Basic Stats
| Portfolio Value | $ 35,626,493 |
| Current Positions | 229 |
Latest Holdings, Performance, AUM (from 13F, 13D)
MFS VARIABLE INSURANCE TRUST II - MFS Strategic Income Portfolio Initial Class has disclosed 229 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 35,626,493 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). MFS VARIABLE INSURANCE TRUST II - MFS Strategic Income Portfolio Initial Class’s top holdings are United States Treasury Note/Bond (US:US91282CHQ78) , TREASURY BOND (US:US912810TF57) , United States Treasury Note/Bond (US:US912810TW80) , United States Treasury Note/Bond (US:US912810TU25) , and United States Treasury Note/Bond (US:US91282CGC91) . MFS VARIABLE INSURANCE TRUST II - MFS Strategic Income Portfolio Initial Class’s new positions include United States Treasury Note/Bond (US:US91282CHQ78) , TREASURY BOND (US:US912810TF57) , United States Treasury Note/Bond (US:US912810TW80) , United States Treasury Note/Bond (US:US912810TU25) , and United States Treasury Note/Bond (US:US91282CGC91) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.35 | 0.9764 | 0.9764 | ||
| 0.16 | 0.4359 | 0.4359 | ||
| 1.14 | 3.1687 | 0.3488 | ||
| 1.29 | 3.5847 | 0.3248 | ||
| 0.11 | 0.3100 | 0.3100 | ||
| 0.25 | 0.7077 | 0.2850 | ||
| 0.09 | 0.2568 | 0.2568 | ||
| 0.09 | 0.2502 | 0.2502 | ||
| 0.07 | 0.2025 | 0.2025 | ||
| 0.06 | 0.1644 | 0.1644 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.68 | 1.9005 | -0.3848 | ||
| 0.29 | 0.29 | 0.8048 | -0.3494 | |
| 0.06 | 0.1650 | -0.1008 | ||
| 0.16 | 0.4492 | -0.0859 | ||
| 0.90 | 2.5093 | -0.0737 | ||
| 0.05 | 0.1284 | -0.0727 | ||
| 1.13 | 3.1337 | -0.0692 | ||
| 0.95 | 2.6373 | -0.0648 | ||
| 0.78 | 2.1641 | -0.0526 | ||
| 0.50 | 1.3769 | -0.0460 |
13F and Fund Filings
This form was filed on 2025-08-25 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US91282CHQ78 / United States Treasury Note/Bond | 2.11 | 0.53 | 5.8501 | 0.0181 | |||||
| U.S. Treasury Bonds / DBT (US912810TZ12) | 1.29 | 10.17 | 3.5847 | 0.3248 | |||||
| U.S. Treasury Bonds / DBT (US912810TX63) | 1.14 | 12.65 | 3.1687 | 0.3488 | |||||
| US912810TF57 / TREASURY BOND | 1.13 | -2.00 | 3.1337 | -0.0692 | |||||
| US912810TW80 / United States Treasury Note/Bond | 0.95 | -2.27 | 2.6373 | -0.0648 | |||||
| U.S. Treasury Notes / DBT (US91282CLW90) | 0.90 | -2.70 | 2.5093 | -0.0737 | |||||
| US912810TU25 / United States Treasury Note/Bond | 0.78 | -2.26 | 2.1641 | -0.0526 | |||||
| US91282CGC91 / United States Treasury Note/Bond | 0.68 | -16.71 | 1.9005 | -0.3848 | |||||
| US912810TV08 / US TREASURY N/B 4.75% 11-15-53 | 0.50 | -3.13 | 1.3769 | -0.0460 | |||||
| US95000U2U64 / Wells Fargo & Co | 0.39 | 1.82 | 1.0888 | 0.0171 | |||||
| US06051GKD06 / Bank of America Corp | 0.37 | 1.96 | 1.0165 | 0.0196 | |||||
| U.S. Treasury Notes / DBT (US91282CMZ13) | 0.35 | 0.9764 | 0.9764 | ||||||
| US960386AM29 / Wabtec Corp | 0.31 | 0.33 | 0.8497 | 0.0020 | |||||
| US55291X1090 / MFS Institutional Money Market Portfolio | 0.29 | -30.15 | 0.29 | -30.19 | 0.8048 | -0.3494 | |||
| US303901BB79 / Fairfax Financial Holdings Ltd | 0.29 | 0.71 | 0.7933 | 0.0041 | |||||
| PFP 2024-11 Ltd / ABS-CBDO (US69291WAC64) | 0.27 | 0.37 | 0.7577 | 0.0017 | |||||
| US03880RAJ86 / Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd | 0.26 | 0.39 | 0.7123 | 0.0021 | |||||
| U.S. Treasury Notes / DBT (US91282CKX82) | 0.25 | 68.21 | 0.7077 | 0.2850 | |||||
| NATIONAL FIN AUTH NH UTL REV / DBT (US63610HAA05) | 0.25 | -0.40 | 0.7023 | -0.0040 | |||||
| Dryden 113 CLO Ltd / ABS-CBDO (US26253EBB39) | 0.25 | 0.40 | 0.6961 | 0.0005 | |||||
| US92916GBH65 / Voya 2012-4 Ltd | 0.25 | 0.00 | 0.6957 | -0.0009 | |||||
| US64129KBJ51 / Neuberger Berman CLO XV | 0.25 | 0.00 | 0.6953 | -0.0016 | |||||
| Northwoods Capital XIV-B Ltd / ABS-CBDO (US66860CAN39) | 0.25 | 0.40 | 0.6952 | 0.0013 | |||||
| US58003UAE82 / MF1 Multifamily Housing Mortgage Loan Trust, Series 2020-FL4, Class B | 0.25 | 0.40 | 0.6952 | -0.0000 | |||||
| Palmer Square Loan Funding 2024-3 Ltd / ABS-CBDO (US69690EAC30) | 0.25 | 0.00 | 0.6951 | -0.0013 | |||||
| Black Diamond Clo 2019-2 Ltd / ABS-CBDO (US09204GAM15) | 0.25 | 0.00 | 0.6950 | -0.0013 | |||||
| Dryden 104 CLO Ltd / ABS-CBDO (US26253BAS34) | 0.25 | 0.00 | 0.6950 | -0.0014 | |||||
| Shackleton 2015-VII-R CLO Ltd / ABS-CBDO (US81883AAU34) | 0.25 | 0.40 | 0.6949 | 0.0016 | |||||
| AGL CLO 1 LTD / ABS-CBDO (US00119HAS94) | 0.25 | 0.81 | 0.6948 | 0.0037 | |||||
| US253393AF94 / Dick's Sporting Goods, Inc. | 0.25 | 1.24 | 0.6826 | 0.0077 | |||||
| US889184AC18 / Toledo Hospital | 0.24 | 0.85 | 0.6621 | 0.0040 | |||||
| US29278GBA58 / ENEL FINANCE INTERNATIONAL NV | 0.23 | 0.88 | 0.6336 | 0.0036 | |||||
| US05526DBJ37 / BAT Capital Corp | 0.23 | 0.44 | 0.6330 | 0.0021 | |||||
| US06738ECE32 / Barclays PLC | 0.23 | 1.35 | 0.6308 | 0.0093 | |||||
| Sammons Financial Group Inc / DBT (US79588TAF75) | 0.22 | 0.45 | 0.6248 | 0.0016 | |||||
| US73358SAA15 / Port of Beaumont Industrial Development Authority | 0.22 | -2.70 | 0.6025 | -0.0164 | |||||
| US296110GG80 / ESCAMBIA CNTY FL HLTH FACS AUTH | 0.22 | -0.46 | 0.5985 | -0.0051 | |||||
| US949746TD35 / Wells Fargo & Co | 0.21 | 0.95 | 0.5914 | 0.0047 | |||||
| US444859BV38 / Humana Inc | 0.20 | 1.00 | 0.5629 | 0.0050 | |||||
| US04505AAA79 / Ashtead Capital Inc | 0.20 | 1.51 | 0.5629 | 0.0081 | |||||
| US045054AQ67 / Ashtead Capital Inc | 0.20 | 1.52 | 0.5613 | 0.0089 | |||||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.5599 | -0.0014 | |||||
| Bain Capital Credit CLO 2020-3 Ltd / ABS-CBDO (US05684CAZ86) | 0.20 | 0.00 | 0.5565 | -0.0011 | |||||
| US01400EAF07 / ALCON FINANCE CORP | 0.20 | -0.50 | 0.5516 | -0.0048 | |||||
| Bain Capital Credit CLO 2021-4 Ltd / ABS-CBDO (US05685AAW80) | 0.20 | 1.03 | 0.5484 | 0.0030 | |||||
| US06051GKL22 / BAC 3.846 03/08/37 | 0.20 | 2.08 | 0.5468 | 0.0095 | |||||
| Venture 43 CLO Ltd / ABS-CBDO (US92290CAX74) | 0.19 | 1.04 | 0.5406 | 0.0041 | |||||
| US15239XAA63 / Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL | 0.19 | 1.05 | 0.5377 | 0.0048 | |||||
| US68622TAA97 / Organon Finance 1 LLC | 0.19 | 3.23 | 0.5346 | 0.0142 | |||||
| US00774MAB19 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.19 | 1.05 | 0.5337 | 0.0034 | |||||
| US26884LAL36 / EQT Corporation | 0.19 | 0.00 | 0.5325 | 0.0000 | |||||
| COMM 2024-CBM Mortgage Trust / ABS-MBS (US12674GAG91) | 0.19 | -1.04 | 0.5289 | -0.0059 | |||||
| US05401AAP66 / Avolon Holdings Funding Ltd | 0.18 | 1.10 | 0.5116 | 0.0038 | |||||
| US92769VAJ89 / Virgin Media Finance PLC | 0.18 | 6.43 | 0.5079 | 0.0305 | |||||
| US404280CQ03 / HSBC Holdings PLC | 0.18 | 1.69 | 0.5038 | 0.0066 | |||||
| US108555GG22 / BRIDGEVIEW IL | 0.18 | 0.00 | 0.4962 | -0.0007 | |||||
| XS2384701020 / Nigeria Government International Bond | 0.18 | 5.95 | 0.4961 | 0.0257 | |||||
| US902613AD01 / UBS Group AG | 0.18 | 2.92 | 0.4912 | 0.0144 | |||||
| US10112RBE36 / Boston Properties LP | 0.18 | 2.33 | 0.4900 | 0.0105 | |||||
| US254709AS70 / Discover Financial Services | 0.18 | 1.74 | 0.4885 | 0.0071 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 0.18 | 1.74 | 0.4871 | 0.0073 | |||||
| US893647BP15 / CORP. NOTE | 0.17 | 3.01 | 0.4772 | 0.0146 | |||||
| US703343AD59 / Patrick Industries Inc | 0.17 | 3.05 | 0.4723 | 0.0151 | |||||
| US66573RAA68 / Northern Star Resources Ltd | 0.17 | 0.60 | 0.4716 | 0.0018 | |||||
| US808513CH62 / Charles Schwab Corp/The | 0.17 | 1.83 | 0.4661 | 0.0067 | |||||
| B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) | 0.17 | 1.23 | 0.4609 | 0.0061 | |||||
| New Residential Mortgage Loan Trust 2024-NQM1 / ABS-MBS (US64828DAA54) | 0.17 | -8.84 | 0.4608 | -0.0436 | |||||
| BERKS CNTY PA MUNI AUTH / DBT (US084538JJ70) | 0.17 | -5.17 | 0.4608 | -0.0260 | |||||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 0.16 | -16.15 | 0.4492 | -0.0859 | |||||
| US694308JJ74 / Pacific Gas and Electric Co | 0.16 | -3.61 | 0.4455 | -0.0172 | |||||
| SHR Trust 2024-LXRY / ABS-MBS (US784234AC03) | 0.16 | -0.62 | 0.4433 | -0.0025 | |||||
| US48275RAJ68 / KREF, Series 2021-FL2, Class D | 0.16 | -0.62 | 0.4422 | -0.0050 | |||||
| US15118JAA34 / Cellnex Finance Co SA | 0.16 | 0.64 | 0.4379 | 0.0029 | |||||
| 2914 / Japan Tobacco Inc. | 0.16 | 0.4359 | 0.4359 | ||||||
| US44332PAH47 / HUB International Ltd | 0.16 | 1.30 | 0.4356 | 0.0055 | |||||
| US21871XAP42 / Corebridge Financial Inc | 0.15 | 0.65 | 0.4300 | 0.0032 | |||||
| US718172CX57 / PHILIP MORRIS INTERNATIONAL INC | 0.15 | 1.32 | 0.4289 | 0.0034 | |||||
| US097023CW33 / BOEING CO 5.805 5/50 | 0.15 | 0.66 | 0.4237 | 0.0023 | |||||
| US90276WAS61 / UBS Commercial Mortgage Trust 2017-C7 | 0.15 | 0.67 | 0.4222 | 0.0029 | |||||
| US01883LAD55 / Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | 0.15 | 2.08 | 0.4109 | 0.0073 | |||||
| CQP / Cheniere Energy Partners, L.P. - Limited Partnership | 0.15 | 0.69 | 0.4081 | 0.0043 | |||||
| US1248EPCE15 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.14 | 5.15 | 0.3974 | 0.0172 | |||||
| US29250NAZ87 / Enbridge Inc | 0.14 | 1.44 | 0.3938 | 0.0053 | |||||
| US29250NBF15 / Enbridge Inc | 0.14 | 1.44 | 0.3925 | 0.0053 | |||||
| US74529JQY46 / PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE | 0.14 | -8.55 | 0.3863 | -0.0381 | |||||
| US25714PEF18 / Dominican Republic International Bond | 0.14 | 1.47 | 0.3845 | 0.0056 | |||||
| US30251GBC06 / FMG Resources August 2006 Pty Ltd | 0.14 | 3.85 | 0.3765 | 0.0120 | |||||
| US50212YAF16 / LPL Holdings Inc | 0.13 | 0.00 | 0.3749 | 0.0014 | |||||
| US853496AH04 / Standard Industries Inc/NJ | 0.13 | 3.08 | 0.3738 | 0.0107 | |||||
| US24703TAG13 / Dell International LLC / EMC Corp | 0.13 | 0.76 | 0.3718 | 0.0033 | |||||
| US38141GZM94 / Goldman Sachs Group Inc/The | 0.13 | 2.31 | 0.3702 | 0.0070 | |||||
| Macquarie Airfinance Holdings Ltd / DBT (US55609NAD03) | 0.13 | 1.54 | 0.3676 | 0.0052 | |||||
| US501889AF63 / LKQ Corp | 0.13 | 1.57 | 0.3602 | 0.0040 | |||||
| US72650RBN17 / Plains All American Pipeline LP / PAA Finance Corp | 0.13 | 1.57 | 0.3586 | 0.0043 | |||||
| US670001AH91 / Novelis Corp | 0.13 | 3.31 | 0.3496 | 0.0107 | |||||
| Boston Properties LP / DBT (US10112RBJ23) | 0.12 | 1.67 | 0.3412 | 0.0050 | |||||
| US161175CA05 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.12 | 6.19 | 0.3357 | 0.0188 | |||||
| US75575WAJ53 / Ready Capital Mortgage Financing 2021-FL7 LLC | 0.12 | 0.00 | 0.3331 | -0.0006 | |||||
| A2RW34 / Arrow Electronics, Inc. - Depositary Receipt (Common Stock) | 0.12 | 1.71 | 0.3329 | 0.0060 | |||||
| MF1 2024-FL16 / ABS-CBDO (US55287EAG26) | 0.12 | 0.00 | 0.3316 | -0.0023 | |||||
| Performance Food Group Inc / DBT (US71376LAF76) | 0.12 | 2.61 | 0.3298 | 0.0087 | |||||
| LoanCore 2025 2025-CRE8 Issuer LLC / ABS-CBDO (US53947FAE16) | 0.12 | 0.00 | 0.3237 | -0.0020 | |||||
| US037389BB82 / Aon Corp | 0.12 | 0.88 | 0.3211 | 0.0018 | |||||
| N1CL34 / Norwegian Cruise Line Holdings Ltd. - Depositary Receipt (Common Stock) | 0.11 | 3.70 | 0.3123 | 0.0098 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.11 | 0.91 | 0.3112 | 0.0029 | |||||
| Dwight 2025-FL1 Issuer LLC / ABS-CBDO (US233636AC39) | 0.11 | 0.3100 | 0.3100 | ||||||
| US803014AB57 / Santos Finance Ltd | 0.11 | 1.83 | 0.3095 | 0.0052 | |||||
| US12505BAG59 / CBRE Services Inc | 0.11 | 0.92 | 0.3072 | 0.0016 | |||||
| US37940XAD49 / Global Payments Inc | 0.11 | 1.85 | 0.3066 | 0.0037 | |||||
| Angel Oak Mortgage Trust 2024-10 / ABS-MBS (US034933AA90) | 0.11 | -5.36 | 0.2966 | -0.0157 | |||||
| US067316AG42 / Bacardi Ltd | 0.11 | 0.00 | 0.2945 | 0.0005 | |||||
| US097751BZ39 / Bombardier, Inc. | 0.10 | 1.96 | 0.2918 | 0.0062 | |||||
| Panther Escrow Issuer LLC / DBT (US69867RAA59) | 0.10 | 1.98 | 0.2887 | 0.0050 | |||||
| US900123AY60 / Turkey Government International Bond | 0.10 | 1.98 | 0.2878 | 0.0038 | |||||
| US92328MAE30 / Venture Global Calcasieu Pass LLC | 0.10 | 1.98 | 0.2866 | 0.0040 | |||||
| US65342QAM42 / NEXTERA ENERGY OPERATING REGD 144A P/P 7.25000000 | 0.10 | 4.08 | 0.2849 | 0.0110 | |||||
| AmWINS Group Inc / DBT (US031921AC31) | 0.10 | 1.00 | 0.2832 | 0.0027 | |||||
| EQT Trust 2024-EXTR / ABS-MBS (US29439DAE13) | 0.10 | 1.00 | 0.2830 | 0.0028 | |||||
| Store Master Funding I-VII XIV XIX XX XXIV XXII / ABS-O (US86212XAP50) | 0.10 | 0.00 | 0.2826 | -0.0010 | |||||
| EQT Trust 2024-EXTR / ABS-MBS (US29439DAC56) | 0.10 | 1.00 | 0.2825 | 0.0034 | |||||
| BSPRT 2024-FL11 Issuer LLC / ABS-CBDO (US05613RAC25) | 0.10 | 1.01 | 0.2793 | 0.0013 | |||||
| Store Master Funding I-VII XIV XIX XX XXIV XXII / ABS-O (US86212XAN03) | 0.10 | 0.00 | 0.2791 | -0.0016 | |||||
| MF1 2024-FL14 LLC / ABS-CBDO (US55416AAG40) | 0.10 | 0.00 | 0.2790 | -0.0006 | |||||
| ELM Trust 2024-ELM / ABS-MBS (US26860XBE04) | 0.10 | 0.00 | 0.2788 | -0.0022 | |||||
| BDS 2024-FL13 LLC / ABS-CBDO (US05555MAA71) | 0.10 | 0.00 | 0.2786 | -0.0005 | |||||
| MF1 2024-FL15 / ABS-CBDO (US58003MAG15) | 0.10 | 0.00 | 0.2783 | -0.0006 | |||||
| BMP 2024-MF23 / ABS-MBS (US05593JAE01) | 0.10 | 1.01 | 0.2782 | 0.0007 | |||||
| BMP 2024-MF23 / ABS-MBS (US05593JAG58) | 0.10 | 1.01 | 0.2782 | 0.0007 | |||||
| MF1 2024-FL15 / ABS-CBDO (US58003MAE66) | 0.10 | 0.00 | 0.2782 | -0.0005 | |||||
| US88948ABE64 / Toll Road Investors Partnership II LP | 0.10 | 3.09 | 0.2781 | 0.0062 | |||||
| US06541DBT00 / BANK 2023-BNK46 B 6.963% 08/15/2056 | 0.10 | 0.00 | 0.2773 | 0.0015 | |||||
| MF1 2024-FL16 / ABS-CBDO (US55287EAE77) | 0.10 | 0.00 | 0.2769 | -0.0014 | |||||
| AREIT 2025-CRE10 Ltd / ABS-CBDO (US00193DAE85) | 0.10 | 0.00 | 0.2765 | -0.0012 | |||||
| US55608JBE73 / Macquarie Group Ltd | 0.10 | 0.00 | 0.2764 | 0.0007 | |||||
| US03880KAJ34 / Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd | 0.10 | 0.00 | 0.2760 | 0.0001 | |||||
| MF1 2025-FL17 LLC / ABS-CBDO (US55287HAG56) | 0.10 | 0.00 | 0.2756 | -0.0023 | |||||
| MF1 2025-FL17 LLC / ABS-CBDO (US55287HAE09) | 0.10 | 0.00 | 0.2756 | -0.0023 | |||||
| Angel Oak Mortgage Trust 2024-12 / ABS-MBS (US034932AA18) | 0.10 | -7.62 | 0.2714 | -0.0222 | |||||
| US737446AQ74 / Post Holdings Inc | 0.10 | 3.23 | 0.2671 | 0.0071 | |||||
| COLT 2024-5 Mortgage Loan Trust / ABS-MBS (US19685AAA79) | 0.10 | -6.86 | 0.2659 | -0.0187 | |||||
| COLT 2024-1 Mortgage Loan Trust / ABS-MBS (US19688TAA34) | 0.10 | -10.38 | 0.2658 | -0.0314 | |||||
| COLT 2025-1 / ABS-MBS (US196920AC66) | 0.10 | -4.04 | 0.2653 | -0.0121 | |||||
| US11135FAS02 / BROADCOM INC 4.3% 11/15/2032 | 0.09 | 2.20 | 0.2588 | 0.0036 | |||||
| Affirm Asset Securitization Trust 2025-X1 / ABS-O (US00834MAA18) | 0.09 | 0.2568 | 0.2568 | ||||||
| OBX 2025-NQM1 Trust / ABS-MBS (US673914AC13) | 0.09 | -4.17 | 0.2563 | -0.0124 | |||||
| Venture Global LNG Inc / DBT (US92332YAE14) | 0.09 | 2.27 | 0.2528 | 0.0060 | |||||
| LPL Holdings Inc / DBT (US50212YAQ70) | 0.09 | 0.2502 | 0.2502 | ||||||
| US889184AD90 / Toledo Hospital/The | 0.09 | -1.12 | 0.2470 | -0.0011 | |||||
| Verus Securitization Trust 2024-8 / ABS-MBS (US92540PAA66) | 0.09 | -5.38 | 0.2468 | -0.0136 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1 / ABS-MBS (US61775UAA60) | 0.09 | -8.33 | 0.2467 | -0.0208 | |||||
| Business Jet Securities 2024-2 LLC / ABS-O (US12326TAA60) | 0.09 | -6.38 | 0.2466 | -0.0166 | |||||
| US75606DAL55 / REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A | 0.09 | 7.41 | 0.2430 | 0.0154 | |||||
| US775109BN09 / Rogers Communications Inc | 0.09 | 3.61 | 0.2392 | 0.0061 | |||||
| US808513CB92 / Charles Schwab Corp/The | 0.09 | 0.00 | 0.2382 | 0.0014 | |||||
| OBX 2024-NQM14 Trust / ABS-MBS (US67119XAC83) | 0.08 | -6.67 | 0.2338 | -0.0191 | |||||
| US378272BE79 / Glencore Funding LLC | 0.08 | 2.60 | 0.2205 | 0.0046 | |||||
| US55361AAU88 / MSWF Commercial Mortgage Trust 2023-2 | 0.08 | 1.28 | 0.2196 | 0.0008 | |||||
| POST / Post Holdings, Inc. | 0.08 | 2.63 | 0.2180 | 0.0042 | |||||
| US59523UAR86 / Mid-America Apartments LP | 0.08 | 2.70 | 0.2127 | 0.0043 | |||||
| US46647PBP09 / JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | 0.07 | 1.37 | 0.2081 | 0.0031 | |||||
| US929566AL19 / Wabash National Corp | 0.07 | 1.37 | 0.2061 | 0.0010 | |||||
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-A / ABS-O (US858928AB07) | 0.07 | 0.2025 | 0.2025 | ||||||
| COLT 2024-2 Mortgage Loan Trust / ABS-MBS (US12665LAA26) | 0.07 | -10.26 | 0.1965 | -0.0232 | |||||
| US87612GAB77 / Targa Resources Corp | 0.07 | -1.45 | 0.1901 | -0.0027 | |||||
| OBX 2024-NQM3 Trust / ABS-MBS (US67118KAA16) | 0.07 | -6.85 | 0.1892 | -0.0165 | |||||
| Verus Securitization Trust 2024-2 / ABS-MBS (US92539UAA88) | 0.07 | -8.22 | 0.1878 | -0.0180 | |||||
| American Credit Acceptance Receivables Trust 2024-2 / ABS-O (US02531BAE92) | 0.06 | 0.00 | 0.1800 | -0.0007 | |||||
| US87612BBS07 / Targa Resources Partners LP / Targa Resources Partners Finance Corp | 0.06 | 1.59 | 0.1792 | 0.0020 | |||||
| Verus Securitization Trust 2024-1 / ABS-MBS (US92540EAA10) | 0.06 | -12.33 | 0.1784 | -0.0259 | |||||
| US87612BBU52 / Targa Resources Partners LP / Targa Resources Partners Finance Corp | 0.06 | 1.64 | 0.1735 | 0.0014 | |||||
| US88732JBD90 / Time Warner Cable LLC | 0.06 | 5.17 | 0.1704 | 0.0071 | |||||
| US06051GHM42 / Bank of America Corp | 0.06 | 0.00 | 0.1690 | 0.0012 | |||||
| US01626PAM86 / Alimentation Couche-Tard Inc | 0.06 | 1.69 | 0.1688 | 0.0025 | |||||
| US61747YFG52 / Morgan Stanley | 0.06 | 1.69 | 0.1680 | 0.0018 | |||||
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group / DBT (US472140AA00) | 0.06 | 1.69 | 0.1670 | 0.0010 | |||||
| US459506AL51 / International Flavors & Fragrances Inc | 0.06 | -37.89 | 0.1650 | -0.1008 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.06 | 0.1644 | 0.1644 | ||||||
| Angel Oak Mortgage Trust 2024-9 / ABS-MBS (US03466JAA79) | 0.06 | -9.23 | 0.1643 | -0.0172 | |||||
| US21071BAA35 / Consumers 2023 Securitization Funding LLC | 0.06 | -1.72 | 0.1602 | -0.0013 | |||||
| BERKS CNTY PA MUNI AUTH / DBT (US084538JL27) | 0.06 | 0.00 | 0.1563 | -0.0009 | |||||
| US163851AF58 / Chemours Co/The | 0.06 | 1.82 | 0.1563 | 0.0022 | |||||
| CC / The Chemours Company | 0.06 | 0.00 | 0.1561 | -0.0001 | |||||
| EMRLD Borrower LP / Emerald Co-Issuer Inc / DBT (US26873CAB81) | 0.06 | 1.85 | 0.1553 | 0.0040 | |||||
| US571903BG74 / Marriott International Inc/MD | 0.06 | 1.85 | 0.1539 | 0.0029 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAC02) | 0.06 | 0.00 | 0.1534 | -0.0003 | |||||
| MSWF Commercial Mortgage Trust 2023-2 / ABS-MBS (US55361AAX28) | 0.05 | 0.00 | 0.1519 | -0.0000 | |||||
| US073250BW13 / Bayview Financial Revolving Asset Trust 2005-E | 0.05 | -1.85 | 0.1499 | -0.0012 | |||||
| US04033GAB32 / ARI Fleet Lease Trust 2023-B | 0.05 | -18.46 | 0.1491 | -0.0322 | |||||
| US912810TT51 / United States Treasury Note/Bond | 0.05 | -3.64 | 0.1489 | -0.0050 | |||||
| US21871XAM11 / Corebridge Financial Inc | 0.05 | -2.08 | 0.1332 | -0.0005 | |||||
| US775109CK50 / Rogers Communications Inc | 0.05 | 2.17 | 0.1312 | 0.0025 | |||||
| US05401AAJ07 / Avolon Holdings Funding Ltd | 0.05 | 0.00 | 0.1300 | 0.0005 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAB37) | 0.05 | -17.86 | 0.1300 | -0.0260 | |||||
| Affirm Asset Securitization Trust 2024-X2 / ABS-O (US00833QAA31) | 0.05 | -36.11 | 0.1284 | -0.0727 | |||||
| US88948ABB26 / Toll Road Investors Partnership II LP | 0.04 | 2.33 | 0.1228 | 0.0018 | |||||
| Acrec 2025 Fl 3 LLC / ABS-CBDO (US00112HAG20) | 0.04 | 0.00 | 0.1118 | -0.0005 | |||||
| Hyundai Capital America / DBT (US44891ACY10) | 0.04 | 0.00 | 0.1047 | 0.0004 | |||||
| US912810TD00 / United States Treasury Note/Bond | 0.04 | -2.70 | 0.1018 | -0.0035 | |||||
| US29103CAA62 / Emerald Debt Merger Sub LLC | 0.04 | 0.00 | 0.0994 | 0.0019 | |||||
| Virginia Power Fuel Securitization LLC / DBT (US92808VAA08) | 0.04 | -22.22 | 0.0990 | -0.0275 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.04 | 2.94 | 0.0974 | 0.0006 | |||||
| Ferguson Enterprises Inc / DBT (US31488VAA52) | 0.03 | 0.00 | 0.0938 | 0.0016 | |||||
| US097023CV59 / BOEING CO 5.705% 05/01/2040 | 0.03 | 0.00 | 0.0933 | 0.0013 | |||||
| US67884XCP06 / Oklahoma Development Finance Authority Revenue Bonds | 0.03 | 0.0919 | 0.0919 | ||||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 0.03 | 0.0869 | 0.0869 | ||||||
| US88948ABG13 / Toll Road Investors Partnership II LP | 0.03 | 3.33 | 0.0865 | 0.0021 | |||||
| US476556DD44 / Jersey Central Power & Light Co | 0.03 | 0.00 | 0.0828 | 0.0010 | |||||
| American Credit Acceptance Receivables Trust 2024-2 / ABS-O (US02531BAC37) | 0.03 | 0.00 | 0.0754 | -0.0003 | |||||
| US61747YFF79 / Morgan Stanley | 0.03 | 0.00 | 0.0715 | 0.0003 | |||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | 0.02 | 0.0690 | 0.0690 | ||||||
| US054989AA67 / BAT CAPITAL CORP 6.343000% 08/02/2030 | 0.02 | 0.00 | 0.0539 | 0.0006 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.02 | 0.00 | 0.0513 | 0.0006 | |||||
| US21871XAK54 / Corebridge Financial Inc | 0.02 | 0.00 | 0.0467 | 0.0001 | |||||
| US303901BJ06 / Fairfax Financial Holdings Ltd. | 0.01 | 0.00 | 0.0387 | 0.0006 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 0.01 | 0.0311 | 0.0311 | ||||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | 0.01 | 0.0296 | 0.0296 | ||||||
| DLLST 2024-1 LLC / ABS-O (US23346HAB33) | 0.01 | -60.00 | 0.0190 | -0.0235 | |||||
| US31371KML25 / Fannie Mae Pool | 0.01 | 0.00 | 0.0145 | -0.0014 | |||||
| US3137FVNJ75 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.01 | 0.00 | 0.0141 | -0.0007 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0107 | 0.0107 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | 0.00 | 0.0060 | 0.0060 | ||||||
| US31405JSG03 / UMBS | 0.00 | 0.00 | 0.0058 | -0.0001 | |||||
| US3136ABC354 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0040 | -0.0004 | |||||
| US83162CPS60 / United States Small Business Administration | 0.00 | 0.0014 | -0.0000 | ||||||
| US22608WAR07 / CREST 2004-1 Ltd | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0024 | -0.0024 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0027 | -0.0027 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0032 | -0.0032 |
