EQ/PIMCO Total Return ESG Portfolio Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$435.62 mm

Liabilities

$171.05 mm

Net assets

$264.58 mm

Number of holdings

591.00

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

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$Value

#Units

%Holdings

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Holding	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	Dec 23	Mar 24	Jun 24	Sep 24
522 Funding CLO Ltd.
A10 Bridge Asset Financing LLC
AbbVie, Inc.
Accor SA
Accredited Mortgage Loan Trust
AerCap Ireland Capital DAC
AES Corp. (The)
AIG Global Funding
Aircastle Ltd.
Alba plc
Alexandria Real Estate Equities, Inc.
Allegro CLO I Ltd.
Ally Financial, Inc.
Ally Master Owner Trust
Alternative Loan Trust Alternative Loan Trust, Series 2006-45T1, Class 1A16
Alternative Loan Trust Alternative Loan Trust, Series 2005-32T1, Class A3
Alternative Loan Trust Alternative Loan Trust, Series 2006-OA11, Class A1B
Alternative Loan Trust Alternative Loan Trust, Series 2006-OA12, Class A1B
Alternative Loan Trust Alternative Loan Trust, Series 2006-OA3, Class 1A1
Altria Group, Inc.
Amcor Flexibles North America, Inc.
American Airlines Pass-Through Trust American Airlines Pass-Through Trust, Series 2013-1, Class A
American Airlines Pass-Through Trust American Airlines Pass-Through Trust, Series 2016-3, Class A
American Airlines Pass-Through Trust American Airlines Pass-Through Trust, Series 2016-3, Class AA
American Express Co.
American Home Mortgage Assets Trust
American Home Mortgage Investment Trust
American Honda Finance Corp.
American Tower Corp.
Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Certificates
Anchorage Capital CLO 16 Ltd.
Anchorage Capital CLO 6 Ltd.
Anthem, Inc.
AP Moller - Maersk A/S
Arbor Multifamily Mortgage Securities Trust
Arbor Realty Commercial Real Estate Notes Ltd.
AREIT Trust AREIT Trust, Series 2021-CRE5, Class A
AREIT Trust AREIT Trust, Series 2020-CRE4, Class A
Ares XL CLO Ltd.
Argent Securities Trust
Argent Securities, Inc. Asset-Backed Pass-Through Certificates
Arrow Electronics, Inc.
AT&T, Inc.
Australia & New Zealand Banking Group Ltd.
AvalonBay Communities, Inc.
Avangrid, Inc.
Avery Point IV CLO Ltd.
Aviation Capital Group LLC
Avolon Holdings Funding Ltd.
Bacardi Ltd.
Baker Hughes a GE Co. LLC
Banc of America Funding Trust Banc of America Funding Trust, Series 2005-D, Class A1
Banc of America Funding Trust Banc of America Funding Trust, Series 2007-2, Class 1A2
Banc of America Mortgage Trust
Banco Santander SA
Bank of America Corp.
Bank of Ireland Group plc
Bank of Nova Scotia (The)
Banque Federative du Credit Mutuel SA
Barclays Bank plc
Barclays plc
BAT Capital Corp.
Bayer US Finance II LLC
BCAP LLC Trust BCAP LLC Trust, Series 2007-AA2, Class 12A1
BCAP LLC Trust BCAP LLC Trust, Series 2011-RR5, Class 12A1
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 2005-4, Class 23A1
Bear Stearns ALT-A Trust Bear Stearns ALT-A Trust, Series 2006-3, Class 35A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2004-3, Class 1A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2004-1, Class 12A5
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2003-8, Class 2A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2004-8, Class 2A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2004-10, Class 22A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2002-11, Class 1A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2004-10, Class 23A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2003-1, Class 6A1
Bear Stearns ARM Trust Bear Stearns ARM Trust, Series 2002-11, Class 1A2
Bear Stearns Asset-Backed Securities I Trust Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE9, Class 1A2
Bear Stearns Asset-Backed Securities I Trust Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2
Bear Stearns Asset-Backed Securities Trust
Bear Stearns Structured Products, Inc. Trust Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1
Bear Stearns Structured Products, Inc. Trust Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 1A1
Benchmark Mortgage Trust
BIG Commercial Mortgage Trust
BlueMountain CLO Ltd.
BlueMountain Fuji Eur CLO V DAC
BMW Finance NV
BMW Vehicle Lease Trust
BNP Paribas SA
Boardwalk Pipelines LP
BOC Aviation Ltd.
Boeing Co. (The)
Boston Properties LP
BPCE SA
Bristol-Myers Squibb Co.
Brixmor Operating Partnership LP
Broadcom Corp. Broadcom Corp.
Broadcom Corp. Broadcom Corp.
Broadcom, Inc.
Brookfield Finance I UK plc
BRSP Ltd.
BSST Mortgage Trust
Business Mortgage Finance 7 plc
BX Trust
C-Bass Trust
California Health Facilities Financing Authority
California Street CLO XII Ltd.
Campbell Soup Co.
Cantor Fitzgerald LP
Capital One Financial Corp.
CARDS II Trust
Carlyle US CLO Ltd.
Cathedral Lake CLO Ltd.
CBAM Ltd. CBAM Ltd., Series 2018-5A, Class A
CBAM Ltd. CBAM Ltd., Series 2018-8A, Class A1
Cent CLO 24 Ltd.
CenterPoint Energy Houston Electric LLC
CenterPoint Energy Resources Corp.
Central Japan Railway Co.
CFCRE Commercial Mortgage Trust
CGI, Inc.
Charter Communications Operating LLC Charter Communications Operating LLC
Charter Communications Operating LLC Charter Communications Operating LLC
Chase Issuance Trust
Chase Mortgage Finance Trust
Chesapeake Funding II LLC
CHL Mortgage Pass-Through Trust CHL Mortgage Pass-Through Trust, Series 2005-HYB9, Class 3A2A
CHL Mortgage Pass-Through Trust CHL Mortgage Pass-Through Trust, Series 2004-22, Class A3
CHL Mortgage Pass-Through Trust CHL Mortgage Pass-Through Trust, Series 2004-HYB9, Class 1A1
Choice Hotels International, Inc.
CIFC Funding Ltd.
Cigna Corp.
Citigroup Commercial Mortgage Trust
CITIGROUP GLOBAL MARKETS INC
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2009-7, Class 5A2
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2006-WMC1, Class A2D
Citigroup Mortgage Loan Trust, Inc.
Citigroup, Inc.
City of Chicago IL
Clearway Energy Operating LLC
CLNC Ltd.
Commercial Mortgage Trust Commercial Mortgage Trust, Series 2021-2400, Class A
Commercial Mortgage Trust Commercial Mortgage Trust, Series 2018-COR3, Class A3
Conagra Brands, Inc.
Consolidated Edison Co. of New York, Inc.
Constellation Brands, Inc.
Constellation Energy Generation LLC
Continental Resources, Inc.
Cooperatieve Rabobank UA
COPT Defense Properties LP
Corsair International Ltd.
Coty, Inc.
Countrywide Asset-Backed Certificates Countrywide Asset-Backed Certificates, Series 2004-2, Class M1
Countrywide Asset-Backed Certificates Countrywide Asset-Backed Certificates, Series 2006-12, Class 2A2
Countrywide Asset-Backed Certificates Countrywide Asset-Backed Certificates, Series 2006-26, Class 2A3
Countrywide Asset-Backed Certificates Countrywide Asset-Backed Certificates, Series 2006-13, Class 3AV2
Credit Suisse AG
Credit Suisse First Boston Mortgage Securities Corp.
Credit Suisse Group AG
Credit Suisse Group Funding Guernsey Ltd.
Crestline Denali CLO XV Ltd.
Crown Castle Operating Co.
Crown Castle, Inc.
Crown Point CLO 7 Ltd.
CVC Cordatus Loan Fund VII DAC
CVS Health Corp.
CWABS Asset-Backed Certificates Trust CWABS Asset-Backed Certificates Trust, Series 2006-3, Class M2
CWABS Asset-Backed Certificates Trust CWABS Asset-Backed Certificates Trust, Series 2006-21, Class 2A4
CWABS Asset-Backed Certificates Trust CWABS Asset-Backed Certificates Trust, Series 2006-24, Class 1A
CWABS Asset-Backed Certificates Trust CWABS Asset-Backed Certificates Trust, Series 2006-2, Class M1
CWABS, Inc. Asset-backed Certificates
Daimler Trucks Finance North America LLC
Danske Bank A/S
DBWF Mortgage Trust
DC Office Trust
Dell International LLC Dell International LLC
Dell International LLC Dell International LLC
Dell International LLC Dell International LLC
Dell International LLC Dell International LLC
Dell International LLC Dell International LLC
Delta Air Lines, Inc.
Deutsche Alt-A Securities Mortgage Loan Trust
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
Deutsche Bank AG
DEUTSCHE BANK SECURITIES INC.
Development Bank of Japan, Inc.
Dexia Credit Local SA
Digital Dutch Finco BV
Discovery Communications LLC
Diversified Healthcare Trust
DOLP Trust
Dominion Energy Gas Holdings LLC
DREYFUS TREASURY & AGENCY LEX
Duke Energy Carolinas LLC
Duke Energy Corp.
Duke Energy Ohio, Inc.
Edison International
Edison State Community College District
Electricite de France
Electronic Arts, Inc.
EMC Corp.
EMC Mortgage Loan Trust
Enel Finance International NV
Energy Transfer LP
EPR Properties
Equinix, Inc.
Essex Portfolio LP
European Investment Bank
Eurosail-UK plc Eurosail-UK plc, Series 2007-2X, Class A3C
Eurosail-UK plc Eurosail-UK plc, Series 2007-1X, Class A3C
Evergreen Credit Card Trust
Expedia Group, Inc. Expedia Group, Inc.
Expedia Group, Inc. Expedia Group, Inc.
Extended Stay America Trust Extended Stay America Trust, Series 2021-ESH, Class A1
Extended Stay America Trust Extended Stay America Trust, Series 2021-ESH, Class A
Federal Realty OP LP
Federative Republic of Brazil
FFMLT Trust
FHF Issuer Trust FHF Issuer Trust, Series 2024-1A, Class A2
FHF Issuer Trust FHF Issuer Trust, Series 2024-2A, Class A2
FHF Trust FHF Trust, Series 2022-1A, Class A
FHF Trust FHF Trust, Series 2023-1A, Class A2
FHF Trust FHF Trust, Series 2020-1A, Class B
FHLB
FHLMC Pool UMBS
FHLMC Pool UMBS
Fidelity National Information Services, Inc. Fidelity National Information Services, Inc.
Fidelity National Information Services, Inc. Fidelity National Information Services Inc
Figueroa CLO Ltd. Figueroa CLO Ltd., Series 2014-1A, Class AR
Figueroa CLO Ltd. Figueroa CLO Ltd., Series 2013-2A, Class A1RR
First American Financial Corp.
First Horizon Alternative Mortgage Securities Trust
First Horizon Mortgage Pass-Through Trust
Fiserv, Inc.
Florida Power & Light Co.
FNMA UMBS
FNMA 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 FNMA/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
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, 15 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, 15 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, 15 Year, Single Family
FNMA or FHLMC UMBS, 15 Year, Single Family
FNMA or FHLMC UMBS, 30 Year, Single Family
FNMA or FHLMC UMBS, 15 Year, Single Family
Ford Credit Floorplan Master Owner Trust A
Ford Motor Credit Co. LLC
FORT CRE Issuer LLC
Fremont Home Loan Trust Fremont Home Loan Trust, Series 2005-D, Class M1
Fremont Home Loan Trust Fremont Home Loan Trust, Series 2006-E, Class 2A1
FS Rialto Issuer LLC
Galaxy XV CLO Ltd.
GE Capital Funding LLC
GE Capital International Funding Co. Unlimited Co.
General Motors Financial Co., Inc.
GlaxoSmithKline Capital plc
Global Payments, Inc.
GLP Capital LP GLP Capital LP
GLP Capital LP GLP Capital LP
GNMA
GNR
Goldman Sachs Bank USA
Goldman Sachs Fin Square Govt Fd
Goldman Sachs Group, Inc. (The)
GoodLeap Sustainable Home Solutions Trust GoodLeap Sustainable Home Solutions Trust, Series 2023-1GS, Class A
GoodLeap Sustainable Home Solutions Trust GoodLeap Sustainable Home Solutions Trust, Series 2022-2CS, Class A
GoodLeap Sustainable Home Solutions Trust GoodLeap Sustainable Home Solutions Trust, Series 2023-3C, Class A
Goodman US Finance Three LLC
Great Hall Mortgages No. 1 plc
Greenko Power II Ltd.
Greenko Solar Mauritius Ltd.
GS Mortgage Securities Corp. Trust GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A
GS Mortgage Securities Corp. Trust GS Mortgage Securities Corp. Trust, Series 2016-RENT, Class A
GS Mortgage Securities Trust GS Mortgage Securities Trust, Series 2015-GC30, Class AAB
GS Mortgage Securities Trust GS Mortgage Securities Trust, Series 2016-GS3, Class WMB
GSAA Trust
GSAMP Trust
GSPA Monetization Trust
GSR Mortgage Loan Trust GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1
GSR Mortgage Loan Trust GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1
Halcyon Loan Advisors Funding Ltd.
Haleon UK Capital plc
Hana Bank
Hanwha Life Insurance Co. Ltd.
HarborView Mortgage Loan Trust HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A
HarborView Mortgage Loan Trust HarborView Mortgage Loan Trust, Series 2005-12, Class 2A12
HarborView Mortgage Loan Trust HarborView Mortgage Loan Trust, Series 2005-14, Class 4A1A
HarborView Mortgage Loan Trust HarborView Mortgage Loan Trust, Series 2005-4, Class 3A1
Harley-Davidson Financial Services, Inc.
HAT Holdings I LLC HAT Holdings I LLC
HAT Holdings I LLC HAT Holdings I LLC
Hawksmoor Mortgages
Healthcare Realty Holdings LP
Highwoods Realty LP
Hilton USA Trust
Home Equity Loan Trust
Honda Motor Co. Ltd.
Host Hotels & Resorts LP
HSBC BANK PLC
HSBC Holdings plc
HSBC SECURITIES,INC.
HSBC USA, Inc.
Huntsman International LLC
Hyundai Capital America
Imperial Brands Finance plc
IndyMac INDX Mortgage Loan Trust IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A
IndyMac INDX Mortgage Loan Trust IndyMac INDX Mortgage Loan Trust, Series 2006-AR9, Class 2A1
ING Groep NV
Intercontinental Exchange, Inc.
INVESCO GOVT AND AGCY LEX
IPALCO Enterprises, Inc.
ITC Holdings Corp.
Jackson National Life Global Funding
Jamestown CLO VII Ltd.
Japan
Japan Finance Organization for Municipalities
Japan International Cooperation Agency
JDE Peet's NV
JetBlue Pass-Through Trust
JMP Credit Advisors CLO IIIR Ltd.
Johnson & Johnson
Jones Lang LaSalle Finance BV
Jones Lang LaSalle, Inc.
JP Morgan Chase Commercial Mortgage Securities Trust JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-HTL5, Class A
JP Morgan Chase Commercial Mortgage Securities Trust JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-NYAH, Class A
JP Morgan Chase Commercial Mortgage Securities Trust JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-LAQ, Class A
JP Morgan Mortgage Acquisition Corp. JP Morgan Mortgage Acquisition Corp., Series 2006-FRE1, Class M1
JP Morgan Mortgage Acquisition Corp. JP Morgan Mortgage Acquisition Corp., Series 2005-FRE1, Class M1
JP Morgan Mortgage Acquisition Trust
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2006-A6, Class 1A4L
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2006-A3, Class 6A1
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2
JPMorgan Chase & Co.
JPMorgan Chase Bank NA
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
JPMorgan Prime Money Market Fund, IM Shares JPMorgan Prime Money Market Fund, IM Shares
Jyske Realkredit A/S
Keurig Dr Pepper, Inc.
Kilroy Realty LP
Kimco Realty Corp.
Kraft Heinz Foods Co.
Landmark Mortgage Securities No. 3 plc
Las Vegas Sands Corp.
Lazard Group LLC
LCCM Trust
LCM XV LP
Legacy Mortgage Asset Trust
Lehman XS Trust
Leidos, Inc.
Lloyds Bank Corporate Markets plc
Lloyds Bank plc
Lloyds Banking Group plc
LMREC, Inc.
LoanCore Issuer Ltd.
Lowe's Cos., Inc.
LP Credit Card ABS Master Trust
LSEGA Financing plc
Madison Park Funding XLI Ltd.
Magnetite XVIII Ltd.
Manulife Financial Corp.
Marble Point CLO X Ltd.
Marriott International, Inc.
MASTR Adjustable Rate Mortgages Trust
MASTR Asset-Backed Securities Trust MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5
MASTR Asset-Backed Securities Trust MASTR Asset-Backed Securities Trust, Series 2006-FRE1, Class A4
Mercedes-Benz Finance North America LLC
Merrill Lynch Mortgage Investors Trust
METROPOLITAN LIFE INSURANCE COMPANY
MF1 Ltd.
MF1 Multifamily Housing Mortgage Loan Trust
Microchip Technology, Inc.
Micron Technology, Inc.
Mid-America Apartments LP
Mitsubishi UFJ Financial Group, Inc.
Mizuho Financial Group, Inc.
Mohawk Industries, Inc.
Monarch Grove CLO Ltd.
Mondelez International, Inc.
Morgan Stanley
Morgan Stanley ABS Capital I, Inc. Trust Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE5, Class A2D
Morgan Stanley ABS Capital I, Inc. Trust Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-WMC2, Class A2C
Morgan Stanley Bank NA
Morgan Stanley Bank of America Merrill Lynch Trust Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class ASB
Morgan Stanley Bank of America Merrill Lynch Trust Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class ASB
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2020-CNP, Class A
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2021-230P, Class A
Morgan Stanley Mortgage Loan Trust
MortgageIT Trust
Mosaic Solar Loan Trust Mosaic Solar Loan Trust, Series 2022-1A, Class A
Mosaic Solar Loan Trust Mosaic Solar Loan Trust, Series 2023-3A, Class A
Mountain Hawk III CLO Ltd.
MPLX LP
MSSG Trust
Mylan, Inc.
N/A OIS
N/A CDI
N/A CDI
N/A Forward Foreign Currency Contract
N/A SOP
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A CDI
N/A Forward Foreign Currency Contract
N/A CDI
N/A IRS
N/A CDIO
N/A OIS
N/A SOP
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A CDI
N/A OIS
N/A U.S. Treasury Long Bond
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
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N/A CDI
N/A OIS
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N/A Forward Foreign Currency Contract
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N/A CDIO
N/A Forward Foreign Currency Contract
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N/A U.S. Treasury 5 Year Note
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N/A Forward Foreign Currency Contract
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N/A U.S. Treasury 10 Year Note
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N/A CDI
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N/A Forward Foreign Currency Contract
N/A IRS
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N/A CDI
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N/A Forward Foreign Currency Contract
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N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 2 Year Note
N/A Forward Foreign Currency Contract
N/A NDIRS
N/A Forward Foreign Currency Contract
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N/A Canada 10 Year Bond
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N/A Forward Foreign Currency Contract
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N/A Japan 10 Year Bond
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N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A IRS
N/A CDI
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
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 Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A CDI
N/A SOP
N/A OIS
N/A CDI
N/A Euro-Bund
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A U.S. Treasury 10 Year Ultra Note
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 Forward Foreign Currency Contract
N/A CDI
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A IRS
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 IRS
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Ultra Note
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A CDIO
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A CDI
N/A OIS
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A OIS
N/A CDIO
N/A Forward Foreign Currency Contract
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 IRS
N/A OIS
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Long Bond
N/A Forward Foreign Currency Contract
N/A CDI
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A IRS
N/A Foreign Exchange GBP/USD
N/A OIS
N/A SOP
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A IRS
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 SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Foreign Exchange GBP/USD
N/A SOP
N/A Long Gilt
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
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 SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-OAT
N/A Japan 10 Year Bond
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A OIS
N/A OIS
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A Canada 10 Year Bond
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A SOP
N/A IRS
N/A IRS
N/A CDS
N/A SOP
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 SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 2 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A IRS
N/A SOP
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 Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A SOP
N/A SOP
N/A Long Gilt
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A SOP
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Foreign Exchange GBP/USD
N/A OIS
N/A IRS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A SOP
N/A Japan 10 Year Bond
N/A Forward Foreign Currency Contract
N/A CDS
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 Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A Foreign Exchange GBP/USD
N/A OIS
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
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 U.S. Treasury 2 Year Note
N/A Canada 10 Year Bond
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A OIS
N/A OIS
N/A SOP
N/A Euro-Bund
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A SOP
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A U.S. Treasury 10 Year Ultra Note
N/A CDS
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 OIS
N/A OIS
N/A OIS
N/A SOP
N/A SOP
N/A SOP
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
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 IRS
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A CDS
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
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 SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A 3 Month SOFR
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Japan 10 Year Bond
N/A SOP
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A 3 Month SOFR
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Foreign Exchange GBP/USD
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A SOP
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
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 SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A CDS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A U.S. Treasury 2 Year Note
N/A Foreign Exchange GBP/USD
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
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 OIS
N/A SOP
N/A U.S. Treasury 10 Year Ultra Note
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 SOP
N/A CDS
N/A OIS
N/A OIS
N/A SOP
N/A SOP
N/A CDS
N/A SOP
N/A Canada 10 Year Bond
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A 3 Month SOFR
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A IRS
N/A CDS
N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
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 OIS
N/A 30 Day Federal Funds
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A SOP
N/A IRS
N/A OIS
N/A 3 Month SOFR
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A CDS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A 3 Month SOFR
N/A OIS
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Foreign Exchange GBP/USD
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A U.S. Treasury 10 Year Note
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Foreign Exchange GBP/USD
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A OIS
N/A OIS
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A U.S. Treasury 10 Year Ultra Note
N/A 3 Month SOFR
N/A OIS
N/A U.S. Treasury 2 Year Note
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A IRS
N/A SOP
N/A 3 Month SOFR
N/A OIS
N/A OIS
N/A Japan 10 Year Bond
N/A Forward Foreign Currency Contract
N/A OIS
N/A Euro-Bund
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A IRS
N/A CDS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
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 IRS
N/A IRS
N/A OIS
N/A SOP
N/A CDS
N/A SOP
N/A OIS
N/A SOP
N/A SOP
N/A SOP
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A OIS
N/A Euro-OAT
N/A CDS
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A OIS
N/A OIS
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 OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A U.S. Treasury 10 Year Note
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A 3 Month SOFR
N/A OIS
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 2 Year Note
N/A OIS
N/A Japan 10 Year Bond
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A SOP
N/A 3 Month SOFR
N/A OIS
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Euro-BTP
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A CDS
N/A OIS
N/A U.S. Treasury 10 Year Ultra Note
N/A SOP
N/A OIS
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Japan 10 Year Bond
N/A IRS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Euro-OAT
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A SOP
N/A SOP
N/A CDS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Euro-BTP
N/A OIS
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Euro-Buxl
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A CDS
N/A SOP
N/A OIS
N/A OIS
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A 3 Month Eurodollar
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 SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A 3 Month Eurodollar
N/A U.S. Treasury 5 Year Note
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A CDS
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 IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A SOP
N/A CDS
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A OIS
N/A SOP
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A CDS
N/A SOP
N/A OIS
N/A OIS
N/A Euro-OAT
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A 3 Month Eurodollar
N/A Forward Foreign Currency Contract
N/A OIS
N/A Euro-Buxl
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Euro-Bund
N/A Japan 10 Year Bond
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A OIS
N/A CDS
N/A CDS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
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 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 IRS
N/A OIS
N/A Long Gilt
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 SOP
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A CDS
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A Euro-BTP
N/A OIS
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 Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Euro-OAT
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A 3 Month Eurodollar
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A CDS
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 Japan 10 Year Bond
N/A Euro-Bund
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
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 OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Foreign Exchange AUD/USD
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
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 Euro-Bund
N/A U.S. Treasury Ultra Bond
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A SOP
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 CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
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 OIS
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
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 Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Japan 10 Year Bond
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A Euro-OAT
N/A U.S. Treasury 2 Year Note
N/A Forward Foreign Currency Contract
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 OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A SOP
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A 3 Month Eurodollar
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Foreign Exchange AUD/USD
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A CDS
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Long Bond
N/A OIS
N/A OIS
N/A CDS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
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 OIS
N/A Euro-Bobl
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 2 Year Note
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Note
N/A Japan 10 Year Bond
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Long Bond
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Euro-Buxl
N/A 3 Month Eurodollar
N/A Euro-Bund
N/A OIS
N/A Forward Foreign Currency Contract
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 OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A U.S. Treasury Ultra Bond
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
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 CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A CDI
N/A Euro-Buxl
N/A OIS
N/A CDS
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A CDI
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDI
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDI
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A CDI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Long Bond
N/A CDI
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A CDS
N/A CDI
N/A Japan 10 Year Bond
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDI
N/A Forward Foreign Currency Contract
N/A IRS
N/A CDS
N/A OIS
N/A CDI
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Note
N/A OIS
N/A OIS
N/A CDI
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A CDI
N/A Forward Foreign Currency Contract
N/A Japan 10 Year Bond
N/A CDI
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDS
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A OIS
N/A CDI
N/A Forward Foreign Currency Contract
N/A CDI
N/A U.S. Treasury Long Bond
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 Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A CDS
N/A CDI
N/A CDI
N/A Forward Foreign Currency Contract
N/A CDI
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A CDS
N/A CDI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A CDI
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDI
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A CDI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A CDI
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A Euro-Buxl
N/A OIS
N/A CDS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A U.S. Treasury Long Bond
N/A OIS
N/A OIS
N/A Japan 10 Year Bond
N/A IRS
N/A Forward Foreign Currency Contract
N/A CDS
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A CDI
N/A Forward Foreign Currency Contract
N/A CDS
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A CDI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A CDI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A CDI
N/A OIS
N/A OIS
N/A CDS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDI
N/A OIS
N/A U.S. Treasury Long Bond
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A CDI
N/A CDI
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A U.S. Treasury 5 Year Note
N/A OIS
N/A Euro-buxl
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDI
N/A Foreign Exchange USD/BRL
N/A OIS
N/A Japan 10 Year Bond
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A IRS
N/A CDS
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 CDS
N/A CDS
N/A IRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
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 Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A IRS
N/A CDS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A U.S. Treasury Long Bond
N/A U.S. Treasury 10 Year Note
N/A IRS
N/A Japan 10 Year Bond
N/A CDS
N/A IRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Note
N/A CDS
N/A CDS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A CDS
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
National Australia Bank Ltd.
National Fuel Gas Co.
National Retail Properties, Inc.
Nationwide Building Society
NATIXIS NEW YORK BRANCH
NatWest Group plc
NATWEST MARKETS SECURITIES INC
Nederlandse Waterschapsbank NV
NetApp, Inc.
Netflix, Inc.
New Orleans Hotel Trust
New York State Electric & Gas Corp.
New York State Urban Development Corp.
Newcastle Mortgage Securities Trust
Nexi SpA
NextEra Energy Capital Holdings, Inc.
Niagara Mohawk Power Corp.
NiSource, Inc.
Nissan Motor Acceptance Co. LLC
Nissan Motor Co. Ltd.
Nomura Holdings, Inc.
Norinchukin Bank (The)
Northern States Power Co.
NovaStar Mortgage Funding Trust
NTT Finance Corp.
NVR, Inc.
NXP BV NXP BV
NXP BV NXP BV
NXP BV NXP BV
NXP BV NXP BV
NYO Commercial Mortgage Trust
OCP CLO Ltd.
Odebrecht Drilling Norbe VIII/IX Ltd.
Odebrecht Oil & Gas Finance Ltd.
OHA Credit Funding 3 Ltd.
Oncor Electric Delivery Co. LLC
ONE Mortgage Trust
OneMain Direct Auto Receivables Trust
OneMain Finance Corp.
ONEOK Partners LP
Option One Mortgage Loan Trust Option One Mortgage Loan Trust, Series 2006-3, Class 2A3
Option One Mortgage Loan Trust Option One Mortgage Loan Trust, Series 2007-CP1, Class 1A1
Option One Mortgage Loan Trust Option One Mortgage Loan Trust, Series 2007-5, Class 1A1
Option One Mortgage Loan Trust Asset-Backed Certificates
Oracle Corp.
OSCAR US Funding Trust VIII LLC
Oversea-Chinese Banking Corp. Ltd.
Owl Rock Capital Corp.
OZLM Funding Ltd.
OZLM IX Ltd. OZLM IX Ltd., Series 2014-9A, Class A1A4
OZLM IX Ltd. OZLM IX Ltd., Series 2014-9A, Class A1A3
OZLM XVI Ltd.
Pacific Gas and Electric Co.
Pacific National Finance Pty. Ltd.
Palmer Square CLO Ltd.
Palmer Square Loan Funding Ltd.
Park Aerospace Holdings Ltd.
Parker-Hannifin Corp.
PayPal Holdings, Inc.
Petrobras Global Finance BV
PFP Ltd.
Philip Morris International, Inc.
Physicians Realty LP
Platin 1426 GmbH
Prime Mortgage Trust Prime Mortgage Trust, Series 2004-CL1, Class 1A2
Prime Mortgage Trust Prime Mortgage Trust, Series 2006-CL1, Class A1
Province of Ontario
Province of Quebec
Public Service Electric & Gas Co.
Public Storage
QNB Finance Ltd.
Quanta Services, Inc.
RAAC Trust
RALI Trust RALI Trust, Series 2006-QS12, Class 1A1
RALI Trust RALI Trust, Series 2005-QA13, Class 2A1
RALI Trust RALI Trust, Series 2006-QS13, Class 1A10
RALI Trust RALI Trust, Series 2007-QA3, Class A1
RALI Trust RALI Trust, Series 2008-QR1, Class 1A1
RAMP Trust
RASC Trust RASC Trust, Series 2005-EMX5, Class A3
RASC Trust RASC Trust, Series 2006-EMX2, Class M1
RASC Trust RASC Trust, Series 2006-KS7, Class A4
RASC Trust RASC Trust, Series 2007-KS3, Class AI3
RBSSP Resecuritization Trust
Ready Capital Mortgage Financing LLC Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A
Ready Capital Mortgage Financing LLC Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A
Ready Capital Mortgage Financing LLC Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class A
Realkredit Danmark A/S
Realty Income Corp.
Reckitt Benckiser Treasury Services plc
Regatta XV Funding Ltd.
Regatta XVI Funding Ltd.
Regeneron Pharmaceuticals, Inc.
Regions Bank
Renaissance Home Equity Loan Trust
Republic of Chile
Republic of Colombia
Republic of Peru
Republic of Philippines
Republic of South Africa
Republic Services, Inc.
Residential Asset Securitization Trust
RFMSI Trust
Ripon Mortgages plc
Rockefeller Foundation (The)
Romania Government Bond
Royal Bank of Canada
S&P Global, Inc.
Sabine Pass Liquefaction LLC
Sabra Health Care LP
San Diego Gas & Electric Co.
Sandstone Peak Ltd.
Santander Holdings USA, Inc.
Santander UK Group Holdings plc
Santander UK plc
Saranac CLO VI Ltd.
Saudi Arabian Oil Co.
SCE Recovery Funding LLC
Scentre Group Trust 1
Securitized Asset-Backed Receivables LLC Trust
Sempra Energy
Service Properties Trust
Seven & i Holdings Co. Ltd.
SG Mortgage Securities Trust
Simon Property Group LP
Skandinaviska Enskilda Banken AB
SLM Student Loan Trust SLM Student Loan Trust, Series 2003-11, Class A6
SLM Student Loan Trust SLM Student Loan Trust, Series 2003-10A, Class A3
SMB Private Education Loan Trust
Smurfit Kappa Treasury ULC
Societe Generale SA
Society of Lloyd's
SoFi Professional Loan Program Trust
Sound Point CLO XII Ltd.
Sound Point CLO XV Ltd.
Sound Point CLO XVI Ltd.
Soundview Home Loan Trust Soundview Home Loan Trust, Series 2007-WMC1, Class 3A1
Soundview Home Loan Trust Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1
Southern California Edison Co.
Southern Co. (The)
Specialty Underwriting & Residential Finance Trust
Spirit AeroSystems, Inc.
Sprint Spectrum Co. LLC Sprint Spectrum Co. LLC
Sprint Spectrum Co. LLC Sprint Spectrum Co. LLC
Standard Chartered plc
Starbucks Corp.
STARM Mortgage Loan Trust
State of Qatar
Stifel Financial Corp.
Stonepeak ABS
Store Capital LLC
Stratus CLO Ltd. Stratus CLO Ltd., Series 2021-2A, Class A
Stratus CLO Ltd. Stratus CLO Ltd., Series 2021-3A, Class A
Structured Adjustable Rate Mortgage Loan Trust
Structured Asset Mortgage Investments II Trust Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3
Structured Asset Mortgage Investments II Trust Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 1A3
Structured Asset Mortgage Investments Trust
Structured Asset Securities Corp. Mortgage Loan Trust
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
STWD Ltd. STWD Ltd., Series 2021-FL2, Class A
STWD Ltd. STWD Ltd., Series 2022-FL3, Class A
STWD Mortgage Trust STWD Mortgage Trust, Series 2021-HTS, Class A
STWD Mortgage Trust STWD Mortgage Trust, Series 2021-LIH, Class A
Sudbury Mill CLO Ltd.
Sumitomo Mitsui Financial Group, Inc.
Sumitomo Mitsui Trust Bank Ltd.
Sun Communities Operating LP
Sunnova Helios XI Issuer LLC
Sunnova Sol IV Issuer LLC
Sunrun Demeter Issuer LLC
Svenska Handelsbanken AB
Synchrony Bank
Syngenta Finance NV
TD PRIME SVCS
Telos CLO Ltd.
TELUS Corp.
Textron, Inc.
TFDXX LEX BLACKROCK FED FUND
Tharaldson Hotel Portfolio Trust
Thomson Reuters Corp. Thomson Reuters Corp.
Thomson Reuters Corp. Thomson Reuters Corp.
Thornburg Mortgage Securities Trust Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1
Thornburg Mortgage Securities Trust Thornburg Mortgage Securities Trust, Series 2007-1, Class A2B
Towd Point Mortgage Funding
Towd Point Mortgage Funding 2020-Auburn 14 plc
TRESTLES CLO Ltd.
Tricolor Auto Securitization Trust
Trinitas CLO XIV Ltd.
TRTX Issuer Ltd.
TWDC Enterprises 18 Corp.
Tyson Foods, Inc.
UBS Group AG
UDR, Inc.
UniCredit SpA
United Airlines Pass-Through Trust United Airlines Pass-Through Trust, Series 2016-2, Class AA
United Airlines Pass-Through Trust United Airlines Pass-Through Trust, Series 2020-1, Class A
United Kingdom of Great Britain and Northern Ireland
United Mexican States
United Overseas Bank Ltd.
United States of America
University of California
University of Michigan
US Bancorp
US Bank NA
VB-S1 Issuer LLC
Ventas Realty LP
Venture XVI CLO Ltd.
Venture XX CLO Ltd.
VEREIT Operating Partnership LP
Verizon Communications, Inc.
VMware LLC
Volkswagen Bank GmbH
Volkswagen Group of America Finance LLC
Voya CLO Ltd.
Wachovia Mortgage Loan LLC Trust
Walgreens Boots Alliance, Inc.
Walt Disney Co. (The)
WaMu Asset-Backed Certificates Trust
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1A1
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR6, Class 1A1A
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY7, Class 4A2
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY5, Class 2A1
Warwick Finance Residential Mortgages Number Three plc
Washington Prime Group LP
WEC Energy Group, Inc.
Wells Fargo & Co.
Wells Fargo Commercial Mortgage Trust
Wells Fargo Home Equity Asset-Backed Securities Trust
Wells Fargo Mortgage Backed Securities Trust
Welltower OP LLC
Westinghouse Air Brake Technologies Corp.
Westlake Automobile Receivables Trust
Weyerhaeuser Co.
Wisconsin Power & Light Co.
Worldwide Plaza Trust
Wynn Las Vegas LLC
Xylem, Inc.
Zoetis, Inc.