMA, Series 2023-H09, Class FA	380.19 k	380.19 k principal	0.47	ABS-mortgage backed security	Long	USA
CVC Cordatus Loan Fund III DAC, Series 3A, Class A1RR	360.16 k	324.02 k principal	0.45	ABS-collateralized bond/debt obligation	Long	Ireland
U.S. Treasury Inflation Linked Bonds	359.78 k	240.00 k principal	0.45	Debt	Long	USA
Palmer Square European Loan Funding DAC, Series 2023-3A, Class A	358.23 k	321.01 k principal	0.44	ABS-collateralized bond/debt obligation	Long	Ireland
BlueMountain CLO Ltd., Series 2016-3A, Class A1R2	332.20 k	332.05 k principal	0.41	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Inflation Linked Notes	326.73 k	250.00 k principal	0.41	Debt	Long	USA
Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M4	312.89 k	309.02 k principal	0.39	ABS-other	Long	USA
Magnetite XII Ltd., Series 2015-12A, Class AR4	278.93 k	278.87 k principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC European Funding CLO III DAC, Series 3A, Class A	278.34 k	250.00 k principal	0.35	ABS-collateralized bond/debt obligation	Long	Ireland
GNMA	276.50 k	294.48 k principal	0.34	ABS-mortgage backed security	Long	USA
Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE8, Class A2D	276.35 k	669.34 k principal	0.34	ABS-other	Long	USA
Ares European CLO VI DAC, Series 2013-6A, Class ARR	246.24 k	221.44 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Ireland
U.S. Treasury Inflation Linked Notes	243.00 k	190.00 k principal	0.30	Debt	Long	USA
French Republic	230.68 k	235.75 k principal	0.29	Debt	Long	France
U.S. Treasury Inflation Linked Bonds	210.13 k	300.00 k principal	0.26	Debt	Long	USA
Canada Government Bond	202.37 k	258.40 k principal	0.25	Debt	Long	Canada
OZLM XXIV Ltd., Series 2019-24A, Class A1AR	199.95 k	200.00 k principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR	174.82 k	174.65 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIT Mortgage Loan Trust, Series 2007-1, Class 1M1	167.86 k	168.47 k principal	0.21	ABS-other	Long	USA
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1	139.51 k	145.10 k principal	0.17	ABS-mortgage backed security	Long	USA
Soundview Home Equity Loan Trust	134.70 k	505.97 k principal	0.17	ABS-other	Long	USA
French Republic	131.79 k	119.87 k principal	0.16	Debt	Long	France
French Republic	128.30 k	120.05 k principal	0.16	Debt	Long	France
Buoni Poliennali del Tesoro	113.70 k	101.75 k principal	0.14	Debt	Long	Italy
CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A3	113.54 k	134.49 k principal	0.14	ABS-mortgage backed security	Long	USA
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1A1D	102.51 k	104.22 k principal	0.13	ABS-mortgage backed security	Long	USA
UMBS	88.12 k	89.66 k principal	0.11	ABS-mortgage backed security	Long	USA
UMBS	86.92 k	92.21 k principal	0.11	ABS-mortgage backed security	Long	USA
UMBS	85.18 k	88.74 k principal	0.11	ABS-mortgage backed security	Long	USA
GNMA, Series 2018-H15, Class FG	85.13 k	85.44 k principal	0.11	ABS-mortgage backed security	Long	USA
UMBS	82.24 k	91.70 k principal	0.10	ABS-mortgage backed security	Long	USA
LCM XXV Ltd., Series 25A, Class AR	75.06 k	75.03 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
First Franklin Mortgage Loan Trust, Series 2005-FF12, Class M2	69.33 k	73.18 k principal	0.09	ABS-other	Long	USA
CSMC Mortgage-Backed Trust, Series 2007-6, Class A1	67.54 k	112.35 k principal	0.08	ABS-mortgage backed security	Long	USA
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-WCW2, Class M3	53.39 k	53.96 k principal	0.07	ABS-other	Long	USA
JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1	53.07 k	56.76 k principal	0.07	ABS-mortgage backed security	Long	USA
Banc of America Funding Trust, Series 2006-J, Class 2A1	50.36 k	58.70 k principal	0.06	ABS-mortgage backed security	Long	USA
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C	49.57 k	154.40 k principal	0.06	ABS-other	Long	USA
FHLMC, Series 278, Class F1	44.14 k	44.52 k principal	0.05	ABS-mortgage backed security	Long	USA
USCPI	43.10 k	1.10 mm principal	0.05	Interest rate derivative	N/A	UK
GNMA, Series 2017-H10, Class FB	41.40 k	40.60 k principal	0.05	ABS-mortgage backed security	Long	USA
GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A	39.37 k	43.34 k principal	0.05	ABS-mortgage backed security	Long	USA
Alternative Loan Trust, Series 2006-OA11, Class A1B	37.57 k	39.49 k principal	0.05	ABS-mortgage backed security	Long	USA
U.S. Treasury Long Bond	35.91 k	-26.00 contracts	0.04	Interest rate derivative	N/A	USA
Alternative Loan Trust, Series 2007-1T1, Class 1A1	35.23 k	96.07 k principal	0.04	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	31.70 k	20.00 k principal	0.04	Debt	Long	USA
New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1	31.58 k	32.67 k principal	0.04	ABS-mortgage backed security	Long	USA
Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3	30.50 k	31.45 k principal	0.04	ABS-other	Long	USA
Atlas Senior Loan Fund Ltd., Series 2017-8A, Class A	29.94 k	29.91 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M2	28.19 k	30.87 k principal	0.03	ABS-other	Long	USA
USCPI	28.05 k	1.00 mm principal	0.03	Interest rate derivative	N/A	UK
Residential Asset Securitization Trust, Series 2007-A6, Class 2A1	27.73 k	125.43 k principal	0.03	ABS-mortgage backed security	Long	USA
Saxon Asset Securities Trust, Series 2007-3, Class 1A	25.54 k	26.96 k principal	0.03	ABS-other	Long	USA
OIS	24.97 k	1.20 mm principal	0.03	Interest rate derivative	N/A	UK
Euro-Bobl	24.37 k	17.00 contracts	0.03	Interest rate derivative	N/A	Germany
Euro-BTP	24.25 k	7.00 contracts	0.03	Interest rate derivative	N/A	Germany
Lehman XS Trust, Series 2007-20N, Class A1	24.06 k	22.87 k principal	0.03	ABS-other	Long	USA
RALI Trust, Series 2007-QH8, Class A	23.87 k	28.11 k principal	0.03	ABS-mortgage backed security	Long	USA
Credit-Based Asset Servicing & Securitization LLC, Series 2005-CB3, Class M4	23.78 k	24.77 k principal	0.03	ABS-other	Long	USA
Fremont Home Loan Trust, Series 2006-C, Class 1A1	23.58 k	25.92 k principal	0.03	ABS-other	Long	USA
FHLMC Structured Pass-Through Certificates, Series T-62, Class 1A1	23.24 k	25.68 k principal	0.03	ABS-mortgage backed security	Long	USA
Alternative Loan Trust, Series 2007-4CB, Class 1A35	23.06 k	27.05 k principal	0.03	ABS-mortgage backed security	Long	USA
JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4	20.47 k	22.23 k principal	0.03	ABS-mortgage backed security	Long	USA
IRS	20.45 k	700.00 k principal	0.03	Interest rate derivative	N/A	UK
Eurosail-UK plc, Series 2007-3X, Class A3A	20.27 k	15.23 k principal	0.03	ABS-mortgage backed security	Long	UK
BAC Bank of America Corporation	20.26 k	20.00 k principal	0.03	Debt	Long	USA
Palmer Square Loan Funding Ltd., Series 2021-2A, Class A1	20.15 k	20.14 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Lehman XS Trust, Series 2006-7, Class 1A1A	19.32 k	20.53 k principal	0.02	ABS-other	Long	USA
Alliance Bancorp Trust, Series 2007-OA1, Class A1	17.38 k	20.22 k principal	0.02	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust, Series 2019-HY2, Class A1	16.41 k	15.92 k principal	0.02	ABS-mortgage backed security	Long	USA
Ellington Loan Acquisition Trust, Series 2007-1, Class A1	15.36 k	15.57 k principal	0.02	ABS-other	Long	USA
IRS	14.92 k	1.20 mm principal	0.02	Interest rate derivative	N/A	UK
IRS	14.75 k	1.20 mm principal	0.02	Interest rate derivative	N/A	UK
CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1	13.84 k	30.79 k principal	0.02	ABS-mortgage backed security	Long	USA
Argent Mortgage Loan Trust, Series 2005-W1, Class A1	13.72 k	14.82 k principal	0.02	ABS-other	Long	USA
USCPI	11.58 k	400.00 k principal	0.01	Interest rate derivative	N/A	UK
FCPIX	11.53 k	820.00 k principal	0.01	Interest rate derivative	N/A	UK
Forward Foreign Currency Contract Barclays Bank	11.37 k	1.00 contracts	0.01	DFE	N/A	N/A
Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1	11.18 k	18.66 k principal	0.01	ABS-mortgage backed security	Long	USA
VMW Vmware, Inc.	9.90 k	10.00 k principal	0.01	Debt	Long	USA
3 Month Euro EURIBOR	9.85 k	19.00 contracts	0.01	Interest rate derivative	N/A	UK
Residential Asset Securitization Trust, Series 2005-A5, Class A3	9.71 k	15.73 k principal	0.01	ABS-mortgage backed security	Long	USA
Lehman XS Trust, Series 2006-8, Class 3A4	9.33 k	9.59 k principal	0.01	ABS-other	Long	USA
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2	9.16 k	9.39 k principal	0.01	ABS-other	Long	USA
Eurosail-UK plc, Series 2007-3X, Class A3C	9.02 k	6.77 k principal	0.01	ABS-mortgage backed security	Long	UK
USCPI	8.83 k	300.00 k principal	0.01	Interest rate derivative	N/A	UK
CWABS, Inc. Asset-backed Certificates, Series 2007-12, Class 1A1	8.76 k	9.06 k principal	0.01	ABS-other	Long	USA
FHLMC Structured Pass-Through Certificates, Series T-63, Class 1A1	7.64 k	8.01 k principal	0.01	ABS-mortgage backed security	Long	USA
IRS	7.44 k	250.00 k principal	0.01	Interest rate derivative	N/A	UK
NovaStar Mortgage Funding Trust, Series 2005-3, Class M2	6.93 k	6.99 k principal	0.01	ABS-other	Long	USA
IRS	6.69 k	450.00 k principal	0.01	Interest rate derivative	N/A	UK
IRS	6.66 k	450.00 k principal	0.01	Interest rate derivative	N/A	UK
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR7, Class 3A	6.66 k	7.51 k principal	0.01	ABS-mortgage backed security	Long	USA
HICPXT	6.56 k	100.00 k principal	0.01	Interest rate derivative	N/A	UK
JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1	6.50 k	7.08 k principal	0.01	ABS-mortgage backed security	Long	USA
HICPXT	6.39 k	100.00 k principal	0.01	Interest rate derivative	N/A	UK
HICPXT	6.15 k	100.00 k principal	0.01	Interest rate derivative	N/A	UK
HICPXT	6.06 k	100.00 k principal	0.01	Interest rate derivative	N/A	UK
IRS	5.81 k	1.07 mm principal	0.01	Interest rate derivative	N/A	UK
IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1	5.36 k	16.98 k principal	0.01	ABS-other	Long	USA
Forward Foreign Currency Contract Morgan Stanley & Co. International	5.35 k	1.00 contracts	0.01	DFE	N/A	N/A
Bear Stearns ALT-A Trust, Series 2006-2, Class 23A1	5.27 k	6.48 k principal	0.01	ABS-mortgage backed security	Long	USA
Alternative Loan Trust, Series 2006-OA19, Class A1	5.21 k	6.53 k principal	0.01	ABS-mortgage backed security	Long	USA
HICPXT	5.17 k	160.00 k principal	0.01	Interest rate derivative	N/A	UK
Citigroup Mortgage Loan Trust, Series 2007-10, Class 22AA	4.89 k	5.53 k principal	0.01	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust, Series 2006-6, Class A4	4.86 k	9.88 k principal	0.01	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust, Series 2007-3, Class 1A1	4.76 k	5.45 k principal	0.01	ABS-mortgage backed security	Long	USA
IRS	4.54 k	2.60 mm principal	0.01	Interest rate derivative	N/A	UK
IRS	4.11 k	400.00 k principal	0.01	Interest rate derivative	N/A	UK
IRS	3.88 k	400.00 k principal	0.00	Interest rate derivative	N/A	UK
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7	3.70 k	9.32 k principal	0.00	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3	3.40 k	3.57 k principal	0.00	ABS-mortgage backed security	Long	USA
IRS	3.37 k	350.00 k principal	0.00	Interest rate derivative	N/A	UK
CSMC Trust, Series 2007-4R, Class 1A1	3.35 k	3.81 k principal	0.00	ABS-mortgage backed security	Long	USA
Bear Stearns ARM Trust, Series 2005-9, Class A1	3.35 k	3.53 k principal	0.00	ABS-mortgage backed security	Long	USA
Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4	3.08 k	3.13 k principal	0.00	ABS-mortgage backed security	Long	USA
WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA4, Class 1A	3.04 k	3.64 k principal	0.00	ABS-mortgage backed security	Long	USA
Residential Asset Securitization Trust, Series 2006-A10, Class A5	2.98 k	8.42 k principal	0.00	ABS-mortgage backed security	Long	USA
IRS	2.94 k	290.00 k principal	0.00	Interest rate derivative	N/A	UK
Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 2A1	2.90 k	2.94 k principal	0.00	ABS-mortgage backed security	Long	USA
RFMSI Trust, Series 2007-S6, Class 1A10	2.89 k	3.64 k principal	0.00	ABS-mortgage backed security	Long	USA
OIS	2.78 k	840.00 k principal	0.00	Interest rate derivative	N/A	UK
Bear Stearns ARM Trust, Series 2005-1, Class 2A1	2.70 k	2.95 k principal	0.00	ABS-mortgage backed security	Long	USA
IRS	2.64 k	430.00 k principal	0.00	Interest rate derivative	N/A	UK
GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1	2.61 k	2.86 k principal	0.00	ABS-mortgage backed security	Long	USA
IRS	2.58 k	500.00 k principal	0.00	Interest rate derivative	N/A	UK
Bear Stearns ARM Trust, Series 2006-2, Class 3A2	2.57 k	2.96 k principal	0.00	ABS-mortgage backed security	Long	USA
Merrill Lynch Life Agency, Inc.	2.52 k	8.47 k principal	0.00	ABS-other	Long	USA