Columbia Funds Complex > Columbia Funds Variable Insurance Trust
Columbia Variable Portfolio - Strategic Income Fund
$146.40M
Avg Monthly Net Assets
$190.49M
Total Assets
$20.28M
Total Liabilities
$170.22M
Net Assets
Columbia Variable Portfolio - Strategic Income Fund is an Underlying fund in Columbia Funds Variable Insurance Trust
from Columbia Funds Complex,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $146.40M.
On August 27th, 2024 it reported 843 holdings, the largest
being COLUMBIA SHORT TERM CASH FUND (6.6%), UMBS (2.9%) and UMBS (2.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000034143 | ||
| Class 2 | C000034144 |
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/NEW RED FINANCE INC (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $154K | – | 0.09 |
| 1375209 BC LTD | Long | Debt | CA | $11K | – | 0.01 |
| 8TH AVENUE FOOD & PROV 1LN TL 3.75 (8TH AVENUE FOOD & PROVISIONS INC) | Long | Loan | US | $31K | – | 0.02 |
| ABBVIE INC | Long | Debt | US | $522K | – | 0.31 |
| ABC SUPPLY CO INC (AMERICAN BUILDERS & CONTRACTORS SUPPLY C) | Long | Debt | US | $147K | – | 0.09 |
| ACADIA HEALTHCARE CO INC | Long | Debt | US | $65K | – | 0.04 |
| ACADIA HEALTHCARE COMPANY INC (ACADIA HEALTHCARE CO INC) | Long | Debt | US | $37K | – | 0.02 |
| ACRISURE LLC TLB6 3.25 | Long | Loan | US | $146K | – | 0.09 |
| ACUSHNET CO | Long | Debt | US | $44K | – | 0.03 |
| ADMT_24-NQM3 (A&D MTG TR ADMT_24-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.29 |
| AEP TEXAS INC | Long | Debt | US | $287K | – | 0.17 |
| AETNA INC | Long | Debt | US | $42K | – | 0.02 |
| AETNA INC | Long | Debt | US | $37K | – | 0.02 |
| AFFRM_23-B (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-mortgage backed security | US | $759K | – | 0.45 |
| AFFRM_24-A (AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A) | Long | ABS-mortgage backed security | US | $499K | – | 0.29 |
| AG ISSUER LLC | Long | Debt | US | $2K | – | 0.00 |
| AG TTMT ESCROW ISSUER LLC | Long | Debt | US | $83K | – | 0.05 |
| AGILITI HEALTH INC TLB 3.0 | Long | Loan | US | $83K | – | 0.05 |
| AIR CANADA | Long | Loan | CA | $150K | – | 0.09 |
| AIR CANADA | Long | Debt | CA | $59K | – | 0.03 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC) | Long | Debt | US | $65K | – | 0.04 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC) | Long | Debt | US | $46K | – | 0.03 |
| ALCOA NEDERLAND HOLDING BV | Long | Debt | NL | $30K | – | 0.02 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $58K | – | 0.03 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $31K | – | 0.02 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $15K | – | 0.01 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $124K | – | 0.07 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $113K | – | 0.07 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $97K | – | 0.06 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $74K | – | 0.04 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $16K | – | 0.01 |
| ALTERRA MOUNTAIN CO TLB4 3.25 | Long | Loan | US | $300K | – | 0.18 |
| ALTICE FRANCE HOLDING SA | Long | Debt | LU | $24K | – | 0.01 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $110K | – | 0.06 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $23K | – | 0.01 |
| AMERICAN AIRLINES INC | Long | Debt | US | $31K | – | 0.02 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $146K | – | 0.09 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $106K | – | 0.06 |
| AMERICAN AXLE & MANUFACTURING INC | Long | Debt | US | $29K | – | 0.02 |
| AMGEN INC | Long | Debt | US | $285K | – | 0.17 |
| AMWINS GROUP INC | Long | Debt | US | $61K | – | 0.04 |
| ANCESTRY.COM INC TLB 3.25 (ARCHES BUYER INC) | Long | Loan | US | $461K | – | 0.27 |
| ANCHOR PACKAGING LLC TLB 3.75 | Long | Loan | US | $165K | – | 0.10 |
| ANGOLA (REPUBLIC OF) | Long | Debt | AO | $179K | – | 0.11 |
| ANTERO MIDSTREAM PARTNERS/FIN (ANTERO MIDSTREAM PARTNERS LP) | Long | Debt | US | $52K | – | 0.03 |
| ANTLR_24-RTL1 (ANTLER MORTGAGE TRUST ANTLR_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $453K | – | 0.27 |
| APID_13-12A (APIDOS CLO APID_13-12A) | Long | ABS-mortgage backed security | KY | $750K | – | 0.44 |
| APID_16-24A (APIDOS CLO APID_16-24A) | Long | ABS-mortgage backed security | KY | $477K | – | 0.28 |
| APX GROUP INC | Long | Debt | US | $13K | – | 0.01 |
| ARAMARK SERVICES INC TLB7 2.0 | Long | Loan | US | $300K | – | 0.18 |
| ARAMARK SERVICES INC TLB8 | Long | Loan | US | $495K | – | 0.29 |
| ARCHES BUYER INC | Long | Debt | US | $104K | – | 0.06 |
| ARCHES BUYER INC | Long | Debt | US | $71K | – | 0.04 |
| ARDAGH METAL PACKAGING FIN/FIN PLC (ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | IE | $162K | – | 0.10 |
| ARES_15-4A (ARES CLO LTD ARES_15-4A) | Long | ABS-mortgage backed security | KY | $750K | – | 0.44 |
| ARES_15-4A (ARES CLO LTD ARES_15-4A) | Long | ABS-mortgage backed security | KY | $570K | – | 0.33 |
| ARES_17-44A (ARES CLO LTD ARES_17-44A) | Long | ABS-mortgage backed security | US | $499K | – | 0.29 |
| ARETEC ESCROW ISSUER 2 INC | Long | Debt | US | $93K | – | 0.05 |
| ARETEC ESCROW ISSUER INC | Long | Debt | US | $37K | – | 0.02 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP INC.) | Long | Debt | US | $40K | – | 0.02 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP INC.) | Long | Debt | US | $13K | – | 0.01 |
| ASSUREDPARTNERS INC | Long | Debt | US | $58K | – | 0.03 |
| ASSUREDPARTNERS INC | Long | Debt | US | $46K | – | 0.03 |
| ASSUREDPARTNERS TLB5 3.5 (ASSUREDPARTNERS INC) | Long | Loan | US | $680K | – | 0.40 |
| ASURION LLC TLB8 3.25 | Long | Loan | US | $428K | – | 0.25 |
| ATHENAHEALTH INC TLB 3.5 | Long | Loan | US | $439K | – | 0.26 |
| AVANTOR FUNDING INC | Long | Debt | US | $103K | – | 0.06 |
| AVANTOR FUNDING INC | Long | Debt | US | $28K | – | 0.02 |
| Avaya Holdings Corp | Long | Equity-common | US | $13K | 3K | 0.01 |
| Avaya Holdings Corp | Long | Equity-common | US | $3K | 702 | 0.00 |
| AVAYA INC RIGHTS TL (AVAYA HOLDINGS CORP) | Long | Loan | US | $94K | – | 0.06 |
| AVIENT CORPORATION | Long | Debt | US | $48K | – | 0.03 |
| AVIS BUDGET CAR RENTAL LLC | Long | Debt | US | $81K | – | 0.05 |
| AXALTA COATING SYSTEMS LLC | Long | Debt | US | $30K | – | 0.02 |
| AXALTA COATING SYSTEMS/HOLDING BV (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $52K | – | 0.03 |
| BABSN_21-2A (BABSON CLO LTD BABSN_21-2A) | Long | ABS-mortgage backed security | KY | $250K | – | 0.15 |
| BACARDI LTD | Long | Debt | BM | $469K | – | 0.28 |
| BAE SYSTEMS PLC | Long | Debt | GB | $374K | – | 0.22 |
| BAE SYSTEMS PLC | Long | Debt | GB | $210K | – | 0.12 |
| BALLY_21-18A (BALLYROCK CLO LTD BALLY_21-18A) | Long | ABS-mortgage backed security | KY | $247K | – | 0.15 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.79 |
| BANK OF AMERICA CORP | Long | Debt | US | $372K | – | 0.22 |
| BANK OF AMERICA CORP | Long | Debt | US | $23K | – | 0.01 |
| BAUSCH & LOMB ESCROW CORP (BAUSCH + LOMB CORP) | Long | Debt | CA | $76K | – | 0.04 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $17K | – | 0.01 |
| BAY CLUB TLB 4.25 (BULLDOG PURCHASER INC) | Long | Loan | US | $49K | – | 0.03 |
| BAYTEX ENERGY CORP | Long | Debt | CA | $116K | – | 0.07 |
| BAYTEX ENERGY CORP | Long | Debt | CA | $26K | – | 0.02 |
| BCC_21-6A (BAIN CAPITAL CREDIT CLO BCC_21-6A) | Long | ABS-mortgage backed security | KY | $247K | – | 0.15 |
| BCC_21-7A (BAIN CAPITAL CREDIT CLO BCC_21-7) | Long | ABS-mortgage backed security | US | $245K | – | 0.14 |
| BEACON ROOFING SUPPLY INC | Long | Debt | US | $44K | – | 0.03 |
| BEACON ROOFING SUPPLY INC | Long | Debt | US | $43K | – | 0.03 |
| BEACON ROOFING SUPPLY INC | Long | Debt | US | $24K | – | 0.01 |
| BHR_18-PRME (BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME) | Long | ABS-mortgage backed security | US | $295K | – | 0.17 |
| BHR_18-PRME (BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME) | Long | ABS-mortgage backed security | US | $292K | – | 0.17 |
| BLOCK INC | Long | Debt | US | $148K | – | 0.09 |
| BLOCK INC | Long | Debt | US | $104K | – | 0.06 |
| BLOCK INC | Long | Debt | US | $27K | – | 0.02 |
| BOEING CO | Long | Debt | US | $331K | – | 0.19 |
| BOMBARDIER INC | Long | Debt | CA | $21K | – | 0.01 |
| BOMBARDIER INC | Long | Debt | CA | $20K | – | 0.01 |
| BOXER PARENT CO INC | Long | Debt | US | $17K | – | 0.01 |
| BOYD GAMING CORPORATION | Long | Debt | US | $27K | – | 0.02 |
| BOYNE USA INC | Long | Debt | US | $21K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $500K | – | 0.29 |
| BRAND ENERGY & INFRAS TLB 4.5 (BRAND INDUSTRIAL SERVICES INC) | Long | Loan | US | $17K | – | 0.01 |
| BRASKEM NETHERLANDS FINANCE BV | Long | Debt | NL | $274K | – | 0.16 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $178K | – | 0.10 |
| BROADCOM INC | Long | Debt | US | $418K | – | 0.25 |
| BROADSTREET PARTNERS INC | Long | Debt | US | $75K | – | 0.04 |
| BROADSTREET PARTNERS INC TLB3 4.0 | Long | Loan | US | $496K | – | 0.29 |
| BVRT_21-3F (BVRT FINANCING TRUST BVRT_21-3F) | Long | ABS-collateralized bond/debt obligation | US | $386K | – | 0.23 |
| BVRT_21-CRT1 (BVRT FINANCING TRUST BVRT_21-CRT1) | Long | ABS-collateralized bond/debt obligation | US | $425K | – | 0.25 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $135K | – | 0.08 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $111K | – | 0.07 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $97K | – | 0.06 |
| CAESARS ENTERTAINMENT INC TLB 3.25 | Long | Loan | US | $476K | – | 0.28 |
| CAFL_21-RTL1 (COLONY AMERICAN FINANCE LTD CAFL_21-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $262K | – | 0.15 |
| CALPINE CORP | Long | Debt | US | $42K | – | 0.02 |
| CALPINE CORP TLB5 2.0 | Long | Loan | US | $359K | – | 0.21 |
| CAMELOT FINANCE SA | Long | Debt | LU | $34K | – | 0.02 |
| CANPACK SA/CANPACK US LLC | Long | Debt | PL | $75K | – | 0.04 |
| CARMX_24-1 (CARMAX AUTO OWNER TRUST CARMX_24-1) | Long | ABS-mortgage backed security | US | $748K | – | 0.44 |
| CARNIVAL CORP | Long | Debt | PA | $95K | – | 0.06 |
| CARNIVAL CORP | Long | Debt | PA | $60K | – | 0.04 |
| CARNIVAL CORP | Long | Debt | PA | $56K | – | 0.03 |
| CARNIVAL CORP TLB 2.75 | Long | Loan | PA | $386K | – | 0.23 |
| CARNIVAL CORP TLB 2.75 | Long | Loan | PA | $231K | – | 0.14 |
| CARNIVAL HOLDINGS BERMUDA LTD (CARNIVAL HOLDINGS (BERMUDA) LTD) | Long | Debt | BM | $80K | – | 0.05 |
| CARRIER GLOBAL CORP | Long | Debt | US | $1M | – | 0.69 |
| CARROLL COUNTY ENERGY TLB 4.0 (CARROLL COUNTY ENERGY LLC) | Long | Loan | US | $115K | – | 0.07 |
| CAST & CREW PAYROLL TL 3.75 (CAST & CREW LLC) | Long | Loan | US | $148K | – | 0.09 |
| CATALENT PHARMA SOLUTIONS INC | Long | Debt | US | $64K | – | 0.04 |
| CATALENT PHARMA SOLUTIONS INC | Long | Debt | US | $10K | – | 0.01 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $132K | – | 0.08 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $107K | – | 0.06 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $68K | – | 0.04 |
| CCO HOLDINGS LLC/CAP CORP (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $45K | – | 0.03 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $41K | – | 0.02 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $38K | – | 0.02 |
| CCO HOLDINGS LLC/CCO HOLDINGS CAP | Long | Debt | US | $166K | – | 0.10 |
| CCO HOLDINGS LLC/CCO HOLDINGS CAP | Long | Debt | US | $55K | – | 0.03 |
| CD&R HYDRA/STS OPER TLB 4.0 (STS Operating) | Long | Loan | US | $65K | – | 0.04 |
| CD&R SMOKEY BUYER INC | Long | Debt | US | $144K | – | 0.08 |
| CDK GLOBAL INC (CDK GLOBAL II LLC) | Long | Debt | US | $12K | – | 0.01 |
| CDK GLOBAL TLB 3.25 (CENTRAL PARENT LLC) | Long | Loan | US | $295K | – | 0.17 |
| CDS: (CMBX.NA.10.BBB-) (JPMorgan) | Derivative-credit | US | $-96K | – | -0.06 | |
| CDS: (CMBX.NA.10.BBB-) (JPMorgan) | Derivative-credit | US | $-96K | – | -0.06 | |
| CDS: (CMBX.NA.11.BBB-) (Citi) | Derivative-credit | US | $69K | – | 0.04 | |
| CDS: (CMBX.NA.11.BBB-) (JPMorgan) | Derivative-credit | US | $28K | – | 0.02 | |
| CDS: (CMBX.NA.11.BBB-) (Goldman Sachs International) | Derivative-credit | GB | $28K | – | 0.02 | |
| CDS: (CMBX.NA.12.BBB-) (Citi) | Derivative-credit | US | $63K | – | 0.04 | |
| CDS: (CMBX.NA.16.BBB-) (Morgan Stanley) | Derivative-credit | US | $56K | – | 0.03 | |
| CDS: (CMBX.NA.8.BBB-) (Morgan Stanley) | Derivative-credit | US | $-25K | – | -0.01 | |
| CEDAR FAIR LP | Long | Debt | US | $80K | – | 0.05 |
| CEDAR FAIR LP | Long | Debt | US | $16K | – | 0.01 |
| CEDAR FAIR LP/CANADA WONDERLAND | Long | Debt | US | $29K | – | 0.02 |
| CENGAGE LEARNING INC TLB 4.25 | Long | Loan | US | $200K | – | 0.12 |
| CENTENE CORPORATION | Long | Debt | US | $1M | – | 0.65 |
| CENTENE CORPORATION | Long | Debt | US | $325K | – | 0.19 |
| CENTENE CORPORATION | Long | Debt | US | $178K | – | 0.10 |
| CENTRAL PARENT LLC/CDK GLOBAL II | Long | Debt | US | $35K | – | 0.02 |
| CGMS_15-5RRR (CARLYLE GLOBAL MARKET STRATEGIES CGMS_15-1AR) | Long | ABS-mortgage backed security | KY | $1M | – | 0.59 |
| CHARLES RIVER LABORATORIES INTL (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $16K | – | 0.01 |
| CHART INDUSTRIES INC | Long | Debt | US | $38K | – | 0.02 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $147K | – | 0.09 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $112K | – | 0.07 |
| CHOBANI LLC/FINANCE CORP | Long | Debt | US | $23K | – | 0.01 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $120K | – | 0.07 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $75K | – | 0.04 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $53K | – | 0.03 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $34K | – | 0.02 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $28K | – | 0.02 |
| CHURCHILL DOWNS INCORPORATED | Long | Debt | US | $58K | – | 0.03 |
| CHURCHILL DOWNS INCORPORATED | Long | Debt | US | $33K | – | 0.02 |
| CIGNA GROUP | Long | Debt | US | $115K | – | 0.07 |
| CIM_21-NR4 (CIM TRUST CIM_21-NR4) | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.09 |
| CINEMARK USA INC | Long | Debt | US | $89K | – | 0.05 |
| CITIGROUP INC | Long | Debt | US | $442K | – | 0.26 |
| CITZN_24-1 (CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1) | Long | ABS-mortgage backed security | US | $679K | – | 0.40 |
| CIVITAS RESOURCES INC | Long | Debt | US | $32K | – | 0.02 |
| CIVITAS RESOURCES INC | Long | Debt | US | $29K | – | 0.02 |
| CIVITAS RESOURCES INC | Long | Debt | US | $26K | – | 0.02 |
| CLARIOS GLOBAL LP/CLARIOS US FIN | Long | Debt | CA | $74K | – | 0.04 |
| CLARIVATE SCIENCE HOLDINGS CORP | Long | Debt | US | $115K | – | 0.07 |
| CLARIVATE SCIENCE HOLDINGS CORP | Long | Debt | US | $24K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $17K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $123K | – | 0.07 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $74K | – | 0.04 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $58K | – | 0.03 |
| CLEAR CHANNEL WORLDWIDE HOLDINGS (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $60K | – | 0.04 |
| CLEARWAY ENERGY OPERATING LLC | Long | Debt | US | $228K | – | 0.13 |
| CLEARWAY ENERGY OPERATING LLC | Long | Debt | US | $82K | – | 0.05 |
| CLEARWAY ENERGY OPERATING LLC | Long | Debt | US | $73K | – | 0.04 |
| CLNY_19-IKPR (COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR) | Long | ABS-mortgage backed security | US | $130K | – | 0.08 |
| CLOUD SOFTWARE GROUP INC | Long | Debt | US | $207K | – | 0.12 |
| CLOUD SOFTWARE GROUP INC | Long | Debt | US | $124K | – | 0.07 |
| CLYDESDALE ACQUISITION HOLDINGS (CLYDESDALE ACQUISITION HOLDINGS INC) | Long | Debt | US | $34K | – | 0.02 |
| CNX MIDSTREAM PARTNERS LP | Long | Debt | US | $95K | – | 0.06 |
| CNX RESOURCES CORP | Long | Debt | US | $86K | – | 0.05 |
| CODELCO INC (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $169K | – | 0.10 |
| COLGATE ENERGY PARTNERS III LLC (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $204K | – | 0.12 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $191K | – | 0.11 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $11M | 11M | 6.64 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $142K | – | 0.08 |
| COMMSCOPE TECHNOLOGIES FINANCE LLC (COMMSCOPE TECHNOLOGIES LLC) | Long | Debt | US | $33K | – | 0.02 |
| COMSTOCK RESOURCES INC (COMSTOCK RES INC) | Long | Debt | US | $77K | – | 0.05 |
| COMSTOCK RESOURCES INC (COMSTOCK RES INC) | Long | Debt | US | $15K | – | 0.01 |
| CONCENTRA ESCROW ISSUER CORP | Long | Debt | US | $54K | – | 0.03 |
| CONDOR MERGER SUB INC (MCAFEE CORP) | Long | Debt | US | $112K | – | 0.07 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $291K | – | 0.17 |
| CONSTELLIUM SE (CONSTELLIUM SE (FRANCE)) | Long | Debt | FR | $135K | – | 0.08 |
| CONSTELLIUM SE (CONSTELLIUM SE (FRANCE)) | Long | Debt | FR | $86K | – | 0.05 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $205K | – | 0.12 |
| COTE D IVOIRE (REPUBLIC OF) | Long | Debt | CI | $340K | – | 0.20 |
| CPS_24-A (CPS AUTO RECEIVABLES TRUST CPS_24-A) | Long | ABS-mortgage backed security | US | $294K | – | 0.17 |
| CROWNROCK LP/CROWNROCK FINANCE INC | Long | Debt | US | $67K | – | 0.04 |
| CROWNROCK LP/CROWNROCK FINANCE INC | Long | Debt | US | $62K | – | 0.04 |
| CSC HOLDINGS LLC | Long | Debt | US | $117K | – | 0.07 |
| CSC HOLDINGS LLC | Long | Debt | US | $58K | – | 0.03 |
| CSC HOLDINGS LLC | Long | Debt | US | $26K | – | 0.02 |
| CSC HOLDINGS LLC | Long | Debt | US | $23K | – | 0.01 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $284K | – | 0.17 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $153K | – | 0.09 |
| CSMC_15-6R (CREDIT SUISSE MORTGAGE TRUST CSM) | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.05 |
| DARLING INGREDIENTS INC | Long | Debt | US | $68K | – | 0.04 |
| DELEK LOGISTICS PARTNERS LP | Long | Debt | US | $144K | – | 0.08 |
| DISH NETWORK CORP | Long | Debt | US | $166K | – | 0.10 |
| DISH NETWORK CORP | Long | Debt | US | $107K | – | 0.06 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $217K | – | 0.13 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $210K | – | 0.12 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $197K | – | 0.12 |
| DP WORLD CRESCENT LTD | Long | Debt | KY | $187K | – | 0.11 |
| DP WORLD LTD (DP WORLD LTD (UAE)) | Long | Debt | AE | $189K | – | 0.11 |
| DRSLF_15-41A (DRYDEN SENIOR LOAN FUND DRSLF_15) | Long | ABS-mortgage backed security | KY | $485K | – | 0.28 |
| DT MIDSTREAM INC | Long | Debt | US | $75K | – | 0.04 |
| DT MIDSTREAM INC | Long | Debt | US | $67K | – | 0.04 |
| DUKE ENERGY CORP | Long | Debt | US | $125K | – | 0.07 |
| EART_23-3A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-mortgage backed security | US | $500K | – | 0.29 |
| EART_24-2A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-2) | Long | ABS-mortgage backed security | US | $300K | – | 0.18 |
| ECL ENTERTAINMENT LLC TLB 4.0 | Long | Loan | US | $145K | – | 0.09 |
| EDISON INTERNATIONAL (EDISON INTL) | Long | Debt | US | $242K | – | 0.14 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $193K | – | 0.11 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $184K | – | 0.11 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $168K | – | 0.10 |
| ELDORADO RESORTS (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $91K | – | 0.05 |
| ELEMENT SOLUTIONS INC | Long | Debt | US | $88K | – | 0.05 |
| EMERA US FINANCE LP | Long | Debt | US | $192K | – | 0.11 |
| EMERALD DEBT MERGER SUB LLC (EMRLD BORROWER LP) | Long | Debt | US | $156K | – | 0.09 |
| EMIR_21-1 (EAGLE RE LTD EMIR_21-1) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.04 |
| EMRLD BORROWER LP | Long | Debt | US | $48K | – | 0.03 |
| ENBRIDGE INC | Long | Debt | CA | $240K | – | 0.14 |
| ENDURE DIGITAL INC TLB 3.5 | Long | Loan | US | $333K | – | 0.20 |
| ENSEMBLE RCM LLC TLB 3.0 | Long | Loan | US | $70K | – | 0.04 |
| ENTEGRIS ESCROW CORP | Long | Debt | US | $80K | – | 0.05 |
| ENTEGRIS ESCROW CORP | Long | Debt | US | $73K | – | 0.04 |
| ENVA_23-A | Long | ABS-mortgage backed security | US | $181K | – | 0.11 |
| ENVA_24-A (ENVA LLC ENVA_24-A) | Long | ABS-mortgage backed security | US | $650K | – | 0.38 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $111K | – | 0.07 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $39K | – | 0.02 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $36K | – | 0.02 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $22K | – | 0.01 |
| EQT MIDSTREAM PARTNERS LP (EQM MIDSTREAM PARTNERS LP) | Long | Debt | US | $86K | – | 0.05 |
| ERAC USA FINANCE LLC | Long | Debt | US | $387K | – | 0.23 |
| ESAB CORP | Long | Debt | US | $35K | – | 0.02 |
| EURO COUNTRIES (Wells Fargo) | Derivative-foreign exchange | XX | $-156.48 | – | -0.00 | |
| EURO-BUND SEP 24 (Morgan Stanley) | Derivative-interest rate | DE | $-125K | – | -0.07 | |
| EXELON CORPORATION | Long | Debt | US | $106K | – | 0.06 |
| EXGEN RENEWABLES IV TLB 2.75 (CONSTELLATION RENEWABLES LLC) | Long | Loan | US | $420K | – | 0.25 |
| EXPORT-IMPORT BANK OF INDIA | Long | Debt | IN | $215K | – | 0.13 |
| FAIRLANE MANAGEMENT CORP | Long | Equity-common | US | $0 | 2K | – |
| FERTITTA ENTERTAINMENT LLC | Long | Debt | US | $69K | – | 0.04 |
| FERTITTA ENTERTAINMENT LLC | Long | Debt | US | $18K | – | 0.01 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $183K | – | 0.11 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 1.80 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 1.09 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.67 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $968K | – | 0.57 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $964K | – | 0.57 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $916K | – | 0.54 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $891K | – | 0.52 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $804K | – | 0.47 |
| FHLMC_4620 (FANNIE MAE FHLMC_4620) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.02 |
| FHLMC_5051 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5051) | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.15 |
| FHLMC_5192 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5192) | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.12 |
| FHLMC_5198 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5198) | Long | ABS-collateralized bond/debt obligation | US | $208K | – | 0.12 |
| FHLMC_5287 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287) | Long | ABS-collateralized bond/debt obligation | US | $202K | – | 0.12 |
| FHLMC_5356 (FREDDIE MAC REMICS FHLMC_5356) | Long | ABS-collateralized bond/debt obligation | US | $247K | – | 0.14 |
| FIRSTENERGY CORPORATION | Long | Debt | US | $53K | – | 0.03 |
| FLINT GROUP PACKAGING (FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC) | Long | Equity-common | US | $0.1 | 95K | 0.00 |
| FLINT GROUP PACKAGING TL 2LN (FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC) | Long | Loan | US | $19K | – | 0.01 |
| FLINT GROUP PACKAGING TLB (FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC) | Long | Loan | US | $161K | – | 0.09 |
| FLINT GROUP PACKAGING TLB 1LN (FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC) | Long | Loan | US | $75K | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.86 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.63 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $796K | – | 0.47 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $691K | – | 0.41 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 2.21 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 1.35 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.91 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.88 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.69 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.62 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.60 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $956K | – | 0.56 |
| FNMA_06-5 (FANNIE MAE FNMA_06-5) | Long | ABS-collateralized bond/debt obligation | US | $9.05 | – | 0.00 |
| FNMA_13-1 (FANNIE MAE FNMA_13-1) | Long | ABS-collateralized bond/debt obligation | US | $82K | – | 0.05 |
| FNMA_14-93 (FANNIE MAE FNMA_14-93) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.01 |
| FNMA_16-31 (FANNIE MAE FNMA_16-31) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.02 |
| FNMA_17-47 (FANNIE MAE FNMA_17-47) | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.03 |
| FNMA_17-56 (FANNIE MAE FNMA_17-56) | Long | ABS-collateralized bond/debt obligation | US | $82K | – | 0.05 |
| FNMA_18-76 (FANNIE MAE FNMA_18-76) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.02 |
| FNMA_21-3 (FANNIE MAE FNMA_21-3) | Long | ABS-collateralized bond/debt obligation | US | $348K | – | 0.20 |
| FNMA_22-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-27) | Long | ABS-collateralized bond/debt obligation | US | $140K | – | 0.08 |
| FNMA_23-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46) | Long | ABS-collateralized bond/debt obligation | US | $216K | – | 0.13 |
| FNMA_23-61 (FANNIE MAE FNMA_23-61) | Long | ABS-collateralized bond/debt obligation | US | $218K | – | 0.13 |
| FNMA_23-62 (FANNIE MAE REMICS FNMA_23-62) | Long | ABS-collateralized bond/debt obligation | US | $239K | – | 0.14 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $230K | – | 0.13 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $111K | – | 0.07 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $70K | – | 0.04 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $47K | – | 0.03 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $39K | – | 0.02 |
| FREEPORT LNG INVESTMENTS TLB 3.5 (FREEPORT LNG INVESTMENTS LLLP) | Long | Loan | US | $298K | – | 0.18 |
| FRONTIER COMMUNICATIONS HOLDINGS (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $79K | – | 0.05 |
| FRONTIER COMMUNICATIONS HOLDINGS (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $66K | – | 0.04 |
| FSWP: OIS 1.780500 09-AUG-2049 (Morgan Stanley) | Derivative-interest rate | US | $767K | – | 0.45 | |
| FTAB_21-NPL2 (510 ASSETS BACKED TRUST FTAB_21-NPL2) | Long | ABS-collateralized bond/debt obligation | US | $209K | – | 0.12 |
| GALAXY PIPELINE ASSETS BID CO LTD (GALAXY PIPELINE ASSETS BIDCO LTD) | Long | Debt | JE | $152K | – | 0.09 |
| GALAXY PIPELINE ASSETS BIDCO LTD | Long | Debt | JE | $326K | – | 0.19 |
| GATES CORPORATION | Long | Debt | US | $21K | – | 0.01 |
| GENESEE & WYOMING INC (GENESEE & WYOMING INC.) | Long | Debt | US | $87K | – | 0.05 |
| GENESYS TELECOM TLB 3.5 (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Loan | US | $31K | – | 0.02 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $98K | – | 0.06 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $52K | – | 0.03 |
| GGAM FINANCE LTD (GGAM FINANCE LTD (LIMERICK BRANCH)) | Long | Debt | IE | $87K | – | 0.05 |
| GGAM FINANCE LTD (GGAM FINANCE LIMITED) | Long | Debt | KY | $65K | – | 0.04 |
| GILEAD SCIENCES INC | Long | Debt | US | $1M | – | 0.60 |
| GNMA_14-190 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.02 |
| GNMA_16-20 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.02 |
| GNMA_17-129 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.02 |
| GNMA_17-133 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.02 |
| GNMA_18-124 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124) | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.03 |
| GNMA_18-147 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147) | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.05 |
| GNMA_18-155 | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.02 |
| GNMA_18-168 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168) | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.02 |
| GNMA_18-67 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67) | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.04 |
| GNMA_19-152 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.04 |
| GNMA_19-23 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.01 |
| GNMA_19-29 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.03 |
| GNMA_19-41 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41) | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.03 |
| GNMA_19-5 | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.02 |
| GNMA_19-59 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.02 |
| GNMA_20-101 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101) | Long | ABS-collateralized bond/debt obligation | US | $177K | – | 0.10 |
| GNMA_20-138 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138) | Long | ABS-collateralized bond/debt obligation | US | $110K | – | 0.06 |
| GNMA_20-55 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55) | Long | ABS-collateralized bond/debt obligation | US | $114K | – | 0.07 |
| GNMA_20-61 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61) | Long | ABS-collateralized bond/debt obligation | US | $138K | – | 0.08 |
| GNMA_20-61 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61) | Long | ABS-collateralized bond/debt obligation | US | $124K | – | 0.07 |
| GNMA_21-140 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140) | Long | ABS-collateralized bond/debt obligation | US | $183K | – | 0.11 |
| GNMA_21-155 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155) | Long | ABS-collateralized bond/debt obligation | US | $129K | – | 0.08 |
| GNMA_21-16 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16) | Long | ABS-collateralized bond/debt obligation | US | $155K | – | 0.09 |
| GNMA_21-57 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57) | Long | ABS-collateralized bond/debt obligation | US | $254K | – | 0.15 |
| GNMA_21-89 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89) | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.09 |
| GNMA_22-135 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-135) | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.13 |
| GNMA_22-148 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-148) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.04 |
| GNMA_22-197 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-197) | Long | ABS-collateralized bond/debt obligation | US | $220K | – | 0.13 |
| GNMA_22-215 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-215) | Long | ABS-collateralized bond/debt obligation | US | $218K | – | 0.13 |
| GNMA_22-90 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90) | Long | ABS-collateralized bond/debt obligation | US | $211K | – | 0.12 |
| GNMA_22-90 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90) | Long | ABS-collateralized bond/debt obligation | US | $136K | – | 0.08 |
| GNMA_23-165 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-165) | Long | ABS-collateralized bond/debt obligation | US | $244K | – | 0.14 |
| GNMA_23-17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17) | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.11 |
| GNMA_23-18 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-18) | Long | ABS-collateralized bond/debt obligation | US | $98K | – | 0.06 |
| GNMA_23-32 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-32) | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.10 |
| GNMA_23-66 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66) | Long | ABS-collateralized bond/debt obligation | US | $221K | – | 0.13 |
| GNMA_23-75 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-75) | Long | ABS-collateralized bond/debt obligation | US | $237K | – | 0.14 |
| GNMA_24-25 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-25) | Long | ABS-collateralized bond/debt obligation | US | $283K | – | 0.17 |
| GNMA_24-30 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30) | Long | ABS-collateralized bond/debt obligation | US | $343K | – | 0.20 |
| GNMA_24-30 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30) | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.11 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $137K | – | 0.08 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.06 |
| GNMA_24-79 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79) | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.12 |
| GNMA_24-79 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79) | Long | ABS-collateralized bond/debt obligation | US | $122K | – | 0.07 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 1.02 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $972K | – | 0.57 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2K | – | 0.00 |
| GOODNIGHT MIDSTREAM TLB 5.25 (GOODNIGHT WATER SOLUTIONS LLC) | Long | Loan | US | $88K | – | 0.05 |
| GOTO GROUP INC TLB 4.75 | Long | Loan | US | $233K | – | 0.14 |
| GOTO GROUP INC TLB 4.75 | Long | Loan | US | $106K | – | 0.06 |
| GREAT OUTDOORS GROUP LLC TLB1 3.75 | Long | Loan | US | $494K | – | 0.29 |
| GREENSAIF PIPELINES BIDCO SARL (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $204K | – | 0.12 |
| GRIFOLS ESCROW ISSUER SAU (GRIFOLS SA) | Long | Debt | ES | $143K | – | 0.08 |
| GROUP 1 AUTOMOTIVE INC (GROUP 1 AUTO INC) | Long | Debt | US | $19K | – | 0.01 |
| GTCR AP FINANCE INC (GTCR (AP) FINANCE INC) | Long | Debt | US | $16K | – | 0.01 |
| GTCR W-2 MERGER SUB LLC | Long | Debt | US | $145K | – | 0.09 |
| H.B. FULLER CO (HB FULLER CO) | Long | Debt | US | $81K | – | 0.05 |
| H&E EQUIPMENT SERVICES INC | Long | Debt | US | $146K | – | 0.09 |
| HAMILTON PROJECTS ACQ TLB 3.75 (HAMILTON PROJECTS ACQUIROR LLC) | Long | Loan | US | $117K | – | 0.07 |
| HANESBRANDS INC | Long | Debt | US | $63K | – | 0.04 |
| HANESBRANDS INC | Long | Debt | US | $47K | – | 0.03 |
| HARBOR FREIGHT TOOLS TLB 2.5 | Long | Loan | US | $149K | – | 0.09 |
| HARD ROCK NORTHERN IN TLB 4.25 (HRNI HOLDINGS LLC) | Long | Loan | US | $147K | – | 0.09 |
| HAWAIIAN BRAND/HAWAIIAN MILES (HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD) | Long | Debt | KY | $104K | – | 0.06 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $858K | – | 0.50 |
| HEALTHEQUITY INC | Long | Debt | US | $75K | – | 0.04 |
| HELIOS SOFTWARE HOLDINGS INC | Long | Debt | US | $39K | – | 0.02 |
| HELIOS SOFTWARE HOLDINGS/ION CORP (HELIOS SOFTWARE HOLDINGS INC) | Long | Debt | US | $96K | – | 0.06 |
| HERC HOLDINGS INC | Long | Debt | US | $57K | – | 0.03 |
| HERC HOLDINGS INC | Long | Debt | US | $49K | – | 0.03 |
| HESS INFRASTRUCTURE PARTNERS LP (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $77K | – | 0.04 |
| HIGHTOWER HOLDINGS LLC (HIGHTOWER HOLDING LLC) | Long | Debt | US | $93K | – | 0.05 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $79K | – | 0.05 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $73K | – | 0.04 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $45K | – | 0.03 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $39K | – | 0.02 |
| HILTON DOMESTIC OPERATING COMPANY (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $81K | – | 0.05 |
| HILTON GRAND VAC BOR ESC (HILTON GRAND VACATIONS BORROWER ESCROW LLC) | Long | Debt | US | $66K | – | 0.04 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $452K | – | 0.27 |
| HUB INTERNATIONAL LIMITED (HUB INTERNATIONAL LTD) | Long | Debt | US | $216K | – | 0.13 |
| HUB INTERNATIONAL LTD | Long | Debt | US | $82K | – | 0.05 |
| HUDBAY MINERALS INC | Long | Debt | CA | $142K | – | 0.08 |
| HUDBAY MINERALS INC | Long | Debt | CA | $35K | – | 0.02 |
| ICE: (CDX.NA.HY.42.V1) (Morgan Stanley) | Derivative-credit | US | $-225K | – | -0.13 | |
| ICON LUXEMBOURG SARL TLB 2.0 | Long | Loan | LU | $102K | – | 0.06 |
| ICON LUXEMBOURG SARL TLB 2.0 | Long | Loan | LU | $25K | – | 0.01 |
| IHEARTCOMMUNICATIONS INC | Long | Debt | US | $35K | – | 0.02 |
| IHEARTCOMMUNICATIONS INC | Long | Debt | US | $15K | – | 0.01 |
| ILIAD HOLDING SAS | Long | Debt | FR | $177K | – | 0.10 |
| ILIAD HOLDING SAS | Long | Debt | FR | $102K | – | 0.06 |
| ILLUMINATE BUYER LLC/HOLDINGS IV (LUMMUS TECHNOLOGY HOLDINGS V LLC) | Long | Debt | US | $44K | – | 0.03 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $705K | – | 0.41 |
| INDIAN RAILWAY FINANCE CORP LTD | Long | Debt | IN | $171K | – | 0.10 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $392K | – | 0.23 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $138K | – | 0.08 |
| INDONESIA ASAHAN ALUMINIUM PERSERO (INDONESIA ASAHAN ALUMINIUM PERSERO PT) | Long | Debt | ID | $196K | – | 0.12 |
| INDY US BIDCO LLC TLB 4.75 | Long | Loan | US | $150K | – | 0.09 |
| INEOS FINANCE PLC | Long | Debt | GB | $98K | – | 0.06 |
| INEOS QUATTRO FINANCE 2 PLC | Long | Debt | GB | $89K | – | 0.05 |
| INEOS QUATTRO FINANCE 2 PLC | Long | Debt | GB | $53K | – | 0.03 |
| INEOS US FINANCE LLC TLB 3.75 | Long | Loan | US | $480K | – | 0.28 |
| INGEVITY CORP | Long | Debt | US | $69K | – | 0.04 |
| ION TRADING TECHNOLOGIES SARL | Long | Debt | LU | $145K | – | 0.08 |
| ION TRADING TECHNOLOGIES SARL | Long | Debt | LU | $30K | – | 0.02 |
| IQVIA INC | Long | Debt | US | $60K | – | 0.04 |
| IRB HOLDING CORP | Long | Debt | US | $124K | – | 0.07 |
| IRB HOLDING CORP TLB 2.75 | Long | Loan | US | $300K | – | 0.18 |
| IRIS HOLDINGS INC PIK (IRIS HOLDING INC) | Long | Debt | US | $44K | – | 0.03 |
| IRIS MERGER SUB 2019 (INNOPHOS HOLDINGS INC) | Long | Debt | US | $54K | – | 0.03 |
| IRON MOUNTAIN INC | Long | Debt | US | $209K | – | 0.12 |
| J P MORGAN & CO INC (JPMORGAN CHASE & CO) | Long | Debt | US | $285K | – | 0.17 |
| JAMES HARDIE INTERNATIONAL FINANCE (JAMES HARDIE INTERNATIONAL FINANCE DAC) | Long | Debt | IE | $73K | – | 0.04 |
| JAZZ SECURITIES DAC | Long | Debt | IE | $68K | – | 0.04 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.60 |
| KAISER ALUMINUM CORPORATION | Long | Debt | US | $29K | – | 0.02 |
| KAZMUNAYGAS NATIONAL CO (NK KAZMUNAYGAZ AO) | Long | Debt | KZ | $187K | – | 0.11 |
| KINDER MORGAN ENERGY PARTNERS LP | Long | Debt | US | $206K | – | 0.12 |
| KODIAK GAS SERVICES LLC | Long | Debt | US | $29K | – | 0.02 |
| KOREA (REPUBLIC OF) | Long | Debt | KR | $690K | – | 0.41 |
| L BRANDS INC (BATH & BODY WORKS INC) | Long | Debt | US | $186K | – | 0.11 |
| L BRANDS INC (BATH & BODY WORKS INC) | Long | Debt | US | $38K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC | Long | Debt | US | $106K | – | 0.06 |
| LADDER CAP FIN HOLDINGS/CAP FIN (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $42K | – | 0.02 |
| LADDER CAP FIN HOLDINGS/FIN CORP (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $106K | – | 0.06 |
| LADDER CAP FIN HOLDINGS/FIN CORP (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $99K | – | 0.06 |
| LADDER CAPITAL FINANCE HOLDINGS LL (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $58K | – | 0.03 |
| LAMB WESTON HOLDINGS INC | Long | Debt | US | $41K | – | 0.02 |
| LAMB WESTON HOLDINGS INC | Long | Debt | US | $35K | – | 0.02 |
| LBM ACQUISITION LLC TLB 3.75 | Long | Loan | US | $49K | – | 0.03 |
| LDPT_22-A (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-A) | Long | ABS-mortgage backed security | US | $62K | – | 0.04 |
| LEEWARD RENEWABLE ENERGY OP LLC (LEEWARD RENEWABLE ENERGY LLC) | Long | Debt | US | $37K | – | 0.02 |
| LHOME_24-RTL1 (LHOME MORTGAGE TRUST LHOME_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $452K | – | 0.27 |
| LHOME_24-RTL2 (LHOME MORTGAGE TRUST LHOME_24-RTL2) | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.12 |
| LITHIA MOTORS INC | Long | Debt | US | $27K | – | 0.02 |
| LIVE NATION ENTERTAINMENT INC | Long | Debt | US | $108K | – | 0.06 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $108K | – | 0.06 |
| LONZA SPECIALTY INGREDIENTS (HERENS HOLDCO SARL) | Long | Debt | LU | $80K | – | 0.05 |
| LOWES COMPANIES INC | Long | Debt | US | $289K | – | 0.17 |
| LOWES COMPANIES INC | Long | Debt | US | $287K | – | 0.17 |
| MADISON IAQ LLC | Long | Debt | US | $77K | – | 0.05 |
| MADISON IAQ LLC | Long | Debt | US | $45K | – | 0.03 |
| MASTERBRAND INC | Long | Debt | US | $18K | – | 0.01 |
| MATADOR RESOURCES CO | Long | Debt | US | $76K | – | 0.04 |
| MATADOR RESOURCES CO | Long | Debt | US | $36K | – | 0.02 |
| MATCH GROUP INC (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $146K | – | 0.09 |
| MCAFEE CORP TLB1 3.25 | Long | Loan | US | $299K | – | 0.18 |
| MDPK_16-22A (MADISON PARK FUNDING LTD MDPK_16-22A) | Long | ABS-mortgage backed security | KY | $401K | – | 0.24 |
| MDPK_16-24A (MADISON PARK FUNDING LTD MDPK_16) | Long | ABS-mortgage backed security | KY | $400K | – | 0.24 |
| MDPK_22-62A (MADISON PARK FUNDING LTD MDPK_22-62) | Long | ABS-mortgage backed security | KY | $758K | – | 0.45 |
| MEDLINE BORROWER LP | Long | Debt | US | $65K | – | 0.04 |
| MEDLINE BORROWER LP TLB 2.75 | Long | Loan | US | $417K | – | 0.25 |
| MEGLOBAL CANADA INC (MEGLOBAL CANADA ULC) | Long | Debt | CA | $198K | – | 0.12 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $176K | – | 0.10 |
| MGM RESORTS INTERNATIONAL | Long | Debt | US | $64K | – | 0.04 |
| MIDWEST GAMING BORROWER LLC | Long | Debt | US | $124K | – | 0.07 |
| MINERVA MERGER SUB INC (ATHENAHEALTH GROUP INC) | Long | Debt | US | $103K | – | 0.06 |
| MITCHELL INTERNATIONAL TLB 3.25 (MITCHELL INTERNATIONAL INC) | Long | Loan | US | $140K | – | 0.08 |
| MORGAN AUTOMOTIVE GROUP (LCM INVESTMENTS HOLDINGS II LLC) | Long | Debt | US | $30K | – | 0.02 |
| MORGAN AUTOMOTIVE GROUP (LCM INVESTMENTS HOLDINGS II LLC) | Long | Debt | US | $29K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $664K | – | 0.39 |
| MORGAN STANLEY | Long | Debt | US | $357K | – | 0.21 |
| MORGAN STANLEY | Long | Debt | US | $162K | – | 0.10 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $177K | – | 0.10 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $75K | – | 0.04 |
| MSC_19-MEAD (MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD) | Long | ABS-mortgage backed security | US | $538K | – | 0.32 |
| NABORS INDUSTRIES INC | Long | Debt | US | $36K | – | 0.02 |
| NABORS INDUSTRIES INC | Long | Debt | US | $29K | – | 0.02 |
| NABORS INDUSTRIES LTD | Long | Debt | BM | $138K | – | 0.08 |
| NAI ENTERTAINMENT TLB 2.5 (NAI ENTERTAINMENT HOLDINGS LLC) | Long | Loan | US | $581K | – | 0.34 |
| NAVIENT CORP | Long | Debt | US | $70K | – | 0.04 |
| NAVIENT CORP | Long | Debt | US | $58K | – | 0.03 |
| NAVIENT CORP | Long | Debt | US | $39K | – | 0.02 |
| NCL CORPORATION LTD | Long | Debt | BM | $54K | – | 0.03 |
| NCL CORPORATION LTD | Long | Debt | BM | $23K | – | 0.01 |
| NCR ATLEOS ESCROW CORP (NCR ATLEOS LLC) | Long | Debt | US | $104K | – | 0.06 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $89K | – | 0.05 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $86K | – | 0.05 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $68K | – | 0.04 |
| NEPTUNE BIDCO US INC | Long | Debt | US | $120K | – | 0.07 |
| NEWELL BRANDS INC | Long | Debt | US | $23K | – | 0.01 |
| NEWELL RUBBERMAID INC (NEWELL BRANDS INC) | Long | Debt | US | $26K | – | 0.02 |
| NEXTERA ENERGY OP PARTNERS LP (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $232K | – | 0.14 |
| NEXTERA ENERGY OP PARTNERS LP (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $24K | – | 0.01 |
| NEXTERA ENERGY OP PARTNERS LP (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $18K | – | 0.01 |
| NEXTERA ENERGY OPERATING PARTNERS (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $66K | – | 0.04 |
| NISOURCE FINANCE CORPORATION (NISOURCE INC.) | Long | Debt | US | $106K | – | 0.06 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $180K | – | 0.11 |
| NORFOLK SOUTHERN CORPORATION | Long | Debt | US | $303K | – | 0.18 |
| NORTHROP GRUMMAN CORP | Long | Debt | US | $345K | – | 0.20 |
| NORTHSTAR GROUP SERVICES TLB 4.75 (LVI SERVICES INC) | Long | Loan | US | $104K | – | 0.06 |
| NORTHWESTERN MUTUAL LIFE INSURANCE (NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (THE)) | Long | Debt | US | $58K | – | 0.03 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $115K | – | 0.07 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $67K | – | 0.04 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $40K | – | 0.02 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $30K | – | 0.02 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $29K | – | 0.02 |
| NOVELIS CORP | Long | Debt | US | $29K | – | 0.02 |
| NOVELIS CORP | Long | Debt | US | $26K | – | 0.02 |
| NOVELIS CORPORATION | Long | Debt | US | $111K | – | 0.07 |
| NRG ENERGY INC | Long | Debt | US | $61K | – | 0.04 |
| NRG ENERGY INC | Long | Debt | US | $28K | – | 0.02 |
| NRG ENERGY INC | Long | Debt | US | $14K | – | 0.01 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $149K | – | 0.09 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $109K | – | 0.06 |
| NXP BV/NXP FUNDING LLC/NXP USA | Long | Debt | NL | $189K | – | 0.11 |
| NYMT_24-BPL1 (NEW YORK MORTGAGE TRUST NYMT_24-BPL1) | Long | ABS-collateralized bond/debt obligation | US | $451K | – | 0.26 |
| NZES_20-PLS1 (NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.09 |
| OBX_24-NQM3 (ONSLOW BAY FINANCIAL LLC OBX_24-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $374K | – | 0.22 |
| OCT18_18-18A (OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18) | Long | ABS-mortgage backed security | KY | $504K | – | 0.30 |
| OCT48_20-3A (OCTAGON INVESTMENT PARTNERS OCT48_20-3A) | Long | ABS-mortgage backed security | KY | $250K | – | 0.15 |
| OCT55_21-1A (OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1) | Long | ABS-mortgage backed security | US | $292K | – | 0.17 |
| OLYMPUS WATER US HOLDING CORP | Long | Debt | US | $156K | – | 0.09 |
| OLYMPUS WATER US HOLDING CORP | Long | Debt | US | $85K | – | 0.05 |
| OLYMPUS WATER US HOLDINGS CORP (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $114K | – | 0.07 |
| OLYMPUS WATER US HOLDINGS CORP (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $60K | – | 0.04 |
| OLYMPUS WATER US HOLDINGS CORP (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $15K | – | 0.01 |
| OMAN GOVT INTL BOND (OMAN SULTANATE OF (GOVERNMENT)) | Long | Debt | OM | $203K | – | 0.12 |
| OMIR_21-1A (OAKTOWN RE LTD OMIR_21-1A) | Long | ABS-collateralized bond/debt obligation | US | $202K | – | 0.12 |
| OMNIA PARTNERS LLC TLB 3.25 | Long | Loan | US | $150K | – | 0.09 |
| ON ASSIGNMENT INC (ASGN INC) | Long | Debt | US | $73K | – | 0.04 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $78K | – | 0.05 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $57K | – | 0.03 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $43K | – | 0.03 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $28K | – | 0.02 |
| OPRY ENTERTAINMENT TLB 3.75 (OEG BORROWER LLC) | Long | Loan | US | $56K | – | 0.03 |
| ORGANON FINANCE 1 LLC (ORGANON & CO) | Long | Debt | US | $95K | – | 0.06 |
| ORGANON FINANCE 1 LLC (ORGANON & CO) | Long | Debt | US | $34K | – | 0.02 |
| OSAT_21-RPL1 (OSW STRUCTURED ASSET TRUST OSAT_21-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 0.11 |
| OTC (GENERIC) 0 YEAR (Morgan Stanley) | Derivative-interest rate | US | $18K | – | 0.01 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $17K | – | 0.01 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $7K | – | 0.00 | |
| OTC (GENERIC) 0 YEAR (Goldman Sachs International) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $110K | – | 0.06 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $85K | – | 0.05 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $69K | – | 0.04 | |
| OTC (GENERIC) 1 YEAR (Goldman Sachs International) | Derivative-interest rate | GB | $34K | – | 0.02 | |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $77K | – | 0.04 |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $70K | – | 0.04 |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $14K | – | 0.01 |
| OUTFRONT MEDIA CAPITAL LLC/CORP | Long | Debt | US | $22K | – | 0.01 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $454K | – | 0.27 |
| PACIFIC GAS & ELECTRIC COMPANY (PG&E CORP) | Long | Debt | US | $30K | – | 0.02 |
| PAID_22-1 (PAGAYA AI DEBT SELECTION TRUST PAID_22-1) | Long | ABS-mortgage backed security | US | $394K | – | 0.23 |
| PAID_22-2 (PAGAYA AI DEBT SELECTION TRUST PAID_22-2) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| PAID_22-3 (PAGAYA AI DEBT SELECTION TRUST PAID_22-3) | Long | ABS-mortgage backed security | US | $352K | – | 0.21 |
| PAID_23-5 (PAGAYA AI DEBT SELECTION TRUST PAID_23-5) | Long | ABS-mortgage backed security | US | $309K | – | 0.18 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $409K | – | 0.24 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $407K | – | 0.24 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $301K | – | 0.18 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $552K | – | 0.32 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $301K | – | 0.18 |
| PAID_24-5 (PAGAYA AI DEBT SELECTION TRUST PAID_24-5) | Long | ABS-mortgage backed security | US | $503K | – | 0.30 |
| PAID_24-6 (PAGAYA AI DEBT SELECTION TRUST PAID_24-6) | Long | ABS-mortgage backed security | US | $551K | – | 0.32 |
| PAID_24-6 (PAGAYA AI DEBT SELECTION TRUST PAID_24-6) | Long | ABS-mortgage backed security | US | $300K | – | 0.18 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $155K | – | 0.09 |
| PANTHER BF AGGREGATOR 2 LP (CLARIOS GLOBAL LP) | Long | Debt | CA | $89K | – | 0.05 |
| PANTHER BF AGGREGATOR 2 LP (CLARIOS GLOBAL LP) | Long | Debt | CA | $17K | – | 0.01 |
| PANTHER ESCROW ISSUER LLC | Long | Debt | US | $110K | – | 0.06 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $191K | – | 0.11 |
| PARK INTERMEDIATE HLDS/PK DOM (PARK INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $29K | – | 0.02 |
| PARK INTERMEDIATE HOLDINGS LLC | Long | Debt | US | $30K | – | 0.02 |
| PATTERN ENERGY OPS LP/ENERGY OPS (PATTERN ENERGY OPERATIONS LP) | Long | Debt | US | $26K | – | 0.02 |
| PEACHTREE CORNERS FUNDING TRUST | Long | Debt | US | $296K | – | 0.17 |
| PENN NATIONAL GAMING INC (PENN ENTERTAINMENT INC) | Long | Debt | US | $52K | – | 0.03 |
| PENN NATIONAL GAMING INC (PENN ENTERTAINMENT INC) | Long | Debt | US | $11K | – | 0.01 |
| PEPSICO SINGAPORE FINANCING I PTE (PEPSICO SINGAPORE FINANCING I PTE LTD) | Long | Debt | SG | $176K | – | 0.10 |
| PERATON CORP TLB 3.75 | Long | Loan | US | $552K | – | 0.32 |
| PERMIAN RESOURCES OPERATING LLC | Long | Debt | US | $118K | – | 0.07 |
| PERTAMINA (PERSERO) PT (PERTAMINA PERSERO PT) | Long | Debt | ID | $209K | – | 0.12 |
| PERTAMINA PERSERO PT | Long | Debt | ID | $165K | – | 0.10 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $265K | – | 0.16 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $234K | – | 0.14 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $18K | – | 0.01 |
| PETRONAS CAPITAL LTD | Long | Debt | MY | $206K | – | 0.12 |
| PETSMART INC/PETSMART FIN CORP (PETSMART LLC) | Long | Debt | US | $72K | – | 0.04 |
| PETSMART LLC/PETSMART FIN CORP | Long | Debt | US | $46K | – | 0.03 |
| PLAINS ALL AMERICAN PIPELINE LP | Long | Debt | US | $319K | – | 0.19 |
| PLAYTIKA HOLDING CORP | Long | Debt | US | $48K | – | 0.03 |
| PLAYTIKA HOLDING CORP TLB 2.75 | Long | Loan | US | $299K | – | 0.18 |
| PLY GEM CORNERSTONE TLB 4.5 (CORNERSTONE BUILDING BRANDS INC) | Long | Loan | US | $33K | – | 0.02 |
| PMIT_23-1A (PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_23-1) | Long | ABS-mortgage backed security | US | $202K | – | 0.12 |
| PMTCR_19-2R (PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R) | Long | ABS-collateralized bond/debt obligation | US | $241K | – | 0.14 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $78K | – | 0.05 |
| PNT_21-1 | Long | ABS-collateralized bond/debt obligation | US | $311K | – | 0.18 |
| POST HOLDINGS INC | Long | Debt | US | $95K | – | 0.06 |
| POST HOLDINGS INC | Long | Debt | US | $56K | – | 0.03 |
| POST HOLDINGS INC | Long | Debt | US | $47K | – | 0.03 |
| POST HOLDINGS INC | Long | Debt | US | $26K | – | 0.02 |
| PRESIDIO INC TLB 3.75 (FORTRESS INTERMEDIATE 3 INC) | Long | Loan | US | $150K | – | 0.09 |
| PRET_21-NPL1 (PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.07 |
| PRET_21-RN2 (PRET LLC PRET_21-RN2) | Long | ABS-collateralized bond/debt obligation | US | $134K | – | 0.08 |
| PRET_22-NPL1 (PRET LLC PRET_22-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.15 |
| PRET_24-NPL1 | Long | ABS-collateralized bond/debt obligation | US | $521K | – | 0.31 |
| PRET_24-NPL3 | Long | ABS-collateralized bond/debt obligation | US | $497K | – | 0.29 |
| PRET_24-RN1 | Long | ABS-collateralized bond/debt obligation | US | $663K | – | 0.39 |
| PRIMARY PRODUCTS FINANCE TLB 3.5 (PRIMARY PRODUCTS FINANCE LLC) | Long | Loan | US | $68K | – | 0.04 |
| PRIMO WATER HOLDINGS INC | Long | Debt | US | $88K | – | 0.05 |
| PROG_20-SFR2 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR2) | Long | ABS-mortgage backed security | US | $494K | – | 0.29 |
| PROVIDENT FUNDING ASSOCIATES LP | Long | Debt | US | $55K | – | 0.03 |
| PRPM_21-3 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3) | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 0.10 |
| PRPM_21-4 | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.14 |
| PRPM_21-7 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-7) | Long | ABS-collateralized bond/debt obligation | US | $294K | – | 0.17 |
| PRPM_23-RCF1 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1) | Long | ABS-collateralized bond/debt obligation | US | $319K | – | 0.19 |
| QATAR (STATE OF) | Long | Debt | QA | $186K | – | 0.11 |
| QATAR PETROLEUM (QATAR ENERGY) | Long | Debt | QA | $167K | – | 0.10 |
| QUICKEN LOANS LLC/ QUICKEN LOANS (ROCKET MORTGAGE LLC) | Long | Debt | US | $45K | – | 0.03 |
| QUICKEN LOANS LLC/QUICKEN LOANS (ROCKET MORTGAGE LLC) | Long | Debt | US | $71K | – | 0.04 |
| QUINTILES IMS INC (IQVIA INC) | Long | Debt | US | $16K | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $422K | – | 0.25 |
| RESIDEO FUNDING INC | Long | Debt | US | $75K | – | 0.04 |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $62K | – | 0.04 |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $18K | – | 0.01 |
| RHP HOTEL PROPERTIES LP | Long | Debt | US | $19K | – | 0.01 |
| RHP HOTEL PROPERTIES LP/FIN CORP | Long | Debt | US | $14K | – | 0.01 |
| RHP HOTEL PROPERTIES LP/RHP FIN | Long | Debt | US | $51K | – | 0.03 |
| RITCHIE BROS HOLDINGS INC | Long | Debt | US | $72K | – | 0.04 |
| RITCHIE BROS HOLDINGS INC | Long | Debt | US | $19K | – | 0.01 |
| RLJ LODGING TRUST LP | Long | Debt | US | $19K | – | 0.01 |
| RMIR_21-1 (RADNOR REESSENT RMIR_21-1) | Long | ABS-collateralized bond/debt obligation | US | $403K | – | 0.24 |
| ROBLOX CORPORATION | Long | Debt | US | $108K | – | 0.06 |
| ROCKET MORTGAGE LLC/ROCKET MORT | Long | Debt | US | $410K | – | 0.24 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $132K | – | 0.08 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $144K | – | 0.08 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $62K | – | 0.04 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $29K | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $16K | – | 0.01 |
| RPM_23-4A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4) | Long | ABS-mortgage backed security | US | $550K | – | 0.32 |
| RUSSELL INVESTMENTS TLB 5.0 (RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC) | Long | Loan | US | $137K | – | 0.08 |
| SAFCO_24-1A (SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1) | Long | ABS-mortgage backed security | US | $274K | – | 0.16 |
| SAUDI ARABIA (KINGDOM OF) | Long | Debt | SA | $718K | – | 0.42 |
| SAUDI ARABIAN OIL CO | Long | Debt | SA | $381K | – | 0.22 |
| SBA COMMUNICATIONS CORP | Long | Debt | US | $100K | – | 0.06 |
| SBA COMMUNICATIONS CORP | Long | Debt | US | $16K | – | 0.01 |
| SBA COMMUNICATIONS TLB 2.0 (SBA SENIOR FINANCE II LLC) | Long | Loan | US | $480K | – | 0.28 |
| SBALT_24-A (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-mortgage backed security | US | $465K | – | 0.27 |
| SCIENTIFIC GAMES HOLDINGS LP/FINCO | Long | Debt | US | $118K | – | 0.07 |
| SCIENTIFIC GAMES INTERNATIONAL INC (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $62K | – | 0.04 |
| SCOTTS MIRACLE-GRO CO/THE | Long | Debt | US | $47K | – | 0.03 |
| SDART_24-1 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-mortgage backed security | US | $531K | – | 0.31 |
| SEAGATE HDD CAYMAN | Long | Debt | KY | $58K | – | 0.03 |
| SELECT MEDICAL CORP | Long | Debt | US | $147K | – | 0.09 |
| SELECT MEDICAL CORP TLB 3.0 | Long | Loan | US | $240K | – | 0.14 |
| SENSATA TECHNOLOGIES BV | Long | Debt | NL | $49K | – | 0.03 |
| SENSATA TECHNOLOGIES INC | Long | Debt | US | $17K | – | 0.01 |
| SERVICE PROPERTIES TRUST | Long | Debt | US | $44K | – | 0.03 |
| SFO_21-555 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) | Long | ABS-mortgage backed security | US | $141K | – | 0.08 |
| SHEA HOMES LP/SHEA HOMES FUNDING (SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP) | Long | Debt | US | $104K | – | 0.06 |
| SHIFT4 PAYMENTS LLC/SHIFT4 FIN | Long | Debt | US | $112K | – | 0.07 |
| SIMMONS FOODS INC/SIMMONS PREP | Long | Debt | US | $121K | – | 0.07 |
| SIRIUS XM RADIO INC | Long | Debt | US | $99K | – | 0.06 |
| SIRIUS XM RADIO INC | Long | Debt | US | $79K | – | 0.05 |
| SIRIUS XM RADIO INC | Long | Debt | US | $67K | – | 0.04 |
| SIX FLAGS ENTERTAINMENT CORP | Long | Debt | US | $91K | – | 0.05 |
| SIX FLAGS ENTERTAINMENT CORP | Long | Debt | US | $48K | – | 0.03 |
| SOLENIS INTL LP TLB 3.75 (SOLENIS INTERNATIONAL LLC) | Long | Loan | US | $300K | – | 0.18 |
| SOUTH AFRICA COMM. RD (HSBC) | Derivative-foreign exchange | ZA | $18K | – | 0.01 | |
| SOUTHWESTERN ENERGY COMPANY | Long | Debt | US | $102K | – | 0.06 |
| SPCM SA (SNF GROUP SA) | Long | Debt | FR | $4K | – | 0.00 |
| SPIRIT AEROSYSTEMS INC (SPIRIT AROSYSTMS) | Long | Debt | US | $65K | – | 0.04 |
| SPIRIT AEROSYSTEMS INC (SPIRIT AROSYSTMS) | Long | Debt | US | $29K | – | 0.02 |
| SPRINGLEAF FINANCE CORP (ONEMAIN FINANCE CORP) | Long | Debt | US | $93K | – | 0.05 |
| SPRINGLEAF FINANCE CORP (ONEMAIN FINANCE CORP) | Long | Debt | US | $6K | – | 0.00 |
| SPRINT CAPITAL CORPORATION | Long | Debt | US | $93K | – | 0.05 |
| SS&C TECHNOLOGIES INC (SS&C TECH INC) | Long | Debt | US | $46K | – | 0.03 |
| STACR_20-CS02 (FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS) | Long | ABS-collateralized bond/debt obligation | US | $608K | – | 0.36 |
| STACR_20-DNA4 (FREDDIE MAC - STACR_20-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $622K | – | 0.37 |
| STACR_20-DNA6 (FREDDIE MAC - STACR_20-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $649K | – | 0.38 |
| STACR_21-DNA5 (FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $321K | – | 0.19 |
| STACR_22-DNA2 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $480K | – | 0.28 |
| STACR_22-HQA1 (STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $325K | – | 0.19 |
| STANDARD INDUSTRIES INC (STANDARD BUILDING SOLUTIONS INC) | Long | Debt | US | $119K | – | 0.07 |
| STUDIO CITY FINANCE LTD | Long | Debt | VG | $176K | – | 0.10 |
| SUMMIT MATERIALS LLC/FIN CORP | Long | Debt | US | $10K | – | 0.01 |
| SUMMIT MATERIALS LLC/SUMMIT FIN | Long | Debt | US | $62K | – | 0.04 |
| SUNOCO LP | Long | Debt | US | $68K | – | 0.04 |
| SUNOCO LP | Long | Debt | US | $64K | – | 0.04 |
| SUNOCO LP / SUNOCO FINANCE CORP | Long | Debt | US | $46K | – | 0.03 |
| SURGERY CENTER HOLDINGS INC | Long | Debt | US | $55K | – | 0.03 |
| SURGERY CENTER HOLDINGS TLB 2.75 (SURGERY CENTER HOLDINGS INC) | Long | Loan | US | $150K | – | 0.09 |
| SWP: MXN 5.960000 2/2/2026 (Morgan Stanley) | Derivative-interest rate | US | $-73K | – | -0.04 | |
| SWP: MXN 5.985000 1/21/2026 (Morgan Stanley) | Derivative-interest rate | US | $-29K | – | -0.02 | |
| SWP: MXN 6.361000 10/24/2025 (Morgan Stanley) | Derivative-interest rate | US | $-49K | – | -0.03 | |
| SYNAPTICS INCORPORATED | Long | Debt | US | $73K | – | 0.04 |
| SYNEOS HEALTH INC (STAR PARENT INC) | Long | Debt | US | $139K | – | 0.08 |
| TAYLOR MORRISON COMMUNITIES INC | Long | Debt | US | $52K | – | 0.03 |
| TENET HEALTHCARE CORP (TENET HLTHCR CORP) | Long | Debt | US | $153K | – | 0.09 |
| TENET HEALTHCARE CORP (TENET HLTHCR CORP) | Long | Debt | US | $62K | – | 0.04 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $102K | – | 0.06 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $96K | – | 0.06 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $74K | – | 0.04 |
| TERRAFORM POWER OPERATING LLC | Long | Debt | US | $135K | – | 0.08 |
| THRM_22-3A (THEOREM FUNDING TRUST THRM_22-3) | Long | ABS-mortgage backed security | US | $146K | – | 0.09 |
| TIBCO SOFTWARE INC (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $150K | – | 0.09 |
| TK ELEVATOR US NEWCO TLB 3.5 (TK ELEVATOR US NEWCO INC) | Long | Loan | US | $484K | – | 0.28 |
| TMIR_21-2 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2) | Long | ABS-collateralized bond/debt obligation | BM | $261K | – | 0.15 |
| TRANSDIGM INC | Long | Debt | US | $154K | – | 0.09 |
| TRANSDIGM INC | Long | Debt | US | $151K | – | 0.09 |
| TRANSDIGM INC | Long | Debt | US | $86K | – | 0.05 |
| TRANSMONTAIGE PARTNERS LP / FIN CO (TRANSMONTAIGNE PARTNERS LLC) | Long | Debt | US | $96K | – | 0.06 |
| TRANSOCEAN AQUILA LTD | Long | Debt | KY | $74K | – | 0.04 |
| TRANSOCEAN INC | Long | Debt | KY | $59K | – | 0.03 |
| TRANSOCEAN INC | Long | Debt | KY | $23K | – | 0.01 |
| TRANSOCEAN TITAN FIN LTD (TRANSOCEAN TITAN FINANCING LTD) | Long | Debt | KY | $71K | – | 0.04 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 1.54 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $178K | – | 0.10 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $175K | – | 0.10 |
| TRITON WATER HOLDINGS INC | Long | Debt | US | $80K | – | 0.05 |
| TRIVIUM PACKAGING FINANCE BV | Long | Debt | NL | $94K | – | 0.06 |
| TRIVIUM PACKAGING FINANCE BV | Long | Debt | NL | $39K | – | 0.02 |
| TRUIST INSURANCE TLB 3.25 (TRUIST INSURANCE HOLDINGS LLC) | Long | Loan | US | $158K | – | 0.09 |
| UBER TECHNOLOGIES INC | Long | Debt | US | $104K | – | 0.06 |
| UBER TECHNOLOGIES INC | Long | Debt | US | $97K | – | 0.06 |
| UBER TECHNOLOGIES INC | Long | Debt | US | $17K | – | 0.01 |
| UKG INC | Long | Debt | US | $131K | – | 0.08 |
| ULTIMATE SOFTWARE UKG TLB 3.5 (UKG INC) | Long | Loan | US | $43K | – | 0.03 |
| ULTRA CLEAN HOLDINGS TLB 3.5 (ULTRA CLEAN HLD) | Long | Loan | US | $92K | – | 0.05 |
| UMBS 15YR TBA(REG B) | Long | ABS-mortgage backed security | US | $925K | – | 0.54 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $5M | – | 2.95 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $4M | – | 2.32 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $2M | – | 1.08 |
| UNITED AIRLINES INC | Long | Debt | US | $117K | – | 0.07 |
| UNITED AIRLINES INC | Long | Debt | US | $74K | – | 0.04 |
| UNITED MEXICAN STATES (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $195K | – | 0.11 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $17K | – | 0.01 |
| UNITED WHOLESALE MORTGAGE LLC | Long | Debt | US | $29K | – | 0.02 |
| UNITED WHOLESALE MORTGAGE LLC | Long | Debt | US | $5K | – | 0.00 |
| UNIVISION COMMUNICATIONS INC | Long | Debt | US | $76K | – | 0.04 |
| UNIVISION COMMUNICATIONS INC | Long | Debt | US | $57K | – | 0.03 |
| UNLOK_23-1 (UNLOCK HEA TRUST UNLOK_23-1) | Long | ABS-collateralized bond/debt obligation | US | $369K | – | 0.22 |
| US 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $6K | – | 0.00 | |
| US 2YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $2K | – | 0.00 | |
| US 5YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $96K | – | 0.06 | |
| US BANCORP | Long | Debt | US | $125K | – | 0.07 |
| US DOLLARS (Citi) | Derivative-foreign exchange | XX | $15K | – | 0.01 | |
| US DOLLARS (HSBC) | Derivative-foreign exchange | ZA | $-12K | – | -0.01 | |
| US FOODS INC | Long | Debt | US | $87K | – | 0.05 |
| US FOODS INC | Long | Debt | US | $58K | – | 0.03 |
| US FOODS INC | Long | Debt | US | $48K | – | 0.03 |
| US FOODS INC | Long | Debt | US | $46K | – | 0.03 |
| US LONG BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-87K | – | -0.05 | |
| US ULTRA T-BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-13K | – | -0.01 | |
| USA COM PARTNERS LP / USA COM FIN (USA COMPRESSION PARTNERS LP) | Long | Debt | US | $84K | – | 0.05 |
| USI INC/NY | Long | Debt | US | $45K | – | 0.03 |
| USPTT_22-1A | Long | ABS-mortgage backed security | US | $208K | – | 0.12 |
| VAIL RESORTS INC | Long | Debt | US | $49K | – | 0.03 |
| VCAT_21-NPL5 (VCAT VCAT_21-NPL5) | Long | ABS-collateralized bond/debt obligation | US | $344K | – | 0.20 |
| VCAT_21-NPL6 (VWH CAPITAL VCAT_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $290K | – | 0.17 |
| VELOCITY VEHICLE GROUP (VELOCITY VEHICLE GROUP LLC) | Long | Debt | US | $14K | – | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $291K | – | 0.17 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $153K | – | 0.09 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $74K | – | 0.04 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $82K | – | 0.05 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $82K | – | 0.05 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $46K | – | 0.03 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $883K | – | 0.52 |
| VERTICAL HOLDCO GMBH (TK ELEVATOR HOLDCO GMBH) | Long | Debt | DE | $44K | – | 0.03 |
| VERTICAL US NEWCO INC (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $44K | – | 0.03 |
| VERUS_19-INV3 (VERUS SECURITIZATION TRUST VERUS_19-INV3) | Long | ABS-collateralized bond/debt obligation | US | $266K | – | 0.16 |
| VERUS_20-1 (VERUS SECURITIZATION TRUST VERUS_20-1) | Long | ABS-collateralized bond/debt obligation | US | $348K | – | 0.20 |
| VERUS_23-1 (VERUS SECURITIZATION TRUST VERUS_23-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.59 |
| VIDEOTRON LTD / VIDEOTRON LTEE | Long | Debt | CA | $229K | – | 0.13 |
| VIKING CRUISES LTD | Long | Debt | BM | $64K | – | 0.04 |
| VIKING CRUISES LTD | Long | Debt | BM | $54K | – | 0.03 |
| VIKING CRUISES LTD | Long | Debt | BM | $3K | – | 0.00 |
| VIRGIN MEDIA FINANCE PLC | Long | Debt | GB | $67K | – | 0.04 |
| VIRGIN MEDIA SECURED FINANCE PLC | Long | Debt | GB | $33K | – | 0.02 |
| VIRGIN MEDIA TLQ 3.25 (VIRGIN MEDIA BRISTOL LLC) | Long | Loan | US | $572K | – | 0.34 |
| VIRTU FINANCIAL LLC TLB 2.75 (VFH PARENT LLC) | Long | Loan | US | $62K | – | 0.04 |
| VIRTUSA CORP TLB 3.25 | Long | Loan | US | $150K | – | 0.09 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $175K | – | 0.10 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $91K | – | 0.05 |
| VISTRA OPERATIONS CO TLB 2.75 (VISTRA OPERATIONS COMPANY LLC) | Long | Loan | US | $150K | – | 0.09 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $121K | – | 0.07 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $87K | – | 0.05 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $74K | – | 0.04 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $44K | – | 0.03 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $23K | – | 0.01 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $138K | – | 0.08 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $42K | – | 0.02 |
| VOLT_21-NPL2 | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.09 |
| VOLT_21-NPL4 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4) | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.15 |
| VZ SECURED FINANCING BV | Long | Debt | NL | $86K | – | 0.05 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $642K | – | 0.38 |
| WASTE PRO USA INC | Long | Debt | US | $105K | – | 0.06 |
| WELLS FARGO & COMPANY | Long | Debt | US | $151K | – | 0.09 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $99K | – | 0.06 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $84K | – | 0.05 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $64K | – | 0.04 |
| WESTERN MIDSTREAM OPERATING LP | Long | Debt | US | $121K | – | 0.07 |
| WHATABRANDS LLC TLB 2.75 | Long | Loan | US | $298K | – | 0.18 |
| WHATABRANDS LLC TLB 3.25 | Long | Loan | US | $765.11 | – | 0.00 |
| WHITE CAP BUYER LLC | Long | Debt | US | $122K | – | 0.07 |
| WILLIAMS COMPANIES INC | Long | Debt | US | $507K | – | 0.30 |
| WILLIAMS SCOTSMAN INC | Long | Debt | US | $30K | – | 0.02 |
| WILLIAMS SCOTSMAN INTL INC | Long | Debt | US | $30K | – | 0.02 |
| WOLVERINE WORLD WIDE INC | Long | Debt | US | $75K | – | 0.04 |
| WR GRACE HOLDINGS LLC (W R GRACE HOLDINGS LLC) | Long | Debt | US | $172K | – | 0.10 |
| WR GRACE HOLDINGS LLC (W R GRACE HOLDINGS LLC) | Long | Debt | US | $108K | – | 0.06 |
| WR GRACE HOLDINGS LLC (W R GRACE HOLDINGS LLC) | Long | Debt | US | $47K | – | 0.03 |
| YUM! BRANDS INC (YUM! BRANDS INC.) | Long | Debt | US | $51K | – | 0.03 |
| ZEBRA TECHNOLOGIES CORPORATION (ZEBRA TECH CORP) | Long | Debt | US | $55K | – | 0.03 |
| ZF NORTH AMERICA CAPITAL INC | Long | Debt | US | $56K | – | 0.03 |
| ZF NORTH AMERICA CAPITAL INC | Long | Debt | US | $53K | – | 0.03 |
| ZI TECH LLC/ZI FIN CORP (ZOOMINFO TECHNOLOGIES LLC) | Long | Debt | US | $131K | – | 0.08 |
| ZIGGO BOND CO BV (ZIGGO BOND COMPANY BV) | Long | Debt | NL | $45K | – | 0.03 |
| ZIGGO BV | Long | Debt | NL | $91K | – | 0.05 |
Address
Columbia Funds Variable Insurance Trust
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Yeager, Sandra
Beckman, Daniel J.
Paglia, Catherine James
Gallagher, Brian J.
Flynn, Patricia M.
Carlton, Pamela G.
Blatz, Kathleen
Batejan, George S.
Trunow, Natalie A.
Darragh, Olive
Connaughton, J. Kevin
Moffett, David M.
Lukitsh, Nancy T.
Hacker, Douglas A.
Carrig, Janet Langford
Transfer Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
REFINITIV US LLC
IHS Markit Ltd.
Bloomberg Finance L.P.
PricingDirect Inc.
ICE Data Pricing and Reference Data, LLC
Custodians
JPMORGAN CHASE BANK, N.A.
BANCO NACIONAL DE MEXICO, S.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
CACEIS BANK SPAIN, S.A.U.
DBS BANK LTD
DEUTSCHE BANK AG
DEUTSCHE BANK AG
EUROCLEAR BANK S.A.
EUROCLEAR BANK S.A.
FIRSTRAND BANK LIMITED
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN S.A. DTVM
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
MIZUHO BANK, LTD.
PT BANK HSBC INDONESIA
ROYAL BANK OF CANADA
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
UNICREDIT BANK AUSTRIA AG
Shareholder Servicing Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Columbia Management Investment Advisers, LLC
Brokers
Goldman Sachs
Virtu Americas LLC
Morgan Stanley
Wells Fargo
JPMorgan
UBS
Citi
Barclays
Jefferies LLC
BMO Capital Markets Corp.