Basic Stats
Portfolio Value $ 93,925,686
Current Positions 399
Latest Holdings, Performance, AUM (from 13F, 13D)

MJIIX - Core Plus Fixed Income Portfolio Class II has disclosed 399 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 93,925,686 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). MJIIX - Core Plus Fixed Income Portfolio Class II’s top holdings are U.S. Treasury Bills (US:US912797FU69) , Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class (US:US61747C7074) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Edwards Lifesciences Corporation (US:EW) , and Edwards Lifesciences Corporation (US:EW) . MJIIX - Core Plus Fixed Income Portfolio Class II’s new positions include U.S. Treasury Bills (US:US912797FU69) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Edwards Lifesciences Corporation (US:EW) , Edwards Lifesciences Corporation (US:EW) , and Edwards Lifesciences Corporation (US:EW) .

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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 %
8.20 10.1669 10.1669
5.10 6.3255 6.3255
2.57 3.1914 1.9555
4.06 5.0353 1.8439
1.86 2.3086 0.8832
0.66 0.8126 0.8126
0.42 0.5252 0.5252
0.40 0.4991 0.4991
0.61 0.7581 0.4193
0.32 0.3914 0.3914
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 %
8.18 8.18 10.1475 -5.5519
1.15 1.4254 -3.6099
0.72 0.8934 -0.5409
-0.11 -0.1305 -0.3081
-0.03 -0.0395 -0.2171
-0.03 -0.0332 -0.2108
-0.02 -0.0301 -0.2078
-0.02 -0.0294 -0.2070
-0.02 -0.0254 -0.2030
-0.02 -0.0197 -0.1973
13F and Fund Filings

This form was filed on 2023-08-25 for the reporting period 2023-06-30. 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
(%)
US912797FU69 / U.S. Treasury Bills 8.20 10.1669 10.1669
US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class 8.18 -38.19 8.18 -38.19 10.1475 -5.5519
US01F0526727 / Uniform Mortgage-Backed Security, TBA 5.10 6.3255 6.3255
EW / Edwards Lifesciences Corporation 4.06 57.77 5.0353 1.8439
EW / Edwards Lifesciences Corporation 2.57 146.08 3.1914 1.9555
EW / Edwards Lifesciences Corporation 1.86 62.05 2.3086 0.8832
EW / Edwards Lifesciences Corporation 1.15 -71.71 1.4254 -3.6099
US67578JAA79 / Octagon Investment Partners 51 Ltd 0.88 0.68 1.0947 0.0550
US86363BAF22 / Structured Asset Securities Corp Reverse Mortgage Loan Trust 2007-RM1 0.87 3.72 1.0729 0.0832
US81124TAA51 / Sculptor CLO XXVI Ltd 0.82 0.73 1.0227 0.0517
US912796ZD42 / United States Treasury Bill 0.81 0.74 1.0104 0.0521
US452252FH79 / Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Build America Taxable Bonds, Senior Lien Series 2009A 0.77 -2.54 0.9521 0.0184
US01F0226757 / Uniform Mortgage-Backed Security, TBA 0.72 -40.69 0.8934 -0.5409
MX0MGO0000P2 / Mexican Bonos 0.69 6.14 0.8569 0.0847
R2032 / South Africa - Corporate Bond/Note 0.67 -8.82 0.8333 -0.0415
US46647PDR47 / JPMorgan Chase & Co 0.66 0.8126 0.8126
US69346MAD11 / PNMAC GMSR Issuer Trust 0.63 -2.63 0.7799 0.0136
IT0005388175 / Italy Buoni Poliennali Del Tesoro 0.63 -3.84 0.7773 0.0044
US3132DWDJ99 / Freddie Mac Pool 0.63 -3.25 0.7756 0.0097
US00900PAL94 / AIMCO CLO Series 2018-B 0.62 0.32 0.7680 0.0361
US06051GKQ19 / Bank of America Corp 0.61 114.39 0.7581 0.4193
US35563PCS65 / Seasoned Credit Risk Transfer Trust 0.53 -5.57 0.6530 -0.0077
US65120LAK70 / Newday Funding Master Issuer PLC - Series 2022-1 0.50 0.40 0.6151 0.0282
US35563PTN95 / Seasoned Credit Risk Transfer Trust Series 2020-3 0.50 -5.35 0.6143 -0.0060
US02666BAE65 / American Homes 4 Rent Trust, Series 2015-SFR2, Class E 0.48 -1.84 0.5940 0.0145
US35563PDY25 / Seasoned Credit Risk Transfer Trust Series 2018-1 0.47 -2.92 0.5779 0.0078
US12657CAA27 / CREDIT SUISSE MORTGAGE TRUST 04/23 1 0.46 -6.85 0.5732 -0.0149
US404280BZ11 / HSBC Holdings PLC 0.44 0.23 0.5472 0.0252
US3137FXYY89 / Freddie Mac Multifamily Structured Pass Through Certificates 0.44 -4.14 0.5467 0.0014
US87666YAA55 / Taubman Centers Commercial Mortgage Trust 2022-DPM 0.44 0.92 0.5440 0.0283
US55284DAN21 / MF1 2021-W10X 0.44 0.69 0.5424 0.0272
AU0000075681 / Australia Government Bond 0.44 -5.83 0.5416 -0.0082
IDG000010802 / Indonesia Treasury Bond 0.43 3.88 0.5316 0.0421
US36198FAV40 / GS Mortgage Securities Trust 2013-GCJ14 0.43 4.40 0.5302 0.0443
US63875FAG19 / Natixis Commercial Mortgage Securities Trust 2019-MILE 0.43 -7.38 0.5300 -0.0177
US35563PFA21 / Seasoned Credit Risk Transfer Trust Series 2018-2 0.42 -5.36 0.5257 -0.0057
US37045XEH52 / General Motors Financial Co., Inc. 0.42 0.5252 0.5252
US35563PCF45 / Seasoned Credit Risk Transfer Trust Series 2017-3 0.41 -0.97 0.5069 0.0184
US75410JAA25 / Rate Mortgage Trust 2021-J4 0.41 -2.86 0.5054 0.0085
US78397FAJ21 / SGCMS_20-COVE 0.40 -0.49 0.4997 0.0185
US35563PHZ53 / Seasoned Credit Risk Transfer Trust Series 2019-1 0.40 -4.74 0.4993 -0.0013
US09659W2T04 / BNP Paribas SA 0.40 0.4991 0.4991
US35563PGZ62 / Seasoned Credit Risk Transfer Trust 0.40 -5.20 0.4982 -0.0040
US45276JAA88 / IMPRL 21-NQM4 A1 144A FRN 01-25-57 0.39 -4.21 0.4807 0.0015
US08182FAN96 / Benefit Street Partners CLO XX Ltd 0.38 0.52 0.4757 0.0237
US44555QAC33 / Hundred Acre Wood Trust 2021-INV3 0.38 -3.84 0.4665 0.0028
XS2415302640 / Highways 2021 PLC 0.37 2.80 0.4561 0.0318
US90354XAC48 / UWM Mortgage Trust 2021-INV1 0.37 -2.40 0.4549 0.0094
US92937UAJ79 / WFRBS COML MTG TR 2013-C13 D CSTR 05/15/2045 144A 0.37 -0.27 0.4548 0.0196
US25714PES39 / Dominican Republic International Bond 0.36 8.43 0.4470 0.0530
US63861VAB36 / Nationwide Building Society 0.35 0.29 0.4312 0.0206
US71643VAB18 / Petroleos Mexicanos 0.34 -4.21 0.4228 -0.0004
US45262BAA17 / Imperial Brands Finance PLC 0.34 -0.29 0.4194 0.0172
US06051GKP36 / Bank of America Corp 0.34 -0.59 0.4169 0.0152
US42210JAA43 / HAMR_21-RPL1 0.33 -1.52 0.4036 0.0113
US12530BAD10 / CFMT 2021-HB7 LLC SER 2021-HB7 CL M3 V/R REGD 144A P/P 3.84920000 0.32 -0.62 0.3947 0.0143
US92343VFR06 / Verizon Communications Inc 0.32 0.3914 0.3914
US38217TAC99 / Goodgreen 2020-1 Trust 0.31 -5.21 0.3842 -0.0035
US91127KAH59 / United Overseas Bank Ltd 0.30 -0.98 0.3777 0.0136
US69346MAE93 / PMT Issuer Trust - FMSR 0.30 2.03 0.3737 0.0238
US89788MAP77 / Truist Financial Corp 0.30 0.3723 0.3723
US30259RAP01 / FMC GMSR Issuer Trust, Series 2022-GT2, Class A 0.30 -1.67 0.3664 0.0105
US05578QAB95 / BPCE SA 0.29 0.00 0.3653 0.0163
US35563PGA12 / Seasoned Credit Risk Transfer Trust Series 2018-3 0.29 -4.55 0.3652 -0.0001
US87164KAG94 / Syngenta Finance NV 0.29 0.00 0.3643 0.0163
US3137H9MB27 / Freddie Mac Multifamily Structured Pass Through Certificates 0.29 -3.68 0.3582 0.0030
US33852HAB87 / FSMT 21-8INV A3 144A FRN 09-25-51 0.29 -3.03 0.3580 0.0053
US87938WAT09 / Telefonica Emisiones SA 0.29 -1.03 0.3570 0.0127
US12566PAB13 / CIM Trust 2021-INV1 0.29 -3.05 0.3558 0.0050
US06675QAC78 / Banque Ouest Africaine de Developpement 0.28 -1.05 0.3531 0.0123
US52474KAA16 / LMAT 20-GS4 A1 144A FRN 02-25-60 0.28 -5.07 0.3485 -0.0033
US35563PBS74 / Seasoned Credit Risk Transfer Trust Series 2017-3 0.28 -3.15 0.3435 0.0038
US12526WAC38 / CFMT 2022-HB8 LLC 0.28 3.77 0.3412 0.0267
US350930AA10 / Foundry JV Holdco LLC 0.27 0.3400 0.3400
CA19521DAD36 / Cologix Canadian Issuer LP 0.27 -0.36 0.3394 0.0144
US3140LVRB76 / FANNIE MAE POOL UMBS P#BT6781 2.50000000 0.27 -2.51 0.3383 0.0072
US17327CAQ69 / Citigroup Inc 0.27 -1.45 0.3366 0.0102
US161175CE27 / Charter Communications Operating LLC / Charter Communications Operating Capital 0.27 -1.11 0.3322 0.0113
US928668AU66 / Volkswagen Group of America Finance LLC 0.27 -2.21 0.3301 0.0067
US69377AAA51 / PRPM 2022-2 LLC 0.26 -4.69 0.3276 -0.0015
US69362QAA76 / PRPM LLC, Series 2021-11, Class A1 0.26 -6.14 0.3227 -0.0068
US3137H7MC44 / Freddie Mac Multifamily Structured Pass Through Certificates 0.26 -3.72 0.3220 0.0023
US605417CB81 / Mississippi Power Co 0.26 -2.27 0.3210 0.0070
US83438LAA98 / SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28 0.26 -2.29 0.3184 0.0077
US225401AZ15 / Credit Suisse Group AG 0.26 -0.39 0.3177 0.0124
US65106WAA36 / Newcastle Coal Infrastructure Group Pty Ltd 0.25 1.21 0.3117 0.0174
US68389XBX21 / ORACLE CORP SR UNSECURED 04/50 3.6 0.25 0.3103 0.3103
US693589AA17 / PRPM 2022-3 LLC 0.25 -0.80 0.3092 0.0112
US44891ACD72 / Hyundai Capital America 0.25 -0.80 0.3086 0.0115
US15089QAM69 / Celanese US Holdings LLC 0.25 -1.20 0.3086 0.0100
US01750HAA05 / Allegro CLO XI Ltd 0.25 0.00 0.3075 0.0145
US31335ABF49 / Freddie Mac Gold Pool 0.25 -5.04 0.3039 -0.0022
US045054AQ67 / Ashtead Capital Inc 0.24 -1.62 0.3024 0.0093
US09228YAC66 / Blackbird Capital Aircraft Lease Securitization, Ltd. 2016-1 0.24 7.52 0.3015 0.0333
US3137F9ZB00 / Freddie Mac Multifamily Structured Pass Through Certificates 0.24 -2.02 0.3009 0.0073
US12565YAA55 / CIM_21-NR1 0.24 -13.04 0.2977 -0.0303
US15135BAX91 / Centene Corp 0.24 -1.65 0.2970 0.0086
US69381RAA23 / PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 NPL4 A1 144A 0.24 -7.39 0.2951 -0.0103
US29278NAP87 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9 0.24 -0.84 0.2938 0.0112
US05526DBR52 / BAT Capital Corp 0.24 0.00 0.2925 0.0127
US314382AA01 / Fells Point Funding Trust 0.23 -1.29 0.2851 0.0099
US35563PDJ57 / Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M 0.23 -2.16 0.2819 0.0068
US3140JBXA93 / Fannie Mae Pool 0.23 -2.17 0.2794 0.0056
US3137FUZL11 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K-1516, Class X3 0.22 -3.03 0.2779 0.0031
US52521YAC03 / LEHMAN MORTGAGE TRUST LMT 2007 8 2A1 0.22 -0.89 0.2774 0.0099
US775109CD18 / Rogers Communications Inc 0.22 -2.21 0.2744 0.0060
US35563PMK20 / Seasoned Credit Risk Transfer Trust Series 2019-4 0.22 -3.54 0.2711 0.0026
US06279JAB52 / Bank of Ireland Group PLC 0.22 0.00 0.2685 0.0117
US3140Q8HY49 / Fannie Mae Pool 0.21 -7.39 0.2649 -0.0085
US3137H8C746 / Freddie Mac Multifamily Structured Pass Through Certificates 0.21 -3.20 0.2630 0.0024
US83368RAV42 / Societe Generale SA 0.21 0.00 0.2623 0.0121
US44891ABT34 / Hyundai Capital America 0.21 -0.94 0.2615 0.0100
US69375JAB61 / PMC PLS ESR Issuer LLC 0.21 -9.09 0.2608 -0.0133
US10638MAA80 / Brean Asset Backed Securities Trust 2021-RM2 0.21 -0.94 0.2604 0.0090
US3140XHCX30 / Fannie Mae Pool 0.21 -2.34 0.2598 0.0050
US928881AD35 / Vontier Corp 0.21 -0.95 0.2586 0.0090
US92212WAD20 / VAR ENERGI ASA 0.21 -0.97 0.2553 0.0093
US38141GYB49 / Goldman Sachs Group Inc/The 0.21 -1.44 0.2543 0.0072
US46647PCR55 / JPMORGAN CHASE & CO REGD V/R 2.54500000 0.20 -44.26 0.2541 -0.1420
US89117F8Z56 / Toronto-Dominion Bank/The 0.20 0.00 0.2525 0.0112
US85501YAA82 / STWH_21-NPB1 0.20 -6.05 0.2505 -0.0049
US10638CAA09 / BREAN ASSET BACKED SECURITIES BABS 2021 RM1 A 144A 0.20 -1.47 0.2504 0.0075
US91159HJJ05 / US Bancorp 0.20 0.2484 0.2484
US19521UAA16 / Cologix Data Centers US Issuer LLC 0.20 -1.49 0.2476 0.0076
XS2077647365 / Grifols SA 0.20 7.61 0.2456 0.0264
US65558RAD17 / Nordea Bank Abp 0.20 -1.99 0.2450 0.0066
US46590XAR70 / JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 0.20 -1.50 0.2446 0.0074
US12566DAA00 / CIM 2021-NR4 A1 0.19 -4.90 0.2406 -0.0023
IL0066204707 / Bank Hapoalim BM 0.19 3.21 0.2398 0.0169
US17328EAN85 / Citigroup Commercial Mortgage Trust 2020-555 0.19 -0.52 0.2378 0.0101
US87404LAC63 / GAIA Aviation Ltd 0.19 15.76 0.2368 0.0404
US62878U2B73 / NBN Co Ltd 0.19 0.00 0.2343 0.0104
US808513CE32 / Charles Schwab Corp/The 0.19 0.2329 0.2329
US05964HAQ83 / Banco Santander SA 0.19 0.00 0.2323 0.0094
US05890MAB90 / Banco de Credito e Inversiones SA 0.19 2.20 0.2313 0.0151
US404119CG28 / HCA, Inc. 0.19 374.36 0.2295 0.1826
US24703DBG51 / Dell International LLC / EMC Corp 0.18 2.79 0.2290 0.0164
US253393AG77 / Dick's Sporting Goods, Inc. 0.18 3.37 0.2285 0.0174
US00206RCP55 / AT&T Inc 0.18 0.2281 0.2281
US35563PME69 / Seasoned Credit Risk Transfer Trust Series 2019-4 0.18 -4.69 0.2273 -0.0010
US36485MAK53 / Garda World Security Corp 0.18 2.23 0.2271 0.0140
US69033CAD11 / Oversea-Chinese Banking Corp Ltd 0.18 -0.55 0.2262 0.0085
US07336JAD00 / Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 0.18 -2.70 0.2243 0.0039
US12530GAD07 / CFMT 2022-HB9 LLC 0.18 -1.10 0.2227 0.0080
US842400HX47 / SOUTHERN CALIFORNIA EDISON COMPANY 0.18 0.2215 0.2215
US827048AX76 / Silgan Holdings Inc 0.18 -1.68 0.2192 0.0064
US30216JAE55 / Export-Import Bank of India 0.18 0.57 0.2191 0.0105
US82967NBM92 / Sirius XM Radio Inc 0.17 -0.57 0.2160 0.0083
US3138X0PH55 / Fannie Mae Pool 0.17 -5.46 0.2152 -0.0028
US95000U2G70 / Wells Fargo & Co 0.17 -0.58 0.2144 0.0081
US3137H7ZE62 / Freddie Mac Multifamily Structured Pass Through Certificates 0.17 -3.91 0.2142 0.0016
USY6972HLP91 / Philippine Government International Bond 0.17 -0.58 0.2139 0.0083
US3137H8UC35 / Freddie Mac Multifamily Structured Pass Through Certificates 0.17 -1.15 0.2134 0.0060
US026874DS37 / American International Group Inc 0.17 -1.72 0.2120 0.0057
US53218DAG34 / Life Mortgage Trust US 0.17 0.59 0.2117 0.0112
US225470EA73 / CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 0.17 -2.94 0.2055 0.0035
US66987XCT00 / NovaStar Mortgage Funding Trust Series 2003-3 0.17 -2.37 0.2053 0.0048
US76120HAA59 / RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 0.17 7.14 0.2048 0.0215
US20030NDM02 / COMCAST CORP NEW 1.95% 01/15/2031 0.16 -1.81 0.2030 0.0056
US01609WAX02 / Alibaba Group Holding Ltd 0.16 -1.82 0.2020 0.0057
US35563PKA65 / Seasoned Credit Risk Transfer Trust Series 2019-2 0.16 -5.29 0.2008 -0.0015
US46651NAB01 / JOL Air Ltd 0.16 2.58 0.1979 0.0141
US3140K8XM87 / Fannie Mae Pool 0.16 -1.86 0.1962 0.0043
US63874GAL95 / Natixis Commercial Mortgage Securities Trust 2018-ALXA 0.16 -0.63 0.1954 0.0077
US40053FAC23 / Grupo Aval Ltd 0.16 1.95 0.1947 0.0111
AAL / American Airlines Group Inc. 0.16 1.31 0.1928 0.0106
US55903VBC63 / Warnermedia Holdings Inc 0.16 0.1925 0.1925
US052528AM81 / Australia & New Zealand Banking Group Ltd 0.15 -1.30 0.1886 0.0054
US06540BBE83 / BANK, Series 2019-BN21, Class XA 0.15 6.38 0.1871 0.0188
US05369AAN19 / Aviation Capital Group LLC 0.15 -0.67 0.1857 0.0076
US172967HB08 / Citigroup Inc 0.15 0.00 0.1850 0.0073
US37331NAK72 / Georgia-Pacific LLC 0.15 -1.32 0.1849 0.0058
US59217GFP90 / Metropolitan Life Global Funding I 0.15 -1.99 0.1841 0.0046
US3140FCXV59 / Fannie Mae Pool 0.15 -2.65 0.1826 0.0032
US24737BAA35 / Delta Air Lines Pass Through Trust, 2019-1 Class AA 0.15 0.68 0.1823 0.0081
US06051GJT76 / Bank of America Corp 0.15 -0.68 0.1799 0.0066
US3140Q8Z329 / Fannie Mae Pool 0.14 -5.92 0.1783 -0.0025
US05970FAC59 / Banco Santander Chile 0.14 0.00 0.1780 0.0078
US31416KAK43 / Fannie Mae Pool 0.14 -4.03 0.1775 0.0008
US91835GAA22 / VOLT CV LLC, Series 2021-CF2, Class A1 0.14 -0.70 0.1764 0.0059
US3138AXVR93 / Fannie Mae Pool 0.14 -5.37 0.1758 -0.0010
US35563PMT39 / Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D 0.14 -4.79 0.1727 -0.0013
US3137H5DS31 / Freddie Mac Multifamily Structured Pass Through Certificates 0.14 -3.50 0.1713 0.0009
US74841CAB72 / Quicken Loans LLC / Quicken Loans Co-Issuer Inc 0.14 -2.84 0.1711 0.0038
US66977WAS89 / NOVA Chemicals Corp 0.13 -0.74 0.1672 0.0070
US90353TAJ97 / CONVERTIBLE ZERO 0.13 3.13 0.1649 0.0127
US581760AV77 / McLaren Health Care Corp. 0.13 -1.49 0.1648 0.0052
US22822VAR24 / SR UNSECURED 07/30 3.3 0.13 -2.22 0.1645 0.0040
US571748AK86 / Marsh & Mclennan Cos 5.875% Senior Notes 08/01/33 0.13 -2.22 0.1645 0.0038
FWLS / Freddie Mac Whole Loan Securities Trust 2015-SC02 0.13 -2.94 0.1638 0.0025
US167593AN29 / CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE 0.13 -3.68 0.1635 0.0014
US29280HAB87 / Enel Finance America LLC 0.13 0.00 0.1634 0.0071
US023135CB05 / AMAZON.COM INC 3.1% 05/12/2051 0.13 -1.52 0.1621 0.0047
US579063AB46 / Condor Merger Sub Inc 0.13 4.00 0.1619 0.0126
US62482BAA08 / Mozart Debt Merger Sub Inc 0.13 0.00 0.1618 0.0073
US848637AF14 / CONV. NOTE 0.13 1.56 0.1613 0.0085
US70614WAB63 / Peloton Interactive, Inc. 0.13 0.00 0.1608 0.0067
US458140CK47 / Intel Corp 0.13 0.78 0.1602 0.0075
US3137G1BS54 / Freddie Mac Whole Loan Securities Trust 2017-SC02 0.13 -4.48 0.1589 -0.0009
US3132M7C555 / Freddie Mac Gold Pool 0.13 -11.11 0.1588 -0.0122
US16165VAL27 / ChaseFlex Trust Series 2007-1 0.13 -0.78 0.1586 0.0067
US30610GAA13 / Falcon 2019-1 Aerospace Ltd 0.13 -14.19 0.1582 -0.0178
US3137H4RJ11 / Freddie Mac Multifamily Structured Pass Through Certificates 0.13 -3.08 0.1563 0.0020
US29379VCB71 / Enterprise Products Operating LLC 0.13 -0.79 0.1551 0.0046
US61946TAB17 / Mosaic Solar Loan Trust 2021-3 0.12 -11.43 0.1548 -0.0122
US12598PAA57 / COLT 2021-RPL1 Trust 0.12 -4.62 0.1540 -0.0009
US55317BAJ61 / MOFT TR 2020-ABC D CSTR 02/01/2042 144A 0.12 0.00 0.1536 0.0066
US476556DD44 / Jersey Central Power & Light Co 0.12 -1.60 0.1536 0.0046
US629377CS98 / NRG Energy Inc 0.12 -3.91 0.1531 0.0011
US3620ARRB90 / Ginnie Mae II Pool 0.12 -3.91 0.1529 0.0008
US361841AH26 / GLP Capital LP / GLP Financing II Inc 0.12 0.83 0.1518 0.0079
US55903VBF94 / WARNERMEDIA HOLDINGS INC 0.12 0.1517 0.1517
US097023CP81 / Boeing Co/The 0.12 -0.82 0.1509 0.0055
XS2080766632 / Standard Industries Inc/NJ 0.12 3.42 0.1506 0.0107
XS1980256314 / Egypt Government International Bond 0.12 -6.92 0.1506 -0.0037
US161175BU77 / Charter Communications Operating LLC / Charter Communications Operating Capital 0.12 0.00 0.1497 0.0065
US84921RAB69 / Spotify USA Inc 0.12 1.71 0.1483 0.0086
US06368DH723 / Bank of Montreal 0.12 -2.50 0.1463 0.0032
US576485AE64 / Matador Resources Co 0.12 -42.08 0.1455 -0.0946
US35563PCE79 / Seasoned Credit Risk Transfer Trust Series 2017-3 0.12 -18.31 0.1445 -0.0239
US19260QAC15 / Coinbase Global Inc 0.11 7.62 0.1412 0.0165
US009066AB74 / CONVERTIBLE ZERO 0.11 -0.88 0.1409 0.0058
US3137H5XX06 / Freddie Mac Multifamily Structured Pass Through Certificates 0.11 -3.42 0.1402 0.0010
US69362GAA94 / PRET 2021-NPL6 LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 2.48710000 0.11 -15.79 0.1389 -0.0190
US172967NN71 / C 3.785 03/17/33 0.11 -1.79 0.1370 0.0040
US16876HAB50 / Children's Health System of Texas 0.11 -2.70 0.1348 0.0031
XS2264968665 / Ivory Coast Government International Bond 0.11 2.91 0.1321 0.0091
US76680RAH03 / CONVERTIBLE ZERO 0.10 2.97 0.1294 0.0088
CA75585RSK28 / Real Estate Asset Liquidity Trust 0.10 -4.59 0.1291 -0.0004
US665772CR86 / Northern States Power Co/MN 0.10 -2.83 0.1284 0.0025
US126650DZ02 / CVS HEALTH CORP 0.10 0.1272 0.1272
US3137F84K67 / Freddie Mac Multifamily Structured Pass Through Certificates 0.10 -5.61 0.1259 -0.0017
XS2356569819 / Last Mile Logistics Pan Euro Finance DAC 0.10 2.04 0.1244 0.0071
US91324PEX69 / UnitedHealth Group Inc 0.10 -56.14 0.1241 -0.1463
US55608JAZ12 / Macquarie Group Ltd 0.10 -1.98 0.1239 0.0037
US53227JAD63 / Life Storage LP 0.10 -1.00 0.1230 0.0034
US054975AG26 / BBCMS Mortgage Trust 2022-C18 0.10 -3.88 0.1230 0.0008
US65339KCA60 / NextEra Energy Capital Holdings Inc 0.10 -2.97 0.1226 0.0025
US29364WBE75 / Entergy Louisiana LLC 0.10 -1.02 0.1213 0.0040
US478115AF52 / Johns Hopkins University 0.10 0.00 0.1183 0.0045
US36250VAF94 / GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048 0.09 -12.96 0.1176 -0.0110
US77340RAS67 / Rockies Express Pipeline LLC 0.09 1.08 0.1173 0.0063
US36194TQH22 / Ginnie Mae II Pool 0.09 -2.08 0.1171 0.0026
US3132GLB377 / Freddie Mac Gold Pool 0.09 -3.16 0.1143 0.0014
US95000U2Q52 / Wells Fargo & Co 0.09 -1.08 0.1141 0.0034
US12621EAL74 / CNO Financial Group Inc 5.25% 05/30/2029 0.09 -2.20 0.1116 0.0025
US35563PKL21 / Seasoned Credit Risk Transfer Trust Series 2019-2 0.09 -4.40 0.1085 -0.0002
US55037LAA26 / LUNRR 2020 1A A 144A 0.09 -3.37 0.1078 0.0022
US3138AUDE44 / Fannie Mae Pool 0.09 -2.27 0.1069 0.0014
US55903VBD47 / Warnermedia Holdings Inc 0.08 0.1046 0.1046
US927804GF58 / Virginia Electric and Power Co 0.08 -2.35 0.1039 0.0026
US534187BJ76 / Lincoln National Corp. 0.08 0.1027 0.1027
US55316PAN78 / MKT 2020-525M MTG TR CSTR 02/12/2040 144A 0.08 -25.00 0.1012 -0.0272
US744573AU04 / Public Service Enterprise Group Inc 0.08 -35.48 0.1003 -0.0470
US36181CNU89 / GNMA 0.08 -2.47 0.0984 0.0022
US37954FAG90 / Global Partners LP / GLP Finance Corp 0.08 1.32 0.0964 0.0052
US37045VAK61 / General Motors Co Bond 0.08 0.00 0.0956 0.0039
US29379VCD38 / Enterprise Products Operating LLC 0.08 -1.30 0.0946 0.0024
US37045VAL45 / General Motors Co 0.08 0.00 0.0941 0.0041
US65339KBP49 / NextEra Energy Capital Holdings Inc 0.08 -1.32 0.0934 0.0029
US16411QAP63 / Cheniere Energy Partners LP 0.08 0.0934 0.0934
SWAP MORGAN STANLEY COC / STIV (000000000) 0.07 0.07 -75.17 0.0930 -0.0846
US14040HDA05 / Capital One Financial Corp 0.07 0.0924 0.0924
US548661EN31 / Lowe's Cos., Inc. 0.07 -1.33 0.0920 0.0024
US30040WAU27 / EVERSOURCE ENERGY 0.07 0.0917 0.0917
US29273RBG39 / Energy Transfer Partners LP 0.07 -1.35 0.0909 0.0031
US059469AF37 / Banc of America Alternative Loan Trust 2006-7 0.07 -2.67 0.0905 0.0012
US571903BL69 / Marriott International Inc/MD 0.07 -1.35 0.0905 0.0023
US55617LAQ59 / Macy's Retail Holdings LLC 0.07 0.00 0.0885 0.0042
US3137G1AK38 / Freddie Mac Whole Loan Securities Trust 0.07 -5.48 0.0867 -0.0006
US3137G1BL02 / FEDERAL HOME LOAN MORTGAGE CORP. 0.07 -5.56 0.0852 -0.0009
US05565QDV77 / COMPANY GUAR 12/99 VAR 0.07 0.00 0.0848 0.0037
US059487AA63 / Banc of America Alternative Loan Trust 2006-6 0.07 0.00 0.0844 0.0029
ABIBB / ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6 0.07 -1.47 0.0841 0.0023
US3137G1BC03 / Freddie Mac Whole Loan Securities Trust 2016-SC02 0.07 -2.90 0.0832 0.0004
US69145AAC27 / OXFORD FINANCE FUNDING 2019-1 LLC SER 2019-1A CL B REGD 144A P/P 5.43800000 0.07 -35.29 0.0829 -0.0390
US35563PLQ09 / Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D 0.06 -4.48 0.0799 -0.0007
US35563PLB30 / Seasoned Credit Risk Transfer Trust Series 2019-3 0.06 -5.88 0.0798 -0.0008
US31418DE409 / Fannie Mae Pool 0.06 -6.06 0.0781 -0.0009
US29425AAK97 / CGCMT 2015-GC33 XA CSTR 09/58 0.06 -12.86 0.0761 -0.0071
US3137G1AL11 / Freddie Mac Whole Loan Securities Trust 2015-SC02 0.06 -3.28 0.0739 0.0011
US3138EGS704 / Fannie Mae Pool 0.06 -3.28 0.0734 0.0005
US126680AA57 / Alternative Loan Trust 2007-OA7 0.06 0.00 0.0733 0.0028
US961214EP44 / Westpac Banking Corp 0.06 -1.72 0.0714 0.0021
US ULTRA BOND CBT SEP23 / DIR (000000000) 0.06 -81.46 0.0704 -0.1073
US78449RAC97 / SLG Office Trust 2021-OVA 0.06 -5.17 0.0689 -0.0000
US3132M9WH38 / Freddie Mac Gold Pool 0.05 -5.36 0.0664 -0.0010
US26443TAC09 / Duke Energy Indiana LLC 0.05 -3.64 0.0659 0.0007
US05366DAA63 / Aviation Capital Group LLC 0.05 0.0615 0.0615
US31418CX666 / Fannie Mae Pool 0.05 -2.08 0.0590 0.0012
US3622MPAT53 / GSR Mortgage Loan Trust 2007-1F 0.05 -4.17 0.0578 -0.0000
US3137G1BD85 / Freddie Mac Whole Loan Securities Trust 2016-SC02 0.04 -4.35 0.0557 0.0002
US682680AY93 / ONEOK Inc. 0.04 -2.27 0.0541 0.0012
US31418W5E68 / Fannie Mae Pool 0.04 -2.27 0.0538 0.0005
US06051GKL22 / BAC 3.846 03/08/37 0.04 0.00 0.0530 0.0025
US3133JL4R70 / Freddie Mac Pool 0.04 0.00 0.0510 0.0013
US31418DD666 / Fannie Mae Pool 0.04 -4.65 0.0509 -0.0008
US3140E7GS37 / Fannie Mae Pool 0.04 -6.98 0.0499 -0.0011
US30289XAA46 / FREMF 2016-KF21 Mortgage Trust 0.04 -2.44 0.0496 0.0006
US3137BBHD51 / Freddie Mac REMICS 0.04 -17.02 0.0493 -0.0075
US30301BAC28 / FREMF 2017-KF27 Mortgage Trust 0.04 0.00 0.0477 0.0021
US46645UAV98 / JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 0.04 -7.50 0.0466 -0.0019
US3137G1AW75 / Freddie Mac Whole Loan Securities Trust 0.04 -5.26 0.0449 -0.0013
US00206RLJ94 / AT&T, Inc. 0.04 0.00 0.0434 0.0008
US31418DD740 / Fannie Mae Pool 0.04 0.00 0.0434 0.0008
US17324KAV08 / CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC35 SER 2015-GC35 CL XA V/R REGD 1.00533800 0.03 -12.12 0.0367 -0.0031
US3137G1AA55 / Freddie Mac Whole Loan Securities Trust 2015-SC01 0.03 -3.85 0.0322 0.0004
WBCPM / Westpac Banking Corporation - Preferred Stock 0.03 -91.72 0.0310 -0.1466
US14040HCZ64 / Capital One Financial Corp 0.02 0.0308 0.0308
US31416WP714 / Fannie Mae Pool 0.02 -4.00 0.0308 0.0002
US31286DNN74 / Freddie Mac Gold Pool 0.02 -4.00 0.0307 0.0002
US3137B5SC84 / Freddie Mac REMICS 0.02 -25.00 0.0307 -0.0085
US31418MJP86 / Federal National Mortgage Association 0.02 -7.69 0.0306 -0.0010
US36253GAG73 / GS Mortgage Securities Trust 2014-GC24 0.02 -23.33 0.0287 -0.0073
US02151CAR79 / Alternative Loan Trust, Series 2007-15CB, Class A7 0.02 -4.35 0.0284 0.0005
US46627MAU18 / JP Morgan Alternative Loan Trust 0.02 0.00 0.0274 0.0006
US3137G1AV92 / Federal Home Loan Mortgage Corporation Whole Loan Securities Trust 0.02 -4.55 0.0271 0.0004
US31418C2G87 / Fannie Mae Pool 0.02 -4.55 0.0266 0.0005
US00914AAQ58 / Air Lease Corp 0.02 0.00 0.0258 0.0010
US31418MJT09 / Federal National Mortgage Association 0.02 -4.76 0.0252 -0.0006
US31418MJQ69 / Federal National Mortgage Association 0.02 -10.00 0.0233 -0.0011
US46631JAE82 / JP Morgan Mortgage Trust 2007-A4 0.02 -5.26 0.0231 -0.0005
US3137G1BV83 / Freddie Mac Whole Loan Securities Trust 2017-SC02 0.02 -10.00 0.0229 -0.0009
US31286DF225 / Freddie Mac Gold Pool 0.02 -5.26 0.0227 0.0001
US31335Y6E10 / Freddie Mac Gold Pool 0.02 -5.56 0.0221 0.0002
US3132DWBZ59 / Freddie Mac Pool 0.02 -5.56 0.0218 0.0002
US31411NJG34 / Fannie Mae Pool 0.02 -5.56 0.0216 0.0001
US46639YAT47 / JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 0.02 0.00 0.0214 0.0010
US31393BKD63 / Fannie Mae REMICS 0.02 -5.88 0.0208 -0.0003
US31286DB836 / Freddie Mac Gold Pool 0.02 -5.88 0.0207 -0.0000
US38375BGT35 / Government National Mortgage Association 0.02 -11.11 0.0199 -0.0018
US31286DFX49 / Freddie Mac Gold Pool 0.02 -6.25 0.0191 0.0001
US31393EJT73 / FANNIE MAE FNR 2003 71 TA 0.01 -6.67 0.0185 -0.0003
US31286DDA63 / Freddie Mac Gold Pool 0.01 0.00 0.0176 0.0001
US3128M7SU11 / Federal Home Loan Mortgage Corp. 0.01 -6.67 0.0174 -0.0005
US46642EBA38 / JPMBB Commercial Mortgage Securities Trust 2014-C21 0.01 -31.58 0.0172 -0.0055
US62548QAB77 / Multifamily Connecticut Avenue Securities Trust 2020-01 0.01 -7.69 0.0161 -0.0002
US12592MBL37 / COMM 2014-LC17 XA CSTR 10/47 0.01 -25.00 0.0156 -0.0035
US3128M7S565 / Federal Home Loan Mortgage Corp. 0.01 -14.29 0.0154 -0.0013
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.01 -96.03 0.0152 -0.1624
US749228AD45 / RALI Series 2006-QS4 Trust 0.01 -8.33 0.0146 0.0001
US059523AR11 / Banc of America Funding 2007-5 Trust 0.01 0.00 0.0137 -0.0005
US12632QAY98 / COMM 2014-CCRE18 Mortgage Trust 0.01 -9.09 0.0127 -0.0006
US3140E5ZK34 / Fannie Mae Pool 0.01 0.00 0.0126 0.0004
US31286DBX84 / Freddie Mac Gold Pool 0.01 -10.00 0.0123 0.0001
US059523AJ94 / Banc of America Funding 2007-5 Trust 0.01 -18.18 0.0121 -0.0013
US31286DPP05 / Freddie Mac Gold Pool 0.01 -10.00 0.0120 0.0001
US76113FAV22 / Residential Asset Securitization Trust 2006-A6 0.01 0.00 0.0119 0.0001
US31286DBZ33 / Freddie Mac Gold Pool 0.01 0.00 0.0117 0.0000
US3617J6UQ53 / Ginnie Mae II Pool 0.01 0.00 0.0117 0.0002
US 10YR ULTRA FUT SEP23 / DIR (000000000) 0.01 -97.02 0.0116 -0.1660
US31286DKJ99 / Freddie Mac Gold Pool 0.01 -11.11 0.0110 0.0001
US3128M7S490 / Federal Home Loan Mortgage Corp. 0.01 -11.11 0.0107 -0.0004
US38377TZF10 / Government National Mortgage Association 0.01 0.00 0.0105 0.0003
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.01 -97.68 0.0088 -0.1688
US31286DDX66 / Freddie Mac Gold Pool 0.01 -14.29 0.0085 0.0001
US31335Y5S15 / Freddie Mac Gold Pool 0.01 0.00 0.0084 0.0001
US3137G1AC12 / Freddie Mac Whole Loan Securities Trust 2015-SC01 0.01 0.00 0.0079 0.0001
US12668BPM99 / Countrywide Alternative Loan Trust 0.01 -16.67 0.0072 -0.0000
US3128MJJR20 / Freddie Mac Gold Pool 0.01 0.00 0.0063 -0.0001
US31286DKA80 / Freddie Mac Gold Pool 0.00 0.00 0.0059 0.0000
US74923CAA09 / RALI Series 2007-QS2 Trust 0.00 0.00 0.0055 -0.0000
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.00 -98.68 0.0051 -0.1725
US46642CBL37 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUS SER 2014-C20 CL XA V/R REGD 1.10570500 0.00 -83.33 0.0048 -0.0168
US3128KVBR57 / Freddie Mac Gold Pool 0.00 0.00 0.0044 0.0000
US31286DND92 / Freddie Mac Gold Pool 0.00 0.00 0.0038 -0.0001
US12668BFD01 / Alternative Loan Trust, Series 2005-86CB, Class A4 0.00 0.00 0.0036 0.0000
US31403MRY74 / Fannie Mae Pool 0.00 0.00 0.0034 -0.0000
US31371HQX97 / UMBS, 30 Year 0.00 0.00 0.0030 -0.0001
US31383EAP60 / Federal National Mortgage Association 0.00 0.00 0.0023 -0.0000
US31371NNJ09 / FNCT UMBS 6.5 256993 11-01-27 0.00 0.00 0.0020 -0.0001
US90114YAA73 / TVC Mortgage Trust 2020-RTL1 0.00 -96.97 0.0020 -0.0378
US12668BFL27 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A11 0.00 0.00 0.0018 0.0000
US31393DKH34 / Fannie Mae REMICS, IO 0.00 0.0011 0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 -100.00 0.0010 -0.1766
US31412TYA59 / Fannie Mae Pool 0.00 0.0010 0.0000
US31402CQQ86 / Fannie Mae Pool 0.00 0.0010 -0.0000
US31380DW775 / Fannie Mae Pool 0.00 0.0009 -0.0000
US3136FCRA66 / Fannie Mae Interest Strip 0.00 -100.00 0.0009 -0.0000
US31384WAH34 / Federal National Mortgage Association 0.00 -100.00 0.0008 -0.0001
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 0.00 -100.00 0.0005 -0.1772
US31282YCV92 / Freddie Mac STRIPS 0.00 0.0003 -0.0000
US31382XP955 / Fannie Mae Pool 0.00 0.0002 -0.0000
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.00 -100.00 0.0001 -0.1776
US31364HN860 / Fannie Mae Interest Strip 0.00 0.0000 -0.0000
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.00 -100.00 0.0000 -0.1776
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -100.00 -0.0004 -0.1780
XS1450864779 / China Government Bond - JPMorgan Chase -0.00 -100.00 -0.0007 -0.1783
PURCHASED NOK / SOLD USD / DFE (000000000) -0.00 -100.99 -0.0039 -0.1815
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -100.99 -0.0043 -0.1819
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.01 -101.66 -0.0069 -0.1846
EURO-BUXL 30Y BND SEP23 / DIR (000000000) -0.01 -102.32 -0.0098 -0.1874
EURO-BTP FUTURE SEP23 / DIR (000000000) -0.01 -104.30 -0.0162 -0.1938
XS1450864779 / China Government Bond - JPMorgan Chase -0.02 -104.97 -0.0197 -0.1973
US LONG BOND(CBT) SEP23 / DIR (000000000) -0.02 -106.62 -0.0254 -0.2030
US 2YR NOTE (CBT) SEP23 / DIR (000000000) -0.02 -107.62 -0.0294 -0.2070
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) -0.02 -107.95 -0.0301 -0.2078
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.03 -108.61 -0.0332 -0.2108
US 10YR NOTE (CBT)SEP23 / DIR (000000000) -0.03 -110.26 -0.0395 -0.2171
US 5YR NOTE (CBT) SEP23 / DIR (000000000) -0.11 -134.77 -0.1305 -0.3081