INVESCOFDS > AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
Invesco V.I. Global Strategic Income Fund
$724.35M
Avg Monthly Net Assets
$860.03M
Total Assets
$167.20M
Total Liabilities
$692.83M
Net Assets
Invesco V.I. Global Strategic Income Fund is an Underlying fund in AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
from INVESCOFDS,
based in Texas,
United States of America.
The fund has two share classes
and monthly net assets of $724.35M.
On August 29th, 2024 it reported 866 holdings, the largest
being Government National Mortgage Association (7.9%), Brazil Notas do Tesouro Nacional (5.1%) and Invesco Treasury Portfolio (5.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Invesco V.I. Global Strategic Income Fund Series I | C000209370 | OPGSVNS | |
| Invesco V.I. Global Strategic Income Fund Series II | C000209369 | OPGSIVS |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1375209 B.C. Ltd. | Long | Debt | CA | $304K | – | 0.04 |
| ABN AMRO Bank N.V. | Long | Debt | NL | $3M | – | 0.38 |
| Abrdn PLC | Long | Debt | GB | $623K | – | 0.09 |
| Acrisure LLC / Acrisure Finance Inc. | Long | Debt | US | $295K | – | 0.04 |
| Aeropuertos Dominicanos Siglo XXI, S.A. | Long | Debt | DO | $938K | – | 0.14 |
| AES Andes S.A. | Long | Debt | CL | $428K | – | 0.06 |
| AES Corp. (The) | Long | Debt | US | $2M | – | 0.32 |
| Aethon United BR L.P./ Aethon United Finance Corp. | Long | Debt | US | $718K | – | 0.10 |
| African Development Bank | Long | Debt | XX | $322K | – | 0.05 |
| Air Lease Corp., Series B | Long | Debt | US | $300K | – | 0.04 |
| Aircastle Ltd. | Long | Debt | BM | $591K | – | 0.09 |
| Alba PLC, Series 2006-2, Class F | Long | ABS-mortgage backed security | GB | $552K | – | 0.08 |
| Alba PLC, Series 2007-1, Class E | Long | ABS-mortgage backed security | GB | $2M | – | 0.32 |
| Alba PLC, Series 2007-1, Class F | Long | ABS-mortgage backed security | GB | $798K | – | 0.12 |
| Alcoa Nederland Holding B.V. | Long | Debt | NL | $2M | – | 0.29 |
| Alhambra SME Funding DAC, Series 2019-1, Class D | Long | ABS-collateralized bond/debt obligation | IE | $129K | – | 0.02 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | Long | Debt | US | $294K | – | 0.04 |
| Allison Transmission, Inc. | Long | Debt | US | $893K | – | 0.13 |
| Allwyn Entertainment Financing (UK) PLC | Long | Debt | GB | $240K | – | 0.03 |
| AMC Networks Inc. | Long | Debt | US | $30K | – | 0.00 |
| Amer Sports Co. | Long | Debt | US | $296K | – | 0.04 |
| American Airlines Inc./AAdvantage Loyalty IP Ltd. | Long | Debt | XX | $2M | – | 0.28 |
| American Airlines Inc./AAdvantage Loyalty IP Ltd. | Long | Debt | XX | $884K | – | 0.13 |
| American Express Co. | Long | Debt | US | $2M | – | 0.31 |
| Ares Capital Corp. | Long | Debt | US | $2M | – | 0.29 |
| Ares XXXVII CLO Ltd., Series 2015-4A, Class DR | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| Argentine Republic Government International Bond | Long | Debt | AR | $212K | – | 0.03 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp. | Long | Debt | US | $152K | – | 0.02 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp. | Long | Debt | US | $143K | – | 0.02 |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | Long | Debt | US | $273K | – | 0.04 |
| Auburn 15 PLC | Long | ABS-mortgage backed security | GB | $916K | – | 0.13 |
| Auburn 15 PLC | Long | ABS-mortgage backed security | GB | $767K | – | 0.11 |
| B.A.T Capital Corp. | Long | Debt | US | $871K | – | 0.13 |
| Banco BBVA Argentina S.A. | Long | Equity-common | AR | $368K | 80K | 0.05 |
| Banco del Estado de Chile | Long | Debt | CL | $440K | – | 0.06 |
| Banco Macro S.A., Class B | Long | Equity-common | AR | $1M | 170K | 0.21 |
| Banco Mercantil del Norte, S.A. | Long | Debt | MX | $657K | – | 0.09 |
| Bank of America, National Association | Derivative-foreign exchange | $339K | – | 0.05 | ||
| Bank of America, National Association | Derivative-foreign exchange | $80K | – | 0.01 | ||
| Bank of America, National Association | Derivative-foreign exchange | $63K | – | 0.01 | ||
| Bank of America, National Association | Derivative-foreign exchange | $15K | – | 0.00 | ||
| Bank of America, National Association | Derivative-foreign exchange | $12.46 | – | 0.00 | ||
| Bank of America, National Association | Derivative-foreign exchange | $-502K | – | -0.07 | ||
| Bank of America, National Association | Derivative-foreign exchange | $-1M | – | -0.17 | ||
| Bank of America, National Association | Derivative-foreign exchange | $-1M | – | -0.18 | ||
| Barclays Bank PLC | Derivative-interest rate | $-79K | – | -0.01 | ||
| Barclays PLC | Long | Debt | GB | $2M | – | 0.33 |
| Bayer US Finance LLC | Long | Debt | US | $2M | – | 0.25 |
| Bayer US Finance LLC | Long | Debt | US | $641K | – | 0.09 |
| Baytex Energy Corp. | Long | Debt | CA | $451K | – | 0.07 |
| BB Blue Financing DAC, Series A1 | Long | Debt | IE | $739K | – | 0.11 |
| Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Becton, Dickinson and Co. | Long | Debt | US | $881K | – | 0.13 |
| Benchmark Mortgage Trust, Series 2018-B1, Class XA | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Berry Global, Inc. | Long | Debt | US | $784K | – | 0.11 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp. | Long | Debt | US | $266K | – | 0.04 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp. | Long | Debt | US | $185K | – | 0.03 |
| BlueLinx Holdings Inc. | Long | Debt | US | $141K | – | 0.02 |
| BNP Paribas | Long | Debt | FR | $2M | – | 0.22 |
| BNP Paribas | Long | Debt | FR | $758K | – | 0.11 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.21 |
| Boost Newco Borrower, LLC (WorldPay), Term Loan B | Long | Loan | US | $296K | – | 0.04 |
| BP Capital Markets PLC | Long | Debt | GB | $3M | – | 0.46 |
| BP Capital Markets PLC | Long | Debt | GB | $430K | – | 0.06 |
| BPCE S.A. | Long | Debt | FR | $1M | – | 0.22 |
| BPCE S.A., Series NC5. | Long | Debt | FR | $2M | – | 0.29 |
| Brandywine Operating Partnership, L.P. | Long | Debt | US | $299K | – | 0.04 |
| Braskem Idesa S.A.P.I. | Long | Debt | MX | $937K | – | 0.14 |
| Braskem Idesa S.A.P.I. | Long | Debt | MX | $240K | – | 0.03 |
| Brazil Notas do Tesouro Nacional | Long | Debt | BR | $2M | – | 0.24 |
| Brazil Notas do Tesouro Nacional, Series F | Long | Debt | BR | $35M | – | 5.09 |
| Brazilian Government International Bond | Long | Debt | BR | $2M | – | 0.36 |
| British Telecommunications PLC | Long | Debt | GB | $4M | – | 0.60 |
| Brookfield Finance Inc. | Long | Debt | CA | $819K | – | 0.12 |
| Camelot Finance L.P., Term Loan | Long | Loan | US | $295K | – | 0.04 |
| Cardinal Health, Inc. | Long | Debt | US | $2M | – | 0.22 |
| Carnival Corp. | Long | Debt | PA | $298K | – | 0.04 |
| Carnival Corp. | Long | Debt | PA | $176K | – | 0.03 |
| Carnival Corp., Term Loan | Long | Loan | PA | $231K | – | 0.03 |
| Carnival Holdings (Bermuda) Ltd. | Long | Debt | US | $96K | – | 0.01 |
| Carriage Services, Inc. | Long | Debt | US | $654K | – | 0.09 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $331K | – | 0.05 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | Long | Debt | US | $2M | – | 0.22 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | Long | Debt | US | $1M | – | 0.20 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | Long | Debt | US | $166K | – | 0.02 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | Long | Debt | US | $140K | – | 0.02 |
| CD Mortgage Trust, Series 2017-CD6, Class XA | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| CEMEX Materials LLC | Long | Debt | US | $2M | – | 0.22 |
| CEMEX S.A.B. de C.V. | Long | Debt | MX | $928K | – | 0.13 |
| Charles Schwab Corp. (The) | Long | Debt | US | $2M | – | 0.25 |
| Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Cheniere Energy, Inc. | Long | Debt | US | $810K | – | 0.12 |
| China Government Bond | Long | Debt | CN | $4M | – | 0.58 |
| CHS/Community Health Systems, Inc. | Long | Debt | US | $691K | – | 0.10 |
| CHS/Community Health Systems, Inc. | Long | Debt | US | $197K | – | 0.03 |
| CHS/Community Health Systems, Inc. | Long | Debt | US | $126K | – | 0.02 |
| Citibank, N.A. | Derivative-credit | $5K | – | 0.00 | ||
| Citibank, N.A. | Derivative-credit | $-4K | – | -0.00 | ||
| Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| Citigroup Inc. | Long | Debt | US | $2M | – | 0.24 |
| Citigroup Mortgage Loan Trust, Series 2005-2, Class 1A3 | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Claire's Holdings LLC, Class S | Long | Equity-common | US | $4K | 235 | 0.00 |
| Claire's Holdings LLC, Pfd. | Long | Equity-preferred | US | $15K | 71 | 0.00 |
| Claire's Stores Inc., Term Loan | Long | Loan | US | $64K | – | 0.01 |
| Clear Channel Worldwide Holdings, Inc., Term Loan | Long | Loan | US | $286K | – | 0.04 |
| Clearway Energy Operating LLC | Long | Debt | US | $148K | – | 0.02 |
| Clearway Energy Operating LLC | Long | Debt | US | $141K | – | 0.02 |
| Cleveland-Cliffs Inc. | Long | Debt | US | $296K | – | 0.04 |
| Cleveland-Cliffs Inc. | Long | Debt | US | $147K | – | 0.02 |
| Cleveland-Cliffs Inc. | Long | Debt | US | $140K | – | 0.02 |
| Cloud Software Group, Inc. | Long | Debt | US | $205K | – | 0.03 |
| Cloverie PLC for Swiss Reinsurance Co. Ltd. | Long | Debt | IE | $5M | – | 0.71 |
| Clydesdale Acquisition Holdings, Inc. | Long | Debt | US | $295K | – | 0.04 |
| CME Group Inc. | Derivative-interest rate | $494K | – | 0.07 | ||
| CME Group Inc. | Derivative-interest rate | $421K | – | 0.06 | ||
| CME Group Inc. | Derivative-interest rate | $101K | – | 0.01 | ||
| CME Group Inc. | Derivative-interest rate | $87K | – | 0.01 | ||
| CME Group Inc. | Derivative-interest rate | $80K | – | 0.01 | ||
| CME Group Inc. | Derivative-interest rate | $64K | – | 0.01 | ||
| CME Group Inc. | Derivative-interest rate | $46K | – | 0.01 | ||
| CME Group Inc. | Derivative-interest rate | $-14K | – | -0.00 | ||
| CME Group Inc. | Derivative-interest rate | $-68K | – | -0.01 | ||
| CME Group Inc. | Derivative-interest rate | $-72K | – | -0.01 | ||
| CME Group Inc. | Derivative-interest rate | $-92K | – | -0.01 | ||
| CME Group Inc. | Derivative-interest rate | $-94K | – | -0.01 | ||
| CME Group Inc. | Derivative-interest rate | $-116K | – | -0.02 | ||
| CME Group Inc. | Derivative-interest rate | $-183K | – | -0.03 | ||
| CME Group Inc. | Derivative-interest rate | $-210K | – | -0.03 | ||
| CME Group Inc. | Derivative-interest rate | $-213K | – | -0.03 | ||
| CME Group Inc. | Derivative-interest rate | $-261K | – | -0.04 | ||
| CME Group Inc. | Derivative-interest rate | $-524K | – | -0.08 | ||
| CME Group Inc. | Derivative-interest rate | $-551K | – | -0.08 | ||
| CME Group Inc. | Derivative-interest rate | $-992K | – | -0.14 | ||
| Colombian TES | Long | Debt | CO | $3M | – | 0.45 |
| Colombian TES, Series B | Long | Debt | CO | $7M | – | 0.96 |
| Colombian TES, Series B | Long | Debt | CO | $6M | – | 0.85 |
| Colombian TES, Series B | Long | Debt | CO | $3M | – | 0.48 |
| Colombian TES, Series B | Long | Debt | CO | $3M | – | 0.47 |
| Colombian TES, Series B | Long | Debt | CO | $980K | – | 0.14 |
| COMM Mortgage Trust, Series 2014-CR21, Class AM | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COMM Mortgage Trust, Series 2014-UBS6, Class AM | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| COMM Mortgage Trust, Series 2019-GC44, Class AM | Long | ABS-mortgage backed security | US | $878K | – | 0.13 |
| Concentra Escrow Issuer Corp. | Long | Debt | US | $138K | – | 0.02 |
| Concentra Health Services, Term Loan | Long | Loan | US | $90K | – | 0.01 |
| Constellation Software Inc. | Long | Debt | CA | $550K | – | 0.08 |
| Coriolanus DAC | Long | Debt | IE | $184K | – | 0.03 |
| Coriolanus DAC | Long | Debt | IE | $168K | – | 0.02 |
| Coriolanus DAC | Long | Debt | IE | $161K | – | 0.02 |
| Coriolanus DAC | Long | Debt | IE | $147K | – | 0.02 |
| Coriolanus DAC | Long | Debt | IE | $145K | – | 0.02 |
| Coriolanus DAC | Long | Debt | IE | $138K | – | 0.02 |
| Coriolanus DAC | Long | Debt | IE | $132K | – | 0.02 |
| Coriolanus DAC | Long | Debt | IE | $129K | – | 0.02 |
| Corp. Andina de Fomento | Long | Debt | XX | $3M | – | 0.37 |
| Coty Inc./HFC Prestige Products Inc./HFC Prestige International US LLC | Long | Debt | US | $295K | – | 0.04 |
| Cougar JV Subsidiary, LLC | Long | Debt | US | $301K | – | 0.04 |
| Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-17, Class 1A8 | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-J4, Class A7 | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| Cox Communications, Inc. | Long | Debt | US | $569K | – | 0.08 |
| CPI Property Group S.A. | Long | Debt | LU | $876K | – | 0.13 |
| Credicorp Capital Sociedad Titulizadora S.A. | Long | Debt | PE | $813K | – | 0.12 |
| Credit Suisse Group AG | Long | Debt | CH | $362K | – | 0.05 |
| CrowdStrike Holdings, Inc. | Long | Debt | US | $301K | – | 0.04 |
| CSN Inova Ventures | Long | Debt | KY | $190K | – | 0.03 |
| CSN Resources S.A. | Long | Debt | LU | $375K | – | 0.05 |
| CVR Energy, Inc. | Long | Debt | US | $440K | – | 0.06 |
| CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 2A1A | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $929K | – | 0.13 |
| DaVita Inc. | Long | Debt | US | $174K | – | 0.03 |
| Delek Logistics Partners L.P./ Delek Logistics Finance Corp. | Long | Debt | US | $467K | – | 0.07 |
| Delek Logistics Partners L.P./ Delek Logistics Finance Corp. | Long | Debt | US | $150K | – | 0.02 |
| Dell International LLC / EMC Corp. | Long | Debt | US | $3M | – | 0.39 |
| Deutsche Alt-B Securities, Inc. Mortgage Loan Trust, Series 2006-AB2, Class A1 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Deutsche Bank Aktiengesellschaft | Derivative-interest rate | $815K | – | 0.12 | ||
| Deutsche Bank Aktiengesellschaft | Derivative-foreign exchange | $117.75 | – | 0.00 | ||
| Deutsche Bank Aktiengesellschaft | Derivative-interest rate | $-842K | – | -0.12 | ||
| Directv Financing LLC / Directv Financing Co-Obligor Inc. | Long | Debt | US | $56K | – | 0.01 |
| Directv Financing, LLC | Long | Debt | US | $29K | – | 0.00 |
| Diversified Healthcare Trust | Long | Debt | US | $400K | – | 0.06 |
| Dominican Republic International Bond | Long | Debt | DO | $449K | – | 0.06 |
| Dominican Republic International Bond | Long | Debt | DO | $278K | – | 0.04 |
| DTZ U.S. Borrower, LLC, Term Loan | Long | Loan | US | $305K | – | 0.04 |
| Dun & Bradstreet Corp. (The) | Long | Debt | US | $298K | – | 0.04 |
| Dun & Bradstreet Corp., The, Incremental Term Loan | Long | Loan | US | $292K | – | 0.04 |
| Ecopetrol S.A. | Long | Debt | CO | $2M | – | 0.24 |
| Ecopetrol S.A. | Long | Debt | CO | $1M | – | 0.21 |
| Egypt Government Bond | Long | Debt | EG | $1M | – | 0.18 |
| Egypt Treasury Bills | Long | Debt | EG | $2M | – | 0.31 |
| Egypt Treasury Bills | Long | Debt | EG | $2M | – | 0.25 |
| Egypt Treasury Bills | Long | Debt | EG | $1M | – | 0.19 |
| Electricite de France | Long | Debt | FR | $2M | – | 0.32 |
| Electricite de France | Long | Debt | FR | $1M | – | 0.16 |
| Element Fleet Management Corp. | Long | Debt | CA | $3M | – | 0.45 |
| Element Fleet Management Corp. | Long | Debt | CA | $2M | – | 0.23 |
| EMRLD Borrower L.P./ Emerald Co-Issuer Inc. | Long | Debt | US | $599K | – | 0.09 |
| Enbridge Inc. | Long | Debt | CA | $3M | – | 0.43 |
| Encompass Health Corp. | Long | Debt | US | $331K | – | 0.05 |
| Endo Inc. | Long | Equity-common | US | $146K | 5K | 0.02 |
| Endo Inc. | Long | Equity-common | US | $3K | 106 | 0.00 |
| Energy Transfer L.P. | Long | Debt | US | $4M | – | 0.62 |
| Energy Transfer L.P. | Long | Debt | US | $878K | – | 0.13 |
| EnerSys | Long | Debt | US | $299K | – | 0.04 |
| EnerSys | Long | Debt | US | $136K | – | 0.02 |
| EnPro Inc. | Long | Debt | US | $294K | – | 0.04 |
| Entegris, Inc. | Long | Debt | US | $293K | – | 0.04 |
| Entergy Corp. | Long | Debt | US | $2M | – | 0.31 |
| EQM Midstream Partners, L.P. | Long | Debt | US | $583K | – | 0.08 |
| ESAB Corp. | Long | Debt | US | $299K | – | 0.04 |
| Eurobank S.A. | Long | Debt | GR | $833K | – | 0.12 |
| European Bank for Reconstruction and Development | Long | Debt | XX | $812K | – | 0.12 |
| Eurosail PLC, Series 2006-2X, Class D1A | Long | ABS-mortgage backed security | GB | $3M | – | 0.39 |
| Eurosail PLC, Series 2006-2X, Class E1C | Long | ABS-mortgage backed security | GB | $2M | – | 0.30 |
| Eurosail PLC, Series 2006-4X, Class E1C | Long | ABS-mortgage backed security | GB | $2M | – | 0.28 |
| Eurosail PLC, Series 2007-2X, Class D1A | Long | ABS-mortgage backed security | GB | $3M | – | 0.49 |
| Eurosail-UK NC PLC, Series 2007-1X, Class D1C | Long | ABS-mortgage backed security | GB | $818K | – | 0.12 |
| Exeter Automobile Receivables Trust, Series 2019-4A, Class D | Long | ABS-other | US | $200K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2 | Long | ABS-mortgage backed security | US | $803K | – | 0.12 |
| Fannie Mae Connecticut Avenue Securities, Series 2022-R05, Class 2M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2 | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1 | Long | ABS-mortgage backed security | US | $474K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R03, Class 2M1 | Long | ABS-mortgage backed security | US | $909K | – | 0.13 |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R04, Class 1M1 | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1B1 | Long | ABS-mortgage backed security | US | $601K | – | 0.09 |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M1 | Long | ABS-mortgage backed security | US | $505K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M2 | Long | ABS-mortgage backed security | US | $513K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M1 | Long | ABS-mortgage backed security | US | $408K | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2 | Long | ABS-mortgage backed security | US | $289K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2 | Long | ABS-mortgage backed security | US | $705K | – | 0.10 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $28K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $16K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $9K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $6K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $6K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $6K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $5K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $5K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $4K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $2K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $1K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $1K | – | 0.00 |
| Fannie Mae Interest STRIPS, IO | Long | ABS-asset backed commercial paper | US | $492.51 | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $44K | – | 0.01 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $44K | – | 0.01 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $35K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $34K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $24K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $17K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $16K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $10K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $7K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $6K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $4K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Fannie Mae REMICs | Long | ABS-asset backed commercial paper | US | $1K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $18K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $13K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $10K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $8K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $7K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $7K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $5K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $5K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $5K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $2K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $1K | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $837.39 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $592.33 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $361.25 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $347.2 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $326.52 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $264.19 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $190.76 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $182.12 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $181.03 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $169.43 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $167.69 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $165.08 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $130.79 | – | 0.00 |
| Fannie Mae REMICs, IO | Long | ABS-asset backed commercial paper | US | $128.01 | – | 0.00 |
| Federal Home Loan Mortgage Corp. | Long | ABS-mortgage backed security | US | $7M | – | 0.98 |
| Federal Home Loan Mortgage Corp. | Long | ABS-mortgage backed security | US | $6M | – | 0.92 |
| Federal Home Loan Mortgage Corp. | Long | ABS-mortgage backed security | US | $6M | – | 0.91 |
| Federal Home Loan Mortgage Corp. | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Federal Home Loan Mortgage Corp. | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Federal Home Loan Mortgage Corp. | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 1.03 |
| Federal National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.99 |
| Federal National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.98 |
| Federal National Mortgage Association | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Federal National Mortgage Association | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Federal National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Federal National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 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 | $554.4 | – | 0.00 |
| Fideicomiso Dorrego y Libertador | Long | ABS-other | AR | $3M | – | 0.43 |
| Fideicomiso Dorrego y Libertador | Long | ABS-other | AR | $35K | – | 0.01 |
| Fideicomiso Financiero Invernea Proteina 2, Serie II | Long | ABS-other | AR | $802K | – | 0.12 |
| First Quantum Minerals Ltd. | Long | Debt | CA | $1M | – | 0.21 |
| FirstCash, Inc. | Long | Debt | US | $443K | – | 0.06 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $4M | – | 0.64 |
| Ford Otomotiv Sanayi A.S. | Long | Debt | TR | $895K | – | 0.13 |
| Fortress Transportation and Infrastructure Investors LLC | Long | Debt | US | $860K | – | 0.12 |
| Fortress Transportation and Infrastructure Investors LLC | Long | Debt | US | $322K | – | 0.05 |
| Fortress Transportation and Infrastructure Investors LLC | Long | Debt | US | $300K | – | 0.04 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3M | – | 0.43 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1M | – | 0.19 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $579K | – | 0.08 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $451K | – | 0.07 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $432K | – | 0.06 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $382K | – | 0.06 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $363K | – | 0.05 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $336K | – | 0.05 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $218K | – | 0.03 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $161K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $128K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $120K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $110K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $106K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $85K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $83K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $79K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $75K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $71K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $60K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $52K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $46K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $45K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $40K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $36K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $31K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $28K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $26K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $23K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $23K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $20K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $20K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $19K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $19K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $18K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $17K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $17K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $11K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $10K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $9K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $5K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $624.27 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $461.07 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-160.37 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-580.47 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-917.78 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-14K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-14K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-16K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-16K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-22K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-23K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-24K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-24K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-26K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-26K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-29K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-31K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-33K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-39K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-40K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-42K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-60K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-74K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-78K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-88K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-90K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-97K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-109K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-116K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-134K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-137K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-141K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-272K | – | -0.04 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-306K | – | -0.04 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-344K | – | -0.05 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-361K | – | -0.05 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-380K | – | -0.05 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-392K | – | -0.06 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1M | – | -0.17 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1M | – | -0.19 | ||
| Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO | Long | ABS-asset backed commercial paper | US | $714K | – | 0.10 |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO | Long | ABS-asset backed commercial paper | US | $11K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO | Long | ABS-asset backed commercial paper | US | $38K | – | 0.01 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $53K | – | 0.01 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $49K | – | 0.01 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $34K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $28K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $27K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $25K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $21K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $20K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $14K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $13K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $10K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $10K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $10K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $10K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $8K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $1K | – | 0.00 |
| Freddie Mac REMICs | Long | ABS-asset backed commercial paper | US | $44.94 | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $6K | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $4K | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $4K | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $3K | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $2K | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $2K | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $2K | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $2K | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $989.29 | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $894.87 | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $324.45 | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $296.73 | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $148.84 | – | 0.00 |
| Freddie Mac REMICs, IO | Long | ABS-asset backed commercial paper | US | $0.02 | – | 0.00 |
| Freddie Mac STRIPS, IO | Long | ABS-asset backed commercial paper | US | $2K | – | 0.00 |
| Freddie Mac STRIPS, IO | Long | ABS-asset backed commercial paper | US | $633.58 | – | 0.00 |
| Freddie Mac STRIPS, IO | Long | ABS-asset backed commercial paper | US | $56.9 | – | 0.00 |
| Freddie Mac, Series 2022-DNA2, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| Freddie Mac, Series 2022-DNA3, Class M1 | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| Freddie Mac, Series 2022-DNA3, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| Freddie Mac, Series 2022-HQA2, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| Freddie Mac, Series 2022-HQA3, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| Freddie Mac, Series 2022-HQA3, Class M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| Freddie Mac, Series 2023-DNA1, Class M1 | Long | ABS-mortgage backed security | US | $968K | – | 0.14 |
| Freddie Mac, Series 2023-HQA1, Class M1 | Long | ABS-mortgage backed security | US | $3M | – | 0.39 |
| Freddie Mac, Series 2023-HQA2, Class M1 | Long | ABS-mortgage backed security | US | $953K | – | 0.14 |
| Freddie Mac, Series 2023-HQA2, Class M1 | Long | ABS-mortgage backed security | US | $905K | – | 0.13 |
| Freddie Mac, Series 2024-DNA1, Class M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| Freddie Mac, Series 2024-DNA2, Class M2 | Long | ABS-mortgage backed security | US | $390K | – | 0.06 |
| Freddie Mac, Series 2024-HQA1, Class M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| Freeport-McMoRan Inc. | Long | Debt | US | $3M | – | 0.38 |
| FREMF Mortgage Trust, Series 2016-K54, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| FREMF Mortgage Trust, Series 2017-K62, Class B | Long | ABS-mortgage backed security | US | $269K | – | 0.04 |
| Frontier Communications Holdings, LLC | Long | Debt | US | $146K | – | 0.02 |
| Frontier Issuer LLC, Series 2023-1, Class A2 | Long | ABS-other | US | $328K | – | 0.05 |
| Futura S.r.l., Series 2019-1, Class A | Long | ABS-mortgage backed security | IT | $230K | – | 0.03 |
| General Motors Co. | Long | Debt | US | $3M | – | 0.45 |
| Genesis Energy L.P. / Genesis Energy Finance Corp. | Long | Debt | US | $303K | – | 0.04 |
| Genesis Energy L.P./ Genesis Energy Finance Corp. | Long | Debt | US | $321K | – | 0.05 |
| Genesis Energy L.P./ Genesis Energy Finance Corp. | Long | Debt | US | $128K | – | 0.02 |
| Genesis Energy L.P./ Genesis Energy Finance Corp. | Long | Debt | US | $57K | – | 0.01 |
| GFL Environmental Inc. | Long | Debt | CA | $345K | – | 0.05 |
| GGAM Finance Ltd. | Long | Debt | KY | $301K | – | 0.04 |
| Goldman Sachs International | Derivative-foreign exchange | $365K | – | 0.05 | ||
| Goldman Sachs International | Derivative-foreign exchange | $284K | – | 0.04 | ||
| Goldman Sachs International | Derivative-foreign exchange | $130K | – | 0.02 | ||
| Goldman Sachs International | Derivative-foreign exchange | $123K | – | 0.02 | ||
| Goldman Sachs International | Derivative-foreign exchange | $87K | – | 0.01 | ||
| Goldman Sachs International | Derivative-credit | $73K | – | 0.01 | ||
| Goldman Sachs International | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Goldman Sachs International | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Goldman Sachs International | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Goldman Sachs International | Derivative-foreign exchange | $409.2 | – | 0.00 | ||
| Goldman Sachs International | Derivative-foreign exchange | $18.53 | – | 0.00 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-18.53 | – | -0.00 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-44K | – | -0.01 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-77K | – | -0.01 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-79K | – | -0.01 | ||
| Goldman Sachs International | Derivative-credit | $-100K | – | -0.01 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-101K | – | -0.01 | ||
| Goldman Sachs International | Derivative-credit | $-122K | – | -0.02 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-157K | – | -0.02 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-166K | – | -0.02 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-168K | – | -0.02 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-172K | – | -0.02 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-178K | – | -0.03 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-195K | – | -0.03 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-211K | – | -0.03 | ||
| Goldman Sachs International | Derivative-interest rate | $-260K | – | -0.04 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-280K | – | -0.04 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-503K | – | -0.07 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-737K | – | -0.11 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-907K | – | -0.13 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-954K | – | -0.14 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-1M | – | -0.19 | ||
| Goldman Sachs International | Derivative-foreign exchange | $-2M | – | -0.27 | ||
| Goldman Sachs International | Derivative-credit | $-4M | – | -0.57 | ||
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | 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, ARM | Long | ABS-mortgage backed security | US | $188.58 | – | 0.00 |
| Government National Mortgage Association, IO | Long | ABS-asset backed commercial paper | US | $5K | – | 0.00 |
| Government National Mortgage Association, IO | Long | ABS-asset backed commercial paper | US | $4K | – | 0.00 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $54M | – | 7.86 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $19M | – | 2.74 |
| Gray Television, Inc. | Long | Debt | US | $30K | – | 0.00 |
| Gray Television, Inc. | Long | Debt | US | $29K | – | 0.00 |
| Great Hall Mortgages No.1 PLC, Series 2007-2X, Class EB | Long | ABS-mortgage backed security | GB | $2M | – | 0.27 |
| Greystar Real Estate Partners, LLC | Long | Debt | US | $134K | – | 0.02 |
| Greystar Real Estate Partners, LLC, Term Loan | Long | Loan | US | $157K | – | 0.02 |
| Group 1 Automotive, Inc. | Long | Debt | US | $898K | – | 0.13 |
| Grupo Financiero Galicia S.A., Class B | Long | Equity-common | AR | $2M | 535K | 0.35 |
| GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Harley-Davidson Financial Services, Inc. | Long | Debt | US | $1M | – | 0.15 |
| Hellenic Republic Government Bond | Long | Debt | GR | $75K | – | 0.01 |
| Hilcorp Energy I, L.P. | Long | Debt | US | $274K | – | 0.04 |
| Hilcorp Energy I, L.P. | Long | Debt | US | $169K | – | 0.02 |
| Hilcorp Energy I, L.P. | Long | Debt | US | $84K | – | 0.01 |
| Hilcorp Energy I, L.P. | Long | Debt | US | $72K | – | 0.01 |
| Hilton Domestic Operating Co. Inc. | Long | Debt | US | $447K | – | 0.06 |
| Howard Midstream Energy Partners, LLC | Long | Debt | US | $602K | – | 0.09 |
| Hudbay Minerals Inc. | Long | Debt | CA | $293K | – | 0.04 |
| Icahn Enterprises L.P./ Icahn Enterprises Finance Corp. | Long | Debt | US | $279K | – | 0.04 |
| IHS Netherlands Holdco B.V. | Long | Debt | NL | $1M | – | 0.18 |
| Iliad Holding | Long | Debt | FR | $533K | – | 0.08 |
| Iliad Holding | Long | Debt | FR | $199K | – | 0.03 |
| Iliad Holding | Long | Debt | FR | $152K | – | 0.02 |
| India Government Bond | Long | Debt | IN | $4M | – | 0.61 |
| India Government Bond | Long | Debt | IN | $3M | – | 0.50 |
| Indonesia Treasury Bond, Series FR95 | Long | Debt | ID | $4M | – | 0.52 |
| Indonesia Treasury Bond, Series FR96 | Long | Debt | ID | $3M | – | 0.39 |
| ING Groep N.V. | Long | Debt | NL | $3M | – | 0.40 |
| ING Groep N.V. | Long | Debt | NL | $2M | – | 0.32 |
| Intercontinental Exchange, Inc. | Derivative-credit | $73K | – | 0.01 | ||
| Intercontinental Exchange, Inc. | Derivative-credit | $41K | – | 0.01 | ||
| Intercontinental Exchange, Inc. | Derivative-credit | $11K | – | 0.00 | ||
| Intercontinental Exchange, Inc. | Derivative-credit | $-40K | – | -0.01 | ||
| Intercontinental Exchange, Inc. | Derivative-credit | $-3M | – | -0.39 | ||
| Intercontinental Exchange, Inc. | Derivative-credit | $-3M | – | -0.43 | ||
| International Bank for Reconstruction & Development | Long | Debt | XX | $669K | – | 0.10 |
| International Finance Corp. | Long | Debt | XX | $34K | – | 0.00 |
| Invesco Government & Agency Portfolio, Institutional Class | Long | Short-term investment vehicle | US | $31M | 31M | 4.41 |
| Invesco Liquid Assets Portfolio | Long | Short-term investment vehicle | US | $22M | 22M | 3.15 |
| Invesco Private Government Fund | Long | Short-term investment vehicle | US | $7M | 7M | 1.00 |
| Invesco Private Prime Fund | Long | Short-term investment vehicle | US | $18M | 18M | 2.57 |
| Invesco Treasury Portfolio, Institutional Class | Long | Short-term investment vehicle | US | $35M | 35M | 5.03 |
| Iraq International Bond | Long | Debt | IQ | $328K | – | 0.05 |
| IRB Holding Corp., Term Loan | Long | Loan | US | $299K | – | 0.04 |
| Ivory Coast Government International Bond | Long | Debt | CI | $977K | – | 0.14 |
| Ivory Coast Government International Bond | Long | Debt | CI | $896K | – | 0.13 |
| J. M. Smucker Co. (The) | Long | Debt | US | $2M | – | 0.22 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class AS | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Jabil Inc. | Long | Debt | US | $1M | – | 0.16 |
| Jane Street Group / JSG Finance Inc. | Long | Debt | US | $151K | – | 0.02 |
| Jane Street Group, LLC, Term Loan | Long | Loan | US | $289K | – | 0.04 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp. | Long | Debt | US | $252K | – | 0.04 |
| Jefferies Financial Group Inc. | Long | Debt | US | $1M | – | 0.22 |
| Jefferson Capital Holdings, LLC | Long | Debt | US | $300K | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class B | Long | ABS-mortgage backed security | US | $615K | – | 0.09 |
| JPMorgan Chase Bank, National Association | Derivative-foreign exchange | $365K | – | 0.05 | ||
| JPMorgan Chase Bank, National Association | Derivative-foreign exchange | $200K | – | 0.03 | ||
| JPMorgan Chase Bank, National Association | Derivative-foreign exchange | $200K | – | 0.03 | ||
| JPMorgan Chase Bank, National Association | Derivative-interest rate | $195K | – | 0.03 | ||
| JPMorgan Chase Bank, National Association | Derivative-foreign exchange | $90K | – | 0.01 | ||
| JPMorgan Chase Bank, National Association | Derivative-credit | $-23K | – | -0.00 | ||
| JPMorgan Chase Bank, National Association | Derivative-foreign exchange | $-40K | – | -0.01 | ||
| JPMorgan Chase Bank, National Association | Derivative-foreign exchange | $-132K | – | -0.02 | ||
| JPMorgan Chase Bank, National Association | Derivative-interest rate | $-260K | – | -0.04 | ||
| JPMorgan Chase Bank, National Association | Derivative-credit | $-262K | – | -0.04 | ||
| JPMorgan Chase Bank, National Association | Derivative-credit | $-277K | – | -0.04 | ||
| JPMorgan Chase Bank, National Association | Derivative-credit | $-331K | – | -0.05 | ||
| JPMorgan Chase Bank, National Association | Derivative-foreign exchange | $-367K | – | -0.05 | ||
| JPMorgan Chase Bank, National Association | Derivative-interest rate | $-375K | – | -0.05 | ||
| JPMorgan Chase Bank, National Association | Derivative-credit | $-509K | – | -0.07 | ||
| JPMorgan Chase Bank, National Association | Derivative-foreign exchange | $-771K | – | -0.11 | ||
| JPMorgan Chase Bank, National Association | Derivative-credit | $-1M | – | -0.19 | ||
| JSW Steel Ltd. | Long | Debt | IN | $2M | – | 0.23 |
| KBC Group N.V. | Long | Debt | BE | $2M | – | 0.24 |
| Kinder Morgan, Inc. | Long | Debt | US | $3M | – | 0.44 |
| Kohl's Corp. | Long | Debt | US | $294K | – | 0.04 |
| Kronos Acquisition Holdings Inc. | Long | Debt | US | $180K | – | 0.03 |
| L3Harris Technologies, Inc. | Long | Debt | US | $1M | – | 0.18 |
| Lamar Media Corp. | Long | Debt | US | $735K | – | 0.11 |
| LCH.Clearnet LLC | Derivative-interest rate | $7M | – | 1.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $1M | – | 0.21 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $1M | – | 0.16 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $567K | – | 0.08 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $412K | – | 0.06 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $277K | – | 0.04 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $252K | – | 0.04 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $208K | – | 0.03 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $198K | – | 0.03 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $169K | – | 0.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $155K | – | 0.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $138K | – | 0.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $108K | – | 0.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $93K | – | 0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $72K | – | 0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $45K | – | 0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $40K | – | 0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $40K | – | 0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $39K | – | 0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $30K | – | 0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $26K | – | 0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $20K | – | 0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $10K | – | 0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $7K | – | 0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-2K | – | -0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-15K | – | -0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-15K | – | -0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-18K | – | -0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-24K | – | -0.00 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-36K | – | -0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-62K | – | -0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-69K | – | -0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-76K | – | -0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-80K | – | -0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-97K | – | -0.01 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-116K | – | -0.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-123K | – | -0.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-141K | – | -0.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-162K | – | -0.02 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-186K | – | -0.03 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-193K | – | -0.03 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-231K | – | -0.03 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-257K | – | -0.04 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-266K | – | -0.04 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-307K | – | -0.04 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-583K | – | -0.08 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-2M | – | -0.26 | ||
| LCH.Clearnet LLC | Derivative-interest rate | $-3M | – | -0.38 | ||
| LCM Investments Holdings II, LLC | Long | Debt | US | $590K | – | 0.09 |
| LCM Investments Holdings II, LLC | Long | Debt | US | $313K | – | 0.05 |
| Lithia Motors, Inc. | Long | Debt | US | $610K | – | 0.09 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.18 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.17 |
| Ludgate Funding PLC, Series 2007-1, Class MA | Long | ABS-mortgage backed security | GB | $948K | – | 0.14 |
| Lusitano Mortgages No. 5 PLC, Class D | Long | ABS-mortgage backed security | IE | $572K | – | 0.08 |
| M&G PLC | Long | Debt | GB | $380K | – | 0.05 |
| Macquarie Airfinance Holdings Ltd. | Long | Debt | GB | $455K | – | 0.07 |
| Macy's Retail Holdings, LLC | Long | Debt | US | $205K | – | 0.03 |
| Macy's Retail Holdings, LLC | Long | Debt | US | $84K | – | 0.01 |
| Malaysia Government Bond, Series 115 | Long | Debt | MY | $2M | – | 0.23 |
| Marriott International, Inc., Series EE | Long | Debt | US | $823K | – | 0.12 |
| MasterBrand, Inc. | Long | Debt | US | $109K | – | 0.02 |
| MASTR Asset Backed Securities Trust, Series 2006-WMC3, Class A3 | Long | ABS-mortgage backed security | US | $229K | – | 0.03 |
| Match Group Holdings II, LLC | Long | Debt | US | $294K | – | 0.04 |
| Mativ Holdings, Inc. | Long | Debt | US | $2M | – | 0.35 |
| Mattel, Inc. | Long | Debt | US | $715K | – | 0.10 |
| McDermott International Inc., Wrts. 2027-06-30 | Derivative-equity | $1K | 35K | 0.00 | ||
| McDermott International Inc., Wrts. 2027-06-30 | Derivative-equity | $958.38 | 32K | 0.00 | ||
| Mcdermott International, Ltd. | Long | Equity-common | BM | $11K | 39K | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc. | Long | Debt | US | $327K | – | 0.05 |
| Melco Resorts Finance Ltd. | Long | Debt | KY | $4M | – | 0.53 |
| Melco Resorts Finance Ltd. | Long | Debt | KY | $466K | – | 0.07 |
| Melco Resorts Finance Ltd. | Long | Debt | KY | $199K | – | 0.03 |
| Mercury Chile Holdco LLC | Long | Debt | US | $1M | – | 0.21 |
| Mexican Bonos, Series M | Long | Debt | MX | $1M | – | 0.16 |
| Mexico Remittances Funding Fiduciary Estate Management S.a.r.l. | Long | Debt | LU | $1M | – | 0.15 |
| MGM China Holdings Ltd. | Long | Debt | KY | $1M | – | 0.17 |
| MGM China Holdings Ltd. | Long | Debt | KY | $446K | – | 0.06 |
| Millicom International Cellular S.A. | Long | Debt | LU | $2M | – | 0.22 |
| Minerva Luxembourg S.A. | Long | Debt | LU | $578K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.24 |
| Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Morgan Stanley Capital Services LLC | Derivative-interest rate | $2M | – | 0.26 | ||
| Morgan Stanley Capital Services LLC | Derivative-interest rate | $149K | – | 0.02 | ||
| Morgan Stanley Capital Services LLC | Derivative-foreign exchange | $138K | – | 0.02 | ||
| Morgan Stanley Capital Services LLC | Derivative-foreign exchange | $15.5 | – | 0.00 | ||
| Morgan Stanley Capital Services LLC | Derivative-foreign exchange | $1.24 | – | 0.00 | ||
| Morgan Stanley Capital Services LLC | Derivative-foreign exchange | $0.9 | – | 0.00 | ||
| Morgan Stanley Capital Services LLC | Derivative-foreign exchange | $-15.5 | – | -0.00 | ||
| Morgan Stanley Capital Services LLC | Derivative-interest rate | $-230K | – | -0.03 | ||
| Morgan Stanley Capital Services LLC | Derivative-foreign exchange | $-457K | – | -0.07 | ||
| Morgan Stanley Capital Services LLC | Derivative-interest rate | $-459K | – | -0.07 | ||
| Morgan Stanley Capital Services LLC | Derivative-interest rate | $-499K | – | -0.07 | ||
| Mortgage Funding 2008-1 PLC, Series 2008-1, Class B2 | Long | ABS-mortgage backed security | GB | $6M | – | 0.86 |
| Mozart Debt Merger Sub Inc. (Medline Industries), Term Loan | Long | Loan | US | $263K | – | 0.04 |
| MPT Operating Partnership L.P./ MPT Finance Corp. | Long | Debt | US | $229K | – | 0.03 |
| MPT Operating Partnership L.P./ MPT Finance Corp. | Long | Debt | US | $62K | – | 0.01 |
| Murray Energy Corp. | Long | Equity-common | US | $75K | 911 | 0.01 |
| Muthoot Finance Ltd. | Long | Debt | IN | $2M | – | 0.23 |
| National Bank of Foreign Economic Activity of the Republic of Uzbekistan | Long | Debt | UZ | $643K | – | 0.09 |
| Nationstar Mortgage Holdings Inc. | Long | Debt | US | $301K | – | 0.04 |
| Nationwide Building Society | Long | Debt | GB | $3M | – | 0.50 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.21 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.15 |
| Navient Corp. | Long | Debt | US | $205K | – | 0.03 |
| Navient Corp. | Long | Debt | US | $101K | – | 0.01 |
| NCL Corp. Ltd. | Long | Debt | BM | $622K | – | 0.09 |
| NCL Corp. Ltd. | Long | Debt | BM | $118K | – | 0.02 |
| Nemak, S.A.B. de C.V. | Long | Debt | MX | $926K | – | 0.13 |
| NESCO Holdings II, Inc. | Long | Debt | US | $144K | – | 0.02 |
| New Gold Inc. | Long | Debt | CA | $296K | – | 0.04 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $2M | – | 0.27 |
| NGG Finance PLC | Long | Debt | GB | $5M | – | 0.73 |
| NGL Energy Operating LLC / NGL Energy Finance Corp. | Long | Debt | US | $154K | – | 0.02 |
| NGL Energy Operating LLC / NGL Energy Finance Corp. | Long | Debt | US | $148K | – | 0.02 |
| Nigeria Government International Bond | Long | Debt | NG | $733K | – | 0.11 |
| Northriver Midstream Finance L.P. | Long | Debt | CA | $297K | – | 0.04 |
| Novelis Corp. | Long | Debt | US | $296K | – | 0.04 |
| OBX Trust, Series 2022-NQM7, Class A2 | Long | ABS-mortgage backed security | US | $619K | – | 0.09 |
| OBX Trust, Series 2022-NQM7, Class A3 | Long | ABS-mortgage backed security | US | $321K | – | 0.05 |
| Office Properties Income Trust | Long | Debt | US | $301K | – | 0.04 |
| OI European Group B.V. | Long | Debt | NL | $442K | – | 0.06 |
| OneMain Finance Corp. | Long | Debt | US | $387K | – | 0.06 |
| OneMain Finance Corp. | Long | Debt | US | $173K | – | 0.03 |
| OneMain Finance Corp. | Long | Debt | US | $69K | – | 0.01 |
| ONEOK, Inc. | Long | Debt | US | $2M | – | 0.24 |
| ONEOK, Inc. | Long | Debt | US | $1M | – | 0.18 |
| Owens-Brockway Glass Container Inc. | Long | Debt | US | $139K | – | 0.02 |
| Pampa Energia S.A. | Long | Equity-common | AR | $1M | 400K | 0.15 |
| Paramount Global | Long | Debt | US | $1M | – | 0.22 |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | Long | Debt | US | $3M | – | 0.44 |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | Long | Debt | US | $257K | – | 0.04 |
| Peru Government Bond | Long | Debt | PE | $14M | – | 1.96 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.21 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.21 |
| PetSmart Inc / PetSmart Finance Corp. | Long | Debt | US | $298K | – | 0.04 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $40K | – | 0.01 |
| Phinia Inc. | Long | Debt | US | $447K | – | 0.06 |
| Plains All American Pipeline L.P./ PAA Finance Corp. | Long | Debt | US | $713K | – | 0.10 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $2M | – | 0.33 |
| Prairie Acquiror L.P. | Long | Debt | US | $265K | – | 0.04 |
| Prairie ECI Acquiror L.P., Term Loan | Long | Loan | US | $320K | – | 0.05 |
| ProSil Acquisition S.A., Series 2019-1, Class A | Long | ABS-mortgage backed security | LU | $1M | – | 0.16 |
| Prosus N.V. | Long | Debt | NL | $730K | – | 0.11 |
| Province of Ontario | Long | Debt | CA | $5M | – | 0.73 |
| PT Bank Tabungan Negara (Persero) Tbk | Long | Debt | ID | $3M | – | 0.37 |
| PTA Perusahaan Perseroan (Persero) Perusahaan Listrik Negara | Long | Debt | ID | $1M | – | 0.21 |
| QBE Insurance Group Ltd. | Long | Debt | AU | $2M | – | 0.22 |
| R.R. Donnelley & Sons Co. | Long | Debt | US | $165K | – | 0.02 |
| Repsol International Finance, B.V. | Long | Debt | NL | $794K | – | 0.11 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $12M | – | 1.69 |
| Republic of South Africa Government Bond, Series 2032 | Long | Debt | ZA | $9M | – | 1.25 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $1M | – | 0.21 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $829K | – | 0.12 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $580K | – | 0.08 |
| Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| RHP Hotel Properties L.P./ RHP Finance Corp. | Long | Debt | US | $292K | – | 0.04 |
| Ritchie Bros. Holdings Inc. | Long | Debt | US | $291K | – | 0.04 |
| Ritchie Bros. Holdings Inc. | Long | Debt | US | $145K | – | 0.02 |
| RLJ LODGING TRUST, L.P. | Long | Debt | US | $295K | – | 0.04 |
| Roller Bearing Co. of America, Inc. | Long | Debt | US | $451K | – | 0.07 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $459K | – | 0.07 |
| Sabine Oil & Gas Holdings, Inc. | Long | Equity-common | US | $125.55 | 837 | 0.00 |
| SC Germany S.A. Compartment Consumer Trust, Series 2021-1, Class E | Long | ABS-other | LU | $3M | – | 0.44 |
| Schweitzer-Mauduit International, Inc. (SWM International), Term Loan B | Long | Loan | US | $157K | – | 0.02 |
| Scientific Games Holdings L.P./Scientific Games US FinCo, Inc. | Long | Debt | US | $297K | – | 0.04 |
| Scientific Games Lottery, First Lien Term Loan | Long | Loan | US | $299K | – | 0.04 |
| Scripps Escrow, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Seagate HDD Cayman | Long | Debt | KY | $897K | – | 0.13 |
| Seagate HDD Cayman | Long | Debt | KY | $336K | – | 0.05 |
| Sempra | Long | Debt | US | $4M | – | 0.58 |
| Sensata Technologies, Inc. | Long | Debt | US | $270K | – | 0.04 |
| Sensata Technologies, Inc. | Long | Debt | US | $208K | – | 0.03 |
| Service Properties Trust | Long | Debt | US | $582K | – | 0.08 |
| Service Properties Trust | Long | Debt | US | $160K | – | 0.02 |
| Sinclair Television Group, Inc. | Long | Debt | US | $27K | – | 0.00 |
| Sirius XM Radio Inc. | Long | Debt | US | $295K | – | 0.04 |
| Sitios Latinoamerica, S.A.B. de C.V. | Long | Debt | MX | $2M | – | 0.27 |
| Six Flags Entertainment Corp. / Six Flags Theme Parks Inc. | Long | Debt | US | $298K | – | 0.04 |
| Sixth Street Lending Partners | Long | Debt | US | $241K | – | 0.03 |
| Societe Generale | Long | Debt | FR | $1M | – | 0.17 |
| Societe Generale | Long | Debt | FR | $896K | – | 0.13 |
| Solventum Corp. | Long | Debt | US | $2M | – | 0.32 |
| Solventum Corp. | Long | Debt | US | $847K | – | 0.12 |
| Southern Co. (The), Series 21-A | Long | Debt | US | $2M | – | 0.29 |
| Southern Co. (The), Series B | Long | Debt | US | $3M | – | 0.46 |
| SS&C Technologies, Inc. | Long | Debt | US | $294K | – | 0.04 |
| SS&C Technologies, Inc. | Long | Debt | US | $153K | – | 0.02 |
| State Street Corp., Series I | Long | Debt | US | $1M | – | 0.19 |
| Stena International S.A. | Long | Debt | LU | $292K | – | 0.04 |
| Stena International S.A. | Long | Debt | LU | $167K | – | 0.02 |
| Studio City Finance Ltd. | Long | Debt | VG | $529K | – | 0.08 |
| Summit Midstream Holdings LLC / Summit Midstream Finance Corp. | Long | Debt | US | $304K | – | 0.04 |
| Sunoco L.P. | Long | Debt | US | $171K | – | 0.02 |
| Sunoco L.P. | Long | Debt | US | $131K | – | 0.02 |
| Suzano Austria GmbH | Long | Debt | AT | $616K | – | 0.09 |
| Swedbank AB, Series NC5 | Long | Debt | SE | $2M | – | 0.23 |
| Syneos Health, Inc., Term Loan | Long | Loan | US | $299K | – | 0.04 |
| Talen Energy Supply, LLC | Long | Debt | US | $300K | – | 0.04 |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp. | Long | Debt | US | $447K | – | 0.06 |
| TELECOM ITALIA CAPITAL S.A. | Long | Debt | LU | $296K | – | 0.04 |
| Telecomunicaciones Digitales, S.A. | Long | Debt | PA | $667K | – | 0.10 |
| Telefonica Europe, B.V. | Long | Debt | NL | $2M | – | 0.22 |
| Telenet Finance Luxembourg Notes S.a.r.l. | Long | Debt | LU | $2M | – | 0.22 |
| Tenet Healthcare Corp. | Long | Debt | US | $883K | – | 0.13 |
| Toronto-Dominion Bank (The) | Derivative-interest rate | $-362K | – | -0.05 | ||
| Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F | Long | ABS-mortgage backed security | GB | $786K | – | 0.11 |
| TransCanada Trust, Series 16-A | Long | Debt | CA | $1M | – | 0.21 |
| TransDigm, Inc. | Long | Debt | US | $2M | – | 0.25 |
| TransDigm, Inc. | Long | Debt | US | $593K | – | 0.09 |
| TransDigm, Inc. | Long | Debt | US | $312K | – | 0.05 |
| TransDigm, Inc. | Long | Debt | US | $150K | – | 0.02 |
| Transocean Inc. | Long | Debt | KY | $293K | – | 0.04 |
| Transocean Titan Financing Ltd. | Long | Debt | KY | $305K | – | 0.04 |
| U.S. International Development Finance Corp., Series 4 | Long | Debt | US | $454K | – | 0.07 |
| U.S. Treasury 10 Year Notes Future | Derivative-interest rate | $307K | – | 0.04 | ||
| U.S. Treasury 2 Year Notes Future | Derivative-interest rate | $34K | – | 0.00 | ||
| U.S. Treasury 5 Year Notes Future | Derivative-interest rate | $-84K | – | -0.01 | ||
| U.S. Treasury Bills | Long | Debt | US | $15M | – | 2.22 |
| U.S. Treasury Long Bond Future | Derivative-interest rate | $-36K | – | -0.01 | ||
| U.S. Treasury Ultra Bonds Future | Derivative-interest rate | $-78K | – | -0.01 | ||
| Uber Technologies, Inc. | Long | Debt | US | $412K | – | 0.06 |
| Uber Technologies, Inc., Term Loan B | Long | Loan | US | $177K | – | 0.03 |
| UBS Commercial Mortgage Trust, Series 2017-C5, Class XA | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.22 |
| UniCredit S.p.A. | Long | Debt | IT | $2M | – | 0.24 |
| Uniform Mortgage-Backed Securities, TBA | Long | ABS-mortgage backed security | US | $20M | – | 2.93 |
| United Airlines, Inc. | Long | Debt | US | $1M | – | 0.20 |
| Univision Communications Inc. | Long | Debt | US | $57K | – | 0.01 |
| Uruguay Government International Bond | Long | Debt | UY | $891K | – | 0.13 |
| USD C IDR P @16290.00 EO | Derivative-foreign exchange | $-136K | – | -0.02 | ||
| USD P IDR C @14925.00 EO | Derivative-foreign exchange | $-720.75 | – | -0.00 | ||
| USD P IDR C @15400.00 EO | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Valaris Ltd. | Long | Debt | BM | $580K | – | 0.08 |
| Velocity Vehicle Group LLC | Long | Debt | US | $298K | – | 0.04 |
| Venture Global LNG, Inc. | Long | Debt | US | $415K | – | 0.06 |
| Venture Global LNG, Inc. | Long | Debt | US | $335K | – | 0.05 |
| Venture Global LNG, Inc. | Long | Debt | US | $111K | – | 0.02 |
| Verus Securitization Trust, Series 2022-7, Class A3 | Long | ABS-mortgage backed security | US | $427K | – | 0.06 |
| Viatris Inc. | Long | Debt | US | $570K | – | 0.08 |
| Victoria's Secret & Co., First Lien Term Loan | Long | Loan | US | $297K | – | 0.04 |
| Viking Cruises Ltd. | Long | Debt | BM | $349K | – | 0.05 |
| Viking Cruises Ltd. | Long | Debt | BM | $147K | – | 0.02 |
| Viking Ocean Cruises Ship VII Ltd. | Long | Debt | BM | $294K | – | 0.04 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $576K | – | 0.08 |
| Vistra Corp., Series C | Long | Debt | US | $290K | – | 0.04 |
| Vistra Operations Co. LLC | Long | Debt | US | $568K | – | 0.08 |
| Vistra Operations Co. LLC | Long | Debt | US | $295K | – | 0.04 |
| Vodafone Group PLC | Long | Debt | GB | $3M | – | 0.37 |
| Vodafone Group PLC | Long | Debt | GB | $640K | – | 0.09 |
| Volkswagen International Finance N.V. | Long | Debt | NL | $555K | – | 0.08 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $2M | – | 0.31 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $275K | – | 0.04 |
| WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| WFRBS Commercial Mortgage Trust, Series 2014-C20, Class AS | Long | ABS-mortgage backed security | US | $152K | – | 0.02 |
| Willow No 2 Ireland PLC for Zurich Insurance Co. Ltd. | Long | Debt | IE | $4M | – | 0.63 |
| Windstream Services II, LLC, Wrts. 2024-08-26 | Derivative-equity | $2K | 176 | 0.00 | ||
| Wrangler Holdco Corp. | Long | Debt | US | $90K | – | 0.01 |
| Wynn Macau, Ltd. | Long | Debt | KY | $1M | – | 0.17 |
| Wynn Macau, Ltd. | Long | Debt | KY | $727K | – | 0.10 |
| Wynn Macau, Ltd. | Long | Debt | KY | $505K | – | 0.07 |
| YPF S.A. | Long | Debt | AR | $455K | – | 0.07 |
| YPF S.A., ADR | Long | Equity-common | AR | $453K | 23K | 0.07 |
| YPF S.A., Class D | Long | Equity-common | AR | $5M | 157K | 0.68 |
| ZF North America Capital, Inc. | Long | Debt | US | $430K | – | 0.06 |
| ZF North America Capital, Inc. | Long | Debt | US | $156K | – | 0.02 |
Address
AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
11 Greenway Plaza
Suite 1000
Houston
Texas
77046-1173
United States of America
Websites
Directors
Robert C. Troccoli
Cynthia Hostetler
Anthony J. LaCava, Jr.
Teresa M. Ressel
Prema Mathai-Davis
Joel W. Motley
Beth Ann Brown
Eli Jones
Martin L. Flanagan
Elizabeth Krentzman
Daniel S. Vandivort
Transfer Agents
Invesco Investment Services, Inc.
Pricing Services
Lincoln Partners LLC
Virtu Financial, Inc.
Refinitiv
Markit North America, Inc
ICE Data Services, Inc.
Pricing Direct, Inc.
Lukka, Inc.
Milliman, Inc.
Custodians
Standard Chartered Bank Zambia PLC
UniCredit Bank Austria AG
Standard Chartered Bank, Johannesburg branch
AS SEB Pank
UniCredit Bank Hungary Zrt.
Morgan Stanley & Co. International PLC
Banco BCT S.A.
STATE STREET TRUST COMPANY CANADA
UniCredit Bank Serbia JSC
State Street Bank and Trust Company (Edinburgh)
Standard Chartered Bank Ghana Plc
Stanbic Bank Zimbabwe Limited
The Hongkong and Shanghai Banking Corporation Limited (HSBC)
Citibank-Maghreb S.A.
Ceskoslovenska obchodni banka a.s.
Bank of America Merrill Lynch International Limited
Banco Itau Uruguay S.A.
Zagrebacka Banka d.d.
Standard Chartered Bank Tanzania Limited
Standard Chartered Bank
Standard Chartered Bangladesh
Deutsche Bank AG, Manila
DZ BANK AG Deutsche Zentral-Genossenschaftsbank, Frankfurt am Main
State Street Bank International GmbH
Union Internationale de Banques
HSBC BANK BERMUDA LIMITED
Citibank Singapore Limited
Standard Chartered Bank Uganda Limited
Citibank Anonim Sirketi
Citibank, N.A.
First Abu Dhabi Bank P.J.S.C.
Standard Chartered Bank Botswana Limited
Standard Bank Plc
China Construction Bank Corporation
Standard Bank Eswatini Limited
CITIBANK N A
UBS Switzerland AG
Standard Bank Namibia Limited
DEUTSCHE BANK AG
Banco de Chile
STANBIC IBTC BANK PLC
Citibank del Peru S.A.
Citibank Europe Public Limited Company
UBS Securities LLC
HSBC SAUDI ARABIA LIMITED
Standard Chartered Bank Kenya Limited
Privredna Banka Zagreb d.d.
UniCredit Bank d.d.
State Street Bank and Trust Co.
Bank Hapoalim B.M.
Standard Chartered Bank Malaysia Berhad
Standard Chartered Bank (Taiwan) Limited
Citibank Kazakhstan JSC
UniCredit Bank Czech Republic and Slovakia, a.s.
RAIFFEISEN BANK SH.A
AB SEB bankas
JSC Citibank
Standard Chartered Bank DIFC Branch.
UniCredit Banka Slovenija d.d.
Joint Stock Company Bank of Georgia
Standard Chartered Bank Cote d'Ivoire SA
HSBC Bank Middle East Limited
Saudi British Bank
STANDARD CHARTERED BANK (THAI) PUBLIC COMPANY LIMITED
Deutsche Bank A.S.
Standard Chartered Bank (Hong Kong) Limited
Bank Handlowy w Warszawie S.A.
CREDIT SUISSE SECURITIES (USA) LLC
Skandinaviska Enskilda Banken AB
HSBC Bank (Vietnam) Limited
HSBC BANK OMAN SAOG
Citibank (China) Co., Ltd.
UniCredit Bulbank AD
Credit Suisse (Switzerland) Ltd.
AS SEB banka
Goldman Sachs & Co.
HSBC BANK (CHINA) CO., LTD.
Cititrust Colombia S.A. Sociedad Fiduciaria
FirstRand Bank
BNP Paribas SA.
Mizuho Bank, Ltd.
Banco Nacional de Mexico S.A.
BANCO CITIBANK S A
Landsbankinn hf.
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
AO Citibank, Moscow
Banco Citibank (Panama) S.A.
Shareholder Servicing Agents
N/A
Admins
State Street Bank and Trust Co.
Brokers
MORGAN STANLEY & CO. LLC
STUART FRANKEL & CO., INCORPORATED
UBS SECURITIES LLC
GOLDMAN, SACHS & CO.
CITIGROUP GLOBAL MARKETS INC.
CITADEL SECURITIES LLC
EVERCORE GROUP L.L.C.
INVESCO CAPITAL MARKETS, INC.
J.P. MORGAN SECURITIES LLC
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.