Goldman Sachs Fund Complex > Goldman Sachs Variable Insurance Trust
Goldman Sachs Variable Insurance Trust Core Fixed Income Fund
$121.49M
Avg Monthly Net Assets
$218.47M
Total Assets
$71.96M
Total Liabilities
$146.51M
Net Assets
Goldman Sachs Variable Insurance Trust Core Fixed Income Fund is an Underlying fund in Goldman Sachs Variable Insurance Trust
from Goldman Sachs Fund Complex,
based in Illinois,
United States of America.
The fund has two share classes
and monthly net assets of $121.49M.
On August 26th, 2024 it reported 803 holdings, the largest
being Goldman Sachs Financial Square Government Fund (8.1%), Government National Mortgage A (3.5%) and Government National Mortgage A (2.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional | C000128922 | ||
| Service | C000025636 |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1988 CLO 5 Ltd (1988 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.20 |
| 3650R 2021-PF1 Commercial Mortgage Trust (3650R Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $123K | – | 0.08 |
| 7-Eleven Inc | Long | Debt | US | $87K | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $219K | – | 0.15 |
| AbbVie Inc | Long | Debt | US | $93K | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $76K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $45K | – | 0.03 |
| Adobe Inc | Long | Debt | US | $47K | – | 0.03 |
| Adventist Health System/West (ADVENTIST HEALTH SYS/W) | Long | Debt | US | $95K | – | 0.06 |
| Adventist Health System/West (ADVENT HEALTH SYSTEM) | Long | Debt | US | $27K | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $233K | – | 0.16 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $204K | – | 0.14 |
| AGCO Corp | Long | Debt | US | $112K | – | 0.08 |
| Agree LP | Long | Debt | US | $159K | – | 0.11 |
| Air Lease Corp | Long | Debt | US | $73K | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $73K | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $72K | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $72K | – | 0.05 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $22K | – | 0.02 |
| Allegion US Holding Co Inc | Long | Debt | US | $110K | – | 0.08 |
| Allegro CLO VIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $305K | – | 0.21 |
| Alternative Loan Trust 2005-38 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $336K | – | 0.23 |
| Amazon.com Inc | Long | Debt | US | $45K | – | 0.03 |
| Amazon.com Inc | Long | Debt | US | $34K | – | 0.02 |
| American Electric Power Co Inc | Long | Debt | US | $43K | – | 0.03 |
| American Express Co | Long | Debt | US | $25K | – | 0.02 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $417K | – | 0.28 |
| American Homes 4 Rent LP | Long | Debt | US | $349K | – | 0.24 |
| American Homes 4 Rent LP | Long | Debt | US | $49K | – | 0.03 |
| American Homes 4 Rent LP | Long | Debt | US | $24K | – | 0.02 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $23K | – | 0.02 |
| American Municipal Power Inc (AMERICAN MUNI PWR-OHIO INC OH) | Long | Debt | US | $101K | – | 0.07 |
| American Tower Corp | Long | Debt | US | $98K | – | 0.07 |
| American Tower Corp | Long | Debt | US | $63K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $241K | – | 0.16 |
| Amgen Inc | Long | Debt | US | $237K | – | 0.16 |
| Amgen Inc | Long | Debt | US | $69K | – | 0.05 |
| AMMC CLO XI Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $266K | – | 0.18 |
| Angel Oak Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $52K | – | 0.04 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $221K | – | 0.15 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $41K | – | 0.03 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $32K | – | 0.02 |
| Apidos CLO XV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $383K | – | 0.26 |
| Applied Materials Inc | Long | Debt | US | $21K | – | 0.01 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.17 |
| Arch Capital Group US Inc (ARCH CAPITAL GRP US INC) | Long | Debt | US | $33K | – | 0.02 |
| Archer-Daniels-Midland Co | Long | Debt | US | $86K | – | 0.06 |
| Archer-Daniels-Midland Co | Long | Debt | US | $23K | – | 0.02 |
| Arizona Public Service Co | Long | Debt | US | $42K | – | 0.03 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $426K | – | 0.29 |
| Ashtead Capital Inc | Long | Debt | US | $208K | – | 0.14 |
| AT&T Inc | Long | Debt | US | $266K | – | 0.18 |
| AT&T Inc | Long | Debt | US | $266K | – | 0.18 |
| AT&T Inc | Long | Debt | US | $145K | – | 0.10 |
| AT&T Inc | Long | Debt | US | $57K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $55K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $43K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $23K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $23K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $21K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $21K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $18K | – | 0.01 |
| AutoNation Inc | Long | Debt | US | $82K | – | 0.06 |
| AutoNation Inc | Long | Debt | US | $22K | – | 0.01 |
| Avangrid Inc | Long | Debt | US | $24K | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $47K | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $98K | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $91K | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $24K | – | 0.02 |
| Bain Capital Credit CLO 2020-1 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $552K | – | 0.38 |
| Banco Santander SA | Long | Debt | ES | $418K | – | 0.29 |
| Banco Santander SA | Long | Debt | ES | $195K | – | 0.13 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $132K | – | 0.09 |
| BANK 2021-BNK32 | Long | ABS-mortgage backed security | US | $128K | – | 0.09 |
| BANK 2022-BNK43 | Long | ABS-mortgage backed security | US | $188K | – | 0.13 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $205K | – | 0.14 |
| Bank of America Auto Trust 2023-2 | Long | ABS-other | US | $212K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $373K | – | 0.25 |
| Bank of America Corp | Long | Debt | US | $369K | – | 0.25 |
| Bank of America Corp | Long | Debt | US | $368K | – | 0.25 |
| Bank of America Corp | Long | Debt | US | $303K | – | 0.21 |
| Bank of America Corp | Long | Debt | US | $151K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $139K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $90K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $80K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $80K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $72K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $71K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $63K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $48K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $43K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $42K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $41K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $24K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $24K | – | 0.02 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $20K | – | 0.01 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $279K | – | 0.19 |
| Banner Health | Long | Debt | US | $104K | – | 0.07 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $595K | – | 0.41 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $302K | – | 0.21 |
| Barclays PLC | Long | Debt | GB | $195K | – | 0.13 |
| BAT Capital Corp | Long | Debt | US | $219K | – | 0.15 |
| BAT Capital Corp | Long | Debt | US | $90K | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $25K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $13K | – | 0.01 |
| Baylor Scott & White Holdings | Long | Debt | US | $33K | – | 0.02 |
| BBCMS Mortgage Trust 2024-5C25 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| BBCMS Mortgage Trust 2024-5C25 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $215K | – | 0.15 |
| Becton Dickinson & Co | Long | Debt | US | $88K | – | 0.06 |
| Benefit Street Partners CLO XXX Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | JE | $352K | – | 0.24 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $47K | – | 0.03 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $23K | – | 0.02 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $64K | – | 0.04 |
| Berry Global Inc | Long | Debt | US | $47K | – | 0.03 |
| BLP Commercial Mortgage Trust 2024-IND2 | Long | ABS-mortgage backed security | US | $248K | – | 0.17 |
| BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $213K | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $197K | – | 0.13 |
| BNP Paribas SA | Long | Debt | FR | $187K | – | 0.13 |
| Boeing Co/The | Long | Debt | US | $300K | – | 0.20 |
| Boeing Co/The | Long | Debt | US | $90K | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $78K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $45K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $24K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $19K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $204K | – | 0.14 |
| BRAVO Residential Funding Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $344K | – | 0.23 |
| Bristol-Myers Squibb Co | Long | Debt | US | $175K | – | 0.12 |
| Bristol-Myers Squibb Co | Long | Debt | US | $113K | – | 0.08 |
| Bristol-Myers Squibb Co | Long | Debt | US | $65K | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $20K | – | 0.01 |
| British Telecommunications PLC | Long | Debt | GB | $281K | – | 0.19 |
| Broadcom Inc | Long | Debt | US | $130K | – | 0.09 |
| Broadcom Inc | Long | Debt | US | $86K | – | 0.06 |
| Broadcom Inc | Long | Debt | US | $77K | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $68K | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $43K | – | 0.03 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $20K | – | 0.01 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $442K | – | 0.30 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $238K | – | 0.16 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $80K | – | 0.05 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $448K | – | 0.31 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $150K | – | 0.10 |
| Campbell Soup Co | Long | Debt | US | $277K | – | 0.19 |
| Canadian Pacific Railway Co | Long | Debt | CA | $21K | – | 0.01 |
| Cantor Commercial Real Estate Lending 2019-CF3 | Long | ABS-mortgage backed security | US | $88K | – | 0.06 |
| Capital One Financial Corp | Long | Debt | US | $45K | – | 0.03 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $298K | – | 0.20 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $197K | – | 0.13 |
| Carlyle US CLO 2024-2 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.27 |
| Carrier Global Corp | Long | Debt | US | $266K | – | 0.18 |
| Carrier Global Corp | Long | Debt | US | $140K | – | 0.10 |
| Carrier Global Corp | Long | Debt | US | $66K | – | 0.05 |
| Cathedral Lake VIII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $200K | – | 0.14 |
| CBAM 2018-5 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $428K | – | 0.29 |
| CDS CDX.NA.IG.36.V1 (MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED) | Derivative-credit | US | $70K | – | 0.05 | |
| CDS CDX.NA.IG.37.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $49K | – | 0.03 | |
| CDS CDX.NA.IG.40.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $21K | – | 0.01 | |
| CDS CDX.NA.IG.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $30K | – | 0.02 | |
| CDS CDX.NA.IG.42.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $213K | – | 0.15 | |
| CDS GENERAL ELECTRIC COMPANY (MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS NORDSTROM INC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $316.44 | – | 0.00 | |
| CDS REPUBLIC OF CHILE (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $3K | – | 0.00 | |
| Cedar Funding IX CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $207K | – | 0.14 |
| Cencora Inc | Long | Debt | US | $71K | – | 0.05 |
| Centene Corp | Long | Debt | US | $196K | – | 0.13 |
| Centene Corp | Long | Debt | US | $90K | – | 0.06 |
| CFIP CLO 2021-1 Ltd (CFIP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.48 |
| CFIP CLO 2021-1 Ltd (CFIP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.20 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $73K | – | 0.05 |
| Cheniere Energy Partners LP | Long | Debt | US | $76K | – | 0.05 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $112K | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $210K | – | 0.14 |
| Cigna Group/The | Long | Debt | US | $115K | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $84K | – | 0.06 |
| Cigna Group/The | Long | Debt | US | $66K | – | 0.04 |
| Cigna Group/The | Long | Debt | US | $29K | – | 0.02 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $275K | – | 0.19 |
| Citigroup Inc | Long | Debt | US | $212K | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $170K | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $159K | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $146K | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $67K | – | 0.05 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $475K | – | 0.32 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $99K | – | 0.07 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $153K | – | 0.10 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $245K | – | 0.17 |
| Comcast Corp | Long | Debt | US | $243K | – | 0.17 |
| Comcast Corp | Long | Debt | US | $211K | – | 0.14 |
| Comcast Corp | Long | Debt | US | $121K | – | 0.08 |
| Comcast Corp | Long | Debt | US | $72K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $49K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $24K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $22K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $20K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $249K | – | 0.17 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $42K | – | 0.03 |
| Connecticut Avenue Securities Trust 2021-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $42K | – | 0.03 |
| Connecticut Avenue Securities Trust 2022-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $37K | – | 0.03 |
| Connecticut Avenue Securities Trust 2022-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $51K | – | 0.04 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $101K | – | 0.07 |
| Connecticut Avenue Securities Trust 2024-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $226K | – | 0.15 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $101K | – | 0.07 |
| Constellation Brands Inc | Long | Debt | US | $82K | – | 0.06 |
| Constellation Brands Inc | Long | Debt | US | $49K | – | 0.03 |
| Constellation Brands Inc | Long | Debt | US | $47K | – | 0.03 |
| Constellation Brands Inc | Long | Debt | US | $23K | – | 0.02 |
| Constellation Software Inc/Canada | Long | Debt | CA | $97K | – | 0.07 |
| CoStar Group Inc | Long | Debt | US | $85K | – | 0.06 |
| Crown Castle Inc | Long | Debt | US | $57K | – | 0.04 |
| Crown City CLO I | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.17 |
| CSL Finance PLC | Long | Debt | GB | $24K | – | 0.02 |
| CSX Corp | Long | Debt | US | $168K | – | 0.11 |
| CubeSmart LP | Long | Debt | US | $44K | – | 0.03 |
| CubeSmart LP | Long | Debt | US | $16K | – | 0.01 |
| CURRENCY CONTRACT - CAD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $953.92 | – | 0.00 | |
| CURRENCY CONTRACT - EUR (UBS AG) | Derivative-foreign exchange | US | $-8K | – | -0.01 | |
| CURRENCY CONTRACT - GBP (Bank of America, National Association) | Derivative-foreign exchange | US | $147.53 | – | 0.00 | |
| CURRENCY CONTRACT - SEK (Bank of America, National Association) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| CURRENCY CONTRACT - USD (UBS AG) | Derivative-foreign exchange | US | $9K | – | 0.01 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-154.5 | – | -0.00 | |
| CURRENCY CONTRACT - USD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-936.1 | – | -0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-979.97 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| CVS Health Corp | Long | Debt | US | $281K | – | 0.19 |
| CVS Health Corp | Long | Debt | US | $156K | – | 0.11 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $90K | – | 0.06 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $52K | – | 0.04 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $25K | – | 0.02 |
| DH Europe Finance II Sarl | Long | Debt | LU | $22K | – | 0.02 |
| Diameter Capital Clo 1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $426K | – | 0.29 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $295K | – | 0.20 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $74K | – | 0.05 |
| Dollar Tree Inc | Long | Debt | US | $49K | – | 0.03 |
| Dollar Tree Inc | Long | Debt | US | $48K | – | 0.03 |
| Dominion Energy Inc | Long | Debt | US | $50K | – | 0.03 |
| Dominion Energy Inc | Long | Debt | US | $23K | – | 0.02 |
| DP World Crescent Ltd | Long | Debt | KY | $187K | – | 0.13 |
| DuPont de Nemours Inc | Long | Debt | US | $49K | – | 0.03 |
| East Ohio Gas Co/The | Long | Debt | US | $24K | – | 0.02 |
| East Ohio Gas Co/The | Long | Debt | US | $21K | – | 0.01 |
| Ecolab Inc | Long | Debt | US | $2K | – | 0.00 |
| Elmwood CLO IV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $427K | – | 0.29 |
| Enbridge Inc | Long | Debt | CA | $112K | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $99K | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $277K | – | 0.19 |
| Energy Transfer LP | Long | Debt | US | $49K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $25K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $5K | – | 0.00 |
| Entergy Corp | Long | Debt | US | $43K | – | 0.03 |
| EQUS 2021-EQAZ Mortgage Trust | Long | ABS-mortgage backed security | US | $198K | – | 0.14 |
| Essex Portfolio LP | Long | Debt | US | $44K | – | 0.03 |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-1K | – | -0.00 | |
| Exelon Corp | Long | Debt | US | $47K | – | 0.03 |
| Exelon Corp | Long | Debt | US | $21K | – | 0.01 |
| Expedia Group Inc | Long | Debt | US | $33K | – | 0.02 |
| Expedia Group Inc | Long | Debt | US | $14K | – | 0.01 |
| Expedia Group Inc | Long | Debt | US | $12K | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 2.23 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 2.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 1.37 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 1.16 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $915K | – | 0.62 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $885K | – | 0.60 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-5M | – | -3.22 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-5M | – | -3.47 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-7M | – | -4.62 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 1.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 1.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 1.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.94 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $847K | – | 0.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $478K | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $468K | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $366K | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $296K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $762.4 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $235.93 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7.62 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $512K | – | 0.35 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $409K | – | 0.28 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $283K | – | 0.19 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $211K | – | 0.14 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $120K | – | 0.08 |
| Federal Home Loan Banks | Long | Debt | US | $437K | – | 0.30 |
| Federal Home Loan Banks | Long | Debt | US | $227K | – | 0.16 |
| FedEx Corp | Long | Debt | US | $70K | – | 0.05 |
| FedEx Corp | Long | Debt | US | $43K | – | 0.03 |
| Fifth Third Bancorp | Long | Debt | US | $29K | – | 0.02 |
| FirstEnergy Corp | Long | Debt | US | $87K | – | 0.06 |
| FirstEnergy Corp | Long | Debt | US | $42K | – | 0.03 |
| Fiserv Inc | Long | Debt | US | $24K | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $57K | – | 0.04 |
| Ford Credit Auto Lease Trust 2024-A | Long | ABS-other | US | $723K | – | 0.49 |
| Ford Credit Auto Owner Trust 2023-C | Long | ABS-other | US | $424K | – | 0.29 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $346K | – | 0.24 |
| Ford Motor Credit Co LLC | Long | Debt | US | $215K | – | 0.15 |
| Fox Corp | Long | Debt | US | $25K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $849.2 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $818.77 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $355.94 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $300K | – | 0.20 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $186K | – | 0.13 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $184K | – | 0.13 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $101K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 1.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.98 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $760K | – | 0.52 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $743K | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $724K | – | 0.49 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $710K | – | 0.48 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $704K | – | 0.48 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $655K | – | 0.45 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $525K | – | 0.36 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $470K | – | 0.32 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $63K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $458K | – | 0.31 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $441K | – | 0.30 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $275K | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $126K | – | 0.09 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $147K | – | 0.10 |
| GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC) | Long | Debt | US | $108K | – | 0.07 |
| General Mills Inc | Long | Debt | US | $73K | – | 0.05 |
| General Motors Co | Long | Debt | US | $25K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $296K | – | 0.20 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $123K | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $116K | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $103K | – | 0.07 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 3.46 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 2.74 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 2.03 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 1.66 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 1.39 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 1.30 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 1.23 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 1.15 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $992K | – | 0.68 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $974K | – | 0.66 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-871K | – | -0.59 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-3M | – | -2.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $987.15 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $735.51 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $521.81 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $486.44 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $374.18 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $197.74 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $171.08 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55.68 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $999K | – | 0.68 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $858K | – | 0.59 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $855K | – | 0.58 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $801K | – | 0.55 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $799K | – | 0.55 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $685K | – | 0.47 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $530K | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $344K | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $265K | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $208K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $184K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $184K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $142K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $89K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $41K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $123K | – | 0.08 |
| Glencore Funding LLC | Long | Debt | US | $70K | – | 0.05 |
| Global Payments Inc | Long | Debt | US | $49K | – | 0.03 |
| GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term) | Long | ABS-other | US | $268K | – | 0.18 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term) | Long | ABS-other | US | $449K | – | 0.31 |
| GoldenTree Loan Management US CLO 19 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $554K | – | 0.38 |
| Goldentree Loan Management US Clo 6 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.20 |
| Goldman Sachs Financial Square Government Fund | Long | Short-term investment vehicle | US | $12M | 12M | 8.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $732K | – | 0.50 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $187K | – | 0.13 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.17 |
| Halseypoint CLO 7 LTD (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $606K | – | 0.41 |
| Hayfin US XII Ltd (Hayfin Kingsland VIII Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $164K | – | 0.11 |
| HCA Inc | Long | Debt | US | $170K | – | 0.12 |
| HCA Inc | Long | Debt | US | $72K | – | 0.05 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $19K | – | 0.01 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $45K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $133K | – | 0.09 |
| Home Depot Inc/The | Long | Debt | US | $24K | – | 0.02 |
| Honda Auto Receivables 2023-4 Owner Trust (Honda Auto Receivables Owner T) | Long | ABS-other | US | $530K | – | 0.36 |
| Host Hotels & Resorts LP | Long | Debt | US | $35K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $194K | – | 0.13 |
| Humana Inc | Long | Debt | US | $56K | – | 0.04 |
| Humana Inc | Long | Debt | US | $17K | – | 0.01 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $49K | – | 0.03 |
| Huntsman International LLC | Long | Debt | US | $24K | – | 0.02 |
| Hyatt Hotels Corp | Long | Debt | US | $355K | – | 0.24 |
| Hyatt Hotels Corp | Long | Debt | US | $74K | – | 0.05 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $548K | – | 0.37 |
| Hyundai Auto Receivables Trust 2023-A | Long | ABS-other | US | $107K | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $258K | – | 0.18 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $195K | – | 0.13 |
| ING Groep NV | Long | Debt | NL | $192K | – | 0.13 |
| Ingersoll Rand Inc | Long | Debt | US | $92K | – | 0.06 |
| Intel Corp | Long | Debt | US | $175K | – | 0.12 |
| Intel Corp | Long | Debt | US | $64K | – | 0.04 |
| Intel Corp | Long | Debt | US | $48K | – | 0.03 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $71K | – | 0.05 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $125K | – | 0.09 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $67K | – | 0.05 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $35K | – | 0.02 |
| Intuit Inc | Long | Debt | US | $23K | – | 0.02 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $155K | – | 0.11 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $66K | – | 0.05 |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $50K | – | 0.03 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-264.64 | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-12K | – | -0.01 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $116K | – | 0.08 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $29K | – | 0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $20K | – | 0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $12K | – | 0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $824.71 | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-516.51 | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-701.27 | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-10K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-30K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-32K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-34K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-53K | – | -0.04 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-24K | – | -0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $80K | – | 0.05 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $145.68 | – | 0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $18K | – | 0.01 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $106K | – | 0.07 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $58K | – | 0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $44K | – | 0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $22K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $21K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $16K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $252.39 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $172.33 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $53.35 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-11K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-18K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-95K | – | -0.06 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-116K | – | -0.08 | |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $331K | – | 0.23 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $184K | – | 0.13 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $223K | – | 0.15 |
| J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $365K | – | 0.25 |
| Jamestown CLO XV Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.20 |
| JDE Peet's NV | Long | Debt | NL | $136K | – | 0.09 |
| JP Morgan Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $69K | – | 0.05 |
| JP Morgan Mortgage Trust 2023-10 | Long | ABS-mortgage backed security | US | $43K | – | 0.03 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $116K | – | 0.08 |
| JP Morgan Mortgage Trust Series 2024-4 | Long | ABS-mortgage backed security | US | $147K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $936K | – | 0.64 |
| JPMorgan Chase & Co | Long | Debt | US | $160K | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $128K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $124K | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $99K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $98K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $43K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $24K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $22K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $14K | – | 0.01 |
| Keurig Dr Pepper Inc | Long | Debt | US | $220K | – | 0.15 |
| Keurig Dr Pepper Inc | Long | Debt | US | $48K | – | 0.03 |
| Keurig Dr Pepper Inc | Long | Debt | US | $19K | – | 0.01 |
| Kilroy Realty LP | Long | Debt | US | $19K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $267K | – | 0.18 |
| Kraft Heinz Foods Co | Long | Debt | US | $89K | – | 0.06 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $50K | – | 0.03 |
| Lennar Corp | Long | Debt | US | $69K | – | 0.05 |
| Louisiana Local Government Environmental Facilities & Community Development Auth (LOUISIANA ST LOCAL GOVT ENVRNM) | Long | ABS-other | US | $130K | – | 0.09 |
| Lowe's Cos Inc | Long | Debt | US | $66K | – | 0.04 |
| Lowe's Cos Inc | Long | Debt | US | $39K | – | 0.03 |
| Lowe's Cos Inc | Long | Debt | US | $24K | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $16K | – | 0.01 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $279K | – | 0.19 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $31K | – | 0.02 |
| Macquarie Group Ltd | Long | Debt | AU | $47K | – | 0.03 |
| Marble Point CLO XVII Ltd (Marble Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.34 |
| Marriott International Inc/MD | Long | Debt | US | $125K | – | 0.09 |
| Marriott International Inc/MD | Long | Debt | US | $107K | – | 0.07 |
| Marriott International Inc/MD | Long | Debt | US | $90K | – | 0.06 |
| Mars Inc | Long | Debt | US | $24K | – | 0.02 |
| Mars Inc | Long | Debt | US | $23K | – | 0.02 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $49K | – | 0.03 |
| Martin Marietta Materials Inc | Long | Debt | US | $116K | – | 0.08 |
| Masco Corp | Long | Debt | US | $44K | – | 0.03 |
| Mastercard Inc | Long | Debt | US | $24K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $20K | – | 0.01 |
| Meta Platforms Inc | Long | Debt | US | $240K | – | 0.16 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY DEDICATE) | Long | Debt | US | $26K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $352K | – | 0.24 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $155K | – | 0.11 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $89K | – | 0.06 |
| Mid-America Apartments LP | Long | Debt | US | $40K | – | 0.03 |
| MidAmerican Energy Co | Long | Debt | US | $24K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $351K | – | 0.24 |
| Morgan Stanley | Long | Debt | US | $304K | – | 0.21 |
| Morgan Stanley | Long | Debt | US | $212K | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $186K | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $159K | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $119K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $75K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $70K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $60K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $46K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $24K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $24K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $19K | – | 0.01 |
| Mountain View Clo XV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $276K | – | 0.19 |
| MPLX LP | Long | Debt | US | $65K | – | 0.04 |
| MPLX LP | Long | Debt | US | $31K | – | 0.02 |
| MPLX LP | Long | Debt | US | $23K | – | 0.02 |
| MSCI Inc | Long | Debt | US | $168K | – | 0.11 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $341K | – | 0.23 |
| Netflix Inc | Long | Debt | US | $216K | – | 0.15 |
| Netflix Inc | Long | Debt | US | $89K | – | 0.06 |
| Newmont Corp | Long | Debt | US | $64K | – | 0.04 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $62K | – | 0.04 |
| NiSource Inc | Long | Debt | US | $91K | – | 0.06 |
| NiSource Inc | Long | Debt | US | $23K | – | 0.02 |
| Nissan Auto Lease Trust 2024-A | Long | ABS-other | US | $722K | – | 0.49 |
| Nissan Auto Receivables 2023-A Owner Trust (Nissan Auto Receivables Owner) | Long | ABS-other | US | $152K | – | 0.10 |
| NNN REIT Inc | Long | Debt | US | $44K | – | 0.03 |
| Northrop Grumman Corp | Long | Debt | US | $71K | – | 0.05 |
| Northrop Grumman Corp | Long | Debt | US | $47K | – | 0.03 |
| Northrop Grumman Corp | Long | Debt | US | $22K | – | 0.02 |
| Nuveen LLC | Long | Debt | US | $24K | – | 0.02 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $105K | – | 0.07 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $104K | – | 0.07 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $23K | – | 0.02 | |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $414K | – | 0.28 |
| OBX 2024-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $655K | – | 0.45 |
| OBX 2024-NQM4 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $288K | – | 0.20 |
| Occidental Petroleum Corp | Long | Debt | US | $77K | – | 0.05 |
| OCP CLO 2019-16 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.17 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $22K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $265K | – | 0.18 |
| Oracle Corp | Long | Debt | US | $251K | – | 0.17 |
| Oracle Corp | Long | Debt | US | $238K | – | 0.16 |
| Oracle Corp | Long | Debt | US | $171K | – | 0.12 |
| Oracle Corp | Long | Debt | US | $152K | – | 0.10 |
| Oracle Corp | Long | Debt | US | $147K | – | 0.10 |
| Oracle Corp | Long | Debt | US | $34K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $30K | – | 0.02 |
| Otis Worldwide Corp | Long | Debt | US | $132K | – | 0.09 |
| Otis Worldwide Corp | Long | Debt | US | $23K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $41K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $23K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $18K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $16K | – | 0.01 |
| PacifiCorp | Long | Debt | US | $208K | – | 0.14 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $325K | – | 0.22 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $195K | – | 0.13 |
| PayPal Holdings Inc | Long | Debt | US | $145K | – | 0.10 |
| PayPal Holdings Inc | Long | Debt | US | $71K | – | 0.05 |
| PayPal Holdings Inc | Long | Debt | US | $23K | – | 0.02 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $119K | – | 0.08 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $28K | – | 0.02 |
| Pfizer Inc | Long | Debt | US | $71K | – | 0.05 |
| Phillips 66 | Long | Debt | US | $23K | – | 0.02 |
| Pikes Peak Clo 12 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $352K | – | 0.24 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $23K | – | 0.02 |
| Post CLO 2018-1 Ltd (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $346K | – | 0.24 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $63K | – | 0.04 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $48K | – | 0.03 |
| Progress Energy Inc | Long | Debt | US | $103K | – | 0.07 |
| Prologis LP | Long | Debt | US | $120K | – | 0.08 |
| Prologis LP | Long | Debt | US | $21K | – | 0.01 |
| Realty Income Corp | Long | Debt | US | $68K | – | 0.05 |
| Realty Income Corp | Long | Debt | US | $24K | – | 0.02 |
| Regency Centers LP | Long | Debt | US | $90K | – | 0.06 |
| Republic of Poland Government International Bond | Long | Debt | PL | $118K | – | 0.08 |
| Republic Services Inc | Long | Debt | US | $79K | – | 0.05 |
| Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $96K | – | 0.07 |
| Retail Opportunity Investments Partnership LP | Long | Debt | US | $202K | – | 0.14 |
| Rogers Communications Inc | Long | Debt | CA | $479K | – | 0.33 |
| Romanian Government International Bond | Long | Debt | RO | $50K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $37K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $21K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $9K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $9K | – | 0.01 |
| Roper Technologies Inc | Long | Debt | US | $48K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $193K | – | 0.13 |
| Royalty Pharma PLC | Long | Debt | GB | $71K | – | 0.05 |
| RTX Corp | Long | Debt | US | $632K | – | 0.43 |
| RTX Corp | Long | Debt | US | $49K | – | 0.03 |
| RTX Corp | Long | Debt | US | $48K | – | 0.03 |
| RTX Corp | Long | Debt | US | $20K | – | 0.01 |
| Rush Obligated Group | Long | Debt | US | $57K | – | 0.04 |
| S&P Global Inc | Long | Debt | US | $73K | – | 0.05 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $74K | – | 0.05 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $29K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $237K | – | 0.16 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $230K | – | 0.16 |
| Saudi Arabian Oil Co | Long | Debt | SA | $205K | – | 0.14 |
| ServiceNow Inc | Long | Debt | US | $101K | – | 0.07 |
| Sherwin-Williams Co/The | Long | Debt | US | $45K | – | 0.03 |
| Sherwin-Williams Co/The | Long | Debt | US | $24K | – | 0.02 |
| Solventum Corp | Long | Debt | US | $289K | – | 0.20 |
| Solventum Corp | Long | Debt | US | $137K | – | 0.09 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $48K | – | 0.03 |
| Southern Co/The | Long | Debt | US | $58K | – | 0.04 |
| Southwick Park CLO LLC (Southwick Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.17 |
| Stanley Black & Decker Inc | Long | Debt | US | $23K | – | 0.02 |
| Starbucks Corp | Long | Debt | US | $96K | – | 0.07 |
| State Board of Administration Finance Corp (FLORIDA ST BRD OF ADMIN FIN CO) | Long | Debt | US | $59K | – | 0.04 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $125K | – | 0.08 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $92K | – | 0.06 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $23K | – | 0.02 |
| Steel Dynamics Inc | Long | Debt | US | $45K | – | 0.03 |
| Steel Dynamics Inc | Long | Debt | US | $19K | – | 0.01 |
| STERIS Irish FinCo UnLtd Co (STERIS PLC) | Long | Debt | IE | $64K | – | 0.04 |
| Stryker Corp | Long | Debt | US | $84K | – | 0.06 |
| Sutter Health | Long | Debt | US | $34K | – | 0.02 |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $7K | – | 0.01 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $5K | – | 0.00 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $28K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $495K | – | 0.34 |
| T-Mobile USA Inc | Long | Debt | US | $157K | – | 0.11 |
| T-Mobile USA Inc | Long | Debt | US | $147K | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $78K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $70K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $67K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $65K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $48K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $25K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $18K | – | 0.01 |
| Take-Two Interactive Software Inc | Long | Debt | US | $82K | – | 0.06 |
| Targa Resources Corp | Long | Debt | US | $50K | – | 0.03 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $17K | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $22K | – | 0.02 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $165K | – | 0.11 |
| Toyota Auto Receivables 2023-B Owner Trust (Toyota Auto Receivables Owner) | Long | ABS-other | US | $545K | – | 0.37 |
| Tractor Supply Co | Long | Debt | US | $41K | – | 0.03 |
| Truist Financial Corp | Long | Debt | US | $50K | – | 0.03 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $310K | – | 0.21 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $230K | – | 0.16 |
| UBS Group AG | Long | Debt | CH | $301K | – | 0.21 |
| UBS Group AG | Long | Debt | CH | $246K | – | 0.17 |
| UBS Group AG | Long | Debt | CH | $164K | – | 0.11 |
| UDR Inc | Long | Debt | US | $76K | – | 0.05 |
| UDR Inc | Long | Debt | US | $20K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $108K | – | 0.07 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $331K | – | 0.23 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $90K | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 2.65 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 2.57 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.52 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.92 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.87 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.87 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.81 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.80 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.71 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $916K | – | 0.63 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $616K | – | 0.42 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $607K | – | 0.41 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $595K | – | 0.41 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $589K | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $587K | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $516K | – | 0.35 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $505K | – | 0.34 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $440K | – | 0.30 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $370K | – | 0.25 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $351K | – | 0.24 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $316K | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $237K | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $102K | – | 0.07 |
| UnitedHealth Group Inc | Long | Debt | US | $532K | – | 0.36 |
| UnitedHealth Group Inc | Long | Debt | US | $280K | – | 0.19 |
| UnitedHealth Group Inc | Long | Debt | US | $156K | – | 0.11 |
| UnitedHealth Group Inc | Long | Debt | US | $104K | – | 0.07 |
| US 10YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-54K | – | -0.04 | |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $9K | – | 0.01 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $324.51 | – | 0.00 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $82K | – | 0.06 | |
| US Bancorp | Long | Debt | US | $147K | – | 0.10 |
| US LONG BOND(CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-9K | – | -0.01 | |
| Ventas Realty LP | Long | Debt | US | $44K | – | 0.03 |
| Veralto Corp | Long | Debt | US | $344K | – | 0.23 |
| Verizon Communications Inc | Long | Debt | US | $170K | – | 0.12 |
| Verizon Communications Inc | Long | Debt | US | $105K | – | 0.07 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $42K | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $125K | – | 0.09 |
| VMware LLC | Long | Debt | US | $81K | – | 0.06 |
| VMware LLC | Long | Debt | US | $22K | – | 0.01 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $28K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $327K | – | 0.22 |
| Warnermedia Holdings Inc | Long | Debt | US | $231K | – | 0.16 |
| Waste Management Inc | Long | Debt | US | $71K | – | 0.05 |
| Waste Management Inc | Long | Debt | US | $44K | – | 0.03 |
| Weir Group PLC/The (WEIR GROUP PLC (THE)) | Long | Debt | GB | $188K | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $393K | – | 0.27 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $212K | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $166K | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $49K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $23K | – | 0.02 |
| Wells Fargo Mortgage Backed Securities 2019-3 Trust | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $74K | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $22K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $17K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $24K | – | 0.02 |
| Westpac Banking Corp | Long | Debt | AU | $23K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $126K | – | 0.09 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $34K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $25K | – | 0.02 |
| Willis North America Inc | Long | Debt | US | $22K | – | 0.02 |
| Workday Inc | Long | Debt | US | $72K | – | 0.05 |
| Workday Inc | Long | Debt | US | $22K | – | 0.02 |
| World Omni Auto Receivables Trust 2023-B | Long | ABS-other | US | $137K | – | 0.09 |
| WP Carey Inc | Long | Debt | US | $30K | – | 0.02 |
| WP Carey Inc | Long | Debt | US | $23K | – | 0.02 |
| WP Carey Inc | Long | Debt | US | $21K | – | 0.01 |
| Xcel Energy Inc | Long | Debt | US | $239K | – | 0.16 |
| Zoetis Inc | Long | Debt | US | $126K | – | 0.09 |
| Zoetis Inc | Long | Debt | US | $42K | – | 0.03 |
Address
Goldman Sachs Variable Insurance Trust
71 South Wacker Drive
Chicago
Illinois
60606
United States of America
Websites
Directors
Gregory G. Weaver
James A. McNamara
John G. Chou
Paul C. Wirth
Dwight L. Bush
Eileen H. Dowling
Joaquin Delgado
Kathryn A. Cassidy
Transfer Agents
Goldman Sachs & Co. LLC
Pricing Services
Bloomberg L.P.
PricingDirect Inc.
S&P Global Inc.
Thomson Reuters Corporation
ICE Data Pricing & Reference Data, LLC
Custodians
The Hongkong and Shanghai Banking Corporation Limited, New Zealand Branch
Skandinaviska Enskilda Banken AB, Stockholm
UBS Switzerland AG
Morgan Stanley & Co. LLC
State Street Bank and Trust Company
Royal Bank of Canada
BNP Paribas Securities Services
The Hongkong and Shanghai Banking Corporation Limited
Bank Hapoalim B.M.
Citibank, National Association (Singapore, SG, Branch)
State Street Bank International GmbH
Skandinaviska Enskilda Banken A/S
The Hongkong and Shanghai Banking Corporation Limited, Tokyo Branch
Citibank Europe PLC
Skandinaviska Enskilda Banken AB, Oslo Branch
Skandinaviska Enskilda Banken AB, Helsinki Branch
State Street Bank and Trust Company (Edinburgh, GB, Branch)
The Hongkong and Shanghai Banking Corporation Limited, Australia Branch
UniCredit Bank Austria AG
Euroclear Bank
Intesa Sanpaolo S.P.A.
State Street Trust Company Canada
Shareholder Servicing Agents
Goldman Sachs & Co. LLC
Admins
Goldman Sachs Asset Management, L.P
Brokers
MORGAN STANLEY & CO. INTERNATIONAL PLC
BARCLAYS CAPITAL, INC.
MORGAN STANLEY & CO. LLC