ALLIANZ FUNDS > ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
AZL Fidelity Institutional Asset Management Total Bond Fund
$204.86M
Avg Monthly Net Assets
$157.42M
Total Assets
$8.17M
Total Liabilities
$149.25M
Net Assets
AZL Fidelity Institutional Asset Management Total Bond Fund is an Underlying fund in ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
from ALLIANZ FUNDS,
based in Minnesota,
United States of America.
The fund has two share classes
and monthly net assets of $204.86M.
On August 27th, 2024 it reported 1,010 holdings, the largest
being United States of America (6.8%), United States of America (5.2%) and Dreyfus Treasury Securities Cash Management; Institutional Shares (3.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AZL Fidelity Institutional Asset Management Total Bond Fund Class 1 | C000173961 | ||
| AZL Fidelity Institutional Asset Management Total Bond Fund Class 2 | C000116967 |
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 B.C. UNLIMITED LIABILITY COMPANY) | Long | Debt | CA | $70K | – | 0.05 |
| 1011778 BC ULC NEW RED FINANCE INC (1011778 B.C. UNLIMITED LIABILITY COMPANY) | Long | Debt | CA | $55K | – | 0.04 |
| 1375209 BC LTD (1375209 B.C. LTD.) | Long | Debt | CA | $20K | – | 0.01 |
| 180 MEDICAL INC (180 MEDICAL, INC.) | Long | Debt | US | $45K | – | 0.03 |
| AASET 2018 1 TRUST (AASET TRUST) | Long | ABS-mortgage backed security | US | $130K | – | 0.09 |
| AASET 2019 1 TRUST (AASET TRUST) | Long | ABS-mortgage backed security | US | $38K | – | 0.03 |
| AASET 2024 1 (AASET TRUST) | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| AASET 2024 1 | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| ABG INTERMEDIATE HOLDINGS 2 LLC | Long | Loan | US | $20K | – | 0.01 |
| ACRISURE LLC ACRISURE FINANCE INC (ACRISURE, LLC) | Long | Debt | US | $40K | – | 0.03 |
| ACURIS FINANCE US INC (ACURIS FINANCE US, INC) | Long | Debt | US | $49K | – | 0.03 |
| ACURIS FINANCE US INC (ACURIS FINANCE US, INC) | Long | Loan | US | $7K | – | 0.00 |
| ADT SECURITY CORP THE (THE ADT SECURITY CORPORATION) | Long | Debt | US | $23K | – | 0.02 |
| ADVANCED DRAINAGE SYSTEMS (ADVANCED DRAINAGE SYSTEMS, INC.) | Long | Debt | US | $107K | – | 0.07 |
| AERCAP IRELAND CAP GLOBA (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $246K | – | 0.16 |
| AERCAP IRELAND CAP GLOBA (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $201K | – | 0.13 |
| AERCAP IRELAND CAPITAL DAC (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $195K | – | 0.13 |
| AES CORP THE (THE AES CORPORATION) | Long | Debt | US | $340K | – | 0.23 |
| AES CORP THE (THE AES CORPORATION) | Long | Debt | US | $255K | – | 0.17 |
| AFFILIATED MANAGERS GROUP (AFFILIATED MANAGERS GROUP, INC.) | Long | Debt | US | $112K | – | 0.08 |
| AHP HEALTH PARTNERS INC (AHP HEALTH PARTNERS, INC.) | Long | Debt | US | $28K | – | 0.02 |
| AIA GROUP LTD (AIA Group Limited) | Long | Debt | HK | $208K | – | 0.14 |
| AIR LEASE CORP (AIR LEASE CORPORATION) | Long | Debt | US | $283K | – | 0.19 |
| ALBERTSONS COS INC SAFEWAY INC (ALBERTSONS COMPANIES, INC.) | Long | Debt | US | $72K | – | 0.05 |
| ALBERTSONS COS SAFEWAY (ALBERTSONS COMPANIES, INC.) | Long | Debt | US | $34K | – | 0.02 |
| ALCOA INC (HOWMET AEROSPACE INC.) | Long | Debt | US | $31K | – | 0.02 |
| ALCOA NEDERLAND HOLDING BV (Alcoa Nederland Holding B.V.) | Long | Debt | NL | $10K | – | 0.01 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $28K | – | 0.02 |
| ALLEGRO CLO LTD | Long | ABS-mortgage backed security | US | $273K | – | 0.18 |
| ALLEGRO CLO LTD | Long | ABS-mortgage backed security | US | $254K | – | 0.17 |
| ALLEN MEDIA LLC CO ISSR (ALLEN MEDIA, LLC) | Long | Debt | US | $20K | – | 0.01 |
| ALLIANT HOLD CO ISSUER (ALLIANT HOLDINGS INTERMEDIATE, LLC) | Long | Debt | US | $94K | – | 0.06 |
| ALLIANT HOLD CO ISSUER (ALLIANT HOLDINGS INTERMEDIATE, LLC) | Long | Debt | US | $19K | – | 0.01 |
| ALLIANT HOLDINGS INTERMEDIATE LLC (ALLIANT HOLDINGS INTERMEDIATE, LLC) | Long | Debt | US | $65K | – | 0.04 |
| ALLIED UNIVERSAL HOLDCO LLC | Long | Debt | US | $30K | – | 0.02 |
| ALLY FINANCIAL INC (ALLY FINANCIAL INC.) | Long | Debt | US | $385K | – | 0.26 |
| ALLY FINANCIAL INC (ALLY FINANCIAL INC.) | Long | Debt | US | $76K | – | 0.05 |
| ALTICE FRANCE SA FRANCE | Long | Debt | FR | $122K | – | 0.08 |
| AMBIENCE MERGER (AMBIENCE MERGER SUB, INC.) | Long | Debt | US | $12K | – | 0.01 |
| AMER SPORTS CO (AMER SPORTS COMPANY) | Long | Debt | US | $20K | – | 0.01 |
| AMERICAN AIRLINES INC (AMERICAN AIRLINES, INC.) | Long | Debt | US | $36K | – | 0.02 |
| AMERICAN AIRLINES INC (AMERICAN AIRLINES, INC.) | Long | Debt | US | $35K | – | 0.02 |
| AMERICAN ROCK SALT CO LLC (AMERICAN ROCK SALT COMPANY LLC) | Long | Loan | US | $25K | – | 0.02 |
| AMERITEX HOLDCO INTERMED (AMERITEX HOLDCO INTERMEDIATE LLC) | Long | Debt | US | $16K | – | 0.01 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $174K | – | 0.12 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $162K | – | 0.11 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $4K | – | 0.00 |
| AMWINS GROUP INC (AMWINS GROUP, INC.) | Long | Debt | US | $33K | – | 0.02 |
| APACHE CORP (APACHE CORPORATION) | Long | Debt | US | $26K | – | 0.02 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST (AASET TRUST) | Long | ABS-mortgage backed security | US | $88K | – | 0.06 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST (AASET TRUST) | Long | ABS-mortgage backed security | US | $83K | – | 0.06 |
| APPLIED SYSTEM INC (APPLIED SYSTEMS, INC.) | Long | Loan | US | $5K | – | 0.00 |
| APX GROUP INC (APX GROUP, INC.) | Long | Debt | US | $61K | – | 0.04 |
| ARAMARK SERVICES INC (ARAMARK SERVICES, INC.) | Long | Debt | US | $68K | – | 0.05 |
| ARCHES BUYER INC (ARCHES BUYER INC.) | Long | Debt | US | $12K | – | 0.01 |
| ARCHES BUYER INC (ARCHES BUYER INC.) | Long | Debt | US | $9K | – | 0.01 |
| ARCOSA INC (ARCOSA, INC.) | Long | Debt | US | $37K | – | 0.02 |
| ARDAGH METAL PACKAGING FINANCE USA LLC (Ardagh Metal Packaging Finance Public Limited Company) | Long | Debt | IE | $55K | – | 0.04 |
| ARDAGH PACKAGING FINANCE PLC (ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY) | Long | Debt | IE | $35K | – | 0.02 |
| ARES CAPITAL CORP (ARES CAPITAL CORPORATION.) | Long | Debt | US | $367K | – | 0.25 |
| ARES LVIII CLO LTD (ARES CLO LTD) | Long | ABS-mortgage backed security | US | $408K | – | 0.27 |
| ARKO CORP (ARKO CORP.) | Long | Debt | US | $17K | – | 0.01 |
| ARSENAL AIC PARENT LLC | Long | Debt | US | $11K | – | 0.01 |
| ARTERA SERVICES LLC (ARTERA SERVICES, LLC) | Long | Debt | US | $87K | – | 0.06 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP, INC.) | Long | Debt | US | $32K | – | 0.02 |
| ASCEND LEARNING (ASCEND LEARNING, LLC) | Long | Loan | US | $5K | – | 0.00 |
| ASCEND LEARNING LLC (ASCEND LEARNING, LLC) | Long | Loan | US | $73K | – | 0.05 |
| ASGN INC (ASGN INCORPORATED) | Long | Debt | US | $24K | – | 0.02 |
| ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO (ASHTON WOODS USA L.L.C.) | Long | Debt | US | $31K | – | 0.02 |
| ASSUREDPARTNERS INC (ASSUREDPARTNERS, INC.) | Long | Debt | US | $35K | – | 0.02 |
| ASSUREDPARTNERS INC (ASSUREDPARTNERS, INC.) | Long | Debt | US | $23K | – | 0.02 |
| AT T INC (AT&T INC.) | Long | Debt | US | $105K | – | 0.07 |
| AT T INC (AT&T INC.) | Long | Debt | US | $65K | – | 0.04 |
| ATHENAHEALTH GROUP INC (ATHENAHEALTH GROUP INC.) | Long | Loan | US | $48K | – | 0.03 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $224K | – | 0.15 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $101K | – | 0.07 |
| ATLAS LUXCO 4 SARL ALLIED UNIVERSAL (Atlas LuxCo 4 S.a r.l.) | Long | Debt | LU | $56K | – | 0.04 |
| AUTONATION INC (AUTONATION, INC.) | Long | Debt | US | $45K | – | 0.03 |
| AUTOZONE INC (AUTOZONE, INC.) | Long | Debt | US | $188K | – | 0.13 |
| BALL CORP (BALL CORPORATION) | Long | Debt | US | $30K | – | 0.02 |
| BALL CORP (BALL CORPORATION) | Long | Debt | US | $30K | – | 0.02 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2022 DK | Long | ABS-mortgage backed security | US | $225K | – | 0.15 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2022 DK | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $775K | – | 0.52 |
| BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $254K | – | 0.17 |
| BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $84K | – | 0.06 |
| BANKK OF AMERICA CORPORATION (BANK OF AMERICA CORPORATION) | Long | Debt | US | $126K | – | 0.08 |
| BARCLAYS PLC | Long | Debt | GB | $259K | – | 0.17 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC.) | Long | Debt | CA | $79K | – | 0.05 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC.) | Long | Debt | CA | $33K | – | 0.02 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC.) | Long | Debt | CA | $5K | – | 0.00 |
| BAYTEX ENERGY CORP (BAYTEX ENERGY CORP.) | Long | Debt | CA | $30K | – | 0.02 |
| BEACON ROOFING SUPPLY INC (BEACON ROOFING SUPPLY, INC.) | Long | Debt | US | $20K | – | 0.01 |
| BEAZER HOMES USA (BEAZER HOMES USA, INC.) | Long | Debt | US | $15K | – | 0.01 |
| BELLRING BRANDS INC (BELLRING BRANDS, INC.) | Long | Debt | US | $26K | – | 0.02 |
| BLACKBIRD CAPITAL AIRCRAFT (BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED) | Long | ABS-mortgage backed security | US | $324K | – | 0.22 |
| BLACKLINE INC (BLACKLINE, INC) | Long | Debt | US | $6K | – | 0.00 |
| BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES (BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO) | Long | Short-term investment vehicle | US | $2M | 2M | 1.21 |
| BLACKSTONE PRIVATE CRE (BLACKSTONE PRIVATE CREDIT FUND) | Long | Debt | US | $475K | – | 0.32 |
| BLOCK INC (BLOCK, INC.) | Long | Debt | US | $40K | – | 0.03 |
| BLOCK INC (BLOCK, INC.) | Long | Debt | US | $24K | – | 0.02 |
| BLOCK INC (BLOCK, INC.) | Long | Debt | US | $22K | – | 0.01 |
| BMP 2024 MF23 (BMP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| BMP 2024 MF23 (BMP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| BOEING CO (THE BOEING COMPANY) | Long | Debt | US | $45K | – | 0.03 |
| BOEING CO (THE BOEING COMPANY) | Long | Debt | US | $42K | – | 0.03 |
| BOEING CO (THE BOEING COMPANY) | Long | Debt | US | $30K | – | 0.02 |
| BOEING CO (THE BOEING COMPANY) | Long | Debt | US | $28K | – | 0.02 |
| BOEING CO (THE BOEING COMPANY) | Long | Debt | US | $10K | – | 0.01 |
| BOEING CO THE (THE BOEING COMPANY) | Long | Debt | US | $205K | – | 0.14 |
| BOEING CO THE (THE BOEING COMPANY) | Long | Debt | US | $179K | – | 0.12 |
| BOEING CO THE (THE BOEING COMPANY) | Long | Debt | US | $92K | – | 0.06 |
| BOMBARDIER INC (BOMBARDIER INC.) | Long | Debt | CA | $61K | – | 0.04 |
| BOMBARDIER INC (BOMBARDIER INC.) | Long | Debt | CA | $44K | – | 0.03 |
| BOOZ ALLEN HAMILTON INC (BOOZ ALLEN HAMILTON INC.) | Long | Debt | US | $19K | – | 0.01 |
| BOSTON PROPERTIES LP (BOSTON PROPERTIES LIMITED PARTNERSHIP) | Long | Debt | US | $103K | – | 0.07 |
| BOXER PARENT CO INC (BOXER PARENT COMPANY INC.) | Long | Debt | US | $25K | – | 0.02 |
| BPR TRUST 2022 OANA | Long | ABS-mortgage backed security | US | $197K | – | 0.13 |
| BRAND INDUSTRIAL SERVICES INC (BRAND INDUSTRIAL SERVICES, INC.) | Long | Debt | US | $92K | – | 0.06 |
| BRAND INDUSTRIAL SERVICES INC (BRAND INDUSTRIAL SERVICES, INC.) | Long | Loan | US | $10K | – | 0.01 |
| BRANDYWINE OPER PARTNERS (BRANDYWINE OPERATING PARTNERSHIP, L.P.) | Long | Debt | US | $381K | – | 0.26 |
| BRANDYWINE OPERATING PARTNERSHIP LP (BRANDYWINE OPERATING PARTNERSHIP, L.P.) | Long | Debt | US | $298K | – | 0.20 |
| BROADCOM INC (BROADCOM INC.) | Long | Debt | US | $484K | – | 0.32 |
| BROADCOM INC (BROADCOM INC.) | Long | Debt | US | $372K | – | 0.25 |
| BROADCOM INC (BROADCOM INC.) | Long | Debt | US | $46K | – | 0.03 |
| BROADSTREET PARTNERS INC (BROADSTREET PARTNERS, INC.) | Long | Debt | US | $28K | – | 0.02 |
| BUILDERS FIRSTSOURCE INC (BUILDERS FIRSTSOURCE, INC.) | Long | Debt | US | $22K | – | 0.01 |
| BX 2021 LBA3 MORTGAGE TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $294K | – | 0.20 |
| BX 2021 LBA3 MORTGAGE TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $97K | – | 0.07 |
| BX 2021 LBA3 MORTGAGE TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $97K | – | 0.07 |
| BX COMMERCIAL MORTGAGE TRUST 2022 LP2 | Long | ABS-mortgage backed security | US | $135K | – | 0.09 |
| BX COMMERCIAL MORTGAGE TRUST 2022 LP2 | Long | ABS-mortgage backed security | US | $135K | – | 0.09 |
| BX COMMERCIAL MORTGAGE TRUST 2022 LP2 | Long | ABS-mortgage backed security | US | $135K | – | 0.09 |
| BX COMMERCIAL MORTGAGE TRUST 2024 XL5 | Long | ABS-mortgage backed security | US | $301K | – | 0.20 |
| BX COMMERCIAL MORTGAGE TRUST 2024 XL5 | Long | ABS-mortgage backed security | US | $95K | – | 0.06 |
| BX COMMERCIAL MORTGAGE TRUST 2024 XL5 | Long | ABS-mortgage backed security | US | $94K | – | 0.06 |
| BX TRUST | Long | ABS-mortgage backed security | US | $261K | – | 0.17 |
| BX TRUST | Long | ABS-mortgage backed security | US | $197K | – | 0.13 |
| BX TRUST | Long | ABS-mortgage backed security | US | $186K | – | 0.12 |
| BX TRUST | Long | ABS-mortgage backed security | US | $180K | – | 0.12 |
| BX TRUST | Long | ABS-mortgage backed security | US | $172K | – | 0.11 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $169K | – | 0.11 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $136K | – | 0.09 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| BX TRUST | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| BX TRUST | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| BX TRUST 2022 IND | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| BX TRUST 2022 IND | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| C S GROUP ENTERPRISES LLC (C&S GROUP ENTERPRISES LLC) | Long | Debt | US | $54K | – | 0.04 |
| CABLEVISION LIGHTPATH LLC (CABLEVISION LIGHTPATH CT LLC) | Long | Debt | US | $20K | – | 0.01 |
| CAESARS ENTERTAINMENT INC (CAESARS ENTERTAINMENT, INC.) | Long | Debt | US | $59K | – | 0.04 |
| CALIFORNIA RES CORP WTS | Derivative-equity | US | $2K | 95 | 0.00 | |
| CALIFORNIA RESOURCES CRP (CALIFORNIA RESOURCES CORPORATION) | Long | Debt | US | $61K | – | 0.04 |
| CALUMET SPECIALTY PROD (CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.) | Long | Debt | US | $14K | – | 0.01 |
| CANACOL ENERGY LTD (Canacol Energy Ltd.) | Long | Debt | CA | $21K | – | 0.01 |
| CANO HEALTH LLC (CANO HEALTH, LLC) | Long | Loan | US | $27K | – | 0.02 |
| CANO HEALTH LLC (CANO HEALTH, LLC) | Long | Loan | US | $16K | – | 0.01 |
| CANO HEALTH LLC (CANO HEALTH, LLC) | Long | Loan | US | $11K | – | 0.01 |
| CANO HEALTH LLC (CANO HEALTH, LLC) | Long | Debt | US | $6.25 | – | 0.00 |
| CAPITAL ONE FINANCIAL CO (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $605K | – | 0.41 |
| CAPITAL ONE FINANCIAL CORP (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $269K | – | 0.18 |
| CAPSTONE BORROWER INC (CAPSTONE BORROWER, INC.) | Long | Debt | US | $10K | – | 0.01 |
| CARGO AIRCRAFT MANAGEMAN (CARGO AIRCRAFT MANAGEMENT, INC) | Long | Debt | US | $42K | – | 0.03 |
| CARNIVAL CORP (Carnival Corporation) | Long | Debt | PA | $49K | – | 0.03 |
| CARNIVAL CORP (Carnival Corporation) | Long | Debt | PA | $41K | – | 0.03 |
| CARRIER GLOBAL CORP (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $17K | – | 0.01 |
| CARRIER GLOBAL CORP (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $17K | – | 0.01 |
| CARVANA CO (CARVANA CO.) | Long | Debt | US | $53K | – | 0.04 |
| CARVANA CO (CARVANA CO.) | Long | Debt | US | $47K | – | 0.03 |
| CARVANA CO (CARVANA CO.) | Long | Debt | US | $8K | – | 0.01 |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST | Long | ABS-mortgage backed security | US | $127K | – | 0.09 |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST (CASTLELAKE AIRCRAFT SECURITIZATION TRUST) | Long | ABS-mortgage backed security | US | $88K | – | 0.06 |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST (CASTLELAKE AIRCRAFT SECURITIZATION TRUST) | Long | ABS-mortgage backed security | US | $86K | – | 0.06 |
| CATALENT PHARMA SOLUTIONS INC (CATALENT PHARMA SOLUTIONS, INC.) | Long | Debt | US | $19K | – | 0.01 |
| CBRE SERVICES INC (CBRE SERVICES, INC.) | Long | Debt | US | $124K | – | 0.08 |
| CCO HLDGS LLC CAP CORP (CCO HOLDINGS, LLC) | Long | Debt | US | $342K | – | 0.23 |
| CEDAR FUNDING VI CLO LTD (CEDAR FUNDING LTD) | Long | ABS-mortgage backed security | US | $337K | – | 0.23 |
| CEDAR FUNDING X CLO LTD (CEDAR FUNDING LTD) | Long | ABS-mortgage backed security | US | $264K | – | 0.18 |
| CEDAR FUNDING XII CLO LTD (CEDAR FUNDING LTD) | Long | ABS-mortgage backed security | US | $251K | – | 0.17 |
| CEDAR FUNDING XV CLO LTD (CEDAR FUNDING LTD) | Long | ABS-mortgage backed security | US | $388K | – | 0.26 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $75K | – | 0.05 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $73K | – | 0.05 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $44K | – | 0.03 |
| CENT CLO LP (COLUMBIA CENT CLO LIMITED) | Long | ABS-mortgage backed security | US | $580K | – | 0.39 |
| CENT CLO LP (COLUMBIA CENT CLO LIMITED) | Long | ABS-mortgage backed security | US | $440K | – | 0.30 |
| CENT CLO LP (COLUMBIA CENT CLO LIMITED) | Long | ABS-mortgage backed security | US | $328K | – | 0.22 |
| CENTENE CORP (CENTENE CORPORATION) | Long | Debt | US | $597K | – | 0.40 |
| CENTENE CORP (CENTENE CORPORATION) | Long | Debt | US | $27K | – | 0.02 |
| CENTRAL GARDEN PET CO (CENTRAL GARDEN & PET COMPANY) | Long | Debt | US | $31K | – | 0.02 |
| CENTRAL PARENT LLC CDK GLOBAL II LLC CDK FIN | Long | Debt | US | $41K | – | 0.03 |
| CENTURY COMMUNITIES INC (CENTURY COMMUNITIES, INC.) | Long | Debt | US | $27K | – | 0.02 |
| CERDIA FINANZ GMBH | Long | Debt | DE | $26K | – | 0.02 |
| CF INDUSTRIES INC (CF INDUSTRIES, INC.) | Long | Debt | US | $14K | – | 0.01 |
| CHARLES RIVER LABORATORI (CHARLES RIVER LABORATORIES INTERNATIONAL, INC.) | Long | Debt | US | $19K | – | 0.01 |
| CHARLES RIVER LABORATORI (CHARLES RIVER LABORATORIES INTERNATIONAL, INC.) | Long | Debt | US | $14K | – | 0.01 |
| CHARLES SCHWAB CORP (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $20K | – | 0.01 |
| CHARLES SCHWAB CORP VRN 12 31 99 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $34K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $198K | – | 0.13 |
| CHARTER COMMUNICATIONS OPERATING LLC (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $141K | – | 0.09 |
| CHARTER COMMUNICATIONS OPERATING LLC (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $47K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $86K | – | 0.06 |
| CHARTER COMMUNICATIONS OPT LLC (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $64K | – | 0.04 |
| CHEMOURS CO (THE CHEMOURS COMPANY) | Long | Debt | US | $69K | – | 0.05 |
| CHOBANI LLC FINANCE CORP (CHOBANI, LLC) | Long | Debt | US | $26K | – | 0.02 |
| CHS COMMUNITY HEALTH SYS (CHS/COMMUNITY HEALTH SYSTEMS, INC.) | Long | Debt | US | $115K | – | 0.08 |
| CHS COMMUNITY HEALTH SYSTEMS INC (CHS/COMMUNITY HEALTH SYSTEMS, INC.) | Long | Debt | US | $93K | – | 0.06 |
| CHS COMMUNITY HEALTH SYSTEMS INC (CHS/COMMUNITY HEALTH SYSTEMS, INC.) | Long | Debt | US | $88K | – | 0.06 |
| CHS COMMUNITY HEALTH SYSTEMS INC (CHS/COMMUNITY HEALTH SYSTEMS, INC.) | Long | Debt | US | $39K | – | 0.03 |
| CHURCHILL DOWNS INC (CHURCHILL DOWNS INCORPORATED) | Long | Debt | US | $70K | – | 0.05 |
| CIT GROUP INC (First-Citizens Bank & Trust Company) | Long | Debt | US | $123K | – | 0.08 |
| CITGO PETROLEUM CORP (CITGO PETROLEUM CORPORATION) | Long | Debt | US | $21K | – | 0.01 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $750K | – | 0.50 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $143K | – | 0.10 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $40K | – | 0.03 |
| CITIZENS FINANCIAL GROUP (CITIZENS FINANCIAL GROUP, INC.) | Long | Debt | US | $76K | – | 0.05 |
| CITY FOOTBALL GROUP (CITY FOOTBALL GROUP LIMITED) | Long | Loan | GB | $107K | – | 0.07 |
| CLARIOS GLOBAL LP US FIN | Long | Debt | CA | $20K | – | 0.01 |
| CLARIVATE SCIENCE HOLDINGS CORP (CLARIVATE SCIENCE HOLDINGS CORPORATION) | Long | Debt | US | $37K | – | 0.02 |
| CLEAN HARBORS INC (CLEAN HARBORS, INC.) | Long | Debt | US | $25K | – | 0.02 |
| CLEAR 7 875 4 1 2030 (CLEAR CHANNEL OUTDOOR HOLDINGS, INC.) | Long | Debt | US | $20K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC (CLEAR CHANNEL OUTDOOR HOLDINGS, INC.) | Long | Debt | US | $52K | – | 0.03 |
| CLEARWAY ENERGY OP LLC (Clearway Energy Operating LLC) | Long | Debt | US | $19K | – | 0.01 |
| CLECO CORPORATE HOLDINGS (CLECO CORPORATE HOLDINGS LLC) | Long | Debt | US | $113K | – | 0.08 |
| CLEVELAND CLIFFS INC (CLEVELAND-CLIFFS INC.) | Long | Debt | US | $40K | – | 0.03 |
| CLOUD SOFTWARE GROUP INC (CLOUD SOFTWARE GROUP, INC.) | Long | Debt | US | $107K | – | 0.07 |
| CLOUD SOFTWARE GROUP INC (CLOUD SOFTWARE GROUP, INC.) | Long | Debt | US | $24K | – | 0.02 |
| CLYDESDALE ACQUISITION (CLYDESDALE ACQUISITION HOLDINGS, INC.) | Long | Debt | US | $15K | – | 0.01 |
| CLYDESDALE ACQUISITION HOLDINGS INC (CLYDESDALE ACQUISITION HOLDINGS, INC.) | Long | Debt | US | $73K | – | 0.05 |
| CMG MEDIA CORP (CMG MEDIA CORPORATION) | Long | Loan | US | $16K | – | 0.01 |
| CNX MIDSTREAM PARTNERS LP | Long | Debt | US | $9K | – | 0.01 |
| CNX RESOURCES CORP (CNX RESOURCES CORPORATION) | Long | Debt | US | $15K | – | 0.01 |
| COBRA ACQUISITIONCO LLC | Long | Debt | US | $47K | – | 0.03 |
| COGENT COMMUNICATIONS GROUP INC (COGENT COMMUNICATIONS GROUP, LLC) | Long | Debt | US | $25K | – | 0.02 |
| COINBASE GLOBAL INC 0 25 04 01 2030 (COINBASE GLOBAL, INC.) | Long | Debt | US | $10K | – | 0.01 |
| COLGATE ENERGY P (PERMIAN RESOURCES OPERATING, LLC) | Long | Debt | US | $30K | – | 0.02 |
| COLT MERGER SUB INC (CAESARS ENTERTAINMENT, INC.) | Long | Debt | US | $66K | – | 0.04 |
| COLUMBIA PIPELINES OPERATING CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $56K | – | 0.04 |
| COLUMBIA PIPELINES OPERATING CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $32K | – | 0.02 |
| COLUMBIA PIPELINES OPERATING CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $20K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $19K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $17K | – | 0.01 |
| COMMERCIAL METALS CO (COMMERCIAL METALS COMPANY) | Long | Debt | US | $23K | – | 0.02 |
| COMMONWEALTH BANK AUST (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $179K | – | 0.12 |
| COMMSCOPE INC (COMMSCOPE, LLC) | Long | Debt | US | $62K | – | 0.04 |
| COMSTOCK RESOURCES INC (COMSTOCK RESOURCES, INC.) | Long | Debt | US | $77K | – | 0.05 |
| CONNECT FINCO SARL CONNE | Long | Debt | LU | $19K | – | 0.01 |
| CONSOLIDATED COMMUNICATIONS INC (CONSOLIDATED COMMUNICATIONS, INC.) | Long | Debt | US | $33K | – | 0.02 |
| CONSOLIDATED ENERGY FINANCE SA (Consolidated Energy Finance S.A.) | Long | Debt | LU | $36K | – | 0.02 |
| CONSTELLATION MERGER SUB (CLUBCORP HOLDINGS, INC.) | Long | Debt | US | $9K | – | 0.01 |
| CONTINENTAL RESOURCES (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $84K | – | 0.06 |
| COREBRIDGE FINANCIAL INC (COREBRIDGE FINANCIAL, INC.) | Long | Debt | US | $181K | – | 0.12 |
| COREBRIDGE FINANCIAL INC (COREBRIDGE FINANCIAL, INC.) | Long | Debt | US | $116K | – | 0.08 |
| COREBRIDGE FINANCIAL INC (COREBRIDGE FINANCIAL, INC.) | Long | Debt | US | $55K | – | 0.04 |
| CORECIVIC INC (CORECIVIC, INC.) | Long | Debt | US | $46K | – | 0.03 |
| CORPORATE OFFICE PROP LP (COPT DEFENSE PROPERTIES, L.P.) | Long | Debt | US | $93K | – | 0.06 |
| CORPORATE OFFICE PROP LP (COPT DEFENSE PROPERTIES, L.P.) | Long | Debt | US | $70K | – | 0.05 |
| CORPORATE OFFICE PROPERTIES LP (COPT DEFENSE PROPERTIES, L.P.) | Long | Debt | US | $23K | – | 0.02 |
| COTY INC HFC PRESTIGE PRODUCTS INC (COTY INC.) | Long | Debt | US | $30K | – | 0.02 |
| COUGAR JV SUBSIDIARY LLC (COUGAR JV SUBSIDIARY, LLC) | Long | Debt | US | $10K | – | 0.01 |
| CPI CG INC (CPI CG INC.) | Long | Debt | US | $10K | – | 0.01 |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES (CSMC COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST (CSMC TRUST) | Long | ABS-mortgage backed security | US | $126K | – | 0.08 |
| CRESTWOOD MID PARTNER LP (ENERGY TRANSFER LP) | Long | Debt | US | $57K | – | 0.04 |
| CROCS INC (CROCS, INC.) | Long | Debt | US | $22K | – | 0.01 |
| CSC HOLDINGS LLC (CSC HOLDINGS, LLC) | Long | Debt | US | $84K | – | 0.06 |
| CSC HOLDINGS LLC (CSC HOLDINGS, LLC) | Long | Debt | US | $11K | – | 0.01 |
| CTR PARTNERSHIP LP CARETRUST CAPITAL CORP (CTR PARTNERSHIP, L.P.) | Long | Debt | US | $28K | – | 0.02 |
| CVR ENERGY INC (CVR ENERGY, INC.) | Long | Debt | US | $65K | – | 0.04 |
| CVR ENERGY INC (CVR ENERGY, INC.) | Long | Debt | US | $23K | – | 0.02 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $61K | – | 0.04 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $25K | – | 0.02 |
| DANA INC (DANA INCORPORATED) | Long | Debt | US | $21K | – | 0.01 |
| DAVITA INC (DAVITA INC.) | Long | Debt | US | $77K | – | 0.05 |
| DCP MIDSTREAM OPERATING (DCP MIDSTREAM OPERATING, LP) | Long | Debt | US | $96K | – | 0.06 |
| DCP MIDSTREAM OPERATING (DCP MIDSTREAM OPERATING, LP) | Long | Debt | US | $67K | – | 0.04 |
| DCP MIDSTREAM OPERATING LP (DCP MIDSTREAM OPERATING, LP) | Long | Debt | US | $60K | – | 0.04 |
| DELEK LOG PART FINANCE (DELEK LOGISTICS PARTNERS, LP) | Long | Debt | US | $51K | – | 0.03 |
| DELEK LOGISTICS PARTNERS LP (DELEK LOGISTICS PARTNERS, LP) | Long | Debt | US | $35K | – | 0.02 |
| DELL INTERNATIONAL LLC EMC CORP (DELL INTERNATIONAL L.L.C.) | Long | Debt | US | $152K | – | 0.10 |
| DELL INTERNATIONAL LLC EMC CORP (DELL INTERNATIONAL L.L.C.) | Long | Debt | US | $92K | – | 0.06 |
| DEUTSCHE BANK AG (Deutsche Bank Aktiengesellschaft) | Long | Debt | DE | $671K | – | 0.45 |
| DEVON ENERGY CORP (DEVON ENERGY CORPORATION) | Long | Debt | US | $18K | – | 0.01 |
| DG INVESTMENT (DG INVESTMENT INTERMEDIATE HOLDINGS 2, INC.) | Long | Loan | US | $10K | – | 0.01 |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC (DG INVESTMENT INTERMEDIATE HOLDINGS 2, INC.) | Long | Loan | US | $49K | – | 0.03 |
| DIAMOND SPORTS GROUP LLC (DIAMOND SPORTS GROUP, LLC) | Long | Loan | US | $0 | – | – |
| DIAMOND SPORTS TERM SUPER PRIORITY (DIAMOND SPORTS GROUP, LLC) | Long | Loan | US | $76K | – | 0.05 |
| DISCOVER FINANCIAL SERVICES | Long | Debt | US | $341K | – | 0.23 |
| DISH NETWORK CORP (DISH NETWORK CORPORATION) | Long | Debt | US | $55K | – | 0.04 |
| DOMINICAN REPUBLIC (Gobierno de la Republica Dominicana) | Long | Debt | DO | $443K | – | 0.30 |
| DOMINICAN REPUBLIC (Gobierno de la Republica Dominicana) | Long | Debt | DO | $248K | – | 0.17 |
| DREYFUS TREASURY SECURITIES CASH MANAGEMENT (Dreyfus Treasury Securities Cash Management; Institutional Shares) | Long | Short-term investment vehicle | US | $6M | 6M | 3.82 |
| DRYDEN 98 CLO LTD (DRYDEN CLO LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| DT MIDSTREAM INC (DT MIDSTREAM, INC.) | Long | Debt | US | $23K | – | 0.02 |
| DTP COMMERCIAL MORTGAGE TRUST 2023 STE2 | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| DUQUESNE LIGHT HOLDINGS INC (DUQUESNE LIGHT HOLDINGS, INC.) | Long | Debt | US | $131K | – | 0.09 |
| DYCOM INDUSTRIES INC (DYCOM INDUSTRIES, INC.) | Long | Debt | US | $42K | – | 0.03 |
| EATON VANCE CDO LTD (EATON VANCE CLO LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| EATON VANCE CLO 2019 1 LTD (EATON VANCE CLO LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| EATON VANCE CLO 2020 2 LTD (EATON VANCE CLO LTD) | Long | ABS-mortgage backed security | US | $378K | – | 0.25 |
| ECO MATERIAL TECH INC (ECO MATERIAL TECHNOLOGIES INC.) | Long | Debt | US | $35K | – | 0.02 |
| EG GLOBAL FINANCE PLC | Long | Debt | GB | $133K | – | 0.09 |
| ELASTIC NV (Elastic N.V.) | Long | Debt | NL | $27K | – | 0.02 |
| EMERALD DEBT MERGER SUB LLC (EMRLD BORROWER LP) | Long | Debt | US | $45K | – | 0.03 |
| EMERGENT BIOSOLUTIONS (EMERGENT BIOSOLUTIONS INC.) | Long | Debt | US | $45K | – | 0.03 |
| ENERGY TRANSFER OPERATING LP (ENERGY TRANSFER LP) | Long | Debt | US | $359K | – | 0.24 |
| ENERGY TRANSFER PARTNERS (ENERGY TRANSFER LP) | Long | Debt | US | $187K | – | 0.13 |
| ENLINK MIDSTREAM LLC (ENLINK MIDSTREAM, LLC) | Long | Debt | US | $59K | – | 0.04 |
| ENSEMBLE RCM LLC (ENSEMBLE RCM, LLC) | Long | Loan | US | $5K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP (EQM MIDSTREAM PARTNERS, LP) | Long | Debt | US | $66K | – | 0.04 |
| EQT CORP (EQT CORPORATION) | Long | Debt | US | $44K | – | 0.03 |
| EQUITABLE HOLDINGS INC (EQUITABLE HOLDINGS, INC.) | Long | Debt | US | $58K | – | 0.04 |
| ERO COPPER CORP (ERO COPPER CORP.) | Long | Debt | CA | $82K | – | 0.06 |
| ESAB CORP (ESAB CORPORATION) | Long | Debt | US | $35K | – | 0.02 |
| EXELON CORP (EXELON CORPORATION) | Long | Debt | US | $104K | – | 0.07 |
| EXTENDED STAY AMERICA TRUST | Long | ABS-mortgage backed security | US | $122K | – | 0.08 |
| EXTENDED STAY AMERICA TRUST | Long | ABS-mortgage backed security | US | $90K | – | 0.06 |
| FAIR ISAAC CORP (FAIR ISAAC CORPORATION) | Long | Debt | US | $28K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $479K | – | 0.32 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $423K | – | 0.28 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $376K | – | 0.25 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $375K | – | 0.25 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $336K | – | 0.23 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $304K | – | 0.20 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $178K | – | 0.12 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $153K | – | 0.10 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $146K | – | 0.10 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $137K | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $133K | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $133K | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $132K | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $124K | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $117K | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $110K | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $106K | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $91K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $90K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $85K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $84K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $82K | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $74K | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $57K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $42K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $42K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $39K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $39K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $827K | – | 0.55 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $493K | – | 0.33 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $486K | – | 0.33 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $410K | – | 0.27 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $258K | – | 0.17 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $247K | – | 0.17 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $247K | – | 0.17 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $227K | – | 0.15 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $207K | – | 0.14 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $193K | – | 0.13 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $181K | – | 0.12 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $136K | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $132K | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $106K | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $105K | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $96K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $94K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $90K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $69K | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $834K | – | 0.56 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $814K | – | 0.55 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $657K | – | 0.44 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $641K | – | 0.43 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $614K | – | 0.41 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $546K | – | 0.37 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $508K | – | 0.34 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $401K | – | 0.27 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $375K | – | 0.25 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $334K | – | 0.22 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $328K | – | 0.22 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $317K | – | 0.21 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $315K | – | 0.21 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $280K | – | 0.19 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $267K | – | 0.18 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $253K | – | 0.17 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $249K | – | 0.17 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $245K | – | 0.16 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $243K | – | 0.16 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $232K | – | 0.16 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $224K | – | 0.15 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $209K | – | 0.14 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $204K | – | 0.14 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $195K | – | 0.13 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $195K | – | 0.13 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $180K | – | 0.12 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $178K | – | 0.12 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $176K | – | 0.12 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $174K | – | 0.12 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $170K | – | 0.11 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $161K | – | 0.11 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $156K | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $154K | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $150K | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $147K | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $146K | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $145K | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $142K | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $139K | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $138K | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $135K | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $133K | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $126K | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $123K | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $119K | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $116K | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $113K | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $112K | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $109K | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $107K | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $103K | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $97K | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $96K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $94K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $94K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $92K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $92K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $91K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $88K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $86K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $85K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $85K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $77K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $76K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $75K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $74K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $67K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $67K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $66K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $60K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $57K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $56K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $47K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $45K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $44K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $43K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $43K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $41K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $41K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $805.32 | – | 0.00 |
| FERTITTA ENTERTAINMENT LLC (FERTITTA ENTERTAINMENT, LLC) | Long | Debt | US | $61K | – | 0.04 |
| FIESTA PURCHASER INC (FIESTA PURCHASER, INC.) | Long | Debt | US | $21K | – | 0.01 |
| FINASTRA TERM 1LN | Long | Loan | US | $54K | – | 0.04 |
| FINASTRA TERM 1LN | Long | Loan | US | $1K | – | 0.00 |
| FIVE CORNERS FUNDING TRUST II | Long | Debt | US | $298K | – | 0.20 |
| FLATIRON CLO 19 LTD (FLATIRON CLO LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| FLATIRON CLO 21 LTD (FLATIRON CLO LTD) | Long | ABS-mortgage backed security | US | $251K | – | 0.17 |
| FMG RESOURCES AUGUST 2006 (FMG RESOURCES (AUGUST 2006) PTY LTD) | Long | Debt | AU | $5K | – | 0.00 |
| FOOT LOCKER INC (FOOT LOCKER, INC.) | Long | Debt | US | $25K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $934K | – | 0.63 |
| FORTRESS TRANSPORTATION (FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC) | Long | Debt | US | $31K | – | 0.02 |
| FORTRESS TRANSPORTATION (FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC) | Long | Debt | US | $10K | – | 0.01 |
| FORWARD AIR CORP (GN BONDCO, LLC) | Long | Debt | US | $42K | – | 0.03 |
| FOUNDATION BUILDING MATERIALS INC (FOUNDATION BUILDING MATERIALS, INC.) | Long | Debt | US | $35K | – | 0.02 |
| FOX CORP (FOX CORPORATION) | Long | Debt | US | $71K | – | 0.05 |
| FRONT RANGE BIDCO INC (ZAYO GROUP HOLDINGS, INC.) | Long | Debt | US | $20K | – | 0.01 |
| FRONT RANGE BIDCO INC (ZAYO GROUP HOLDINGS, INC.) | Long | Debt | US | $20K | – | 0.01 |
| FRONTIER COMMUNICATIONS (FRONTIER COMMUNICATIONS HOLDINGS, LLC) | Long | Debt | US | $62K | – | 0.04 |
| FRONTIER COMMUNICATIONS CORP (FRONTIER COMMUNICATIONS HOLDINGS, LLC) | Long | Debt | US | $24K | – | 0.02 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC (FRONTIER COMMUNICATIONS HOLDINGS, LLC) | Long | Debt | US | $7K | – | 0.00 |
| GARDEN SPINCO CORP (NEOGEN FOOD SAFETY CORPORATION) | Long | Debt | US | $27K | – | 0.02 |
| GATES CORPORATION | Long | Debt | US | $30K | – | 0.02 |
| GEMS MENASA KY LTD GEMS (GEMS MENASA (CAYMAN) LIMITED) | Long | Debt | KY | $94K | – | 0.06 |
| GENESEE WYOMING INC (GENESEE & WYOMING INC.) | Long | Debt | US | $30K | – | 0.02 |
| GENESIS ENERGY LP FIN (GENESIS ENERGY, L.P.) | Long | Debt | US | $46K | – | 0.03 |
| GENESIS ENERGY LP GENESIS ENERGY FINAN (GENESIS ENERGY, L.P.) | Long | Debt | US | $10K | – | 0.01 |
| GEO GROUP INC THE (THE GEO GROUP, INC.) | Long | Debt | US | $42K | – | 0.03 |
| GEO GROUP INC THE (THE GEO GROUP, INC.) | Long | Debt | US | $26K | – | 0.02 |
| GFL ENVIRONMENTAL INC (GFL ENVIRONMENTAL INC.) | Long | Debt | CA | $15K | – | 0.01 |
| GGAM FINANCE LTD (GGAM Finance Ltd.) | Long | Debt | IE | $51K | – | 0.03 |
| GGAM FINANCE LTD (GGAM Finance Ltd.) | Long | Debt | IE | $31K | – | 0.02 |
| GGAM FINANCE LTD (GGAM Finance Limited) | Long | Debt | KY | $25K | – | 0.02 |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC (GLOBAL INFRASTRUCTURE SOLUTIONS INC.) | Long | Debt | US | $33K | – | 0.02 |
| GLOBAL NET LEASE GLOBAL (GLOBAL NET LEASE, INC.) | Long | Debt | US | $66K | – | 0.04 |
| GLOBAL PART GLP FINANCE (GLOBAL PARTNERS LP) | Long | Debt | US | $15K | – | 0.01 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $29K | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $496K | – | 0.33 |
| GOLDMAN SACHS GROUP INC (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $97K | – | 0.07 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $231K | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $693K | – | 0.46 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $647K | – | 0.43 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $449K | – | 0.30 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $297K | – | 0.20 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $288K | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $283K | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $242K | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $212K | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $209K | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $178K | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $156K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $151K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $148K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $145K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $141K | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $126K | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $107K | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $95K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $85K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $80K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $76K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $75K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $63K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $62K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $61K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $53K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $50K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $46K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $41K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $41K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $38K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $539.43 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $220K | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $153K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $77K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $45K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $45K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $42K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| GRAFTECH FINANCE INC (GRAFTECH FINANCE INC.) | Long | Debt | US | $22K | – | 0.01 |
| GRAFTECH GLOBAL ENTERPRI (GRAFTECH GLOBAL ENTERPRISES INC.) | Long | Debt | US | $15K | – | 0.01 |
| GRAPHIC PACKAGING INTERN (GRAPHIC PACKAGING INTERNATIONAL, LLC) | Long | Debt | US | $27K | – | 0.02 |
| GRAPHIC PACKAGING INTERNATIONAL LLC (GRAPHIC PACKAGING INTERNATIONAL, LLC) | Long | Debt | US | $40K | – | 0.03 |
| GRAY TELEVISION INC (GRAY TELEVISION, INC.) | Long | Debt | US | $18K | – | 0.01 |
| GREAT LAKES DREDGE DOCK CORP (GREAT LAKES DREDGE & DOCK CORPORATION) | Long | Debt | US | $31K | – | 0.02 |
| GREYSTAR REAL ESTATE PARTNERS LLC (GREYSTAR REAL ESTATE PARTNERS, LLC) | Long | Debt | US | $11K | – | 0.01 |
| GRIFOLS ESCROW ISSUER SA (Grifols, S.A.) | Long | Debt | ES | $9K | – | 0.01 |
| GS MORTGAGE SECURITIES CORP II (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| HARVEST MIDSTREAM I LP (HARVEST MIDSTREAM I, L.P.) | Long | Debt | US | $41K | – | 0.03 |
| HAT HOLDINGS I LLC HAT HOLDINGS II LLC | Long | Debt | US | $26K | – | 0.02 |
| HCA INC (HCA INC.) | Long | Debt | US | $207K | – | 0.14 |
| HCA INC (HCA INC.) | Long | Debt | US | $99K | – | 0.07 |
| HEALTHCARE TRUST OF AMER (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $85K | – | 0.06 |
| HEALTHEQUITY INC (HEALTHEQUITY, INC.) | Long | Debt | US | $23K | – | 0.02 |
| HERTZ CORP THE (THE HERTZ CORPORATION) | Long | Debt | US | $11K | – | 0.01 |
| HESS CORP (HESS CORPORATION) | Long | Debt | US | $600K | – | 0.40 |
| HESS CORP (HESS CORPORATION) | Long | Debt | US | $146K | – | 0.10 |
| HESS CORP (HESS CORPORATION) | Long | Debt | US | $122K | – | 0.08 |
| HIGHTOWER HOLDING LLC (HIGHTOWER HOLDING, LLC) | Long | Debt | US | $70K | – | 0.05 |
| HILTON GRAND VAC BOR ESC (HILTON GRAND VACATIONS BORROWER LLC) | Long | Debt | US | $20K | – | 0.01 |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC (HILTON GRAND VACATIONS BORROWER LLC) | Long | Debt | US | $23K | – | 0.02 |
| HORIZON AIRCRAFT FIN (HORIZON AIRCRAFT FINANCE I LIMITED) | Long | ABS-mortgage backed security | US | $150K | – | 0.10 |
| HORIZON AIRCRAFT FINANCE I LIMITED | Long | ABS-mortgage backed security | US | $136K | – | 0.09 |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC (HOWARD MIDSTREAM ENERGY PARTNERS, LLC) | Long | Debt | US | $20K | – | 0.01 |
| HUB INTERNATIONAL LTD (HUB INTERNATIONAL LIMITED) | Long | Debt | US | $82K | – | 0.05 |
| HUB INTERNATIONAL LTD (HUB INTERNATIONAL LIMITED) | Long | Debt | US | $47K | – | 0.03 |
| HUDSON PACIFIC PROPERTIE (HUDSON PACIFIC PROPERTIES, L.P.) | Long | Debt | US | $223K | – | 0.15 |
| HUMANA INC (HUMANA INC.) | Long | Debt | US | $60K | – | 0.04 |
| ICAHN ENTERPRISES FIN (ICAHN ENTERPRISES L.P.) | Long | Debt | US | $155K | – | 0.10 |
| II VI INC (Coherent Corp.) | Long | Debt | US | $104K | – | 0.07 |
| INSIGHT ENTERPRS (INSIGHT ENTERPRISES, INC.) | Long | Debt | US | $15K | – | 0.01 |
| INTELLIGENT PACKAGING (INTELLIGENT PACKAGING LIMITED FINCO INC.) | Long | Debt | CA | $10K | – | 0.01 |
| INTELSAT | Long | Equity-common | LU | $477.75 | 13 | 0.00 |
| INTELSAT JACKSON HOLDINGS LTD (INTELSAT JACKSON HOLDINGS S.A.) | Long | Debt | LU | $42K | – | 0.03 |
| INTESA SANPAOLO SPA | Long | Debt | IT | $545K | – | 0.37 |
| INVESCO CLO LTD | Long | ABS-mortgage backed security | US | $251K | – | 0.17 |
| ITT HOLDINGS LLC | Long | Debt | US | $27K | – | 0.02 |
| JACKSON FINANCIAL INC (JACKSON FINANCIAL INC.) | Long | Debt | US | $76K | – | 0.05 |
| JACKSON FINANCIAL INC (JACKSON FINANCIAL INC.) | Long | Debt | US | $70K | – | 0.05 |
| JACKSON FINANCIAL INC (JACKSON FINANCIAL INC.) | Long | Debt | US | $14K | – | 0.01 |
| JACOBS ENTERTAINMENT INC (JACOBS ENTERTAINMENT, INC.) | Long | Debt | US | $28K | – | 0.02 |
| JANE STREET GROUP JSG FINANCE INC (JANE STREET GROUP, LLC) | Long | Debt | US | $28K | – | 0.02 |
| JAZZ SECURITIES DAC (Jazz Securities Designated Activity Company) | Long | Debt | IE | $19K | – | 0.01 |
| JBS USA LUX SA JBS USA FOOD CO (JBS USA Holding Lux S.a r.l.) | Long | Debt | LU | $452K | – | 0.30 |
| JBS USA LUX SA JBS USA FOOD CO (JBS USA Holding Lux S.a r.l.) | Long | Debt | LU | $179K | – | 0.12 |
| JEFFERSON CAPITAL HOLDIN (JEFFERSON CAPITAL HOLDINGS, LLC) | Long | Debt | US | $15K | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $79K | – | 0.05 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $53K | – | 0.04 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.80 |
| KEHE DIST FIN NEXTWAVE (KEHE DISTRIBUTORS, LLC) | Long | Debt | US | $31K | – | 0.02 |
| KENNEDY WILSON INC (KENNEDY-WILSON, INC.) | Long | Debt | US | $29K | – | 0.02 |
| KINETIK HOLDINGS LP | Long | Debt | US | $41K | – | 0.03 |
| KINETIK HOLDINGS LP | Long | Debt | US | $20K | – | 0.01 |
| KKR CLO 41 LTD (KKR CLO LTD/LLC) | Long | ABS-mortgage backed security | US | $507K | – | 0.34 |
| KOBE US MIDCO 2 INC (ADVANCION SCIENCES, INC.) | Long | Debt | US | $57K | – | 0.04 |
| KODIAK GAS SERVICES LLC (KODIAK GAS SERVICES, LLC) | Long | Debt | US | $31K | – | 0.02 |
| KOHL S CORPORATION (KOHL'S CORPORATION) | Long | Debt | US | $15K | – | 0.01 |
| KONTOOR BRANDS INC (Kontoor Brands, Inc.) | Long | Debt | US | $18K | – | 0.01 |
| KRONOS ACQUISITION HOLDINGS INC (KRONOS ACQUISITION HOLDINGS INC.) | Long | Debt | US | $20K | – | 0.01 |
| KRONOS ACQUISITION HOLDINGS INC (KRONOS ACQUISITION HOLDINGS INC.) | Long | Debt | US | $14K | – | 0.01 |
| L BRANDS INC (BATH & BODY WORKS, INC.) | Long | Debt | US | $95K | – | 0.06 |
| LADDER CAPITAL FINANCE HOLDINGS LLLP | Long | Debt | US | $23K | – | 0.02 |
| LANDSEA HOMES CORP (LANDSEA HOMES CORPORATION) | Long | Debt | US | $20K | – | 0.01 |
| LBM ACQUISITION LLC (LBM ACQUISITION, LLC) | Long | Loan | US | $40K | – | 0.03 |
| LBM ACQUISITION LLC (LBM ACQUISITION, LLC) | Long | Debt | US | $35K | – | 0.02 |
| LCM INVESTMENTS HOLDINGS II LLC (LCM INVESTMENTS HOLDINGS II, LLC) | Long | Debt | US | $16K | – | 0.01 |
| LCM INVESTMENTS HOLDINGS II LLC (LCM INVESTMENTS HOLDINGS II, LLC) | Long | Debt | US | $9K | – | 0.01 |
| LEEWARD RENEWABLE ENERGY OPERATIONS LLC (LEEWARD RENEWABLE ENERGY, LLC) | Long | Debt | US | $22K | – | 0.01 |
| LEVEL 3 FINANCING INC (LEVEL 3 FINANCING, INC.) | Long | Debt | US | $55K | – | 0.04 |
| LEVEL 3 FINANCING INC (LEVEL 3 FINANCING, INC.) | Long | Debt | US | $15K | – | 0.01 |
| LEVEL 3 FINANCING INC (LEVEL 3 FINANCING, INC.) | Long | Debt | US | $11K | – | 0.01 |
| LEVI STRAUSS CO (LEVI STRAUSS & CO.) | Long | Debt | US | $26K | – | 0.02 |
| LGI HOMES INC (LGI HOMES, INC.) | Long | Debt | US | $16K | – | 0.01 |
| LIFE 2021 BMR MORTGAGE TRUST (LIFE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $96K | – | 0.06 |
| LIFE 2021 BMR MORTGAGE TRUST (LIFE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $95K | – | 0.06 |
| LIFE 2021 BMR MORTGAGE TRUST (LIFE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $94K | – | 0.06 |
| LIFE MORTGAGE TRUST US | Long | ABS-mortgage backed security | US | $188K | – | 0.13 |
| LIFE MORTGAGE TRUST US | Long | ABS-mortgage backed security | US | $164K | – | 0.11 |
| LIFEPOINT HEALTH INC (LIFEPOINT HEALTH, INC.) | Long | Debt | US | $55K | – | 0.04 |
| LSB INDUSTRIES INC (LSB INDUSTRIES, INC.) | Long | Debt | US | $48K | – | 0.03 |
| MACQUARIE AIRFINANCE HOLDINGS LTD (MACQUARIE AIRFINANCE HOLDINGS LIMITED) | Long | Debt | GB | $26K | – | 0.02 |
| MACQUARIE AIRFINANCE HOLDINGS LTD (MACQUARIE AIRFINANCE HOLDINGS LIMITED) | Long | Debt | GB | $21K | – | 0.01 |
| MACQUARIE AIRFINANCE HOLDINGS LTD (MACQUARIE AIRFINANCE HOLDINGS LIMITED) | Long | Debt | GB | $5K | – | 0.00 |
| MADISON IAQ LLC | Long | Debt | US | $37K | – | 0.02 |
| MADISON IAQ LLC | Long | Debt | US | $23K | – | 0.02 |
| MADISON PARK FUNDING LII LTD (MADISON PARK FUNDING, LTD.) | Long | ABS-mortgage backed security | US | $369K | – | 0.25 |
| MAGIC MERGERCO INC (THE MICHAELS COMPANIES, INC.) | Long | Debt | US | $20K | – | 0.01 |
| MAGNETITE CLO LTD (MAGNETITE CLO, LIMITED) | Long | ABS-mortgage backed security | US | $401K | – | 0.27 |
| MARRIOTT OWNERSHIP RESORTS INC (MARRIOTT OWNERSHIP RESORTS, INC.) | Long | Debt | US | $23K | – | 0.02 |
| MATADOR RESOURCES CO (MATADOR RESOURCES COMPANY) | Long | Debt | US | $35K | – | 0.02 |
| MATCH GROUP HOLDINGS II LLC (MATCH GROUP HOLDINGS II, LLC) | Long | Debt | US | $72K | – | 0.05 |
| MATTEL INC (MATTEL, INC.) | Long | Debt | US | $30K | – | 0.02 |
| MATTEL INC (MATTEL, INC.) | Long | Debt | US | $5K | – | 0.00 |
| MAUSER PACKAGING SOLUT (MAUSER PACKAGING SOLUTIONS HOLDING COMPANY) | Long | Debt | US | $36K | – | 0.02 |
| MCLAREN FINANCE PLC | Long | Debt | GB | $26K | – | 0.02 |
| MEDLINE BORROWER LP MEDLINE CO ISSUER INC (MEDLINE BORROWER, LP) | Long | Debt | US | $20K | – | 0.01 |
| MEG ENERGY CORP (MEG Energy Corp.) | Long | Debt | CA | $38K | – | 0.03 |
| MELCO RESORTS FINANCE (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $58K | – | 0.04 |
| MERITAGE HOMES CORP (MERITAGE HOMES CORPORATION) | Long | Debt | US | $10K | – | 0.01 |
| MGM RESORTS INTL (MGM RESORTS INTERNATIONAL) | Long | Debt | US | $104K | – | 0.07 |
| MICROSTRATEGY INC (MICROSTRATEGY INCORPORATED) | Long | Debt | US | $53K | – | 0.04 |
| MILLICOM INTL CELLULAR (MILLICOM INTERNATIONAL CELLULAR S.A.) | Long | Debt | LU | $303K | – | 0.20 |
| MILLICOM INTL CELLULAR (MILLICOM INTERNATIONAL CELLULAR S.A.) | Long | Debt | LU | $52K | – | 0.03 |
| MINERAL RESOURCES LTD (MINERAL RESOURCES LIMITED) | Long | Debt | AU | $31K | – | 0.02 |
| MINERAL RESOURCES LTD (MINERAL RESOURCES LIMITED) | Long | Debt | AU | $21K | – | 0.01 |
| MINERVA MERGER SUB INC (ATHENAHEALTH GROUP INC.) | Long | Debt | US | $41K | – | 0.03 |
| MIWD HLDCO II MIWD FIN (MIWD HOLDCO II LLC) | Long | Debt | US | $14K | – | 0.01 |
| MODIVCARE ESCROW ISSUER INC (MODIVCARE ESCROW ISSUER, INC.) | Long | Debt | US | $18K | – | 0.01 |
| MODIVCARE INC (MODIVCARE INC.) | Long | Debt | US | $25K | – | 0.02 |
| MOLINA HEALTHCARE INC (MOLINA HEALTHCARE, INC.) | Long | Debt | US | $53K | – | 0.04 |
| MOOG INC (MOOG INC.) | Long | Debt | US | $28K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.68 |
| MORGAN STANLEY CAPITAL I TRUST | Long | ABS-mortgage backed security | US | $76K | – | 0.05 |
| MORGAN STANLEY CAPITAL I TRUST 2019 MEAD | Long | ABS-mortgage backed security | US | $127K | – | 0.08 |
| MORGAN STANLEY CAPITAL I TRUST 2019 MEAD | Long | ABS-mortgage backed security | US | $82K | – | 0.05 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER, LP) | Long | Debt | US | $97K | – | 0.06 |
| MPLX LP | Long | Debt | US | $190K | – | 0.13 |
| MPT OPER PARTNERSHIP FINL (MPT OPERATING PARTNERSHIP, L.P.) | Long | Debt | US | $23K | – | 0.02 |
| MPT OPER PARTNERSP FINL (MPT OPERATING PARTNERSHIP, L.P.) | Long | Debt | US | $116K | – | 0.08 |
| MPT OPERATING PARTNERSHIP LP (MPT OPERATING PARTNERSHIP, L.P.) | Long | Debt | US | $68K | – | 0.05 |
| MUELLER WATER PRODUCTS INC (MUELLER WATER PRODUCTS, INC.) | Long | Debt | US | $23K | – | 0.02 |
| MURPHY OIL CORP (MURPHY OIL CORPORATION) | Long | Debt | US | $42K | – | 0.03 |
| N A (BLP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| NAVIOS SOUTH AMERICAN LOGISTICS INC (NAVIOS SOUTH AMERICAN LOGISTICS INC.) | Long | Debt | MH | $80K | – | 0.05 |
| NCL CORP LTD (NCL CORPORATION LTD.) | Long | Debt | BM | $57K | – | 0.04 |
| NCL CORP LTD (NCL CORPORATION LTD.) | Long | Debt | BM | $44K | – | 0.03 |
| NCL FINANCE LTD (NCL Finance, Ltd.) | Long | Debt | BM | $25K | – | 0.02 |
| NEW FORTRESS ENERGY INC (NEW FORTRESS ENERGY INC.) | Long | Debt | US | $41K | – | 0.03 |
| NEWELL RUBBERMAID INC (NEWELL BRANDS INC.) | Long | Debt | US | $36K | – | 0.02 |
| NEXTERA ENERGY OPERATING PARTNERS LP (NEXTERA ENERGY OPERATING PARTNERS, LP) | Long | Debt | US | $41K | – | 0.03 |
| NEXTERA ENERGY PARTNERS (NEXTERA ENERGY OPERATING PARTNERS, LP) | Long | Debt | US | $29K | – | 0.02 |
| NGL ENERGY PARTNERS LP (NGL ENERGY OPERATING LLC) | Long | Debt | US | $31K | – | 0.02 |
| NOKIA OYJ | Long | Debt | FI | $30K | – | 0.02 |
| NORTHERN OIL AND GAS INC (NORTHERN OIL AND GAS, INC.) | Long | Debt | US | $31K | – | 0.02 |
| NOVA CHEMICALS CORP (NOVA Chemicals Corporation) | Long | Debt | CA | $91K | – | 0.06 |
| NOVA CHEMICALS CORP (NOVA Chemicals Corporation) | Long | Debt | CA | $11K | – | 0.01 |
| NOVELIS CORP (NOVELIS CORPORATION) | Long | Debt | US | $22K | – | 0.01 |
| NRG ENERGY INC (NRG ENERGY, INC.) | Long | Debt | US | $47K | – | 0.03 |
| NRG ENERGY INC (NRG ENERGY, INC.) | Long | Debt | US | $40K | – | 0.03 |
| NRG ENERGY INC (NRG ENERGY, INC.) | Long | Debt | US | $27K | – | 0.02 |
| OCCIDENTAL PETROLEUM COR (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $123K | – | 0.08 |
| OI EUROPEAN GROUP BV (OI European Group B.V.) | Long | Debt | NL | $23K | – | 0.02 |
| OLYMPUS WATER US HOLDING CORP (OLYMPUS WATER US HOLDING CORPORATION) | Long | Debt | US | $77K | – | 0.05 |
| OLYMPUS WATER US HOLDING CORP (OLYMPUS WATER US HOLDING CORPORATION) | Long | Debt | US | $40K | – | 0.03 |
| OMEGA HEALTHCARE INVESTORS (OMEGA HEALTHCARE INVESTORS, INC.) | Long | Debt | US | $388K | – | 0.26 |
| OMEGA HLTHCARE INVESTORS (OMEGA HEALTHCARE INVESTORS, INC.) | Long | Debt | US | $339K | – | 0.23 |
| ON SEMICONDUCTOR CORP (ON SEMICONDUCTOR CORPORATION) | Long | Debt | US | $28K | – | 0.02 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $103K | – | 0.07 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $64K | – | 0.04 |
| ONTARIO GAMING GTA LP (ONTARIO GAMING GTA LIMITED PARTNERSHIP) | Long | Debt | CA | $10K | – | 0.01 |
| OPEN TEXT CORP (Open Text Corporation) | Long | Debt | CA | $88K | – | 0.06 |
| OPEN TRUST 2023 AIR | Long | ABS-mortgage backed security | US | $91K | – | 0.06 |
| OPEN TRUST 2023 AIR | Long | ABS-mortgage backed security | US | $91K | – | 0.06 |
| ORACLE CORP (ORACLE CORPORATION) | Long | Debt | US | $321K | – | 0.22 |
| ORGANON FINANCE 1 LLC (ORGANON & CO.) | Long | Debt | US | $65K | – | 0.04 |
| OWENS BROCKWAY GLASS CONTAINER INC (OWENS-BROCKWAY GLASS CONTAINER INC.) | Long | Debt | US | $30K | – | 0.02 |
| OWENS MINOR INC (Owens & Minor, Inc.) | Long | Debt | US | $34K | – | 0.02 |
| PACIFIC LIFECORP | Long | Debt | US | $147K | – | 0.10 |
| PANTHER ESCROW ISSUER LLC (PANTHER ESCROW ISSUER, LLC) | Long | Debt | US | $35K | – | 0.02 |
| PARK INTERMED HOLDINGS (PARK INTERMEDIATE HOLDINGS LLC.) | Long | Debt | US | $15K | – | 0.01 |
| PARTY CITY HOLDCO INC RESTRICTED | Long | Equity-common | US | $0 | 1 | – |
| PATTERN ENERGY OP LP PAT (PATTERN ENERGY OPERATIONS LP) | Long | Debt | US | $19K | – | 0.01 |
| PBF HOLDING CO LLC (PBF HOLDING COMPANY LLC) | Long | Debt | US | $49K | – | 0.03 |
| PEACHTREE FUNDING TRUST (PEACHTREE CORNERS FUNDING TRUST) | Long | Debt | US | $247K | – | 0.17 |
| PELOTON INTERACTIVE INC (PELOTON INTERACTIVE, INC.) | Long | Debt | US | $6K | – | 0.00 |
| PERFORMANCE FOOD GROUP INC (Performance Food Group, Inc.) | Long | Debt | US | $27K | – | 0.02 |
| PERMIAN RESOURCES OPERATING LLC (PERMIAN RESOURCES OPERATING, LLC) | Long | Debt | US | $46K | – | 0.03 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $1M | – | 0.73 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $303K | – | 0.20 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $266K | – | 0.18 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $96K | – | 0.06 |
| PHINIA INC (PHINIA INC.) | Long | Debt | US | $15K | – | 0.01 |
| PIEDMONT OPERATING PARTNERSHIP LP (PIEDMONT OPERATING PARTNERSHIP, LP) | Long | Debt | US | $26K | – | 0.02 |
| PIKE CORP (Pike Corporation) | Long | Debt | US | $26K | – | 0.02 |
| PILGRIM S PRIDE CORP (PILGRIM'S PRIDE CORPORATION) | Long | Debt | US | $100K | – | 0.07 |
| PINE STREET TRUST II | Long | Debt | US | $92K | – | 0.06 |
| PITNEY BOWES INC (PITNEY BOWES INC.) | Long | Debt | US | $33K | – | 0.02 |
| PLANET FITNESS MASTER ISSUER LLC | Long | ABS-mortgage backed security | US | $129K | – | 0.09 |
| PLANET FITNESS MASTER ISSUER LLC | Long | ABS-mortgage backed security | US | $126K | – | 0.08 |
| POST HOLDINGS INC (Post Holdings, Inc.) | Long | Debt | US | $25K | – | 0.02 |
| POST HOLDINGS INC (Post Holdings, Inc.) | Long | Debt | US | $15K | – | 0.01 |
| POWER STOP LLC (POWER STOP, LLC) | Long | Loan | US | $10K | – | 0.01 |
| PROJECT SILVER (SILVER AIRCRAFT LEASE INVESTMENT LTD) | Long | ABS-mortgage backed security | US | $251K | – | 0.17 |
| PUGET ENERGY INC (PUGET ENERGY, INC.) | Long | Debt | US | $127K | – | 0.08 |
| PUGET ENERGY INC (PUGET ENERGY, INC.) | Long | Debt | US | $92K | – | 0.06 |
| QORVO INC (QORVO, INC.) | Long | Debt | US | $47K | – | 0.03 |
| RADIOLOGY PARTNERS INC (RADIOLOGY PARTNERS, INC.) | Long | Debt | US | $13K | – | 0.01 |
| RAILWORKS HOLDINGS LP R (RAILWORKS HOLDINGS, LP) | Long | Debt | US | $35K | – | 0.02 |
| RAND PARENT LLC (RAND PARENT, LLC) | Long | Debt | US | $76K | – | 0.05 |
| RANGE RESOURCES CORP (RANGE RESOURCES CORPORATION) | Long | Debt | US | $45K | – | 0.03 |
| REALOGY GROUP CO ISSUER (ANYWHERE REAL ESTATE GROUP LLC) | Long | Debt | US | $38K | – | 0.03 |
| RENT A CENTER INC (UPBOUND GROUP, INC.) | Long | Debt | US | $19K | – | 0.01 |
| RETAIL PPTYS OF AMERICA (KITE REALTY GROUP, L.P.) | Long | Debt | US | $21K | – | 0.01 |
| RITHM CAPITAL CORP (RITHM CAPITAL CORP.) | Long | Debt | US | $15K | – | 0.01 |
| ROBLOX CORP (ROBLOX CORPORATION) | Long | Debt | US | $53K | – | 0.04 |
| ROLLER BEARING CO OF AMERICA INC (ROLLER BEARING COMPANY OF AMERICA, INC.) | Long | Debt | US | $14K | – | 0.01 |
| ROYAL BANK OF SCOTLAND GROUP PLC (NATWEST GROUP PLC) | Long | Debt | GB | $267K | – | 0.18 |
| RR 7 LTD (RR LTD) | Long | ABS-mortgage backed security | US | $421K | – | 0.28 |
| RYAN SPECIALTY GROUP LLC (RYAN SPECIALTY, LLC) | Long | Debt | US | $32K | – | 0.02 |
| SABINE PASS LIQUEFACTION LLC (SABINE PASS LIQUEFACTION, LLC) | Long | Debt | US | $221K | – | 0.15 |
| SABRA HEALTH CARE LP (SABRA HEALTH CARE LIMITED PARTNERSHIP) | Long | Debt | US | $192K | – | 0.13 |
| SAFEHOLD GL HOLDINGS LLC | Long | Debt | US | $20K | – | 0.01 |
| SANCHEZ ENERGY CORP | Long | Equity-common | US | $491K | 6K | 0.33 |
| SANCHEZ ENERGY CORP | Long | Debt | US | $0 | – | – |
| SAUDI INTERNATIONAL BOND (Kingdom of Saudi Arabia) | Long | Debt | SA | $206K | – | 0.14 |
| SCIH SALT HOLDINGS INC (SCIH SALT HOLDINGS INC.) | Long | Debt | US | $74K | – | 0.05 |
| SCIH SALT HOLDINGS INC (SCIH SALT HOLDINGS INC.) | Long | Debt | US | $9K | – | 0.01 |
| SCOTTS MIRACLE GRO CO (THE SCOTTS MIRACLE-GRO COMPANY) | Long | Debt | US | $22K | – | 0.01 |
| SEADRILL FINANCE LTD (Seadrill Finance Limited) | Long | Debt | BM | $10K | – | 0.01 |
| SEAGATE HDD CAYMAN | Long | Debt | KY | $21K | – | 0.01 |
| SEALED AIR CORP (SEALED AIR CORPORATION) | Long | Debt | US | $52K | – | 0.04 |
| SEALED AIR CORP (SEALED AIR CORPORATION) | Long | Debt | US | $25K | – | 0.02 |
| SEASPAN CORP (SEASPAN CORPORATION) | Long | Debt | MH | $49K | – | 0.03 |
| SEMPRA ENERGY | Long | Debt | US | $56K | – | 0.04 |
| SENSATA TECHNOLOGIES BV (Sensata Technologies B.V.) | Long | Debt | NL | $41K | – | 0.03 |
| SERVICE PROPERTIES TRUST | Long | Debt | US | $51K | – | 0.03 |
| SERVICE PROPERTIES TRUST | Long | Debt | US | $45K | – | 0.03 |
| SITIO ROYAL OP SIT FIN (SITIO ROYALTIES OPERATING PARTNERSHIP, LP.) | Long | Debt | US | $39K | – | 0.03 |
| SIXTH STREET SPECIALTY (SIXTH STREET SPECIALTY LENDING, INC.) | Long | Debt | US | $87K | – | 0.06 |
| SM ENERGY CO (SM ENERGY COMPANY) | Long | Debt | US | $20K | – | 0.01 |
| SMYRNA READY MIX CONCRET (Smyrna Ready Mix Concrete, LLC) | Long | Debt | US | $37K | – | 0.02 |
| SOCIETE GENERALE (SOCIETE GENERALE SA) | Long | Debt | FR | $480K | – | 0.32 |
| SOTERA HEALTH HOLDINGS LLC (SOTERA HEALTH HOLDINGS, LLC) | Long | Debt | US | $20K | – | 0.01 |
| SOTHEBY S (SOTHEBY'S) | Long | Debt | US | $17K | – | 0.01 |
| SOUTHWESTERN ENERGY CO (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $23K | – | 0.02 |
| SPCM SA (SNF GROUP SA) | Long | Debt | FR | $23K | – | 0.02 |
| SPGN 2022 TFLM MORTGAGE TRUST (SPGN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| SPGN 2022 TFLM MORTGAGE TRUST (SPGN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $50K | – | 0.03 |
| SPIRIT AEROSYSTEMS INC (SPIRIT AEROSYSTEMS, INC.) | Long | Debt | US | $17K | – | 0.01 |
| SPRINT CAPITAL CORP (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $185K | – | 0.12 |
| SREIT TRUST 2021 MFP (SREIT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $138K | – | 0.09 |
| SREIT TRUST 2021 MFP (SREIT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $94K | – | 0.06 |
| SRS DISTRIBUTION INC (SRS DISTRIBUTION INC.) | Long | Debt | US | $41K | – | 0.03 |
| SRS DISTRIBUTION INC (SRS DISTRIBUTION INC.) | Long | Debt | US | $26K | – | 0.02 |
| SS C TECHNOLOGIES INC (SS&C TECHNOLOGIES, INC.) | Long | Debt | US | $40K | – | 0.03 |
| STAPLES INC (STAPLES, INC.) | Long | Debt | US | $38K | – | 0.03 |
| STAPLES INC (STAPLES, INC.) | Long | Debt | US | $23K | – | 0.02 |
| STARWOOD PROPERTY TRUST (STARWOOD PROPERTY TRUST, INC.) | Long | Debt | US | $30K | – | 0.02 |
| STATION CASINOS LLC | Long | Debt | US | $35K | – | 0.02 |
| STERICYCLE INC (STERICYCLE, INC.) | Long | Debt | US | $47K | – | 0.03 |
| STORE CAPITAL CORP (STORE CAPITAL LLC) | Long | Debt | US | $93K | – | 0.06 |
| STUDIO CITY CO LTD (Studio City Company Limited) | Long | Debt | VG | $25K | – | 0.02 |
| SUBWAY FUNDING LLC | Long | ABS-mortgage backed security | US | $166K | – | 0.11 |
| SUBWAY FUNDING LLC | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| SUBWAY FUNDING LLC | Long | ABS-mortgage backed security | US | $88K | – | 0.06 |
| SUMMIT MATERIALS LLC (SUMMIT MATERIALS, LLC) | Long | Debt | US | $16K | – | 0.01 |
| SUN COMMUNITIES OPERATING LP (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $192K | – | 0.13 |
| SUN COMMUNITIES OPERATING LP (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $76K | – | 0.05 |
| SUNNOVA ENERGY CORP (SUNNOVA ENERGY CORPORATION) | Long | Debt | US | $31K | – | 0.02 |
| SUNNOVA ENERGY INTL INC (SUNNOVA ENERGY INTERNATIONAL INC.) | Long | Debt | US | $6K | – | 0.00 |
| SUNOCO LP FINANCE CORP | Long | Debt | US | $5K | – | 0.00 |
| SUNOCO LP SUNOCO FINANCE CORP | Long | Debt | US | $94K | – | 0.06 |
| SURGERY CENTER HOLDINGS (SURGERY CENTER HOLDINGS, INC.) | Long | Debt | US | $30K | – | 0.02 |
| SWISS RE FINANCE LUX (Swiss Re Finance (Luxembourg) S.A.) | Long | Debt | LU | $190K | – | 0.13 |
| SYMPHONY CLO LTD (SYMPHONY CLO, LTD.) | Long | ABS-mortgage backed security | US | $350K | – | 0.23 |
| SYNCHRONY FINANCIAL | Long | Debt | US | $439K | – | 0.29 |
| SYSCO CORP (SYSCO CORPORATION.) | Long | Debt | US | $73K | – | 0.05 |
| T MOBILE USA INC (T-MOBILE USA, INC.) | Long | Debt | US | $467K | – | 0.31 |
| T MOBILE USA INC (T-MOBILE USA, INC.) | Long | Debt | US | $64K | – | 0.04 |
| TANGER PROPERTIES LP (TANGER PROPERTIES LIMITED PARTNERSHIP) | Long | Debt | US | $365K | – | 0.24 |
| TANGER PROPERTIES LP (TANGER PROPERTIES LIMITED PARTNERSHIP) | Long | Debt | US | $193K | – | 0.13 |
| TAPESTRY INC (TAPESTRY, INC.) | Long | Debt | US | $99K | – | 0.07 |
| TAPESTRY INC (TAPESTRY, INC.) | Long | Debt | US | $98K | – | 0.07 |
| TAPESTRY INC (TAPESTRY, INC.) | Long | Debt | US | $87K | – | 0.06 |
| TAPESTRY INC (TAPESTRY, INC.) | Long | Debt | US | $54K | – | 0.04 |
| TAPESTRY INC (TAPESTRY, INC.) | Long | Debt | US | $19K | – | 0.01 |
| TARGA RESOURCES PARTNERS (TARGA RESOURCES PARTNERS LP) | Long | Debt | US | $30K | – | 0.02 |
| TARGA RESOURCES PARTNERS LP | Long | Debt | US | $18K | – | 0.01 |
| TEGNA INC (TEGNA INC.) | Long | Debt | US | $39K | – | 0.03 |
| TEINE ENERGY LTD (TEINE ENERGY LTD.) | Long | Debt | CA | $29K | – | 0.02 |
| TELECOM ITALIA CAPITAL (TELECOM ITALIA CAPITAL S.A.) | Long | Debt | LU | $19K | – | 0.01 |
| TELECOM ITALIA S P A (TELECOM ITALIA CAPITAL S.A.) | Long | Debt | LU | $72K | – | 0.05 |
| TEMPUR SEALY INTERNATIONAL INC (TEMPUR SEALY INTERNATIONAL, INC.) | Long | Debt | US | $40K | – | 0.03 |
| TEMPUR SEALY INTERNATIONAL INC (TEMPUR SEALY INTERNATIONAL, INC.) | Long | Debt | US | $21K | – | 0.01 |
| TENET HEALTHCARE CORP (TENET HEALTHCARE CORPORATION) | Long | Debt | US | $194K | – | 0.13 |
| TENET HEALTHCARE CORP (TENET HEALTHCARE CORPORATION) | Long | Debt | US | $60K | – | 0.04 |
| TERRAFORM POWER OPERATING (TERRAFORM POWER OPERATING, LLC) | Long | Debt | US | $38K | – | 0.03 |
| TERRIER MEDIA BUYER INC (CMG MEDIA CORPORATION) | Long | Debt | US | $26K | – | 0.02 |
| THOR INDUSTRIES INC (THOR INDUSTRIES, INC.) | Long | Debt | US | $26K | – | 0.02 |
| THUNDERBOLT AIRCRAFT LEASE LIMITED US LLC | Long | ABS-mortgage backed security | US | $333K | – | 0.22 |
| TIME WARNER CABLE INC (TIME WARNER CABLE, LLC) | Long | Debt | US | $337K | – | 0.23 |
| TKC HOLDINGS INC (TKC HOLDINGS, INC.) | Long | Debt | US | $44K | – | 0.03 |
| TKC HOLDINGS INC (TKC HOLDINGS, INC.) | Long | Debt | US | $39K | – | 0.03 |
| TOLEDO HOSPITAL THE (THE TOLEDO HOSPITAL) | Long | Debt | US | $30K | – | 0.02 |
| TOPAZ SOLAR FARMS LLC | Long | Debt | US | $18K | – | 0.01 |
| TOPBUILD CORP (TOPBUILD CORP.) | Long | Debt | US | $44K | – | 0.03 |
| TORY BURCH LLC | Long | Loan | US | $10K | – | 0.01 |
| TRANSDIGM INC (TRANSDIGM INC.) | Long | Debt | US | $157K | – | 0.11 |
| TRANSDIGM INC (TRANSDIGM INC.) | Long | Debt | US | $100K | – | 0.07 |
| TRANSOCEAN INC (TRANSOCEAN INC.) | Long | Debt | KY | $66K | – | 0.04 |
| TRANSOCEAN POSEIDON (TRANSOCEAN POSEIDON LIMITED) | Long | Debt | KY | $40K | – | 0.03 |
| TRINET GROUP INC (TRINET GROUP, INC.) | Long | Debt | US | $20K | – | 0.01 |
| TRITON WATER HOLDINGS INC (TRITON WATER HOLDINGS, INC.) | Long | Debt | US | $62K | – | 0.04 |
| TRIVIUM PACKAGING FINANCE BV (Trivium Packaging Finance B.V.) | Long | Debt | NL | $44K | – | 0.03 |
| TRONOX INC (TRONOX INCORPORATED) | Long | Debt | US | $50K | – | 0.03 |
| TURNING POINT BRANDS INC (TURNING POINT BRANDS, INC.) | Long | Debt | US | $30K | – | 0.02 |
| TWILIO INC (TWILIO INC.) | Long | Debt | US | $44K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $8M | – | 5.22 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $5M | – | 3.15 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $5M | – | 3.02 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $2M | – | 1.37 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $1M | – | 0.80 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $710K | – | 0.48 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $596K | – | 0.40 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $10M | – | 6.78 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $4M | – | 2.92 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $2M | – | 1.67 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $2M | – | 1.14 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $2M | – | 1.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $767K | – | 0.51 |
| UBS GROUP AG | Long | Debt | CH | $287K | – | 0.19 |
| UKG INC (UKG INC.) | Long | Debt | US | $25K | – | 0.02 |
| UNICREDIT SPA (UNICREDIT, SOCIETA PER AZIONI) | Long | Debt | IT | $45K | – | 0.03 |
| UNICREDIT SPA (UNICREDIT, SOCIETA PER AZIONI) | Long | Debt | IT | $23K | – | 0.02 |
| UNITED NATURAL FOODS INC (UNITED NATURAL FOODS, INC.) | Long | Debt | US | $27K | – | 0.02 |
| UNITED RENTALS INC (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $55K | – | 0.04 |
| UNITI GROUP LP | Long | Debt | US | $41K | – | 0.03 |
| UNITI GROUP LP UNITI GROUP FINANCE INC | Long | Debt | US | $49K | – | 0.03 |
| UNIVISION COMMUNICATIONS (UNIVISION COMMUNICATIONS INC.) | Long | Debt | US | $53K | – | 0.04 |
| UNIVISION COMMUNICATIONS INC (UNIVISION COMMUNICATIONS INC.) | Long | Debt | US | $58K | – | 0.04 |
| UNUM GROUP | Long | Debt | US | $264K | – | 0.18 |
| US ACUTE CARE SOLUTIONS (U.S. ACUTE CARE SOLUTIONS, LLC) | Long | Debt | US | $10K | – | 0.01 |
| US FOODS INC (US FOODS, INC.) | Long | Debt | US | $23K | – | 0.02 |
| US FOODS INC (US FOODS, INC.) | Long | Debt | US | $21K | – | 0.01 |
| US RENAL CARE INC (BCPE CYCLE MERGER SUB II, INC.) | Long | Debt | US | $13K | – | 0.01 |
| USA COM PART USA COM FIN (USA COMPRESSION PARTNERS, LP) | Long | Debt | US | $25K | – | 0.02 |
| USI INC NY (USI, INC.) | Long | Debt | US | $15K | – | 0.01 |
| VALARIS LTD (Valaris Limited) | Long | Debt | BM | $31K | – | 0.02 |
| VALVOLINE INC (VALVOLINE INC.) | Long | Debt | US | $43K | – | 0.03 |
| VENTAS REALTY LP (VENTAS REALTY, LIMITED PARTNERSHIP) | Long | Debt | US | $318K | – | 0.21 |
| VERITAS US INC BERMUDA L (VERITAS US INC.) | Long | Debt | US | $26K | – | 0.02 |
| VERIZON COMMUNICATIONS (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $255K | – | 0.17 |
| VERTIV GROUP CORP (VERTIV GROUP CORPORATION) | Long | Debt | US | $56K | – | 0.04 |
| VFH PARENT LLC VALOR CO ISSUER INC | Long | Debt | US | $20K | – | 0.01 |
| VIATRIS INC (VIATRIS INC.) | Long | Debt | US | $195K | – | 0.13 |
| VIAVI SOLUTIONS INC (VIAVI SOLUTIONS INC.) | Long | Debt | US | $42K | – | 0.03 |
| VICI PROPERTIES LP (VICI PROPERTIES L.P.) | Long | Debt | US | $375K | – | 0.25 |
| VICI PROPERTIES LP (VICI PROPERTIES L.P.) | Long | Debt | US | $17K | – | 0.01 |
| VICI PROPERTIES LP VICI NOTE CO INC (VICI PROPERTIES L.P.) | Long | Debt | US | $39K | – | 0.03 |
| VICTORS MERGER CORP (VICTORS MERGER CORPORATION) | Long | Debt | US | $7K | – | 0.00 |
| VIKING CRUISES LTD | Long | Debt | BM | $54K | – | 0.04 |
| VISTAJET MALTA XO MGMT (VISTAJET MALTA FINANCE P.L.C.) | Long | Debt | MT | $74K | – | 0.05 |
| VISTRA OPERATIONS CO LLC (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $106K | – | 0.07 |
| VISTRA OPERATIONS CO LLC (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $42K | – | 0.03 |
| VLS COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| VM CONSOLIDATED INC (VM CONSOLIDATED, INC.) | Long | Debt | US | $33K | – | 0.02 |
| VORNADO REALTY LP (VORNADO REALTY L.P.) | Long | Debt | US | $46K | – | 0.03 |
| VOYA CLO 2020 1 LTD | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| VOYA CLO 2020 2 LTD | Long | ABS-mortgage backed security | US | $250K | – | 0.17 |
| WAND NEWCO 3 INC (WAND NEWCO 3, INC.) | Long | Debt | US | $26K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC (WarnerMedia Holdings, Inc.) | Long | Debt | US | $202K | – | 0.14 |
| WARNERMEDIA HOLDINGS INC (WarnerMedia Holdings, Inc.) | Long | Debt | US | $182K | – | 0.12 |
| WARNERMEDIA HOLDINGS INC (WarnerMedia Holdings, Inc.) | Long | Debt | US | $125K | – | 0.08 |
| WARNERMEDIA HOLDINGS INC (WarnerMedia Holdings, Inc.) | Long | Debt | US | $96K | – | 0.06 |
| WARNERMEDIA HOLDINGS INC (WarnerMedia Holdings, Inc.) | Long | Debt | US | $68K | – | 0.05 |
| WEC US HOLDINGS LTD (WEC US HOLDINGS LTD.) | Long | Loan | US | $49K | – | 0.03 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $886K | – | 0.59 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $427K | – | 0.29 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $32K | – | 0.02 |
| WESTERN ALLIANCE BANCORP (WESTERN ALLIANCE BANCORPORATION) | Long | Debt | US | $26K | – | 0.02 |
| WESTERN GAS PARTNERS LP (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $386K | – | 0.26 |
| WESTERN GAS PARTNERS LP (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $13K | – | 0.01 |
| WESTPAC BANKING CORP (WESTPAC BANKING CORPORATION) | Long | Debt | AU | $124K | – | 0.08 |
| WILLIAMS COS INC THE (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $210K | – | 0.14 |
| WOLFSPEED INC (Wolfspeed, Inc.) | Long | Debt | US | $33K | – | 0.02 |
| WOLVERINE WORLD WIDE INC (WOLVERINE WORLD WIDE, INC.) | Long | Debt | US | $37K | – | 0.03 |
| WP CAREY INC (W.P. CAREY INC.) | Long | Debt | US | $94K | – | 0.06 |
| WR GRACE HOLDINGS LLC (W. R. GRACE HOLDINGS LLC) | Long | Debt | US | $51K | – | 0.03 |
| WR GRACE HOLDINGS LLC (W. R. GRACE HOLDINGS LLC) | Long | Debt | US | $15K | – | 0.01 |
| WRANGLER HOLDCO CORP (WRANGLER HOLDCO CORP.) | Long | Debt | US | $85K | – | 0.06 |
| WYNN RESORTS FINANCE LLC (WYNN RESORTS FINANCE, LLC) | Long | Debt | US | $41K | – | 0.03 |
| YUM BRANDS INC (YUM! Brands, Inc.) | Long | Debt | US | $101K | – | 0.07 |
Address
ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
5701 Golden Hills Drive
Minneapolis
Minnesota
55416
United States of America
Websites
Directors
Peggy L. Ettestad
Richard H. Forde
Jack Gee
Brian Muench
Claire R. Leonardi
Tamara Lynn Fagely
Transfer Agents
FIS Investor Services LLC
Pricing Services
PricingDirect Inc.
IHS Markit
Refinitiv
Bloomberg L.P.
ICE Data Services
Virtu Financial, Inc.
Custodians
Credit Suisse (Switzerland) Ltd.
The Bank of New York Mellon
The Bank of New York Mellon
The Bank of New York Mellon
Skandinaviska Enskilda Banken AB (Publ)
The Hongkong and Shanghai Banking Corporation Limited
Euroclear Bank
Shareholder Servicing Agents
N/A
Admins
Citi Fund Services Ohio, Inc.
Brokers
Citigroup Global Markets Inc.
Merrill Lynch, Pierce, Fenner & Smith Incorporated
J.P. Morgan Securities LLC
BMO Capital Markets Corp.
UBS Securities LLC
Morgan Stanley & Co. LLC
BNP Paribas Securities Corp.
Credit Suisse Securities (USA) LLC
Goldman Sachs & Co. LLC
Barclays Capital Inc.