Grunnleggende statistikk
Porteføljeverdi $ 744 215 389
Nåværende posisjoner 324
Siste beholdninger, prestasjoner, forvaltet kapital (fra 13F, 13D)

PLVTX - PIMCO RAE Low Volatility PLUS International Fund Institutional Class har oppgitt 324 totale beholdninger i sine siste SEC-arkiveringer. Siste porteføljeverdi er beregnet til 744 215 389 USD. Faktisk forvaltet kapital (AUM) er denne verdien pluss kontanter (som ikke er oppgitt). PLVTX - PIMCO RAE Low Volatility PLUS International Fund Institutional Classs største beholdninger er Uniform Mortgage-Backed Security, TBA (US:US01F0406102) , United States Treasury Note/Bond (US:US9128286B18) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0326177) , and United States Treasury Inflation Indexed Bonds (US:US912828X398) . PLVTX - PIMCO RAE Low Volatility PLUS International Fund Institutional Classs nye posisjoner inkluderer Uniform Mortgage-Backed Security, TBA (US:US01F0406102) , United States Treasury Note/Bond (US:US9128286B18) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0326177) , and United States Treasury Inflation Indexed Bonds (US:US912828X398) .

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De største økningene dette kvartalet

Vi bruker endringen i porteføljeallokeringen fordi dette er det mest meningsfulle målet. Endringer kan skyldes handler eller endringer i aksjekursene.

Verdipapirer Aksjer
(MM)		 Verdi
(MM$)		 Portefølje % ΔPortefølje %
72,80 13,4629 13,4629
61,28 11,3341 11,3341
53,45 9,8851 9,8851
48,16 8,9062 8,9062
22,01 4,0698 4,0698
21,49 3,9744 3,9744
14,41 2,6657 2,6657
13,86 2,5626 2,5626
10,40 1,9241 1,9241
15,96 2,9510 1,8670
De største reduksjonene dette kvartalet

Vi bruker endringen i porteføljeallokeringen fordi dette er det mest meningsfulle målet. Endringer kan skyldes handler eller endringer i aksjekurser.

Verdipapirer Aksjer
(MM)		 Verdi
(MM$)		 Portefølje % ΔPortefølje %
−4,29 −0,7926 −1,5241
70,30 13,0019 −1,0654
8,46 1,5652 −0,5014
−1,92 −0,3560 −0,3560
−1,58 −0,2930 −0,2930
11,36 2,1014 −0,2375
−1,19 −0,2208 −0,2208
10,33 1,9107 −0,2113
2,86 0,5293 −0,2077
−1,09 −0,2016 −0,2016
13F- og Fondsarkiveringer

Dette skjemaet ble sendt inn den 2020-02-27 for rapporteringsperioden 2019-12-31. Klikk på lenkeikonet for å se hele transaksjonshistorikken.

Oppgradere for å låse opp premiedata og eksportere til Excel.

2022-07-28: Viktig merknad - Vi har endret behandlingen av Δ portefølje % kolonnen i denne tabellen. Tidligere rapporterte vi den som prosentvis endring i porteføljeallokeringen. Nå rapporterer vi den som den rå endringen i porteføljeallokeringen (fortsatt rapportert i prosent). I formelform rapporterte vi det tidligere som 100 * (nåværende allokering - tidligere allokering) / tidligere allokering. Nå rapporterer vi det som (nåværende allokering - tidligere allokering).
Verdipapirer Type Gjennomsnittlig aksjekurs Aksjer
(MM)		 ΔAksjer
(%)		 ΔAksjer
(%)		 Verdi
($MM)		 Portefølje
(%)		 ΔPortefølje
(%)
US01F0406102 / Uniform Mortgage-Backed Security, TBA 72,80 13,4629 13,4629
US9128286B18 / United States Treasury Note/Bond 70,30 −2,17 13,0019 −1,0654
US01F0306294 / Uniform Mortgage-Backed Security, TBA 61,28 11,3341 11,3341
PIMCO PRV SHORT TERM FLT III MUTUAL FUND / STIV (000000000) 53,45 −1 069 080,00 9,8851 9,8851
PIMCO ST FLOATING NAV PORT IV MUTUAL FUND / STIV (000000000) 48,16 −963 220,00 8,9062 8,9062
RALVEIIT TRS EQUITY 1ML+70 *BULLET* JPM / DE (000000000) 22,01 −440 200,00 4,0698 4,0698
US01F0326177 / Uniform Mortgage-Backed Security, TBA 21,49 3,9744 3,9744
US912828X398 / United States Treasury Inflation Indexed Bonds 15,96 188,17 2,9510 1,8670
RALVEIIT TRS EQUITY 1ML+63 *BULLET* SOG / DE (000000000) 14,41 −288 360,00 2,6657 2,6657
US912828QV50 / United States Treasury Inflation Indexed Bonds 13,86 2,5626 2,5626
US912828SA95 / United States Treasury Inflation Indexed Bonds 12,73 1,17 2,3541 −0,1087
US9128286T26 / United States Treasury Note/Bond 12,26 −2,23 2,2669 −0,1870
US3137B66E61 / FREDDIE MAC FHR 4273 PF 11,36 −4,90 2,1014 −0,2375
US01F0406284 / Uniform Mortgage-Backed Security, TBA 10,40 1,9241 1,9241
US912810QH41 / United States Treas Bds Bond 10,33 −4,70 1,9107 −0,2113
ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 10,06 −1,49 1,8607 −0,1384
US01F0426241 / Uniform Mortgage-Backed Security, TBA 8,64 1,5975 1,5975
US912810SG40 / United States Treasury Inflation Indexed Bonds 8,46 −19,84 1,5652 −0,5014
US912810SB52 / United States Treasury Inflation Indexed Bonds 8,44 −1,24 1,5605 −0,1119
US9128285J52 / United States Treasury Note/Bond 8,22 −1,18 1,5208 −0,1079
US9128285C00 / US TREASURY N/B 09/25 3 8,22 −1,13 1,5199 −0,1072
US912810QE10 / United States Treas Bds Bond 7,74 −4,65 1,4309 −0,1573
US912828YK04 / United States Treasury Note/Bond 7,41 1,3707 1,3707
US912810SF66 / Us Treasury Bond 6,42 −5,57 1,1882 −0,1435
FNCL / Fidelity Covington Trust - Fidelity MSCI Financials Index ETF 6,42 1,1880 1,1880
US74924VAD10 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 1A4 6,33 0,81 1,1712 −0,0585
US59024FAD69 / Merrill Lynch Alternative Note Asset Trust Series 2007-A2 6,04 −5,33 1,1169 −0,1319
US59024FAB04 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A 5,90 −4,47 1,0906 −0,1177
US126670EL86 / Countrywide Asset-Backed Certificates, Series 2005-12, Class M2 5,87 −2,41 1,0848 −0,0917
US912828T263 / United States Treasury Note/Bond 5,74 −0,36 1,0612 −0,0660
US12667LAE20 / Countrywide Asset-Backed Certificates, Series 2006-21, Class 2A4 5,70 −0,99 1,0538 −0,0729
US3132Y0H290 / Freddie Mac Gold Pool 3,78 −11,14 0,6991 −0,1337
US61747YCM57 / Morgan Stanley 5.50% Notes 01/26/20 3,51 −0,85 0,6487 −0,0439
HWKSM / HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A 3,31 3,25 0,6119 −0,0153
US9128285T35 / United States Treasury Note/Bond 3,25 −1,16 0,6008 −0,0425
US46631KAE55 / JP Morgan Mortgage Acquisition Trust 2007-CH5 3,17 0,09 0,5859 −0,0336
US75971EAF34 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 3,11 −2,63 0,5748 −0,0501
US9128282A70 / United States Treasury Note/Bond 3,04 −1,27 0,5616 −0,0404
US61750MAF23 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D 2,90 −3,85 0,5355 −0,0541
US62405CAN48 / MOUNTAIN HAWK CLO LTD MHAWK 2014 3A AR 144A 2,86 −24,01 0,5293 −0,2077
US13080BAA98 / CALIFORNIA STREET CLO XII, LTD SYMP 2013 12A AR 144A 2,85 −23,19 0,5276 −0,1993
US12668HAA86 / COUNTRYWIDE ASSET BACKED SECURITIES 2,83 −2,72 0,5234 −0,0461
US3140Q9C847 / FNMA POOL CA1894 FN 06/48 FIXED 4 2,76 −8,28 0,5101 −0,0786
US225401AH17 / Credit Suisse Group AG 2,73 0,55 0,5056 −0,0266
US07400HAA14 / Bear Stearns Mortgage Funding Trust 2006-AR3 2,70 −3,81 0,5002 −0,0500
US864662AM36 / SUDBURY MILL CLO LTD SUDSM 2013 1A A1R 144A 2,67 −7,80 0,4945 −0,0732
US86363WAC38 / STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3 2,64 −3,54 0,4883 −0,0475
US87970UAS50 / TELOS CLO LTD TELOS 2014 6A A1R 144A 2,57 −3,64 0,4751 −0,0469
US00206RDV15 / AT&T Inc 2,42 0,08 0,4482 −0,0259
US76112B4P24 / RAMP Series 2006-NC3 Trust 2,41 −0,99 0,4452 −0,0305
US345397ZL06 / Ford Motor Credit Co LLC 2,33 −0,09 0,4315 −0,0257
US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 2,33 −6,77 0,4306 −0,0583
US3138WKW353 / FNMA POOL AS9665 FN 05/47 FIXED 4 2,15 −10,77 0,3984 −0,0742
US90261AAB89 / Ubs Ag Stamford Ct 7.625% 08/17/22 2,14 −0,14 0,3963 −0,0237
US06738EAQ89 / Barclays PLC 2,13 0,47 0,3940 −0,0211
US00206RFZ01 / AT&T Inc 2,11 0,09 0,3908 −0,0224
US81376YAC57 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B 2,02 −2,66 0,3729 −0,0327
US912828L997 / U.S. T. NOTE 2,00 0,25 0,3690 −0,0207
US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A 1,99 −2,93 0,3680 −0,0331
US86360WAB81 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 1,97 −2,38 0,3639 −0,0307
US38145GAF72 / Goldman Sachs Group (variable) Bond 1,92 0,05 0,3542 −0,0207
US21H0506152 / Ginnie Mae 1,90 0,3509 0,3509
US251526BS76 / DEUTSCHE BANK NY SR UNSECURED 02/23 VAR 1,86 1,75 0,3446 −0,0139
US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 1,85 −7,49 0,3425 −0,0495
US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C 1,75 −1,35 0,3244 −0,0238
US93364BAA89 / WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A 1,75 −7,12 0,3234 −0,0450
IRS USD 2.50000 12/15/21-2Y CME / DIR (000000000) 1,70 −34 160,00 0,3150 0,3150
US76112BR368 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII 1,70 −1,85 0,3143 −0,0245
XS1968576568 / TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A 1,66 1,84 0,3066 −0,0122
US20030NCS80 / Comcast Corp 1,61 0,19 0,2985 −0,0169
US912810RF75 / United States Treasury Inflation Indexed Bonds 1,56 −1,45 0,2892 −0,0213
US912828UH11 / United States Treasury Inflation Indexed Bonds 1,56 1,04 0,2887 −0,0136
US912810RR14 / United States Treasury Inflation Indexed Bonds 1,55 −1,15 0,2874 −0,0204
US251526BX61 / Deutsche Bank AG/New York NY 1,54 1,31 0,2853 −0,0126
US40538FAQ63 / HALCYON LOAN ADVISORS FUNDING HLA 2014 3A AR 144A 1,52 −22,81 0,2818 −0,1044
US00206RGD89 / AT&T, Inc. 1,43 −0,07 0,2636 −0,0157
US172967MA69 / Citigroup Inc 1,42 0,50 0,2621 −0,0140
US06738EBC84 / Barclays PLC 1,42 1,65 0,2620 −0,0108
US75625AAD63 / SL Green Realty Corp 1,37 0,07 0,2534 −0,0146
US16117LBX64 / Charter Communications Operating LLC 1,36 0,2518 0,2518
XS1998799792 / BARCLAYS PLC JR SUBORDINA VAR 1,35 107,06 0,2497 0,1219
US912828TE09 / United States Treasury Inflation Indexed Bonds 1,35 0,2494 0,2494
US404280BG30 / HSBC HOLDINGS PLC SR UNSECURED 01/22 VAR 1,33 0,15 0,2453 −0,0141
US46647PAT30 / JPMorgan Chase & Co 1,31 0,08 0,2414 −0,0139
US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A 1,30 2,13 0,2400 −0,0086
US36183XL654 / Ginnie Mae I Pool 1,26 −5,13 0,2328 −0,0268
US040114GK09 / Argentine Republic Government International Bond 1,23 22,33 0,2270 0,0306
5727 / Sands China Ltd. - Corporate Bond/Note 1,21 0,00 0,2238 −0,0131
US040104PT27 / ARGENT SECURITIES INC. ARSI 2005 W4 A2D 1,20 −2,60 0,2215 −0,0191
US36258AAA88 / GLS Auto Receivables Issuer Trust 2019-3 1,16 −13,73 0,2149 −0,0488
US54251TAD19 / Long Beach Mortgage Loan Trust 2006-7 1,15 −2,30 0,2126 −0,0178
US55275BAE74 / Mastr Asset Backed Securities Trust 2006-NC2 1,12 −2,27 0,2072 −0,0173
US74930PAL85 / RBSSP Resecuritization Trust 2011-4 1,11 −3,05 0,2061 −0,0190
US904678AG48 / UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 1,11 −0,54 0,2050 −0,0132
US17312WAA45 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A 1,06 −2,48 0,1963 −0,0167
US06738EBE41 / Barclays PLC 1,04 0,48 0,1932 −0,0103
US45660LGD55 / IndyMac INDX Mortgage Loan Trust 2005-AR6 1,01 −3,71 0,1875 −0,0185
US46647PAW68 / Jpmorgan Chase (variable) Bond 1,01 0,40 0,1865 −0,0100
US853254BR03 / STANDARD CHARTERED PLC SR UNSECURED 144A 09/22 VAR 1,01 0,30 0,1865 −0,0104
US34540RAC07 / Ford Motor Credit Co LLC 1,00 0,10 0,1852 −0,0106
US912828P469 / United States Treasury Note/Bond 0,99 −1,00 0,1832 −0,0127
US12667G6K42 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1 0,98 −3,62 0,1821 −0,0178
US75406AAD19 / RASC Trust, Series 2006-EMX2, Class M1 0,97 0,10 0,1792 −0,0102
US912810RY64 / United States Treas Bds Bond 0,96 −5,40 0,1783 −0,0213
317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL / DIR (000000000) 0,95 −19 060,00 0,1754 0,1754
US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A 0,95 −0,63 0,1751 −0,0113
XS1998905654 / KKR GRP FIN CO V LLC COMPANY GUAR 144A 05/29 1.625 0,94 1,19 0,1732 −0,0079
US05533XAA00 / BCAP LLC 2011-RR4-I Trust 0,93 −5,95 0,1725 −0,0216
US9128282R06 / United States Treasury Note/Bond 0,92 −1,81 0,1710 −0,0132
US80283LAX10 / Santander UK PLC 0,92 0,66 0,1702 −0,0088
US73316NAB10 / POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A2 0,92 −8,32 0,1694 −0,0260
US17310VAC46 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2C 0,91 −2,78 0,1683 −0,0149
US53944YAG89 / LLOYDS BANKING GROUP PLC SR UNSECURED 06/21 VAR 0,91 0,33 0,1674 −0,0092
US12668ATB16 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A4 0,90 −2,59 0,1673 −0,0145
US933631AA15 / WAMU ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE1 TRUST 0,89 −2,74 0,1640 −0,0144
US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 0,84 −2,78 0,1553 −0,0137
US63861VAA52 / Nationwide Building Society 0,83 0,85 0,1532 −0,0077
US404280AV16 / HSBC Holdings PLC 0,81 0,00 0,1503 −0,0087
US674599CU76 / Occidental Petroleum Corp 0,81 0,12 0,1491 −0,0086
CDX IG33 5Y ICE / DCR (000000000) 0,80 −16 080,00 0,1478 0,1478
US80007RAE53 / Sands China Ltd 0,79 0,13 0,1463 −0,0084
US LONG BOND(CBT) MAR20 XCBT 20200320 / DIR (000000000) 0,76 −15 320,00 0,1408 0,1408
US46625HHA14 / Jpmorgan 7.9 Perp/call 4/18 - Bond 0,75 0,76 −31,56 0,1402 −0,0765
US80281LAJ44 / Santander UK Group Holdings PLC 0,76 0,67 0,1398 −0,0071
US817176AL42 / Seneca Park CLO Ltd 2014-1 0,75 −38,18 0,1393 −0,0992
US63861VAC19 / Nationwide Building Society 0,74 0,95 0,1373 −0,0067
US780097BH35 / ROYAL BK SCOTLND GRP PLC SR UNSECURED 06/24 VAR 0,71 1,28 0,1315 −0,0059
US12668NAA54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A 0,71 −6,46 0,1313 −0,0171
US233851DV31 / Daimler Finance North America LLC 0,71 0,28 0,1305 −0,0073
US84751PFW41 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 0,70 −7,12 0,1302 −0,0183
US762315NR66 / RHODE ISLAND ST STUDENT LOAN A RISSTD 10/28 FLOATING VAR 0,70 −6,77 0,1299 −0,0175
US126694VP00 / COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 0,66 −10,37 0,1217 −0,0219
317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL / DIR (000000000) 0,65 −13 060,00 0,1199 0,1199
XS1791937441 / SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/25 4 0,65 0,1198 0,1198
US12667LAA08 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A 0,64 −3,34 0,1179 −0,0112
US161175BB96 / Charter Communications Operating LLC / Charter Communications Operating Capital 0,63 −0,16 0,1166 −0,0071
US225433AH43 / Credit Suisse Group Funding Guernsey Ltd 0,62 0,16 0,1155 −0,0066
US126697AE13 / CWABS Asset-Backed Certificates Trust, Series 2007-12, Class 2A3 0,62 −6,73 0,1155 −0,0156
US172967KY63 / Citigroup Inc 0,62 0,48 0,1151 −0,0062
IRS USD 1.62500 01/06/20-10Y CME / DIR (000000000) 0,61 −12 340,00 0,1132 0,1132
US95000U2B83 / Wells Fargo & Co 0,61 0,33 0,1126 −0,0062
FFHCN / FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/28 2.75 0,61 1,00 0,1123 −0,0053
US53947BAE02 / LLOYDS BANK CORPORATE 0,60 0,00 0,1112 −0,0065
US404280BQ12 / HSBC Holdings PLC 0,60 0,00 0,1111 −0,0065
US040114HQ69 / Argentine Republic Government International Bond 0,57 15,71 0,1049 0,0089
US539439AT62 / Lloyds Banking Group PLC 0,56 1,64 0,1036 −0,0042
US06738EBG98 / Barclays PLC 0,56 5,08 0,1035 −0,0006
US07400NAA81 / BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR5 BSMF 2007-AR5 1A1A 0,54 −1,63 0,1005 −0,0077
US054561AJ49 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/28 4.35 0,54 1,69 0,1004 −0,0040
US539439AS89 / Lloyds Banking Group PLC 0,53 0,95 0,0980 −0,0049
US ULTRA BOND CBT MAR20 XCBT 20200320 / DIR (000000000) 0,52 −10 540,00 0,0967 0,0967
US912828WJ58 / United States Treasury Note/Bond 0,52 −0,58 0,0956 −0,0063
US17318UAK07 / Citigroup Commercial Mortgage Trust 2012-GC8 0,51 −11,25 0,0949 −0,0184
US780099CJ48 / Royal Bank of Scotland Group Plc Bond 0,51 0,00 0,0947 −0,0055
US76112BAM28 / RAMP Series 2004-RS8 Trust 0,51 −12,71 0,0941 −0,0200
317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL / DIR (000000000) 0,51 −10 240,00 0,0939 0,0939
US17312EAA47 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A 0,48 −2,24 0,0886 −0,0073
US345838AE68 / Forest Laboratories Inc. 0,48 0,00 0,0885 −0,0051
XS1989380503 / NETFLIX INC SR UNSECURED 144A 11/29 3.875 0,48 2,81 0,0881 −0,0027
US65536QAD07 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A3 0,47 −5,49 0,0860 −0,0103
XS1171914515 / COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 01/49 VAR 0,46 2,23 0,0851 −0,0030
RABOBK / Coöperatieve Rabobank U.A. - Corporate Bond/Note 0,46 1,34 0,0842 −0,0039
US780097BG51 / NatWest Group PLC 0,45 2,73 0,0836 −0,0026
US70069FBS56 / Park Place Securities, Inc. 0,44 −5,33 0,0823 −0,0096
CDX IG32 5Y ICE / DCR (000000000) 0,44 −8 920,00 0,0816 0,0816
IRS USD 1.50000 12/18/19-5Y CME / DIR (000000000) 0,43 −8 620,00 0,0789 0,0789
US780097BJ90 / Royal Bank of Scotland Group PLC 0,42 0,95 0,0786 −0,0038
US05530QAK67 / BAT International Finance PLC 0,42 1,68 0,0782 −0,0033
US45660NW682 / RESIDENTIAL ASSET SECURITIZATI RAST 2004 R2 A3 0,42 −6,86 0,0780 −0,0106
XS1791939736 / Saudi Government International Bond 0,42 0,0775 0,0775
US67105VAS34 / OHA CREDIT PARTNERS LTD OAKC 2013 9A A1R 144A 0,40 −58,25 0,0741 −0,1135
US31396V4Q81 / Fannie Mae REMICS 0,40 −11,78 0,0736 −0,0146
US31418DHK19 / Fannie Mae Pool 0,40 0,0731 0,0731
AU3CB0196707 / KOMMUNALBANKEN 0,38 2,99 0,0701 −0,0020
US61744CCW47 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE2, Class M2 0,38 1,62 0,0699 −0,0029
US36186SMU95 / GNMA POOL AN8471 GN 06/45 FIXED 3.5 0,36 −6,67 0,0675 −0,0090
US41162NAC11 / HARBORVIEW MORTGAGE LOAN TRUST 2006-14 SER 2006-14 CL 2A1A V/R REGD 1.88325000 0,36 −3,70 0,0674 −0,0067
US46513YJJ82 / STATE OF ISRAEL SR UNSECURED 01/48 4.125 0,35 −1,42 0,0644 −0,0047
US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2 0,35 −3,60 0,0644 −0,0064
ARGPOM / REPUBLIC OF ARGENTINA BONDS 06/20 VAR 0,35 8,15 0,0639 0,0014
US07389YAB74 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A2 0,34 −4,20 0,0634 −0,0065
US81375HAC34 / SECURITIZED ASSET BACKED RECEI SABR 2006 NC1 A3 0,34 −3,67 0,0632 −0,0062
US912810SD19 / United States Treas Bds Bond 0,34 −5,60 0,0624 −0,0075
US06739FFU03 / Barclays Bank PLC 0,33 −0,60 0,0617 −0,0040
US74924TAC80 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A3 0,31 −9,30 0,0579 −0,0096
US53944YAK91 / Lloyds Banking Group PLC 0,30 0,66 0,0562 −0,0028
US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A 0,28 −0,36 0,0510 −0,0032
US12644VAB45 / CSN Resources SA 0,27 2,30 0,0494 −0,0018
US76110W5H56 / RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M1 0,27 −5,34 0,0493 −0,0058
US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 0,26 −4,07 0,0481 −0,0049
IRS CAD 2.75000 12/18/18-30Y LCH / DIR (000000000) 0,25 −5 000,00 0,0454 0,0454
US 5YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) 0,24 −4 940,00 0,0449 0,0449
US167486VV81 / CHICAGO IL 0,24 0,42 0,0443 −0,0024
XS1002801758 / BARCLAYS PLC JR SUBORDINA 12/49 VAR 0,24 2,58 0,0443 0,0443
INF SWAP EM NI 1.946 03/15/18-30Y LCH / DIR (000000000) 0,24 −4 840,00 0,0439 0,0439
317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL / DIR (000000000) 0,23 −4 720,00 0,0428 0,0428
RALVEIIT TRS EQUITY 1ML+57 MEI / DE (000000000) 0,23 −4 700,00 0,0427 0,0427
US912810RA88 / United States Treasury Inflation Indexed Bonds 0,23 −1,31 0,0419 −0,0030
US539439AU36 / Lloyds Banking Group PLC 0,22 5,16 0,0415 −0,0003
US59024NAC11 / MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 0,22 −3,90 0,0411 −0,0041
INF SWAP GB NI 3.49 09/15/18-10Y LCH / DIR (000000000) 0,22 −4 460,00 0,0404 0,0404
US80386WAA36 / Sasol Financing USA LLC 0,22 0,00 0,0400 −0,0023
US3140QANA48 / FNCL UMBS 4.0 CA3084 02-01-49 0,21 0,0385 0,0385
INF SWAP GB NI 3.595 11/15/18-10Y LCH / DIR (000000000) 0,21 −4 240,00 0,0385 0,0385
US57643LJY39 / MASTR ASSET BACKED SECURITIES MABS 2005 WF1 M3 0,21 −24,07 0,0380 −0,0150
US07386HZE43 / Bear Stearns ALT-A Trust 2005-10 0,21 −6,82 0,0380 −0,0051
US45262BAA17 / Imperial Brands Finance PLC 0,20 1,00 0,0374 −0,0019
US404280BR94 / HSBC Holdings PLC 0,20 0,50 0,0373 −0,0020
US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 0,20 0,50 0,0372 −0,0020
US02660LAA89 / American Home Mortgage Assets Trust 0,17 −6,18 0,0309 −0,0041
US32027NXD82 / ASSET BACKED SECURITY 0,17 −9,84 0,0306 −0,0053
BOUGHT RUB/SOLD USD / DFE (000000000) 0,15 −3 140,00 0,0282 0,0282
US83612HAC25 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A3 0,15 −8,70 0,0273 −0,0044
BOUGHT BRL/SOLD USD / DFE (000000000) 0,15 −3 000,00 0,0268 0,0268
US05530NAA54 / BCAP LLC Trust 2007-AA2 0,14 −5,33 0,0263 −0,0032
US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 0,14 −11,76 0,0251 −0,0050
US36242DKL63 / GSAMP TRUST GSAMP 2004 WF M2 0,13 −5,00 0,0247 −0,0027
BOUGHT COP/SOLD USD / DFE (000000000) 0,13 −2 720,00 0,0242 0,0242
PETBRA / Petrobras Global Finance BV 0,12 2,50 0,0228 −0,0007
US43739EBS54 / HomeBanc Mortgage Trust 2005-4 0,12 −9,56 0,0228 −0,0039
US41161PMZ35 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A 0,12 −38,17 0,0214 −0,0151
US780099CK11 / Royal Bank of Scotland Group Plc Bond 0,12 4,55 0,0213 −0,0003
BOUGHT AUD/SOLD USD / DFE (000000000) 0,11 −2 300,00 0,0205 0,0205
US167486D225 / CHICAGO IL 0,11 −1,85 0,0197 −0,0015
US07384MC267 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A3 0,11 −14,63 0,0196 −0,0047
US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 0,11 −0,94 0,0195 −0,0014
US05526DAZ87 / BAT Capital Corp 0,10 0,99 0,0189 −0,0009
US00287YAL39 / Abbvie Inc. Bond 0,10 0,99 0,0189 −0,0011
US912828X703 / United States Treasury Note/Bond 0,10 0,00 0,0187 −0,0012
BOUGHT CAD/SOLD USD / DFE (000000000) 0,08 −1 780,00 0,0156 0,0156
IRS CAD 2.75000 12/18/18-30Y CME / DIR (000000000) 0,08 −1 720,00 0,0151 0,0151
US92922FD213 / WAMU_05-AR2 0,08 −10,00 0,0151 −0,0027
US126671Z746 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M6 0,08 0,00 0,0148 −0,0008
BOUGHT INR/SOLD USD / DFE (000000000) 0,08 −1 640,00 0,0143 0,0143
BOUGHT MXN/SOLD USD / DFE (000000000) 0,07 −1 540,00 0,0134 0,0134
US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 0,07 −5,33 0,0132 −0,0015
INF SWAP GB NI 3.5925 11/15/18-10Y LCH / DIR (000000000) 0,07 −1 400,00 0,0121 0,0121
INF SWAP EM NI R 0.9925 03/30/15-5Y GLM / DIR (000000000) 0,06 −1 380,00 0,0120 0,0120
BOUGHT IDR/SOLD USD / DFE (000000000) 0,06 −1 320,00 0,0114 0,0114
US3138XTCA11 / FNMA POOL AW3664 FN 04/29 FIXED 3.5 0,06 −4,69 0,0114 −0,0012
US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 0,06 −10,77 0,0108 −0,0020
INF SWAP GB NI 3.603 11/15/18-10Y LCH / DIR (000000000) 0,05 −1 160,00 0,0099 0,0099
BOUGHT KRW/SOLD USD / DFE (000000000) 0,05 −1 100,00 0,0093 0,0093
US863579PM41 / Structured Adjustable Rate Mortgage Loan Trust 0,04 −6,38 0,0083 −0,0010
US912828V491 / United States Treasury Inflation Indexed Bonds 0,04 0,00 0,0080 −0,0004
US61750MAB19 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2FP 0,04 −2,33 0,0078 −0,0008
BOUGHT MXN/SOLD USD / DFE (000000000) 0,04 −920,00 0,0077 0,0077
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 0,03 −6,25 0,0056 −0,0008
BOUGHT BRL/SOLD USD / DFE (000000000) 0,03 −620,00 0,0049 0,0049
US23332UBF03 / DSLA Mortgage Loan Trust 2004-AR3 0,02 −4,35 0,0042 −0,0004
US74160MDL37 / Prime Mortgage Trust 2004-CL1 0,02 −4,55 0,0040 −0,0005
BOUGHT KRW/SOLD USD / DFE (000000000) 0,02 −480,00 0,0037 0,0037
RALVEIIT TRS EQUITY 1ML+65 SOG / DE (000000000) 0,02 −480,00 0,0037 0,0037
RALVEIIT TRS EQUITY 1ML+42 MEI / DE (000000000) 0,02 −480,00 0,0036 0,0036
US 2YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) 0,02 −460,00 0,0034 0,0034
ARGB0N / REPUBLIC OF ARGENTINA BONDS 04/22 VAR 0,02 −15,00 0,0032 −0,0008
US 10YR NOTE (CBT)MAR20 XCBT 20200320 / DIR (000000000) 0,02 −400,00 0,0028 0,0028
BOUGHT ZAR/SOLD USD / DFE (000000000) 0,01 −300,00 0,0020 0,0020
ARARGE5207W0 / ARGENT LETRAS DEL TESORO BILLS 05/20 0.00000 0,01 11,11 0,0020 0,0002
BOUGHT EUR/SOLD USD / DFE (000000000) 0,01 −240,00 0,0013 0,0013
UNICREDIT SPA SUB SE BP HUS / DCR (000000000) 0,01 −220,00 0,0012 0,0012
UNICREDIT SPA SUB SE BP BPS / DCR (000000000) 0,01 −220,00 0,0012 0,0012
BOUGHT CNY/SOLD USD / DFE (000000000) 0,00 −120,00 0,0003 0,0003
SOLD JPY/BOUGHT USD / DFE (000000000) 0,00 −120,00 0,0003 0,0003
UNICREDIT SPA SUB SE BP CBK / DCR (000000000) 0,00 −120,00 0,0002 0,0002
INF SWAP US IT 1.669 06/19/19-5Y LCH / DIR (000000000) 0,00 −100,00 0,0002 0,0002
317U012Q1 IRO USD 30Y P 3.3700 MAR20 3.37 PUT / DIR (000000000) 0,00 −100,00 0,0001 0,0001
3175SF830 CDX.O P 1.00 IG33 5Y JAN20 1 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
3175SF780 CDX.O P 0.90 IG33 5Y JAN20 0.9 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
3175FL906 CDX.O P 0.90 IG33 JAN20 0.9 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
3175JD553 CDX.O P 0.90 IG33 JAN20 0.9 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
3174589M1 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
SOLD EUR/BOUGHT USD / DFE (000000000) −0,00 −100,00 −0,0000 −0,0000
3174589Y5 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
3174589Z2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
317545655 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
317544419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
317563419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
317544484 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) −0,00 −100,00 −0,0000 −0,0000
HSBC HOLDINGS PLC SUB SE BP JPM / DCR (000000000) −0,00 −100,00 −0,0001 −0,0001
317546471 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) −0,00 −100,00 −0,0001 −0,0001
317546463 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) −0,00 −100,00 −0,0001 −0,0001
317545648 ITRAXX.O C 0.45 EU3 MAR20 0.45 CALL / DCR (000000000) −0,00 −100,00 −0,0001 −0,0001
317546448 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) −0,00 −100,00 −0,0001 −0,0001
317548AE5 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL / DCR (000000000) −0,00 −100,00 −0,0001 −0,0001
317547875 ITRAXX.O C 0.45 EU32 FEB20 0.45 CALL / DCR (000000000) −0,00 −100,00 −0,0001 −0,0001
SOLD CNY/BOUGHT USD / DFE (000000000) −0,00 −80,00 −0,0003 −0,0003
SOLD COP/BOUGHT USD / DFE (000000000) −0,00 −80,00 −0,0004 −0,0004
SOLD COP/BOUGHT USD / DFE (000000000) −0,00 −60,00 −0,0005 −0,0005
SOLD INR/BOUGHT USD / DFE (000000000) −0,01 20,00 −0,0011 −0,0011
SOLD CAD/BOUGHT USD / DFE (000000000) −0,01 20,00 −0,0012 −0,0012
IRS CAD 2.20000 12/18/19-30Y LCH / DIR (000000000) −0,01 80,00 −0,0017 −0,0017
SOLD GBP/BOUGHT USD / DFE (000000000) −0,01 100,00 −0,0019 −0,0019
SOLD COP/BOUGHT USD / DFE (000000000) −0,02 360,00 −0,0044 −0,0044
SOLD EUR/BOUGHT USD / DFE (000000000) −0,02 380,00 −0,0045 −0,0045
SOLD BRL/BOUGHT USD / DFE (000000000) −0,03 400,00 −0,0048 −0,0048
LONG GILT FUTURE MAR20 IFLL 20200327 / DIR (000000000) −0,04 640,00 −0,0070 −0,0070
SOLD MXN/BOUGHT USD / DFE (000000000) −0,04 740,00 −0,0079 −0,0079
SOLD KRW/BOUGHT USD / DFE (000000000) −0,05 800,00 −0,0083 −0,0083
IRS USD 2.50000 12/20/17-10Y CME / DIR (000000000) −0,05 880,00 −0,0091 −0,0091
IRS USD 1.75000 12/18/19-7Y CME / DIR (000000000) −0,06 1 180,00 −0,0119 −0,0119
SOLD CAD/BOUGHT USD / DFE (000000000) −0,08 1 500,00 −0,0149 −0,0149
SOLD TWD/BOUGHT USD / DFE (000000000) −0,08 1 580,00 −0,0155 −0,0155
INF SWAP EM NI 1.71 03/15/18-15Y LCH / DIR (000000000) −0,10 1 840,00 −0,0179 −0,0179
SOLD EUR/BOUGHT USD / DFE (000000000) −0,16 3 020,00 −0,0289 −0,0289
IRS USD 2.25000 06/20/18-10Y LCH / DIR (000000000) −0,16 3 080,00 −0,0296 −0,0296
IRS USD 2.50000 12/18/19-5Y CME / DIR (000000000) −0,17 3 200,00 −0,0306 −0,0306
SOLD CAD/BOUGHT USD / DFE (000000000) −0,18 3 460,00 −0,0330 −0,0330
EURO-BUND FUTURE MAR20 XEUR 20200306 / DIR (000000000) −0,21 4 040,00 −0,0384 −0,0384
SOLD BRL/BOUGHT USD / DFE (000000000) −0,21 4 060,00 −0,0386 −0,0386
IRS USD 2.25000 03/12/20-30Y CME / DIR (000000000) −0,23 4 540,00 −0,0431 −0,0431
IRS JPY 0.38000 06/18/18-10Y LCH / DIR (000000000) −0,25 4 820,00 −0,0457 −0,0457
IRS USD 2.00000 06/20/18-7Y CME / DIR (000000000) −0,29 5 600,00 −0,0528 −0,0528
317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL / DIR (000000000) −0,31 6 160,00 −0,0579 −0,0579
IRS USD 2.93300 09/28/18-7Y* CME / DIR (000000000) −0,49 9 740,00 −0,0911 −0,0911
IRS CAD 1.70000 12/18/19-5Y LCH / DIR (000000000) −0,66 13 000,00 −0,1212 −0,1212
317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL / DIR (000000000) −0,75 14 960,00 −0,1393 −0,1393
317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL / DIR (000000000) −0,79 15 600,00 −0,1452 −0,1452
IRS USD 2.92750 09/28/18-7Y* CME / DIR (000000000) −0,98 19 500,00 −0,1814 −0,1814
317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL / DIR (000000000) −1,09 21 680,00 −0,2016 −0,2016
IRS USD 2.56900 10/23/19-5Y CME / DIR (000000000) −1,19 23 780,00 −0,2208 −0,2208
IRS USD 2.75000 12/15/23-3Y CME / DIR (000000000) −1,58 31 580,00 −0,2930 −0,2930
US01F0506190 / Fannie Mae or Freddie Mac −1,92 −0,3560 −0,3560
CA135087D358 / CANADIAN GOVERNMENT BONDS 12/48 2.75 −4,29 14,69 −0,7926 −1,5241