The Vanguard Group, Inc. > VANGUARD VARIABLE INSURANCE FUNDS
HIGH-YIELD BOND PORTFOLIO
$686.96M
Avg Monthly Net Assets
$755.62M
Total Assets
$5.93M
Total Liabilities
$749.69M
Net Assets
HIGH-YIELD BOND PORTFOLIO is an Underlying fund in VANGUARD VARIABLE INSURANCE FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $686.96M.
On August 27th, 2024 it reported 897 holdings, the largest
being Bank of America Securities, LLC (2.1%), United States Treasury Note/Bond (1.1%) and Vanguard Cmt Funds-Vanguard Market Liquidity Fund (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| HIGH-YIELD BOND PORTFOLIO | C000012158 |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC | Long | Debt | CA | $194K | – | 0.03 |
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $3M | – | 0.46 |
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $2M | – | 0.27 |
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $1M | – | 0.19 |
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $849K | – | 0.11 |
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $204K | – | 0.03 |
| AADVANTAGE LOYAL (AAdvantage Loyalty IP Ltd) | Long | Loan | KY | $2M | – | 0.23 |
| ABC SUPPLY CO (American Builders & Contractors Supply Co Inc) | Long | Debt | US | $1M | – | 0.19 |
| ABC SUPPLY CO (American Builders & Contractors Supply Co Inc) | Long | Debt | US | $1M | – | 0.15 |
| ABC SUPPLY CO (American Builders & Contractors Supply Co Inc) | Long | Loan | US | $60K | – | 0.01 |
| ACADIA HEALTH (Acadia Healthcare Co Inc) | Long | Debt | US | $785K | – | 0.10 |
| ACADIA HEALTH (Acadia Healthcare Co Inc) | Long | Debt | US | $611K | – | 0.08 |
| ACRISURE LLC (Acrisure LLC / Acrisure Finance Inc) | Long | Debt | US | $2M | – | 0.33 |
| ACRISURE LLC (Acrisure LLC / Acrisure Finance Inc) | Long | Debt | US | $1M | – | 0.20 |
| ACRISURE LLC (Acrisure LLC / Acrisure Finance Inc) | Long | Debt | US | $472K | – | 0.06 |
| ADIENT GLOBAL HO (Adient Global Holdings Ltd) | Long | Debt | JE | $525K | – | 0.07 |
| ADVANCED DRAINAG (Advanced Drainage Systems Inc) | Long | Debt | US | $486K | – | 0.06 |
| ADVANCED DRAINAG (Advanced Drainage Systems Inc) | Long | Debt | US | $171K | – | 0.02 |
| AERCAP GLOBAL (AerCap Global Aviation Trust) | Long | Debt | US | $3M | – | 0.47 |
| AIR CANADA | Long | Debt | CA | $1M | – | 0.19 |
| ALBERTA ENERGY (Ovintiv Inc) | Long | Debt | US | $944K | – | 0.13 |
| ALBERTSONS COS (Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC) | Long | Debt | US | $342K | – | 0.05 |
| ALLIANT HOLDINGS (Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer) | Long | Debt | US | $1M | – | 0.16 |
| ALLIANT HOLDINGS (Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer) | Long | Debt | US | $536K | – | 0.07 |
| ALLISON TRANS (Allison Transmission Inc) | Long | Debt | US | $208K | – | 0.03 |
| ALLISON TRANS (Allison Transmission Inc) | Long | Debt | US | $58K | – | 0.01 |
| ALLISON TRANS (Allison Transmission Inc) | Long | Debt | US | $34K | – | 0.00 |
| ALTICE FINANCING (Altice Financing SA) | Long | Debt | LU | $852K | – | 0.11 |
| ALTICE FINANCING (Altice Financing SA) | Long | Debt | LU | $607K | – | 0.08 |
| ALTICE FRANCE (Altice France SA) | Long | Debt | FR | $1M | – | 0.17 |
| ALTICE FRANCE (Altice France SA) | Long | Debt | FR | $829K | – | 0.11 |
| ALTICE FRANCE (Altice France SA) | Long | Debt | FR | $623K | – | 0.08 |
| ALTICE FRANCE (Altice France SA) | Long | Debt | FR | $574K | – | 0.08 |
| AMC NETWORKS INC | Long | Debt | US | $133K | – | 0.02 |
| AMER AXLE & MFG (American Axle & Manufacturing Inc) | Long | Debt | US | $568K | – | 0.08 |
| AMER SPORTS CO | Long | Debt | US | $1M | – | 0.14 |
| AMER SPORTS CO | Long | Loan | US | $131K | – | 0.02 |
| AMERICAN AIRLINE (American Airlines Inc/AAdvantage Loyalty IP Ltd) | Long | Debt | $1M | – | 0.14 | |
| AMERICAN AIRLINE (American Airlines Inc/AAdvantage Loyalty IP Ltd) | Long | Debt | $516K | – | 0.07 | |
| AMERICAN AIRLINE (American Airlines Inc) | Long | Debt | US | $362K | – | 0.05 |
| AMERICAN AIRLINE (American Airlines Inc) | Long | Debt | US | $286K | – | 0.04 |
| AMERIGAS PARTNER (AmeriGas Partners LP / AmeriGas Finance Corp) | Long | Debt | US | $2M | – | 0.28 |
| AMERIGAS PARTNER (AmeriGas Partners LP / AmeriGas Finance Corp) | Long | Debt | US | $791K | – | 0.11 |
| AMERIGAS PARTNER (AmeriGas Partners LP / AmeriGas Finance Corp) | Long | Debt | US | $185K | – | 0.02 |
| AMWINS GROUP INC | Long | Debt | US | $537K | – | 0.07 |
| AMWINS GROUP INC | Long | Debt | US | $154K | – | 0.02 |
| AMWINS GROUP INC | Long | Loan | US | $90K | – | 0.01 |
| ANTERO MIDSTREAM (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $1M | – | 0.18 |
| ANTERO MIDSTREAM (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $364K | – | 0.05 |
| ANTERO MIDSTREAM (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $233K | – | 0.03 |
| ANTERO MIDSTREAM (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $169K | – | 0.02 |
| APACHE CORP | Long | Debt | US | $593K | – | 0.08 |
| ARAMARK SERV INC (Aramark Services Inc) | Long | Debt | US | $2M | – | 0.25 |
| ARAMARK SERV INC (Aramark Services Inc) | Long | Debt | US | $2M | – | 0.22 |
| ARDAGH METAL PAC (Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC) | Long | Debt | $2M | – | 0.22 | |
| ARDAGH METAL PAC (Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC) | Long | Debt | $804K | – | 0.11 | |
| ARDAGH PKG FIN (Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc) | Long | Debt | $1M | – | 0.14 | |
| ARDAGH PKG FIN (Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc) | Long | Debt | $955K | – | 0.13 | |
| ARDAGH PKG FIN (Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc) | Long | Debt | $248K | – | 0.03 | |
| ARDAGH PKG FIN (Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc) | Long | Debt | $114K | – | 0.02 | |
| ARSENAL AIC PARE (Arsenal AIC Parent LLC) | Long | Debt | US | $357K | – | 0.05 |
| ARSENAL AIC PARE (Arsenal AIC Parent LLC) | Long | Loan | US | $259K | – | 0.03 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Debt | US | $720K | – | 0.10 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Debt | US | $706K | – | 0.09 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Debt | US | $579K | – | 0.08 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Debt | US | $431K | – | 0.06 |
| ASHTON WOODS USA (Ashton Woods USA LLC / Ashton Woods Finance Co) | Long | Debt | US | $926K | – | 0.12 |
| ASHTON WOODS USA (Ashton Woods USA LLC / Ashton Woods Finance Co) | Long | Debt | US | $153K | – | 0.02 |
| ASHTON WOODS USA (Ashton Woods USA LLC / Ashton Woods Finance Co) | Long | Debt | US | $95K | – | 0.01 |
| ASURION LLC | Long | Loan | US | $483K | – | 0.06 |
| ATHENAHEALTH GRP (AthenaHealth Group Inc) | Long | Loan | US | $781K | – | 0.10 |
| ATI INC | Long | Debt | US | $953K | – | 0.13 |
| AVANTOR FUNDING (Avantor Funding Inc) | Long | Debt | US | $2M | – | 0.26 |
| AVANTOR FUNDING (Avantor Funding Inc) | Long | Debt | US | $2M | – | 0.22 |
| AVANTOR FUNDING (Avantor Funding Inc) | Long | Debt | US | $313K | – | 0.04 |
| AVIENT CORP | Long | Debt | US | $2M | – | 0.21 |
| AXALTA COATING (Axalta Coating Systems LLC) | Long | Debt | US | $2M | – | 0.21 |
| AXALTA COATING S (Axalta Coating Systems Dutch Holding B BV) | Long | Debt | NL | $812K | – | 0.11 |
| B&G FOODS INC | Long | Debt | US | $2M | – | 0.20 |
| B&G FOODS INC | Long | Debt | US | $1M | – | 0.15 |
| BALL CORP | Long | Debt | US | $1M | – | 0.17 |
| BALL CORP | Long | Debt | US | $867K | – | 0.12 |
| BALL CORP | Long | Debt | US | $754K | – | 0.10 |
| BALL CORP | Long | Debt | US | $359K | – | 0.05 |
| BALL CORP | Long | Debt | US | $306K | – | 0.04 |
| BANIJAY ENTERTAI (Banijay Entertainment SASU) | Long | Debt | FR | $921K | – | 0.12 |
| BANIJAY ENTERTAI (Banijay Entertainment SASU) | Long | Debt | FR | $502K | – | 0.07 |
| BAUSCH + LOMB CO (Bausch + Lomb Corp) | Long | Debt | CA | $2M | – | 0.31 |
| BAUSCH + LOMB CO (Bausch + Lomb Corp) | Long | Loan | CA | $909K | – | 0.12 |
| BEACON ROOFING S (Beacon Roofing Supply Inc) | Long | Debt | US | $776K | – | 0.10 |
| BEACON ROOFING S (Beacon Roofing Supply Inc) | Long | Debt | US | $265K | – | 0.04 |
| BELO CORP | Long | Debt | US | $965K | – | 0.13 |
| BELO CORP | Long | Debt | US | $309K | – | 0.04 |
| BERRY GLOBAL ESC (Berry Global Inc) | Long | Debt | US | $192K | – | 0.03 |
| BERRY GLOBAL INC | Long | Debt | US | $1M | – | 0.19 |
| BERRY GLOBAL INC | Long | Debt | US | $363K | – | 0.05 |
| BERTRAND FRANCH (Bertrand Franchise Finance SAS) | Long | Debt | FR | $349K | – | 0.05 |
| BERTRAND FRANCH (Bertrand Franchise Finance SAS) | Long | Debt | FR | $113K | – | 0.02 |
| BL Presidio B 1L (UNKNOWN) | Long | Loan | US | $535K | – | 0.07 |
| BLOCK INC | Long | Debt | US | $3M | – | 0.40 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $733K | – | 0.10 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $475K | – | 0.06 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $278K | – | 0.04 |
| BOA-MTG TRIPARTY REPO (Bank of America Securities, LLC) | Long | Repurchase agreement | US | $16M | – | 2.08 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $379K | – | 0.05 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $154K | – | 0.02 |
| BOMBARDIER INC | Long | Debt | CA | $378K | – | 0.05 |
| BOMBARDIER INC | Long | Debt | CA | $370K | – | 0.05 |
| BOMBARDIER INC | Long | Debt | CA | $274K | – | 0.04 |
| BOOST NEWCO BORR (Boost Newco Borrower LLC) | Long | Debt | US | $2M | – | 0.23 |
| BOOST NEWCO BORR (Boost Newco Borrower LLC) | Long | Loan | US | $545K | – | 0.07 |
| BOYD GAMING CORP | Long | Debt | US | $4M | – | 0.47 |
| BOYD GAMING CORP | Long | Debt | US | $557K | – | 0.07 |
| BOYNE USA (Boyne USA Inc) | Long | Debt | US | $224K | – | 0.03 |
| BRANDYWINE OPER (Brandywine Operating Partnership LP) | Long | Debt | US | $83K | – | 0.01 |
| BRINK'S CO/THE | Long | Debt | US | $131K | – | 0.02 |
| BROWN GROUP HOLD (Brown Group Holding LLC) | Long | Loan | US | $490K | – | 0.07 |
| BUCKEYE PARTNERS (Buckeye Partners LP) | Long | Debt | US | $3M | – | 0.36 |
| BUCKEYE PARTNERS (Buckeye Partners LP) | Long | Debt | US | $1M | – | 0.16 |
| BUCKEYE PARTNERS (Buckeye Partners LP) | Long | Debt | US | $878K | – | 0.12 |
| BUCKEYE PARTNERS (Buckeye Partners LP) | Long | Debt | US | $761K | – | 0.10 |
| BUCKEYE PARTNERS (Buckeye Partners LP) | Long | Debt | US | $428K | – | 0.06 |
| BUCKEYE PARTNERS (Buckeye Partners LP) | Long | Debt | US | $274K | – | 0.04 |
| BUCKEYE PARTNERS (Buckeye Partners LP) | Long | Debt | US | $50K | – | 0.01 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Debt | US | $831K | – | 0.11 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Debt | US | $817K | – | 0.11 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Debt | US | $237K | – | 0.03 |
| BWX TECHNOLOGIES (BWX Technologies Inc) | Long | Debt | US | $1M | – | 0.16 |
| BWX TECHNOLOGIES (BWX Technologies Inc) | Long | Debt | US | $986K | – | 0.13 |
| CABLE ONE INC | Long | Debt | US | $289K | – | 0.04 |
| CAD/USD FWD 20240731 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| CAESARS ENT (Caesars Entertainment Inc) | Long | Debt | US | $3M | – | 0.45 |
| CAESARS ENT (Caesars Entertainment Inc) | Long | Debt | US | $2M | – | 0.30 |
| CAESARS ENT (Caesars Entertainment Inc) | Long | Debt | US | $1M | – | 0.17 |
| CAESARS ENT (Caesars Entertainment Inc) | Long | Debt | US | $688K | – | 0.09 |
| CALPINE CORP | Long | Debt | US | $678K | – | 0.09 |
| CALPINE CORP | Long | Debt | US | $313K | – | 0.04 |
| CALPINE CORP | Long | Debt | US | $120K | – | 0.02 |
| CAMELOT RETURN (Camelot Return Merger Sub Inc) | Long | Debt | US | $186K | – | 0.02 |
| CANPACK SA (Canpack SA / Canpack US LLC) | Long | Debt | $380K | – | 0.05 | |
| CANPACK SA (Canpack SA / Canpack US LLC) | Long | Debt | $226K | – | 0.03 | |
| CARNIVAL CORP | Long | Debt | PA | $3M | – | 0.36 |
| CARNIVAL CORP | Long | Debt | PA | $1M | – | 0.18 |
| CARNIVAL CORP | Long | Debt | PA | $1M | – | 0.13 |
| CARNIVAL CORP | Long | Debt | PA | $938K | – | 0.13 |
| CARNIVAL CORP | Long | Debt | PA | $455K | – | 0.06 |
| CARNIVAL CORP | Long | Debt | PA | $332K | – | 0.04 |
| CARNIVAL HLD BM (Carnival Holdings Bermuda Ltd) | Long | Debt | US | $839K | – | 0.11 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $856K | – | 0.11 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $245K | – | 0.03 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $239K | – | 0.03 |
| CBS CORP (Paramount Global) | Long | Debt | US | $245K | – | 0.03 |
| CBS CORP (Paramount Global) | Long | Debt | US | $222K | – | 0.03 |
| CC 8/10/2028 (CHEMOURS COMPANY) | Long | Loan | US | $547K | – | 0.07 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $3M | – | 0.39 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $3M | – | 0.37 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $2M | – | 0.26 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $1M | – | 0.18 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $1M | – | 0.18 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $1M | – | 0.15 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $1M | – | 0.15 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $1M | – | 0.15 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $955K | – | 0.13 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $607K | – | 0.08 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $450K | – | 0.06 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $351K | – | 0.05 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $201K | – | 0.03 |
| CDW LLC/CDW FIN (CDW LLC / CDW Finance Corp) | Long | Debt | US | $803K | – | 0.11 |
| CDW LLC/CDW FIN (CDW LLC / CDW Finance Corp) | Long | Debt | US | $329K | – | 0.04 |
| CDW LLC/CDW FIN (CDW LLC / CDW Finance Corp) | Long | Debt | US | $62K | – | 0.01 |
| CDX-NAHYS42V1-5Y.Jun.2029 | Derivative-credit | $220K | – | 0.03 | ||
| CEDAR FAIR LP | Long | Debt | US | $1M | – | 0.17 |
| CEDAR FAIR LP (Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op) | Long | Debt | US | $694K | – | 0.09 |
| CELANESE US HLDS (Celanese US Holdings LLC) | Long | Debt | US | $473K | – | 0.06 |
| CELANESE US HLDS (Celanese US Holdings LLC) | Long | Debt | US | $470K | – | 0.06 |
| CELANESE US HLDS (Celanese US Holdings LLC) | Long | Debt | US | $462K | – | 0.06 |
| CENTENNIAL RESOU (Permian Resources Operating LLC) | Long | Debt | US | $79K | – | 0.01 |
| CENTURY COMMUNIT (Century Communities Inc) | Long | Debt | US | $916K | – | 0.12 |
| CENTURY COMMUNIT (Century Communities Inc) | Long | Debt | US | $289K | – | 0.04 |
| CHARLES RIVER LA (Charles River Laboratories International Inc) | Long | Debt | US | $590K | – | 0.08 |
| CHARLES RIVER LA (Charles River Laboratories International Inc) | Long | Debt | US | $457K | – | 0.06 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Debt | US | $363K | – | 0.05 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Debt | US | $176K | – | 0.02 |
| CHEMOURS CO (Chemours Co/The) | Long | Debt | US | $1M | – | 0.20 |
| CHEMOURS CO (Chemours Co/The) | Long | Debt | US | $938K | – | 0.13 |
| CHEMOURS CO (Chemours Co/The) | Long | Debt | US | $142K | – | 0.02 |
| CHESAPEAKE ENRGY (Chesapeake Energy Corp) | Long | Debt | US | $736K | – | 0.10 |
| CHESAPEAKE ENRGY (Chesapeake Energy Corp) | Long | Debt | US | $500K | – | 0.07 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $2M | – | 0.32 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $2M | – | 0.23 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $644K | – | 0.09 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $586K | – | 0.08 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $394K | – | 0.05 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $977K | – | 0.13 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $449K | – | 0.06 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $141K | – | 0.02 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $54K | – | 0.01 |
| CINEMARK USA (Cinemark USA Inc) | Long | Debt | US | $1M | – | 0.14 |
| CINEMARK USA (Cinemark USA Inc) | Long | Debt | US | $326K | – | 0.04 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $593K | – | 0.08 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $418K | – | 0.06 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $268K | – | 0.04 |
| CLARIOS GLOBAL (Clarios Global LP / Clarios US Finance Co) | Long | Debt | $1M | – | 0.20 | |
| CLARIOS GLOBAL (Clarios Global LP / Clarios US Finance Co) | Long | Debt | $815K | – | 0.11 | |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $2M | – | 0.21 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $365K | – | 0.05 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $155K | – | 0.02 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $74K | – | 0.01 |
| CLEAN HARBORS IN (Clean Harbors Inc) | Long | Debt | US | $1M | – | 0.19 |
| CLEAN HARBORS IN (Clean Harbors Inc) | Long | Debt | US | $728K | – | 0.10 |
| CLEAN HARBORS IN (Clean Harbors Inc) | Long | Debt | US | $632K | – | 0.08 |
| CLEAR CHANNEL OU (Clear Channel Outdoor Holdings Inc) | Long | Debt | US | $2M | – | 0.22 |
| CLEAR CHANNEL OU (Clear Channel Outdoor Holdings Inc) | Long | Debt | US | $946K | – | 0.13 |
| CLEAR CHANNEL OU (Clear Channel Outdoor Holdings Inc) | Long | Debt | US | $941K | – | 0.13 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $3M | – | 0.36 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $688K | – | 0.09 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $473K | – | 0.06 |
| CLEVELAND-CLIFFS (Cleveland-Cliffs Inc) | Long | Debt | US | $911K | – | 0.12 |
| CLEVELAND-CLIFFS (Cleveland-Cliffs Inc) | Long | Debt | US | $89K | – | 0.01 |
| CLYDESDALE ACQUI (Clydesdale Acquisition Holdings Inc) | Long | Debt | US | $856K | – | 0.11 |
| CLYDESDALE ACQUI (Clydesdale Acquisition Holdings Inc) | Long | Debt | US | $430K | – | 0.06 |
| CNT PAR/CDK GL/F (Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc) | Long | Debt | US | $579K | – | 0.08 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $572K | – | 0.08 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $285K | – | 0.04 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $172K | – | 0.02 |
| COLUMBIA/HCA (HCA Inc) | Long | Debt | US | $81K | – | 0.01 |
| COMMERCIAL METAL (Commercial Metals Co) | Long | Debt | US | $546K | – | 0.07 |
| COMMERCIAL METAL (Commercial Metals Co) | Long | Debt | US | $206K | – | 0.03 |
| COMMERCIAL METAL (Commercial Metals Co) | Long | Debt | US | $84K | – | 0.01 |
| COMMSCOPE INC | Long | Debt | US | $109K | – | 0.01 |
| CONCENTRA ESCROW (Concentra Escrow Issuer Corp) | Long | Debt | US | $304K | – | 0.04 |
| CONSTELLIUM NV (Constellium SE) | Long | Debt | FR | $446K | – | 0.06 |
| CONSTELLIUM SE | Long | Debt | FR | $889K | – | 0.12 |
| CONSTELLIUM SE | Long | Debt | FR | $505K | – | 0.07 |
| CONTINENTAL RESO (Continental Resources Inc/OK) | Long | Debt | US | $603K | – | 0.08 |
| COTIVITI (Cotiviti Inc) | Long | Loan | US | $184K | – | 0.02 |
| COTY/HFC PREST (Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC) | Long | Debt | US | $772K | – | 0.10 |
| COTY/HFC PREST (Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC) | Long | Debt | US | $138K | – | 0.02 |
| CREDIT ACCEPTANC (Credit Acceptance Corp) | Long | Debt | US | $1M | – | 0.15 |
| CROWN AMER/CAP (Crown Americas LLC / Crown Americas Capital Corp VI) | Long | Debt | US | $2M | – | 0.21 |
| CROWN AMERICAS L (Crown Americas LLC) | Long | Debt | US | $561K | – | 0.07 |
| CROWNROCK LP/CR (CrownRock LP / CrownRock Finance Inc) | Long | Debt | US | $509K | – | 0.07 |
| CSC HOLDINGS LLC | Long | Debt | US | $761K | – | 0.10 |
| CSC HOLDINGS LLC | Long | Debt | US | $726K | – | 0.10 |
| CSC HOLDINGS LLC | Long | Debt | US | $553K | – | 0.07 |
| CSC HOLDINGS LLC | Long | Debt | US | $511K | – | 0.07 |
| CSC HOLDINGS LLC | Long | Debt | US | $329K | – | 0.04 |
| CSC HOLDINGS LLC | Long | Debt | US | $197K | – | 0.03 |
| CUSHMAN & WAKE (Cushman & Wakefield US Borrower LLC) | Long | Debt | US | $716K | – | 0.10 |
| CUSHMAN & WAKE (Cushman & Wakefield US Borrower LLC) | Long | Loan | US | $421K | – | 0.06 |
| DANA INC | Long | Debt | US | $124K | – | 0.02 |
| DANA INC | Long | Debt | US | $97K | – | 0.01 |
| DANA INC | Long | Debt | US | $52K | – | 0.01 |
| DARLING GLBL FIN (Darling Global Finance BV) | Long | Debt | NL | $418K | – | 0.06 |
| DARLING INGREDIE (Darling Ingredients Inc) | Long | Debt | US | $518K | – | 0.07 |
| DARLING INGREDIE (Darling Ingredients Inc) | Long | Debt | US | $172K | – | 0.02 |
| DAVITA INC | Long | Debt | US | $956K | – | 0.13 |
| DELTA AIR LINES (Delta Air Lines Inc) | Long | Debt | US | $133K | – | 0.02 |
| DIAMOND FRGN/FIN (Diamond Foreign Asset Co / Diamond Finance LLC) | Long | Debt | KY | $755K | – | 0.10 |
| DIRECTV FIN/DTV (Directv Financing LLC / Directv Financing Co-Obligor Inc) | Long | Debt | US | $409K | – | 0.05 |
| DIRECTV FINANCIN (Directv Financing LLC) | Long | Loan | US | $36K | – | 0.00 |
| DISH NETWORK (DISH Network Corp) | Long | Debt | US | $877K | – | 0.12 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Debt | US | $3M | – | 0.40 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Debt | US | $3M | – | 0.37 |
| DUN & BRADSTREET (Dun & Bradstreet Corp/The) | Long | Loan | US | $2M | – | 0.22 |
| EARTHSTONE NRGY (Permian Resources Operating LLC) | Long | Debt | US | $930K | – | 0.12 |
| EARTHSTONE NRGY (Permian Resources Operating LLC) | Long | Debt | US | $609K | – | 0.08 |
| ELEMENT SOLN INC (Element Solutions Inc) | Long | Debt | US | $1M | – | 0.16 |
| EMRLD BOR / EMRD (EMRLD Borrower LP / Emerald Co-Issuer Inc) | Long | Debt | US | $4M | – | 0.55 |
| EMRLD BOR / EMRD (EMRLD Borrower LP / Emerald Co-Issuer Inc) | Long | Debt | US | $410K | – | 0.05 |
| ENCANA CORP (Ovintiv Inc) | Long | Debt | US | $258K | – | 0.03 |
| ENDO FINANCE (Endo Finance Holdings Inc) | Long | Debt | US | $2M | – | 0.25 |
| ENDO FINANCE (Endo Finance Holdings Inc) | Long | Loan | US | $962K | – | 0.13 |
| ENERFLEX LTD | Long | Debt | CA | $1M | – | 0.19 |
| ENERGIZER HLDGS (Energizer Holdings Inc) | Long | Debt | US | $3M | – | 0.45 |
| ENERGIZER HLDGS (Energizer Holdings Inc) | Long | Debt | US | $502K | – | 0.07 |
| ENLINK MIDSTREA (EnLink Midstream LLC) | Long | Debt | US | $598K | – | 0.08 |
| ENLINK MIDSTREA (EnLink Midstream LLC) | Long | Debt | US | $441K | – | 0.06 |
| ENLINK MIDSTREA (EnLink Midstream LLC) | Long | Debt | US | $215K | – | 0.03 |
| ENLINK MIDSTREAM (EnLink Midstream Partners LP) | Long | Debt | US | $619K | – | 0.08 |
| ENLINK MIDSTREAM (EnLink Midstream Partners LP) | Long | Debt | US | $580K | – | 0.08 |
| ENLINK MIDSTREAM (EnLink Midstream Partners LP) | Long | Debt | US | $22K | – | 0.00 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $1M | – | 0.15 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $594K | – | 0.08 |
| ENTEGRIS INC | Long | Debt | US | $2M | – | 0.23 |
| ENTEGRIS INC | Long | Debt | US | $513K | – | 0.07 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $2M | – | 0.32 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $2M | – | 0.23 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $1M | – | 0.18 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $935K | – | 0.12 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $874K | – | 0.12 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $169K | – | 0.02 |
| EQT MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $833K | – | 0.11 |
| EQT MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $232K | – | 0.03 |
| EQT MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $96K | – | 0.01 |
| EUR/USD FWD 20240731 | Derivative-foreign exchange | $-12.42 | – | -0.00 | ||
| EUR/USD FWD 20240731 | Derivative-foreign exchange | $-35K | – | -0.00 | ||
| EURO-BOBL FUTURE Sep24 | Derivative-interest rate | $-40K | – | -0.01 | ||
| EURO-SCHATZ FUT Sep24 | Derivative-interest rate | $-65K | – | -0.01 | ||
| FAIR ISAAC CORP | Long | Debt | US | $923K | – | 0.12 |
| FIESTA PURCHASER (Fiesta Purchaser Inc) | Long | Debt | US | $52K | – | 0.01 |
| FIRST QUANTUM (First Quantum Minerals Ltd) | Long | Debt | CA | $209K | – | 0.03 |
| FIRST STUDENT BI (First Student Bidco Inc) | Long | Loan | US | $592K | – | 0.08 |
| FIRST STUDENT BI (First Student Bidco Inc) | Long | Loan | US | $189K | – | 0.03 |
| FIRSTCASH INC | Long | Debt | US | $602K | – | 0.08 |
| FIRSTCASH INC | Long | Debt | US | $502K | – | 0.07 |
| FIRSTCASH INC | Long | Debt | US | $375K | – | 0.05 |
| FIRSTENERGY CORP | Long | Debt | US | $21K | – | 0.00 |
| FLUTTER TREASURY (Flutter Treasury Designated Activity Co) | Long | Debt | IE | $413K | – | 0.06 |
| FMG RES AUG 2006 (FMG Resources August 2006 Pty Ltd) | Long | Debt | AU | $916K | – | 0.12 |
| FMG RES AUG 2006 (FMG Resources August 2006 Pty Ltd) | Long | Debt | AU | $875K | – | 0.12 |
| FMG RES AUG 2006 (FMG Resources August 2006 Pty Ltd) | Long | Debt | AU | $529K | – | 0.07 |
| FORD MOTOR CO | Long | Debt | US | $662K | – | 0.09 |
| FORD MOTOR CO | Long | Debt | US | $70K | – | 0.01 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $789K | – | 0.11 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $407K | – | 0.05 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $373K | – | 0.05 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $261K | – | 0.03 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $196K | – | 0.03 |
| FORTRESS INTERME (Fortress Intermediate 3 Inc) | Long | Debt | US | $1M | – | 0.16 |
| FREE MTGE HOLD (Freedom Mortgage Holdings LLC) | Long | Debt | US | $420K | – | 0.06 |
| FREE MTGE HOLD (Freedom Mortgage Holdings LLC) | Long | Debt | US | $219K | – | 0.03 |
| FREEDOM MORTGAGE (Freedom Mortgage Corp) | Long | Debt | US | $1M | – | 0.14 |
| FREEDOM MORTGAGE (Freedom Mortgage Corp) | Long | Debt | US | $969K | – | 0.13 |
| FREEDOM MORTGAGE (Freedom Mortgage Corp) | Long | Debt | US | $666K | – | 0.09 |
| FREEDOM MORTGAGE (Freedom Mortgage Corp) | Long | Debt | US | $358K | – | 0.05 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $3M | – | 0.46 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $1M | – | 0.18 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $1M | – | 0.18 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $473K | – | 0.06 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $349K | – | 0.05 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $172K | – | 0.02 |
| FRST STU BIDCO (First Student Bidco Inc / First Transit Parent Inc) | Long | Debt | US | $2M | – | 0.29 |
| GAP INC/THE | Long | Debt | US | $601K | – | 0.08 |
| GAP INC/THE | Long | Debt | US | $434K | – | 0.06 |
| GARDA SECURITY (Garda World Security Corp) | Long | Debt | CA | $245K | – | 0.03 |
| GARDA SECURITY (Garda World Security Corp) | Long | Debt | CA | $67K | – | 0.01 |
| GARRETT MOT/SARL (Garrett Motion Holdings Inc / Garrett LX I Sarl) | Long | Debt | US | $284K | – | 0.04 |
| GATES CORP/DE | Long | Debt | US | $341K | – | 0.05 |
| GBP/USD FWD 20240731 | Derivative-foreign exchange | $-104.49 | – | -0.00 | ||
| GBP/USD FWD 20240731 | Derivative-foreign exchange | $-316.04 | – | -0.00 | ||
| GENESEE & WYOMIN (Genesee & Wyoming Inc) | Long | Debt | US | $548K | – | 0.07 |
| GENESIS ENERGY (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $748K | – | 0.10 |
| GENESIS ENERGY (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $212K | – | 0.03 |
| GENESIS ENERGY (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $177K | – | 0.02 |
| GGAM FINANCE LTD | Long | Debt | KY | $1M | – | 0.16 |
| GGAM FINANCE LTD | Long | Debt | KY | $925K | – | 0.12 |
| GGAM FINANCE LTD | Long | Debt | KY | $595K | – | 0.08 |
| GGAM FINANCE LTD | Long | Debt | KY | $460K | – | 0.06 |
| GO DADDY OP/FIN (Go Daddy Operating Co LLC / GD Finance Co Inc) | Long | Debt | US | $2M | – | 0.26 |
| GOEASY LTD | Long | Debt | CA | $868K | – | 0.12 |
| GOEASY LTD | Long | Debt | CA | $857K | – | 0.11 |
| GOEASY LTD | Long | Debt | CA | $674K | – | 0.09 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $1M | – | 0.20 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $954K | – | 0.13 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $632K | – | 0.08 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $466K | – | 0.06 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $251K | – | 0.03 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $169K | – | 0.02 |
| GRAPHIC PACKAGE (Graphic Packaging International LLC) | Long | Debt | US | $1M | – | 0.14 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $2M | – | 0.26 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $795K | – | 0.11 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $308K | – | 0.04 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $283K | – | 0.04 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $200K | – | 0.03 |
| GRATHO 5/31/2031 (GRANT THORNTON ADVISORS LLC) | Long | Loan | US | $331K | – | 0.04 |
| GRAY TELE INC (Gray Television Inc) | Long | Debt | US | $248K | – | 0.03 |
| GREYSTAR REAL ES (Greystar Real Estate Partners LLC) | Long | Debt | US | $184K | – | 0.02 |
| GRIFFON CORP | Long | Debt | US | $483K | – | 0.06 |
| GRIFOLS SA | Long | Debt | ES | $1M | – | 0.17 |
| GRIFOLS SA | Long | Debt | ES | $811K | – | 0.11 |
| GRIFOLS SA | Long | Debt | ES | $285K | – | 0.04 |
| HANESBRANDS INC | Long | Debt | US | $3M | – | 0.37 |
| HANESBRANDS INC | Long | Debt | US | $1M | – | 0.16 |
| HAWAIIAN BRAND (Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd) | Long | Debt | KY | $2M | – | 0.29 |
| HCA INC | Long | Debt | US | $280K | – | 0.04 |
| HCA INC | Long | Debt | US | $280K | – | 0.04 |
| HCA INC | Long | Debt | US | $45K | – | 0.01 |
| HERC HOLDINGS (Herc Holdings Inc) | Long | Debt | US | $4M | – | 0.60 |
| HERC HOLDINGS (Herc Holdings Inc) | Long | Debt | US | $2M | – | 0.20 |
| HESS MIDSTREAM (Hess Midstream Operations LP) | Long | Debt | US | $375K | – | 0.05 |
| HILTON DOMESTIC (Hilton Domestic Operating Co Inc) | Long | Debt | US | $435K | – | 0.06 |
| HILTON DOMESTIC (Hilton Domestic Operating Co Inc) | Long | Debt | US | $253K | – | 0.03 |
| HILTON DOMESTIC (Hilton Domestic Operating Co Inc) | Long | Debt | US | $95K | – | 0.01 |
| HOLOGIC INC | Long | Debt | US | $1M | – | 0.18 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $1M | – | 0.16 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $896K | – | 0.12 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $2M | – | 0.33 |
| HUB INTL LTD (HUB International Ltd) | Long | Loan | US | $1M | – | 0.14 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $746K | – | 0.10 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $695K | – | 0.09 |
| HUDBAY MINERALS (Hudbay Minerals Inc) | Long | Debt | CA | $943K | – | 0.13 |
| HYPINS 2/1/2031 (HYPERION REFINANCE SARL) | Long | Loan | LU | $854K | – | 0.11 |
| ICE: (CDX.NA.HY.42.V1) | Derivative-credit | $2M | – | 0.20 | ||
| II-VI INC (Coherent Corp) | Long | Debt | US | $2M | – | 0.22 |
| ILIAD HOLDING (Iliad Holding SASU) | Long | Debt | FR | $2M | – | 0.21 |
| ILIAD HOLDING (Iliad Holding SASU) | Long | Debt | FR | $1M | – | 0.16 |
| ILIAD HOLDING (Iliad Holding SASU) | Long | Debt | FR | $316K | – | 0.04 |
| IMOLA MERGER (Imola Merger Corp) | Long | Debt | US | $6M | – | 0.76 |
| INSIGHT ENTERPRI (Insight Enterprises Inc) | Long | Debt | US | $168K | – | 0.02 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $1M | – | 0.16 |
| INTESA SANPAOLO (Intesa Sanpaolo SpA) | Long | Debt | IT | $2M | – | 0.24 |
| INTESA SANPAOLO (Intesa Sanpaolo SpA) | Long | Debt | IT | $234K | – | 0.03 |
| IQVIA INC | Long | Debt | US | $3M | – | 0.47 |
| IQVIA INC | Long | Debt | US | $2M | – | 0.21 |
| IQVIA INC | Long | Debt | US | $1M | – | 0.16 |
| IQVIA INC | Long | Debt | US | $493K | – | 0.07 |
| IQVIA INC | Long | Debt | US | $203K | – | 0.03 |
| IQVIA INC | Long | Debt | US | $196K | – | 0.03 |
| IRB HOLDING CORP | Long | Loan | US | $1M | – | 0.18 |
| IRON MOUNTAIN (Iron Mountain Inc) | Long | Debt | US | $2M | – | 0.25 |
| IRON MOUNTAIN (Iron Mountain Inc) | Long | Debt | US | $1M | – | 0.15 |
| IRON MOUNTAIN (Iron Mountain Inc) | Long | Debt | US | $1M | – | 0.14 |
| IRON MOUNTAIN (Iron Mountain Inc) | Long | Debt | US | $960K | – | 0.13 |
| IRON MOUNTAIN (Iron Mountain Inc) | Long | Debt | US | $273K | – | 0.04 |
| IRON MOUNTAIN (Iron Mountain Inc) | Long | Debt | US | $251K | – | 0.03 |
| IRON MOUNTAIN (Iron Mountain Inc) | Long | Debt | US | $125K | – | 0.02 |
| IRON MOUNTAIN (Iron Mountain Inc) | Long | Debt | US | $15K | – | 0.00 |
| IRON MTN INFORM (Iron Mountain Information Management Services Inc) | Long | Debt | US | $12K | – | 0.00 |
| JAZZ SECURITIES (Jazz Securities DAC) | Long | Debt | IE | $696K | – | 0.09 |
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Debt | US | $589K | – | 0.08 |
| KAR AUCTION (OPENLANE Inc) | Long | Debt | US | $241K | – | 0.03 |
| KB HOME | Long | Debt | US | $1M | – | 0.16 |
| KB HOME | Long | Debt | US | $382K | – | 0.05 |
| KB HOME | Long | Debt | US | $232K | – | 0.03 |
| KEHE DIS/FIN/NXT (KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc) | Long | Debt | US | $728K | – | 0.10 |
| KFC HLD/PIZZA HU (KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC) | Long | Debt | US | $1M | – | 0.15 |
| KINETIK HLDINGS (Kinetik Holdings LP) | Long | Debt | US | $133K | – | 0.02 |
| KINETIK HOLDINGS (Kinetik Holdings LP) | Long | Debt | US | $676K | – | 0.09 |
| L BRANDS INC (Bath & Body Works Inc) | Long | Debt | US | $918K | – | 0.12 |
| L BRANDS INC (Bath & Body Works Inc) | Long | Debt | US | $536K | – | 0.07 |
| L BRANDS INC (Bath & Body Works Inc) | Long | Debt | US | $151K | – | 0.02 |
| L BRANDS INC (Bath & Body Works Inc) | Long | Debt | US | $39K | – | 0.01 |
| L BRANDS INC (Bath & Body Works Inc) | Long | Debt | US | $25K | – | 0.00 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $675K | – | 0.09 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $503K | – | 0.07 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $379K | – | 0.05 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $64K | – | 0.01 |
| LAMAR MEDIA CORP | Long | Debt | US | $2M | – | 0.21 |
| LAMAR MEDIA CORP | Long | Debt | US | $2M | – | 0.21 |
| LAMAR MEDIA CORP | Long | Debt | US | $1M | – | 0.16 |
| LAMAR MEDIA CORP | Long | Debt | US | $77K | – | 0.01 |
| LAMB WESTON HLD (Lamb Weston Holdings Inc) | Long | Debt | US | $875K | – | 0.12 |
| LAMB WESTON HLD (Lamb Weston Holdings Inc) | Long | Debt | US | $174K | – | 0.02 |
| LAREDO PETROLEUM (Vital Energy Inc) | Long | Debt | US | $892K | – | 0.12 |
| LCM INVESTMENTS (LCM Investments Holdings II LLC) | Long | Debt | US | $1M | – | 0.16 |
| LCM INVESTMENTS (LCM Investments Holdings II LLC) | Long | Debt | US | $374K | – | 0.05 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $423K | – | 0.06 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $108K | – | 0.01 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $55K | – | 0.01 |
| LIFEPOINT HEALTH (LifePoint Health Inc) | Long | Debt | US | $595K | – | 0.08 |
| LIGHT & WONDER (Light & Wonder International Inc) | Long | Debt | US | $633K | – | 0.08 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $2M | – | 0.27 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $446K | – | 0.06 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $418K | – | 0.06 |
| LIVE NATION ENT (Live Nation Entertainment Inc) | Long | Debt | US | $433K | – | 0.06 |
| LIVE NATION ENT (Live Nation Entertainment Inc) | Long | Debt | US | $238K | – | 0.03 |
| LORCA TELECOM (Lorca Telecom Bondco SA) | Long | Debt | ES | $2M | – | 0.23 |
| LOXAM SAS | Long | Debt | FR | $682K | – | 0.09 |
| LOXAM SAS | Long | Debt | FR | $422K | – | 0.06 |
| LUCENT TECH (Nokia of America Corp) | Long | Debt | US | $3M | – | 0.35 |
| LUCENT TECH (Nokia of America Corp) | Long | Debt | US | $1M | – | 0.18 |
| MACQUARIE AIR (Macquarie Airfinance Holdings Ltd) | Long | Debt | GB | $665K | – | 0.09 |
| MACQUARIE AIR (Macquarie Airfinance Holdings Ltd) | Long | Debt | GB | $556K | – | 0.07 |
| MACQUARIE AIR (Macquarie Airfinance Holdings Ltd) | Long | Debt | GB | $129K | – | 0.02 |
| MASTERBRAND INC | Long | Debt | US | $541K | – | 0.07 |
| MATADOR RESOURC (Matador Resources Co) | Long | Debt | US | $1M | – | 0.19 |
| MATADOR RESOURC (Matador Resources Co) | Long | Debt | US | $719K | – | 0.10 |
| MATCH GROUP II (Match Group Holdings II LLC) | Long | Debt | US | $506K | – | 0.07 |
| MATCH GROUP II (Match Group Holdings II LLC) | Long | Debt | US | $301K | – | 0.04 |
| MATCH GROUP II (Match Group Holdings II LLC) | Long | Debt | US | $96K | – | 0.01 |
| MCAFEE CORP | Long | Debt | US | $3M | – | 0.33 |
| MCAFEE CORP | Long | Loan | US | $858K | – | 0.11 |
| MCAFEE CORP | Long | Debt | US | $48K | – | 0.01 |
| MEDLINE BOR/CO-I (Medline Borrower LP/Medline Co-Issuer Inc) | Long | Debt | US | $652K | – | 0.09 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Debt | US | $4M | – | 0.49 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Debt | US | $2M | – | 0.32 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Loan | US | $2M | – | 0.23 |
| MELCO RESORTS (Melco Resorts Finance Ltd) | Long | Debt | KY | $588K | – | 0.08 |
| MELCO RESORTS (Melco Resorts Finance Ltd) | Long | Debt | KY | $224K | – | 0.03 |
| MERLIN ENTERTAIN (Merlin Entertainments Group US Holdings Inc) | Long | Debt | US | $948K | – | 0.13 |
| MGM CHINA HOLDIN (MGM China Holdings Ltd) | Long | Debt | KY | $302K | – | 0.04 |
| MGM RESORTS (MGM Resorts International) | Long | Debt | US | $2M | – | 0.23 |
| MGM RESORTS (MGM Resorts International) | Long | Debt | US | $508K | – | 0.07 |
| MICHAELS COS INC (Michaels Cos Inc/The) | Long | Debt | US | $1M | – | 0.14 |
| MICHAELS COS INC (Michaels Cos Inc/The) | Long | Debt | US | $610K | – | 0.08 |
| MILEAGE PLUS HLD (Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd) | Long | Debt | US | $186K | – | 0.02 |
| MILEAGE PLUS HOL (Mileage Plus Holdings LLC) | Long | Loan | US | $144K | – | 0.02 |
| MINERVA MERGER (AthenaHealth Group Inc) | Long | Debt | US | $2M | – | 0.33 |
| MITBRA 3/21/2031 (MITER BRANDS HOLDCO LLC) | Long | Loan | US | $70K | – | 0.01 |
| MITR BRDN / MIWD (Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC) | Long | Debt | US | $277K | – | 0.04 |
| MOTION FINCO (Motion Finco Sarl) | Long | Debt | LU | $333K | – | 0.04 |
| MPT OP PTNR/FINL (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $299K | – | 0.04 |
| MPT OP PTNR/FINL (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $235K | – | 0.03 |
| MPT OP PTNR/FINL (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $173K | – | 0.02 |
| MUELLER WATER (Mueller Water Products Inc) | Long | Debt | US | $69K | – | 0.01 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $2M | – | 0.31 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $1M | – | 0.15 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $981K | – | 0.13 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $867K | – | 0.12 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $148K | – | 0.02 |
| NAVIENT CORP | Long | Debt | US | $999K | – | 0.13 |
| NAVIENT CORP | Long | Debt | US | $273K | – | 0.04 |
| NAVIENT CORP | Long | Debt | US | $215K | – | 0.03 |
| NAVIENT CORP | Long | Debt | US | $15K | – | 0.00 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $2M | – | 0.21 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $702K | – | 0.09 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $421K | – | 0.06 |
| NCL FIN LTD (NCL Finance Ltd) | Long | Debt | BM | $59K | – | 0.01 |
| NCR ATLEOS CORP (NCR Atleos Corp) | Long | Loan | US | $401K | – | 0.05 |
| NCR ATLEOS LLC (NCR Atleos Corp) | Long | Debt | US | $2M | – | 0.21 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $1M | – | 0.15 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $416K | – | 0.06 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $223K | – | 0.03 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $152K | – | 0.02 |
| NEWS CORP | Long | Debt | US | $949K | – | 0.13 |
| NEXSTAR BROADC (Nexstar Media Inc) | Long | Debt | US | $346K | – | 0.05 |
| NEXSTAR ESCROW (Nexstar Media Inc) | Long | Debt | US | $71K | – | 0.01 |
| NEXTERA ENERGY O (NextEra Energy Operating Partners LP) | Long | Debt | US | $2M | – | 0.25 |
| NEXTERA ENERGY O (NextEra Energy Operating Partners LP) | Long | Debt | US | $1M | – | 0.17 |
| NEXTERA ENERGY O (NextEra Energy Operating Partners LP) | Long | Debt | US | $1M | – | 0.15 |
| NEXTERA ENERGY O (NextEra Energy Operating Partners LP) | Long | Debt | US | $708K | – | 0.09 |
| NEXTERA ENERGY O (NextEra Energy Operating Partners LP) | Long | Debt | US | $102K | – | 0.01 |
| NOBLE FIN II LLC (Noble Finance II LLC) | Long | Debt | US | $2M | – | 0.29 |
| NOKIA OYJ | Long | Debt | FI | $60K | – | 0.01 |
| NORTHRIVER MIDST (Northriver Midstream Finance LP) | Long | Debt | CA | $1M | – | 0.17 |
| NORTHRIVER MIDST (Northriver Midstream Finance LP) | Long | Debt | CA | $704K | – | 0.09 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $1M | – | 0.19 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $922K | – | 0.12 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $546K | – | 0.07 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $509K | – | 0.07 |
| NOVELIS CORP | Long | Debt | US | $2M | – | 0.22 |
| NOVELIS CORP | Long | Debt | US | $1M | – | 0.14 |
| NOVELIS CORP | Long | Debt | US | $841K | – | 0.11 |
| ODIDO HOLD (Odido Holding BV) | Long | Debt | NL | $1M | – | 0.14 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $2M | – | 0.32 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $2M | – | 0.24 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $694K | – | 0.09 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $314K | – | 0.04 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $1M | – | 0.18 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $1M | – | 0.16 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $1M | – | 0.14 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $532K | – | 0.07 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $15K | – | 0.00 |
| ONTARIO GAMI/OTG (Ontario Gaming GTA LP/OTG Co-Issuer Inc) | Long | Debt | CA | $282K | – | 0.04 |
| OPEN TEXT CORP | Long | Debt | CA | $2M | – | 0.25 |
| OPEN TEXT CORP | Long | Debt | CA | $1M | – | 0.20 |
| OPEN TEXT HLDING (Open Text Holdings Inc) | Long | Debt | US | $2M | – | 0.21 |
| OPEN TEXT HLDING (Open Text Holdings Inc) | Long | Debt | US | $563K | – | 0.08 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $1M | – | 0.17 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $220K | – | 0.03 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $85K | – | 0.01 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $82K | – | 0.01 |
| OUTFRONT MEDIA C (Outfront Media Capital LLC / Outfront Media Capital Corp) | Long | Debt | US | $2M | – | 0.28 |
| OUTFRONT MEDIA C (Outfront Media Capital LLC / Outfront Media Capital Corp) | Long | Debt | US | $788K | – | 0.11 |
| OUTFRONT MEDIA C (Outfront Media Capital LLC / Outfront Media Capital Corp) | Long | Debt | US | $705K | – | 0.09 |
| OUTFRONT MEDIA C (Outfront Media Capital LLC / Outfront Media Capital Corp) | Long | Debt | US | $538K | – | 0.07 |
| OVINTIV INC | Long | Debt | US | $97K | – | 0.01 |
| OWENS & MINOR (Owens & Minor Inc) | Long | Debt | US | $979K | – | 0.13 |
| OWENS & MINOR (Owens & Minor Inc) | Long | Debt | US | $392K | – | 0.05 |
| OWENS CORNING | Long | Debt | US | $27K | – | 0.00 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $1M | – | 0.15 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $1M | – | 0.14 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $701K | – | 0.09 |
| PACTIV EVERGREEN (Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC) | Long | Debt | US | $492K | – | 0.07 |
| PACTIV EVERGREEN (Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc) | Long | Debt | US | $126K | – | 0.02 |
| PANTHER BF AGG 2 (Clarios Global LP / Clarios US Finance Co) | Long | Debt | $547K | – | 0.07 | |
| PANTHER ESCROW (Panther Escrow Issuer LLC) | Long | Debt | US | $2M | – | 0.31 |
| PARAMOUNT GLOB (Paramount Global) | Long | Debt | US | $780K | – | 0.10 |
| PARK INTERMED HL (Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer) | Long | Debt | US | $354K | – | 0.05 |
| PATTERN ENERGY (Pattern Energy Operations LP / Pattern Energy Operations Inc) | Long | Debt | US | $130K | – | 0.02 |
| PENNYMAC FIN SVC (PennyMac Financial Services Inc) | Long | Debt | US | $1M | – | 0.14 |
| PENNYMAC FIN SVC (PennyMac Financial Services Inc) | Long | Debt | US | $968K | – | 0.13 |
| PENNYMAC FIN SVC (PennyMac Financial Services Inc) | Long | Debt | US | $613K | – | 0.08 |
| PENNYMAC FIN SVC (PennyMac Financial Services Inc) | Long | Debt | US | $335K | – | 0.04 |
| PENNYMAC FIN SVC (PennyMac Financial Services Inc) | Long | Debt | US | $131K | – | 0.02 |
| PERATON CORP | Long | Loan | US | $384K | – | 0.05 |
| PERFORMANCE FOOD (Performance Food Group Inc) | Long | Debt | US | $3M | – | 0.45 |
| PERFORMANCE FOOD (Performance Food Group Inc) | Long | Debt | US | $1M | – | 0.17 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $2M | – | 0.30 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $1M | – | 0.18 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $66K | – | 0.01 |
| PETSMART INC/PE (PetSmart Inc / PetSmart Finance Corp) | Long | Debt | US | $1M | – | 0.19 |
| PHINIA INC | Long | Debt | US | $117K | – | 0.02 |
| PICARD GROUPE (Picard Groupe SAS) | Long | Debt | FR | $465K | – | 0.06 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $2M | – | 0.29 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $1M | – | 0.18 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $1M | – | 0.16 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $1M | – | 0.15 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $722K | – | 0.10 |
| PRESTIGE BRANDS (Prestige Brands Inc) | Long | Debt | US | $801K | – | 0.11 |
| PRESTIGE BRANDS (Prestige Brands Inc) | Long | Debt | US | $261K | – | 0.03 |
| PTC INC | Long | Debt | US | $430K | – | 0.06 |
| PTC INC | Long | Debt | US | $363K | – | 0.05 |
| Q-PARK HOLDING (Q-Park Holding I BV) | Long | Debt | NL | $901K | – | 0.12 |
| Q-PARK HOLDING (Q-Park Holding I BV) | Long | Debt | NL | $653K | – | 0.09 |
| Q-PARK HOLDING (Q-Park Holding I BV) | Long | Debt | NL | $530K | – | 0.07 |
| QUICKEN LOANS (Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc) | Long | Debt | US | $509K | – | 0.07 |
| RADIAN GROUP INC | Long | Debt | US | $2M | – | 0.23 |
| RADIAN GROUP INC | Long | Debt | US | $171K | – | 0.02 |
| RANGE RESOURCES (Range Resources Corp) | Long | Debt | US | $2M | – | 0.22 |
| RANGE RESOURCES (Range Resources Corp) | Long | Debt | US | $959K | – | 0.13 |
| REWORLD HOLDING (Reworld Holding Corp) | Long | Debt | US | $1M | – | 0.17 |
| RHP HOTEL PPTY (RHP Hotel Properties LP / RHP Finance Corp) | Long | Debt | US | $315K | – | 0.04 |
| ROBLOX CORP | Long | Debt | US | $2M | – | 0.33 |
| ROCKET MTGE LLC (Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc) | Long | Debt | US | $163K | – | 0.02 |
| ROCKET SOFTWARE (Rocket Software Inc) | Long | Debt | US | $336K | – | 0.04 |
| ROCKIES EXPRESS (Rockies Express Pipeline LLC) | Long | Debt | US | $128K | – | 0.02 |
| ROCKIES EXPRESS (Rockies Express Pipeline LLC) | Long | Debt | US | $71K | – | 0.01 |
| ROCKIES EXPRESS (Rockies Express Pipeline LLC) | Long | Debt | US | $69K | – | 0.01 |
| ROLLER BEARING (Roller Bearing Co of America Inc) | Long | Debt | US | $267K | – | 0.04 |
| ROLLS-ROYCE PLC | Long | Debt | GB | $786K | – | 0.10 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $2M | – | 0.30 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $2M | – | 0.24 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $1M | – | 0.18 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $879K | – | 0.12 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $564K | – | 0.08 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $286K | – | 0.04 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $166K | – | 0.02 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $143K | – | 0.02 |
| SALLY HLD/SAL CA (Sally Holdings LLC / Sally Capital Inc) | Long | Debt | US | $84K | – | 0.01 |
| SANDS CHINA LTD | Long | Debt | KY | $595K | – | 0.08 |
| SANDS CHINA LTD | Long | Debt | KY | $416K | – | 0.06 |
| SBA COMMUNICATIO (SBA Communications Corp) | Long | Debt | US | $367K | – | 0.05 |
| SBA COMMUNICATIO (SBA Communications Corp) | Long | Debt | US | $330K | – | 0.04 |
| SBA SR FIN II (SBA Senior Finance II LLC) | Long | Loan | US | $566K | – | 0.08 |
| SCRIPPS ESCROW (Scripps Escrow II Inc) | Long | Debt | US | $946K | – | 0.13 |
| SCRIPPS ESCROW (Scripps Escrow Inc) | Long | Debt | US | $641K | – | 0.09 |
| SCRIPPS ESCROW (Scripps Escrow II Inc) | Long | Debt | US | $74K | – | 0.01 |
| SEADRILL FINANCE (Seadrill Finance Ltd) | Long | Debt | BM | $152K | – | 0.02 |
| SEAGATE HDD CAYM (Seagate HDD Cayman) | Long | Debt | KY | $284K | – | 0.04 |
| SEAGATE HDD CAYM (Seagate HDD Cayman) | Long | Debt | KY | $210K | – | 0.03 |
| SEALED AIR CORP | Long | Debt | US | $259K | – | 0.03 |
| SEALED AIR CORP | Long | Debt | US | $243K | – | 0.03 |
| SEALED AIR CORP | Long | Debt | US | $57K | – | 0.01 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $396K | – | 0.05 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $299K | – | 0.04 |
| SENSATA TECH BV (Sensata Technologies BV) | Long | Debt | NL | $1M | – | 0.19 |
| SENSATA TECH INC (Sensata Technologies Inc) | Long | Debt | US | $138K | – | 0.02 |
| SENSATA TECHNOLO (Sensata Technologies Inc) | Long | Debt | US | $478K | – | 0.06 |
| SENSATA TECHNOLO (Sensata Technologies Inc) | Long | Debt | US | $449K | – | 0.06 |
| SERVICE CORP (Service Corp International/US) | Long | Debt | US | $2M | – | 0.26 |
| SERVICE CORP (Service Corp International/US) | Long | Debt | US | $2M | – | 0.21 |
| SERVICE CORP (Service Corp International/US) | Long | Debt | US | $811K | – | 0.11 |
| SERVICE CORP (Service Corp International/US) | Long | Debt | US | $358K | – | 0.05 |
| SILGAN HOLDINGS (Silgan Holdings Inc) | Long | Debt | US | $1M | – | 0.17 |
| SILGAN HOLDINGS (Silgan Holdings Inc) | Long | Debt | US | $585K | – | 0.08 |
| SIRIUS XM RADIO (Sirius XM Radio Inc) | Long | Debt | US | $846K | – | 0.11 |
| SIRIUS XM RADIO (Sirius XM Radio Inc) | Long | Debt | US | $759K | – | 0.10 |
| SIRIUS XM RADIO (Sirius XM Radio Inc) | Long | Debt | US | $379K | – | 0.05 |
| SIRIUS XM RADIO (Sirius XM Radio Inc) | Long | Debt | US | $292K | – | 0.04 |
| SIX FLAG ENT/THM (Six Flags Entertainment Corp / Six Flags Theme Parks Inc) | Long | Debt | US | $1M | – | 0.20 |
| SIX FLAGS ENT (Six Flags Entertainment Corp) | Long | Debt | US | $279K | – | 0.04 |
| SKYMILES IP LTD | Long | Loan | KY | $104K | – | 0.01 |
| SLM CORP (Navient Corp) | Long | Debt | US | $144K | – | 0.02 |
| SM ENERGY CO | Long | Debt | US | $685K | – | 0.09 |
| SM ENERGY CO | Long | Debt | US | $604K | – | 0.08 |
| SM ENERGY CO | Long | Debt | US | $30K | – | 0.00 |
| SNF GROUP SACA | Long | Debt | FR | $396K | – | 0.05 |
| SNF GROUP SACA | Long | Debt | FR | $138K | – | 0.02 |
| SOUTHWESTERN ENE (Southwestern Energy Co) | Long | Debt | US | $2M | – | 0.21 |
| SOUTHWESTERN ENE (Southwestern Energy Co) | Long | Debt | US | $647K | – | 0.09 |
| SOUTHWESTERN ENE (Southwestern Energy Co) | Long | Debt | US | $615K | – | 0.08 |
| SPEEDWAY MOTORSP (Speedway Motorsports LLC / Speedway Funding II Inc) | Long | Debt | US | $1M | – | 0.15 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $2M | – | 0.25 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $2M | – | 0.20 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $63K | – | 0.01 |
| SPRINGLEAF FIN (OneMain Finance Corp) | Long | Debt | US | $2M | – | 0.33 |
| SQUARE INC (Block Inc) | Long | Debt | US | $1M | – | 0.17 |
| SQUARE INC (Block Inc) | Long | Debt | US | $505K | – | 0.07 |
| SS&C TECH INC (SS&C Technologies Inc) | Long | Debt | US | $4M | – | 0.53 |
| STANDARD INDS IN (Standard Industries Inc/NJ) | Long | Debt | US | $1M | – | 0.19 |
| STANDARD INDS IN (Standard Industries Inc/NJ) | Long | Debt | US | $1M | – | 0.16 |
| STANDARD INDS IN (Standard Industries Inc/NJ) | Long | Debt | US | $1M | – | 0.15 |
| STANDARD INDS IN (Standard Industries Inc/NJ) | Long | Debt | US | $977K | – | 0.13 |
| STAR PARENT INC | Long | Debt | US | $546K | – | 0.07 |
| STAR PARENT INC | Long | Loan | US | $164K | – | 0.02 |
| STARWOOD PROP TR (Starwood Property Trust Inc) | Long | Debt | US | $121K | – | 0.02 |
| STATION CAS (Station Casinos LLC) | Long | Debt | US | $274K | – | 0.04 |
| STUDIO CITY FIN (Studio City Finance Ltd) | Long | Debt | VG | $409K | – | 0.05 |
| SUBURBAN PROPANE (Suburban Propane Partners LP/Suburban Energy Finance Corp) | Long | Debt | US | $373K | – | 0.05 |
| SUMMIT MATERIALS (Summit Materials LLC / Summit Materials Finance Corp) | Long | Debt | US | $176K | – | 0.02 |
| SUNOCO LP | Long | Debt | US | $472K | – | 0.06 |
| SUNOCO LP | Long | Debt | US | $445K | – | 0.06 |
| SUNOCO LP/FIN (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $2M | – | 0.26 |
| SUNOCO LP/FIN (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $1M | – | 0.17 |
| SUNOCO LP/FIN (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $1M | – | 0.14 |
| SUNOCO LP/FIN (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $661K | – | 0.09 |
| SUNOCO LP/FIN (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $423K | – | 0.06 |
| SUNRISE FINCO (Sunrise FinCo I BV) | Long | Debt | NL | $2M | – | 0.26 |
| SUNRISE HOLDCO (Sunrise HoldCo IV BV) | Long | Debt | NL | $2M | – | 0.33 |
| SURGERY CENTER (Surgery Center Holdings Inc) | Long | Debt | US | $733K | – | 0.10 |
| SYMANTEC CORP (Gen Digital Inc) | Long | Debt | US | $3M | – | 0.40 |
| TALLGRASS NRG (Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp) | Long | Debt | US | $1M | – | 0.15 |
| TAYLOR MORRISON (Taylor Morrison Communities Inc) | Long | Debt | US | $661K | – | 0.09 |
| TAYLOR MORRISON (Taylor Morrison Communities Inc) | Long | Debt | US | $448K | – | 0.06 |
| TEGNA INC | Long | Debt | US | $1M | – | 0.18 |
| TEGNA INC | Long | Debt | US | $371K | – | 0.05 |
| TELECOM IT CAP (Telecom Italia Capital SA) | Long | Debt | LU | $618K | – | 0.08 |
| TELECOM IT CAP (Telecom Italia Capital SA) | Long | Debt | LU | $589K | – | 0.08 |
| TELECOM IT CAP (Telecom Italia Capital SA) | Long | Debt | LU | $489K | – | 0.07 |
| TELECOM IT CAP (Telecom Italia Capital SA) | Long | Debt | LU | $219K | – | 0.03 |
| TELECOM IT CAP (Telecom Italia Capital SA) | Long | Debt | LU | $198K | – | 0.03 |
| TELECOM IT CAP (Telecom Italia Capital SA) | Long | Debt | LU | $193K | – | 0.03 |
| TELECOM IT CAP (Telecom Italia Capital SA) | Long | Debt | LU | $36K | – | 0.00 |
| TELECOM IT CAP (Telecom Italia Capital SA) | Long | Debt | LU | $32K | – | 0.00 |
| TELEFLEX INC | Long | Debt | US | $1M | – | 0.14 |
| TEMPUR SEALY INT (Tempur Sealy International Inc) | Long | Debt | US | $498K | – | 0.07 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $2M | – | 0.24 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $1M | – | 0.19 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $1M | – | 0.15 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $667K | – | 0.09 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $655K | – | 0.09 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $461K | – | 0.06 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $347K | – | 0.05 |
| TEVA PHARMACEUCI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $2M | – | 0.20 |
| TEVA PHARMACEUCI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $132K | – | 0.02 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $1M | – | 0.15 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $811K | – | 0.11 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $739K | – | 0.10 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $563K | – | 0.08 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $193K | – | 0.03 |
| TFC 3/8/2032 (TRUIST FINANCIAL CORP) | Long | Loan | US | $229K | – | 0.03 |
| TK ELEVATOR MID (TK Elevator Midco GmbH) | Long | Debt | DE | $825K | – | 0.11 |
| TOPBUILD CORP | Long | Debt | US | $242K | – | 0.03 |
| TOPBUILD CORP | Long | Debt | US | $54K | – | 0.01 |
| TRANS UNION LLC | Long | Loan | US | $691K | – | 0.09 |
| TRANSDIGM INC | Long | Debt | US | $3M | – | 0.41 |
| TRANSDIGM INC | Long | Debt | US | $2M | – | 0.31 |
| TRANSDIGM INC | Long | Debt | US | $2M | – | 0.25 |
| TRANSDIGM INC | Long | Debt | US | $1M | – | 0.19 |
| TRANSDIGM INC | Long | Debt | US | $1M | – | 0.17 |
| TRANSDIGM INC | Long | Debt | US | $817K | – | 0.11 |
| TRANSDIGM INC | Long | Debt | US | $417K | – | 0.06 |
| TRANSDIGM INC | Long | Debt | US | $366K | – | 0.05 |
| TRANSOCEAN INC | Long | Debt | KY | $3M | – | 0.37 |
| TRANSOCEAN INC | Long | Debt | KY | $754K | – | 0.10 |
| TRANSOCEAN INC | Long | Debt | KY | $185K | – | 0.02 |
| TRANSOCEAN TITAN (Transocean Titan Financing Ltd) | Long | Debt | KY | $150K | – | 0.02 |
| TREASURY BILL (United States Treasury Bill) | Long | Debt | US | $5M | – | 0.64 |
| TRIUMPH GROUP (Triumph Group Inc) | Long | Debt | US | $510K | – | 0.07 |
| TRIVIUM PACK FIN (Trivium Packaging Finance BV) | Long | Debt | NL | $1M | – | 0.18 |
| TRIVIUM PACK FIN (Trivium Packaging Finance BV) | Long | Debt | NL | $1M | – | 0.14 |
| TRIVIUM PACK FIN (Trivium Packaging Finance BV) | Long | Debt | NL | $502K | – | 0.07 |
| TRIVIUM PACK FIN (Trivium Packaging Finance BV) | Long | Debt | NL | $298K | – | 0.04 |
| TRONOX INC | Long | Debt | US | $1M | – | 0.18 |
| TRUIST INSURANCE (Truist Insurance Holdings LLC) | Long | Loan | US | $511K | – | 0.07 |
| UBER TECHNOLOGIE (Uber Technologies Inc) | Long | Debt | US | $2M | – | 0.20 |
| UBER TECHNOLOGIE (Uber Technologies Inc) | Long | Debt | US | $459K | – | 0.06 |
| UBER TECHNOLOGIE (Uber Technologies Inc) | Long | Debt | US | $303K | – | 0.04 |
| UBER TECHNOLOGIE (Uber Technologies Inc) | Long | Debt | US | $250K | – | 0.03 |
| UKG INC | Long | Debt | US | $3M | – | 0.42 |
| UNDER ARMOUR INC | Long | Debt | US | $1M | – | 0.18 |
| UNITED AIRLINES (United Airlines Inc) | Long | Debt | US | $1M | – | 0.19 |
| UNITED AIRLINES (United Airlines Inc) | Long | Debt | US | $411K | – | 0.05 |
| UNITED AIRLINES (United Airlines Inc) | Long | Loan | US | $105K | – | 0.01 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Debt | US | $695K | – | 0.09 |
| UNITED RENTAL NA (United Rentals North America Inc) | Long | Debt | US | $2M | – | 0.23 |
| UNITED RENTAL NA (United Rentals North America Inc) | Long | Debt | US | $2M | – | 0.22 |
| UNITED RENTAL NA (United Rentals North America Inc) | Long | Debt | US | $787K | – | 0.10 |
| UNITED RENTAL NA (United Rentals North America Inc) | Long | Debt | US | $633K | – | 0.08 |
| UNITED RENTAL NA (United Rentals North America Inc) | Long | Debt | US | $571K | – | 0.08 |
| UNITED RENTAL NA (United Rentals North America Inc) | Long | Debt | US | $544K | – | 0.07 |
| UNITED WHOLESALE (United Wholesale Mortgage LLC) | Long | Debt | US | $859K | – | 0.11 |
| UNITED WHOLESALE (United Wholesale Mortgage LLC) | Long | Debt | US | $457K | – | 0.06 |
| UNITED WHOLESALE (United Wholesale Mortgage LLC) | Long | Debt | US | $304K | – | 0.04 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $1M | – | 0.16 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $481K | – | 0.06 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $201K | – | 0.03 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $46K | – | 0.01 |
| UNTD AIR 20-1 A (United Airlines 2020-1 Class A Pass Through Trust) | Long | Debt | US | $409K | – | 0.05 |
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | $28K | – | 0.00 | ||
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | $-24K | – | -0.00 | ||
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | $42K | – | 0.01 | ||
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | $26K | – | 0.00 | ||
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | $86K | – | 0.01 | ||
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | $2K | – | 0.00 | ||
| US FOODS INC | Long | Debt | US | $664K | – | 0.09 |
| US FOODS INC | Long | Debt | US | $545K | – | 0.07 |
| US FOODS INC | Long | Debt | US | $457K | – | 0.06 |
| US FOODS INC | Long | Debt | US | $72K | – | 0.01 |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | $21K | – | 0.00 | ||
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | $255.61 | – | 0.00 | ||
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $8M | – | 1.06 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.59 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.39 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.30 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.29 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.28 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.20 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.19 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.17 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.17 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.16 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.15 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1000K | – | 0.13 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $999K | – | 0.13 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $950K | – | 0.13 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $706K | – | 0.09 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $583K | – | 0.08 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $504K | – | 0.07 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $443K | – | 0.06 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $437K | – | 0.06 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $248K | – | 0.03 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $227K | – | 0.03 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $106K | – | 0.01 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $78K | – | 0.01 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $54K | – | 0.01 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $49K | – | 0.01 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $44K | – | 0.01 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $43K | – | 0.01 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $31K | – | 0.00 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $28K | – | 0.00 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $25K | – | 0.00 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $18K | – | 0.00 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $12K | – | 0.00 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $10K | – | 0.00 |
| US ULTRA BOND CBT Sep24 | Derivative-interest rate | $9K | – | 0.00 | ||
| US ULTRA BOND CBT Sep24 | Derivative-interest rate | $-2K | – | -0.00 | ||
| USA PART/USA FIN (USA Compression Partners LP / USA Compression Finance Corp) | Long | Debt | US | $1M | – | 0.19 |
| USI INC/NY | Long | Debt | US | $305K | – | 0.04 |
| VAIL RESORTS (Vail Resorts Inc) | Long | Debt | US | $708K | – | 0.09 |
| VALARIS (Valaris Ltd) | Long | Debt | BM | $1M | – | 0.20 |
| VALEANT PHARMA (Bausch Health Cos Inc) | Long | Debt | CA | $308K | – | 0.04 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $6M | 6M | 0.80 |
| VCVHHO 7.625 2/24/2031 (COTIVITI INC) | Long | Loan | US | $60K | – | 0.01 |
| VELOCITY VEHICLE (Velocity Vehicle Group LLC) | Long | Debt | US | $170K | – | 0.02 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $1M | – | 0.20 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $1M | – | 0.16 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $970K | – | 0.13 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $777K | – | 0.10 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $2M | – | 0.24 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $854K | – | 0.11 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $690K | – | 0.09 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $165K | – | 0.02 |
| VERTICAL US NEWC (TK Elevator US Newco Inc) | Long | Debt | US | $979K | – | 0.13 |
| VIACOM INC (Paramount Global) | Long | Debt | US | $740K | – | 0.10 |
| VIACOM INC (Paramount Global) | Long | Debt | US | $515K | – | 0.07 |
| VIACOM INC (Paramount Global) | Long | Debt | US | $464K | – | 0.06 |
| VIACOM INC (Paramount Global) | Long | Debt | US | $231K | – | 0.03 |
| VIACOM INC (Paramount Global) | Long | Debt | US | $71K | – | 0.01 |
| VIACOMCBS INC (Paramount Global) | Long | Debt | US | $388K | – | 0.05 |
| VICI PROPERTIES (VICI Properties LP / VICI Note Co Inc) | Long | Debt | US | $2M | – | 0.21 |
| VICI PROPERTIES (VICI Properties LP / VICI Note Co Inc) | Long | Debt | US | $66K | – | 0.01 |
| VIDEOTRON LTD | Long | Debt | CA | $2M | – | 0.25 |
| VIDEOTRON LTD | Long | Debt | CA | $1M | – | 0.17 |
| VIDEOTRON LTD | Long | Debt | CA | $1M | – | 0.15 |
| VIDEOTRON LTD | Long | Debt | CA | $202K | – | 0.03 |
| VIK CRUISES LTD (Viking Cruises Ltd) | Long | Debt | BM | $1M | – | 0.14 |
| VIK CRUISES LTD (Viking Cruises Ltd) | Long | Debt | BM | $297K | – | 0.04 |
| VIK CRUISES LTD (Viking Cruises Ltd) | Long | Debt | BM | $151K | – | 0.02 |
| VIPER ENERGY PA (Viper Energy Inc) | Long | Debt | US | $368K | – | 0.05 |
| VIRGIN MEDIA IV (Virgin Media Vendor Financing Notes IV DAC) | Long | Debt | IE | $178K | – | 0.02 |
| VIRGIN MEDIA SEC (Virgin Media Secured Finance PLC) | Long | Debt | GB | $1M | – | 0.17 |
| VIRGIN MEDIA SEC (Virgin Media Secured Finance PLC) | Long | Debt | GB | $1M | – | 0.16 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $583K | – | 0.08 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $551K | – | 0.07 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $466K | – | 0.06 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $279K | – | 0.04 |
| VITAL ENERGY INC | Long | Debt | US | $2M | – | 0.28 |
| VMED O2 UK FIN (Vmed O2 UK Financing I PLC) | Long | Debt | GB | $2M | – | 0.32 |
| VZ SECURED FINAN (VZ Secured Financing BV) | Long | Debt | NL | $1M | – | 0.19 |
| WAND NEWCO 3 (Wand NewCo 3 Inc) | Long | Debt | US | $1M | – | 0.15 |
| WAND NEWCO 3 (Wand NewCo 3 Inc) | Long | Loan | US | $764K | – | 0.10 |
| WEATHERFORD INTE (Weatherford International Ltd) | Long | Debt | BM | $2M | – | 0.25 |
| WESCO DISTRIBUT (WESCO Distribution Inc) | Long | Debt | US | $703K | – | 0.09 |
| WESCO DISTRIBUT (WESCO Distribution Inc) | Long | Debt | US | $566K | – | 0.08 |
| WESTERN DIGITAL (Western Digital Corp) | Long | Debt | US | $395K | – | 0.05 |
| WESTERN DIGITAL (Western Digital Corp) | Long | Debt | US | $82K | – | 0.01 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $346K | – | 0.05 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $331K | – | 0.04 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $79K | – | 0.01 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $48K | – | 0.01 |
| WESTERN MIDSTRM (Western Midstream Operating LP) | Long | Debt | US | $42K | – | 0.01 |
| WILLIAM CARTER (William Carter Co/The) | Long | Debt | US | $251K | – | 0.03 |
| WILLIAMS SCOTSM (Williams Scotsman Inc) | Long | Debt | US | $632K | – | 0.08 |
| WILLIAMS SCOTSM (Williams Scotsman Inc) | Long | Debt | US | $509K | – | 0.07 |
| WILLIAMS SCOTSM (Williams Scotsman Inc) | Long | Debt | US | $499K | – | 0.07 |
| WINDSOR HOLDINGS (Windsor Holdings III LLC) | Long | Debt | US | $1M | – | 0.14 |
| WMG ACQUISITION (WMG Acquisition Corp) | Long | Debt | US | $2M | – | 0.27 |
| WMG ACQUISITION (WMG Acquisition Corp) | Long | Debt | US | $1000K | – | 0.13 |
| WMG ACQUISITION (WMG Acquisition Corp) | Long | Debt | US | $524K | – | 0.07 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $671K | – | 0.09 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $284K | – | 0.04 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $90K | – | 0.01 |
| WYNN LAS VEGAS (Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp) | Long | Debt | US | $1M | – | 0.19 |
| WYNN MACAU LTD | Long | Debt | KY | $2M | – | 0.24 |
| WYNN MACAU LTD | Long | Debt | KY | $637K | – | 0.08 |
| WYNN MACAU LTD | Long | Debt | KY | $572K | – | 0.08 |
| WYNN MACAU LTD | Long | Debt | KY | $281K | – | 0.04 |
| WYNN RESORTS FIN (Wynn Resorts Finance LLC / Wynn Resorts Capital Corp) | Long | Debt | US | $2M | – | 0.21 |
| WYNN RESORTS FIN (Wynn Resorts Finance LLC / Wynn Resorts Capital Corp) | Long | Debt | US | $288K | – | 0.04 |
| XEROX HOLDINGS C (Xerox Holdings Corp) | Long | Debt | US | $174K | – | 0.02 |
| YUM! BRANDS INC | Long | Debt | US | $1M | – | 0.17 |
| YUM! BRANDS INC | Long | Debt | US | $1M | – | 0.14 |
| YUM! BRANDS INC | Long | Debt | US | $423K | – | 0.06 |
| ZIGGO BV | Long | Debt | NL | $2M | – | 0.23 |
Address
VANGUARD VARIABLE INSURANCE FUNDS
100 Vanguard Boulevard
Malvern
Pennsylvania
19355
United States of America
Websites
Directors
Emerson U. Fullwood
F. Joseph Loughrey
Sarah Bloom Raskin
David Thomas
Grant Reid
Tara Bunch
Andre F. Perold
Scott C. Malpass
Deanna Mulligan
Mortimer J. Buckley
Mark Loughridge
Peter F. Volanakis
Transfer Agents
The Vanguard Group, Inc.
Pricing Services
ICE Data Pricing and Reference Data LLC
ITG Analytics Inc
Refinitiv US LLC
Markit North America INC
Markit Group Limited
JPMorgan Chase Bank
Bloomberg Finance LP
Custodians
JPMorgan Chase Bank NA
Shareholder Servicing Agents
The Vanguard Group, Inc.
Admins
JPMORGAN CHASE BANK, N.A.
THE VANGUARD GROUP, INC.
Brokers
N/A