LINCOLNTRS > LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
LVIP Delaware Diversified Income Fund
$2.17B
Avg Monthly Net Assets
$2.25B
Total Assets
$20.17M
Total Liabilities
$2.23B
Net Assets
LVIP Delaware Diversified Income Fund is an Underlying fund in LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
from LINCOLNTRS,
based in Indiana,
United States of America.
The fund has two share classes
and monthly net assets of $2.17B.
On August 8th, 2024 it reported 835 holdings, the largest
being United States Treasury (5.3%), United States Treasury (3.0%) and State Street Global Advisors (2.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Service Class | C000223150 | ||
| Standard Class | C000223151 |
Holdings
From latest NPORT-P, filed August 8th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3R Lux SARL | Long | Debt | LU | $698K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $6M | – | 0.29 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.05 |
| Abu Dhabi National Energy Co PJSC | Long | Debt | AE | $510K | – | 0.02 |
| Access Bank PLC | Long | Debt | NG | $569K | – | 0.03 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $336K | – | 0.02 |
| AEP Texas Inc | Long | Debt | US | $871K | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $3M | – | 0.15 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $3M | – | 0.13 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.09 |
| Aeropuertos Argentina 2000 SA (AEROPUERTOS ARGENT 2000) | Long | Debt | AR | $461K | – | 0.02 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $424K | – | 0.02 |
| AES Andes SA | Long | Debt | CL | $520K | – | 0.02 |
| AES Andes SA | Long | Debt | CL | $513K | – | 0.02 |
| African Development Bank | Long | Debt | XX | $502K | – | 0.02 |
| AIA Group Ltd | Long | Debt | HK | $507K | – | 0.02 |
| AIA Group Ltd | Long | Debt | HK | $278K | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $5M | – | 0.22 |
| Air Lease Corp | Long | Debt | US | $5M | – | 0.21 |
| Air Lease Corp | Long | Debt | US | $4M | – | 0.17 |
| Air Lease Corp | Long | Debt | US | $3M | – | 0.15 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.11 |
| Air Lease Corp | Long | Debt | US | $1M | – | 0.06 |
| Akbank TAS | Long | Debt | TR | $302K | – | 0.01 |
| Albania Government International Bond (REPUBLIC OF ALBANIA) | Long | Debt | AL | $259K | – | 0.01 |
| Alfa Desarrollo SpA | Long | Debt | CL | $377K | – | 0.02 |
| Alibaba Group Holding Ltd | Long | Debt | KY | $309K | – | 0.01 |
| Alsea SAB de CV (ALSEA S.A.) | Long | Debt | MX | $393K | – | 0.02 |
| America Movil SAB de CV | Long | Debt | MX | $544K | – | 0.02 |
| American Homes 4 Rent LP | Long | Debt | US | $1M | – | 0.06 |
| American Tower Corp | Long | Debt | US | $6M | – | 0.26 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.07 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.06 |
| Amphenol Corp | Long | Debt | US | $1M | – | 0.06 |
| Amphenol Corp | Long | Debt | US | $1M | – | 0.05 |
| Amphenol Corp | Long | Debt | US | $965K | – | 0.04 |
| Anglo American Capital PLC | Long | Debt | GB | $587K | – | 0.03 |
| Angolan Government International Bond (Republic of Angola) | Long | Debt | AO | $288K | – | 0.01 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $177K | – | 0.01 |
| Antofagasta PLC | Long | Debt | GB | $528K | – | 0.02 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $11M | – | 0.50 |
| Aon North America Inc | Long | Debt | US | $4M | – | 0.17 |
| Aon North America Inc | Long | Debt | US | $597K | – | 0.03 |
| Apex Credit Clo 2018-I Ltd (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.26 |
| Apple Inc | Long | Debt | US | $2M | – | 0.07 |
| Aptiv PLC | Long | Debt | JE | $3M | – | 0.14 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | XX | $2M | – | 0.11 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $599K | – | 0.03 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $97K | – | 0.00 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $27K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $10M | – | 0.46 |
| Athene Holding Ltd | Long | Debt | US | $3M | – | 0.12 |
| Athene Holding Ltd | Long | Debt | US | $1M | – | 0.06 |
| Athene Holding Ltd | Long | Debt | US | $1M | – | 0.06 |
| Aviation Capital Group LLC | Long | Debt | US | $5M | – | 0.23 |
| Aviation Capital Group LLC | Long | Debt | US | $2M | – | 0.10 |
| Azul Secured Finance LLP | Long | Debt | US | $320K | – | 0.01 |
| Bahrain Government International Bond (KINGDOM OF BAHRAIN) | Long | Debt | BH | $416K | – | 0.02 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $526K | – | 0.02 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $443K | – | 0.02 |
| Banco de Credito e Inversiones SA (BANC CREDITO INVERSIONES) | Long | Debt | CL | $576K | – | 0.03 |
| Banco GNB Sudameris SA | Long | Debt | CO | $476K | – | 0.02 |
| Banco Industrial SA/Guatemala | Long | Debt | GT | $290K | – | 0.01 |
| Banco Internacional del Peru SAA Interbank (BANCO INTERNAC DEL PERU) | Long | Debt | PE | $496K | – | 0.02 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $206K | – | 0.01 |
| Banco Nacional de Panama | Long | Debt | PA | $277K | – | 0.01 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Long | Debt | MX | $337K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.06 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $389K | – | 0.02 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BANK 2017-BNK7 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| BANK 2019-BNK23 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BANK 2022-BNK40 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $440K | – | 0.02 |
| Bank Leumi Le-Israel BM | Long | Debt | IL | $535K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $8M | – | 0.37 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.24 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.19 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.09 |
| Bank of Montreal | Long | Debt | CA | $3M | – | 0.12 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $5M | – | 0.21 |
| Banque Ouest Africaine de Developpement | Long | Debt | XX | $258K | – | 0.01 |
| Bapco Energies BSC Closed (BAPCO ENERGIES BSCC) | Long | Debt | BH | $213K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.06 |
| BBCMS Mortgage Trust 2020-C7 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $370K | – | 0.02 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $306K | – | 0.01 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Benchmark 2020-B20 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.60 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Benchmark 2021-B29 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Benchmark 2022-B33 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Benchmark 2022-B33 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Benchmark 2022-B35 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $186K | – | 0.01 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $5M | – | 0.21 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $414K | – | 0.02 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $386K | – | 0.02 |
| Berry Global Inc 2023 Term Loan AA | Long | Loan | US | $1M | – | 0.06 |
| Bidvest Group UK PLC/The | Long | Debt | GB | $349K | – | 0.02 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $507K | – | 0.02 |
| BMO 2022-C1 Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BOC Aviation USA Corp | Long | Debt | US | $846K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.20 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $2M | – | 0.10 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $2M | – | 0.10 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $2M | – | 0.07 |
| BP Capital Markets PLC | Long | Debt | GB | $7M | – | 0.29 |
| Brazil Government International Bonds | Long | Debt | BR | $449K | – | 0.02 |
| Brazil Government International Bonds | Long | Debt | BR | $233K | – | 0.01 |
| Brazil Government International Bonds | Long | Debt | BR | $192K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.14 |
| Calpine Corp | Long | Debt | US | $2M | – | 0.08 |
| Calpine Corp | Long | Debt | US | $585K | – | 0.03 |
| Calpine Corp | Long | Debt | US | $563K | – | 0.03 |
| Calpine Corporation 2020 Term Loan B5 | Long | Loan | US | $328K | – | 0.01 |
| Calpine Corporation Term Loan B9 | Long | Loan | US | $571K | – | 0.03 |
| Campbell Soup Co | Long | Debt | US | $7M | – | 0.30 |
| Canacol Energy Ltd | Long | Debt | CA | $415K | – | 0.02 |
| Cantor Commercial Real Estate Lending 2019-CF1 | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| Cantor Commercial Real Estate Lending 2019-CF3 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Cardinal Health Inc | Long | Debt | US | $5M | – | 0.25 |
| Carnival Corp | Long | Debt | PA | $2M | – | 0.09 |
| Carnival Corp | Long | Debt | PA | $714K | – | 0.03 |
| Castlelake Aviation Limited 2023 Incremental Term Loan B | Long | Loan | IE | $3M | – | 0.12 |
| CD 2016-CD2 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.49 |
| CD 2019-CD8 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| CD&R Hydra Buyer Inc 2024 Term Loan B | Long | Loan | US | $3M | – | 0.11 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $4M | – | 0.20 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $1M | – | 0.05 |
| Cellnex Finance Co SA | Long | Debt | ES | $4M | – | 0.19 |
| Cemex SAB de CV | Long | Debt | MX | $456K | – | 0.02 |
| Cencosud SA | Long | Debt | CL | $618K | – | 0.03 |
| CenterPoint Energy Inc | Long | Debt | US | $1M | – | 0.07 |
| Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL (CNTL AMR BOTTLING CORP) | Long | Debt | VG | $341K | – | 0.02 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.16 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.05 |
| Charter Communications Operating LLC 2019 Term Loan B2 | Long | Loan | US | $1M | – | 0.05 |
| Charter Communications Operating LLC 2023 Term Loan B4 | Long | Loan | US | $2M | – | 0.11 |
| Cheniere Energy Partners LP | Long | Debt | US | $3M | – | 0.12 |
| Cheniere Energy Partners LP | Long | Debt | US | $3M | – | 0.12 |
| Chile Government International Bonds | Long | Debt | CL | $251K | – | 0.01 |
| Chile Government International Bonds | Long | Debt | CL | $179K | – | 0.01 |
| China Evergrande Group | Long | Debt | KY | $13K | – | 0.00 |
| CIBANCO SA Institucion de Banca Multiple Trust CIB/3332 (CIBANCO SA INS DE BANCA) | Long | Debt | MX | $480K | – | 0.02 |
| CIMB Bank Bhd | Long | Debt | MY | $369K | – | 0.02 |
| Citibank NA | Long | Debt | US | $4M | – | 0.18 |
| Citibank NA | Long | Debt | US | $2M | – | 0.07 |
| Citicorp Mortgage Securities Trust Series 2006-3 (Citicorp Mortgage Securities, Inc.) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Citicorp Residential Mortgage Trust Series 2006-3 (Citicorp Residential Mortgage Securities, Inc.) | Long | ABS-other | US | $150K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.18 |
| Citigroup Inc | Long | Debt | US | $747K | – | 0.03 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $4M | – | 0.16 |
| CK Hutchison International 23 Ltd (CK HUTCHISON INTL 23) | Long | Debt | KY | $646K | – | 0.03 |
| CK Hutchison International 23 Ltd (CK HUTCHISON INTL 23) | Long | Debt | KY | $336K | – | 0.02 |
| Colombia Government International Bonds | Long | Debt | CO | $398K | – | 0.02 |
| Colombia Government International Bonds | Long | Debt | CO | $211K | – | 0.01 |
| Colombia Government International Bonds | Long | Debt | CO | $210K | – | 0.01 |
| Colombia Government International Bonds | Long | Debt | CO | $170K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.20 |
| Comcast Corp | Long | Debt | US | $679K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $586K | – | 0.03 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| COMM 2015-3BP Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| COMM 2015-CCRE23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CONCENTRA HEALTH SERVICES INC TERM LOAN B | Long | Loan | US | $3M | – | 0.12 |
| Connect Finco SARL / Connect US Finco LLC (CONNECT FINCO SARL/CONNE) | Long | Debt | XX | $3M | – | 0.15 |
| Connect Finco Sarl 2021 Term Loan B | Long | Loan | LU | $1M | – | 0.05 |
| Consorcio Transmantaro SA (TRANSMANTARO) | Long | Debt | PE | $436K | – | 0.02 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $3M | – | 0.11 |
| Corp Andina de Fomento | Long | Debt | XX | $299K | – | 0.01 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $549K | – | 0.02 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $157K | – | 0.01 |
| Costa Rica Government International Bond | Long | Debt | CR | $180K | – | 0.01 |
| Costa Rica Government International Bonds | Long | Debt | CR | $238K | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $4M | – | 0.19 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.07 |
| CSC Holdings LLC | Long | Debt | US | $419K | – | 0.02 |
| CSN Resources SA | Long | Debt | LU | $482K | – | 0.02 |
| CT Trust | Long | Debt | GT | $467K | – | 0.02 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $7M | – | 0.33 |
| DaVita Inc | Long | Debt | US | $879K | – | 0.04 |
| DaVita Inc | Long | Debt | US | $705K | – | 0.03 |
| DaVita Inc 2024 Extended Term Loan B1 | Long | Loan | US | $4M | – | 0.16 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $4M | – | 0.17 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.12 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.11 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.08 |
| Development Bank of Kazakhstan JSC | Long | Debt | KZ | $199K | – | 0.01 |
| Diamond Infrastructure Funding LLC | Long | ABS-other | US | $8M | – | 0.36 |
| Diamondback Energy Inc | Long | Debt | US | $4M | – | 0.17 |
| Diamondback Energy Inc | Long | Debt | US | $4M | – | 0.16 |
| Diamondback Energy Inc | Long | Debt | US | $1M | – | 0.05 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $2M | – | 0.11 |
| Discovery Communications LLC | Long | Debt | US | $10M | – | 0.46 |
| Dominican Republic International Bond | Long | Debt | DO | $590K | – | 0.03 |
| Dominican Republic International Bond | Long | Debt | DO | $193K | – | 0.01 |
| Dominican Republic International Bonds | Long | Debt | DO | $330K | – | 0.01 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $13M | – | 0.58 |
| DTE Energy Co | Long | Debt | US | $2M | – | 0.10 |
| Duke Energy Carolinas LLC | Long | Debt | US | $4M | – | 0.17 |
| Duke Energy Corp | Long | Debt | US | $3M | – | 0.16 |
| Duke Energy Indiana LLC | Long | Debt | US | $2M | – | 0.07 |
| Ecopetrol SA | Long | Debt | CO | $393K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $267K | – | 0.01 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $221K | – | 0.01 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $108K | – | 0.00 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $23K | – | 0.00 |
| Egypt Government International Bond (Arab Republic of Egypt) | Long | Debt | EG | $511K | – | 0.02 |
| Egypt Government International Bonds | Long | Debt | EG | $256K | – | 0.01 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $316K | – | 0.01 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $133K | – | 0.01 |
| El Salvador Government International Bond (Republic of El Salvador) | Long | Debt | SV | $130K | – | 0.01 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $4K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $2M | – | 0.09 |
| Elevance Health Inc | Long | Debt | US | $1M | – | 0.06 |
| Emirates NBD Bank PJSC | Long | Debt | AE | $323K | – | 0.01 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.10 |
| Enbridge Inc | Long | Debt | CA | $920K | – | 0.04 |
| Enbridge Inc | Long | Debt | CA | $811K | – | 0.04 |
| Energean Israel Finance Ltd | Long | Debt | IL | $349K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $9M | – | 0.40 |
| Energy Transfer LP | Long | Debt | US | $6M | – | 0.25 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.20 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.08 |
| Engie Energia Chile SA | Long | Debt | CL | $628K | – | 0.03 |
| Engie SA | Long | Debt | FR | $2M | – | 0.07 |
| Engie SA | Long | Debt | FR | $1M | – | 0.07 |
| Eni SpA | Long | Debt | IT | $2M | – | 0.08 |
| Eni SpA | Long | Debt | IT | $2M | – | 0.08 |
| Entegris Inc | Long | Debt | US | $2M | – | 0.09 |
| Entegris Inc 2022 Term Loan B | Long | Loan | US | $1M | – | 0.06 |
| Entergy Arkansas LLC | Long | Debt | US | $2M | – | 0.07 |
| Entergy Louisiana LLC | Long | Debt | US | $478K | – | 0.02 |
| Entergy Mississippi LLC | Long | Debt | US | $2M | – | 0.08 |
| Entergy Texas Inc | Long | Debt | US | $986K | – | 0.04 |
| Enterprise Products Operating LLC | Long | Debt | US | $6M | – | 0.25 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.11 |
| Enterprise Products Operating LLC | Long | Debt | US | $494K | – | 0.02 |
| Epicor Software Corporation 2024 Delayed Draw Term Loan | Long | Loan | US | $128K | – | 0.01 |
| Epicor Software Corporation 2024 Term Loan | Long | Loan | US | $1M | – | 0.06 |
| ERAC USA Finance LLC | Long | Debt | US | $1M | – | 0.05 |
| ERAC USA Finance LLC | Long | Debt | US | $1M | – | 0.05 |
| Exelon Corp | Long | Debt | US | $1M | – | 0.05 |
| Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $304K | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $4M | – | 0.17 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Grantor Trust 1999-T2 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $110.33 | – | 0.00 |
| Fannie Mae Grantor Trust 2004-T1 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.94 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.85 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.85 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.68 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.55 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.47 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.40 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $987K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $852K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $837K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $829K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $772K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $763K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $756K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $714K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $688K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $677K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $659K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $571K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $430K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae REMIC Trust 2002-W6 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae REMIC Trust 2004-W11 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $850K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fifth Third Bancorp | Long | Debt | US | $694K | – | 0.03 |
| Fifth Third Bank NA | Long | Debt | US | $4M | – | 0.17 |
| First Abu Dhabi Bank PJSC | Long | Debt | AE | $342K | – | 0.02 |
| First Quantum Minerals Ltd | Long | Debt | CA | $455K | – | 0.02 |
| Flagstar Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $765K | – | 0.03 |
| Flutter Financing BV Term Loan B | Long | Loan | NL | $2M | – | 0.11 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $2M | – | 0.09 |
| Ford Credit Auto Owner Trust 2021-A | Long | ABS-other | US | $231K | – | 0.01 |
| Ford Credit Auto Owner Trust 2024-B | Long | ABS-other | US | $7M | – | 0.31 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 | Long | ABS-other | US | $11M | – | 0.50 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $932K | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $878K | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $542K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $411K | – | 0.02 |
| FORWARDS JP MORGAN BOC | Long | Short-term investment vehicle | US | $70K | 70K | 0.00 |
| FORWARDS JP MORGAN BOC | Short | Short-term investment vehicle | US | $-70K | -70K | -0.00 |
| FORWARDS JP MORGAN COC | Long | Short-term investment vehicle | US | $150K | 150K | 0.01 |
| FORWARDS TD BANK COCOC | Long | Short-term investment vehicle | US | $38K | 38K | 0.00 |
| Foxconn Far East Ltd | Long | Debt | KY | $348K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 1.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.81 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.45 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.39 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.39 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.36 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $956K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $870K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $693K | – | 0.03 |
| Freddie Mac STACR Debt Notes 2017-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9M | – | 0.42 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freeport Indonesia PT | Long | Debt | ID | $388K | – | 0.02 |
| Freeport Indonesia PT | Long | Debt | ID | $340K | – | 0.02 |
| Freeport-McMoRan Inc | Long | Debt | US | $3M | – | 0.13 |
| FREMF 2017-K71 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Frontier Communications Corp 2021 1st Lien Term Loan | Long | Loan | US | $2M | – | 0.10 |
| FRONTIER COMMUNICATIONS CORP 2024 TERM LOAN B | Long | Loan | US | $3M | – | 0.15 |
| Frontier Communications Holdings LLC | Long | Debt | US | $2M | – | 0.11 |
| Frontier Communications Holdings LLC | Long | Debt | US | $1M | – | 0.07 |
| Frontier Issuer LLC | Long | ABS-other | US | $2M | – | 0.10 |
| Future Retail Ltd | Long | Debt | IN | $2K | – | 0.00 |
| Gabon Government International Bond (REPUBLIC OF GABON) | Long | Debt | GA | $206K | – | 0.01 |
| Gaci First Investment Co. | Long | Debt | KY | $340K | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $370K | – | 0.02 |
| Galaxy XXI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| GDB DEBT RECOVERY AUTH OF CMWLTH PUERTO RICO (GDB Debt Recovery Authority of Puerto Rico) | Long | Debt | US | $9M | – | 0.43 |
| General Motors Co | Long | Debt | US | $2M | – | 0.08 |
| General Motors Co | Long | Debt | US | $678K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $978K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $966K | – | 0.04 |
| Geopark Ltd | Long | Debt | BM | $554K | – | 0.02 |
| Georgian Railway JSC | Long | Debt | GE | $633K | – | 0.03 |
| Ghana Government International Bond (Republic of Ghana) | Long | Debt | GH | $130K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $560K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.35 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9M | – | 0.39 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $762K | – | 0.03 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $681K | – | 0.03 |
| GreenState Auto Receivables Trust 2024-1 | Long | ABS-other | US | $6M | – | 0.27 |
| Grupo Aeromexico SAB de CV | Long | Equity-common | MX | $1M | 74K | 0.06 |
| Grupo Aeromexico SAB de CV | Long | Debt | MX | $700K | – | 0.03 |
| GS Mortgage Securities Trust 2017-GS5 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| GS Mortgage Securities Trust 2019-GC39 | Long | ABS-mortgage backed security | US | $744K | – | 0.03 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $12M | – | 0.55 |
| GS Mortgage Securities Trust 2020-GC47 | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ4 (GS Mortgage-Backed Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GS Mortgage-Backed Securities Trust 2021-PJ7 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Hazine Mustesarligi Varlik Kiralama AS | Long | Debt | TR | $341K | – | 0.02 |
| HCA Inc | Long | Debt | US | $4M | – | 0.17 |
| HCA Inc | Long | Debt | US | $1M | – | 0.06 |
| HDFC Bank Ltd | Long | Debt | IN | $508K | – | 0.02 |
| Holcim Finance Luxembourg SA | Long | Debt | LU | $2M | – | 0.07 |
| Holcim Finance Luxembourg SA (HOLCIM FINANCE LUX SA) | Long | Debt | LU | $2M | – | 0.07 |
| Home Depot Inc/The | Long | Debt | US | $2M | – | 0.10 |
| Home Depot Inc/The | Long | Debt | US | $888K | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $759K | – | 0.03 |
| HTA Group Ltd/Mauritius | Long | Debt | MU | $596K | – | 0.03 |
| Huarong Finance 2017 Co Ltd | Long | Debt | VG | $423K | – | 0.02 |
| Hungary Government International Bond | Long | Debt | HU | $214K | – | 0.01 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $3M | – | 0.13 |
| Huntington National Bank/The | Long | Debt | US | $440K | – | 0.02 |
| Hutama Karya Persero PT | Long | Debt | ID | $274K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $1M | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $1M | – | 0.06 |
| ICICI Bank Ltd/Dubai | Long | Debt | IN | $239K | – | 0.01 |
| IHS Holding Ltd | Long | Debt | KY | $360K | – | 0.02 |
| IHS Holding Ltd | Long | Debt | KY | $189K | – | 0.01 |
| Indofood CBP Sukses Makmur Tbk PT | Long | Debt | ID | $405K | – | 0.02 |
| Indofood CBP Sukses Makmur Tbk PT | Long | Debt | ID | $269K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $209K | – | 0.01 |
| Indonesia Government International Bonds | Long | Debt | ID | $193K | – | 0.01 |
| Informatica LLC 2021 USD Term Loan B | Long | Loan | US | $1M | – | 0.05 |
| Infraestructura Energetica Nova SAPI de CV | Long | Debt | MX | $326K | – | 0.01 |
| ING Groep NV | Long | Debt | NL | $1M | – | 0.06 |
| International Container Terminal Services Inc | Long | Debt | PH | $560K | – | 0.03 |
| Iron Mountain Inc | Long | Debt | US | $1M | – | 0.05 |
| Iron Mountain Information Management Services Inc (IRON MOUNTAIN INFO MGMT) | Long | Debt | US | $3M | – | 0.15 |
| Ivory Coast Government International Bond | Long | Debt | CI | $693K | – | 0.03 |
| Ivory Coast Government International Bond | Long | Debt | CI | $417K | – | 0.02 |
| Japan Government Thirty Year Bonds | Long | Debt | JP | $8M | – | 0.37 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $438K | – | 0.02 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $4M | – | 0.19 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $3M | – | 0.11 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.09 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.08 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $783K | – | 0.04 |
| Jones Deslauriers Insurance Management Inc | Long | Debt | CA | $4M | – | 0.18 |
| Jordan Government International Bond (Kingdom of Jordan) | Long | Debt | JO | $232K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| JP Morgan Mortgage Trust 2014-2 | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| JP Morgan Mortgage Trust 2014-2 | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| JP Morgan Mortgage Trust 2015-4 | Long | ABS-mortgage backed security | US | $488K | – | 0.02 |
| JP Morgan Mortgage Trust 2015-4 | Long | ABS-mortgage backed security | US | $350K | – | 0.02 |
| JP Morgan Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $569K | – | 0.03 |
| JP Morgan Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| JP Morgan Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Mortgage Trust 2017-2 | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| JP Morgan Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| JP Morgan Mortgage Trust 2020-7 | Long | ABS-mortgage backed security | US | $571K | – | 0.03 |
| JP Morgan Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Mortgage Trust 2021-10 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Mortgage Trust 2021-11 | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| JP Morgan Mortgage Trust 2021-13 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| JP Morgan Trust 2015-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| JP Morgan Trust 2015-5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| JP Morgan Trust 2015-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| JP Morgan Trust 2015-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $288K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JPMDB Commercial Mortgage Securities Trust 2017-C7 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.27 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $965K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $215K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $346K | – | 0.02 |
| JSW Hydro Energy Ltd | Long | Debt | IN | $384K | – | 0.02 |
| Kazakhstan Government International Bonds | Long | Debt | KZ | $288K | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $341K | – | 0.02 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $213K | – | 0.01 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $4M | – | 0.19 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $707K | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.08 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.07 |
| Kinder Morgan Inc | Long | Debt | US | $841K | – | 0.04 |
| Kookmin Bank | Long | Debt | KR | $430K | – | 0.02 |
| Korea Housing Finance Corp | Long | Debt | KR | $393K | – | 0.02 |
| Korea Hydro & Nuclear Power Co Ltd | Long | Debt | KR | $459K | – | 0.02 |
| Kosmos Energy Ltd | Long | Debt | US | $723K | – | 0.03 |
| Light and Wonder International Inc 2022 USD Term Loan | Long | Loan | US | $3M | – | 0.15 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.07 |
| Long: BIE2QMBM4 CDS USD R F 1.00000 BIE2QMBM4_FEE SOVEREIGN / Short: BIE2QMBM4 CDS USD P V 03MEVENT BIE2QMBM4_PRO SOVEREIGN (JPMorgan Securities LLC) | Derivative-credit | US | $37K | – | 0.00 | |
| Long: BIE2TFYP4 CDS USD R V 03MEVENT BIE2TFYP4_PRO SOVEREIGN / Short: BIE2TFYP4 CDS USD P F 1.00000 BIE2TFYP4_FEE SOVEREIGN (JPMorgan Securities LLC) | Derivative-credit | US | $-14K | – | -0.00 | |
| Long: BIE4D5QB9 CDS USD R V 03MEVENT BIE4D5QB9_PRO SOVEREIGN / Short: BIE4D5QB9 CDS USD P F 1.00000 BIE4D5QB9_FEE SOVEREIGN (JPMorgan Securities LLC) | Derivative-credit | US | $-9K | – | -0.00 | |
| Long: BIE4L0G48 CDS USD R V 03MEVENT BIE4L0G48_PRO SOVEREIGN / Short: BIE4L0G48 CDS USD P F 1.00000 BIE4L0G48_FEE SOVEREIGN (JPMorgan Securities LLC) | Derivative-credit | US | $17K | – | 0.00 | |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $4M | – | 0.16 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $1M | – | 0.06 |
| MAF Global Securities Ltd | Long | Debt | KY | $358K | – | 0.02 |
| Man GLG US CLO (Man GLG US CLO 2018-1 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.25 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $2M | – | 0.10 |
| Medco Maple Tree Pte Ltd | Long | Debt | SG | $685K | – | 0.03 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $511K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $676K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $276K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $201K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $189K | – | 0.01 |
| MFB Magyar Fejlesztesi Bank Zrt | Long | Debt | HU | $325K | – | 0.01 |
| MGM China Holdings Ltd | Long | Debt | KY | $495K | – | 0.02 |
| MHP Lux SA | Long | Debt | LU | $452K | – | 0.02 |
| Mileage Plus Holdings LLC 2020 Term Loan B | Long | Loan | US | $1M | – | 0.06 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $460K | – | 0.02 |
| Minejesa Capital BV | Long | Debt | NL | $311K | – | 0.01 |
| Minerva Luxembourg SA | Long | Debt | LU | $645K | – | 0.03 |
| MISC Capital Two Labuan Ltd | Long | Debt | MY | $569K | – | 0.03 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | NL | $671K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $17M | – | 0.76 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.24 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.07 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Morgan Stanley Capital I Trust 2020-HR8 | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| Morgan Stanley Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $532K | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $203K | – | 0.01 |
| Movida Europe SA | Long | Debt | LU | $485K | – | 0.02 |
| Murphy Oil Corp | Long | Debt | US | $2M | – | 0.11 |
| MV24 Capital BV | Long | Debt | NL | $493K | – | 0.02 |
| NBK SPC Ltd | Long | Debt | AE | $735K | – | 0.03 |
| NBK SPC Ltd | Long | Debt | AE | $520K | – | 0.02 |
| New Residential Mortgage Loan Trust 2018-RPL1 | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $2M | – | 0.08 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $5M | – | 0.24 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $4M | – | 0.20 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $390K | – | 0.02 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $234K | – | 0.01 |
| Nigeria Government International Bonds | Long | Debt | NG | $446K | – | 0.02 |
| Nissan Master Owner Trust Receivables | Long | ABS-other | US | $15M | – | 0.67 |
| Northrop Grumman Corp | Long | Debt | US | $3M | – | 0.14 |
| Occidental Petroleum Corp | Long | Debt | US | $3M | – | 0.15 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $556K | – | 0.02 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $481K | – | 0.02 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $379K | – | 0.02 |
| Oglethorpe Power Corp | Long | Debt | US | $2M | – | 0.10 |
| Oglethorpe Power Corp | Long | Debt | US | $579K | – | 0.03 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $438K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $791K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.10 |
| Oracle Corp | Long | Debt | US | $769K | – | 0.03 |
| Oryx Funding Ltd | Long | Debt | KY | $557K | – | 0.03 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $330K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $5M | – | 0.21 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $835K | – | 0.04 |
| PacifiCorp | Long | Debt | US | $973K | – | 0.04 |
| PacifiCorp | Long | Debt | US | $871K | – | 0.04 |
| PacifiCorp | Long | Debt | US | $580K | – | 0.03 |
| Panama Bonos del Tesoro | Long | Debt | PA | $160K | – | 0.01 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $523K | – | 0.02 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $287K | – | 0.01 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $261K | – | 0.01 |
| Paraguay Government International Bond (Republic of Paraguay) | Long | Debt | PY | $214K | – | 0.01 |
| PEER HOLDING III BV 2024 USD TERM LOAN B5 | Long | Loan | NL | $6M | – | 0.25 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $381K | – | 0.02 |
| Perusahaan Penerbit SBSN Indonesia III | Long | Debt | ID | $145K | – | 0.01 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $466K | – | 0.02 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $458K | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $408K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $552K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $481K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $201K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $138K | – | 0.01 |
| Petronas Capital Ltd | Long | Debt | MY | $459K | – | 0.02 |
| PG&E Corp | Long | Debt | US | $2M | – | 0.08 |
| Pluspetrol Camisea SA / Pluspetrol Lote 56 SA (PLUSPETROL CAM/PLUS LOTE) | Long | Debt | PE | $711K | – | 0.03 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $3M | – | 0.13 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.08 |
| Popular Inc | Long | Debt | PR | $2M | – | 0.07 |
| Prosus NV | Long | Debt | NL | $516K | – | 0.02 |
| PRPM 2024-RPL1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| PTTEP Treasury Center Co Ltd | Long | Debt | TH | $306K | – | 0.01 |
| PUERTO RICO CMWLTH (Commonwealth of Puerto Rico) | Long | Debt | US | $143K | – | 0.01 |
| Puma International Financing SA | Long | Debt | LU | $706K | – | 0.03 |
| PURCHASED AUD / SOLD USD (Toronto-Dominion Bank) | Derivative-foreign exchange | AU | $-23K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | JP | $-365K | – | -0.02 | |
| PURCHASED USD / SOLD AUD (Toronto-Dominion Bank) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Toronto-Dominion Bank) | Derivative-foreign exchange | US | $119K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $188K | – | 0.01 | |
| PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $145K | – | 0.01 | |
| Qatar Government International Bond (STATE OF QATAR) | Long | Debt | QA | $894K | – | 0.04 |
| QazaqGaz NC JSC | Long | Debt | KZ | $844K | – | 0.04 |
| QNB Finance Ltd | Long | Debt | KY | $574K | – | 0.03 |
| Raizen Fuels Finance SA | Long | Debt | LU | $702K | – | 0.03 |
| Raizen Fuels Finance SA | Long | Debt | LU | $305K | – | 0.01 |
| RCKT Mortgage Trust 2021-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RCKT Mortgage Trust 2021-6 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Republic of Azerbaijan International Bond | Long | Debt | AZ | $352K | – | 0.02 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $334K | – | 0.02 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $378K | – | 0.02 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $271K | – | 0.01 |
| Rizal Commercial Banking Corp | Long | Debt | PH | $527K | – | 0.02 |
| Rogers Communications Inc | Long | Debt | CA | $3M | – | 0.15 |
| Rogers Communications Inc | Long | Debt | CA | $3M | – | 0.13 |
| Romania Government International Bonds | Long | Debt | RO | $624K | – | 0.03 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $1M | – | 0.05 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.11 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.08 |
| Russell Investments US Inst'l Holdco Inc 2020 Term Loan | Long | Loan | US | $8.38 | – | 0.00 |
| Samarco Mineracao SA | Long | Debt | BR | $346K | – | 0.02 |
| SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA | Long | Debt | PE | $307K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $424K | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $316K | – | 0.01 |
| Saranac Clo VII Ltd (Saranac CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $289K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $604K | – | 0.03 |
| Saudi Arabian Oil Co | Long | Debt | SA | $592K | – | 0.03 |
| Saudi Arabian Oil Co | Long | Debt | SA | $189K | – | 0.01 |
| Saudi Arabian Oil Co | Long | Debt | SA | $139K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $195K | – | 0.01 |
| Saudi Government International Bonds | Long | Debt | SA | $302K | – | 0.01 |
| Sempra | Long | Debt | US | $1M | – | 0.05 |
| Sequoia Mortgage Trust 2015-1 | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Sequoia Mortgage Trust 2015-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Sequoia Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Sequoia Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $725K | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $308K | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $295K | – | 0.01 |
| Sherwin-Williams Co/The | Long | Debt | US | $4M | – | 0.18 |
| Shinhan Bank Co Ltd | Long | Debt | KR | $405K | – | 0.02 |
| Shinhan Financial Group Co Ltd | Long | Debt | KR | $277K | – | 0.01 |
| SierraCol Energy Andina LLC (SIERRACOL ENRGY ANDINA) | Long | Debt | US | $536K | – | 0.02 |
| Signal Peak CLO 5 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.21 |
| Silknet JSC | Long | Debt | GE | $383K | – | 0.02 |
| Sisecam UK PLC | Long | Debt | GB | $548K | – | 0.02 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $507K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.09 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.06 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $9M | – | 0.39 |
| Sprint Capital Corp | Long | Debt | US | $3M | – | 0.15 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $397K | – | 0.02 |
| Sri Lanka Government International Bond (Republic of Sri Lanka) | Long | Debt | LK | $317K | – | 0.01 |
| Standard Chartered PLC | Long | Debt | GB | $469K | – | 0.02 |
| Standard Industries Inc 2021 Term Loan B | Long | Loan | US | $4M | – | 0.19 |
| Standard Industries Inc/NJ | Long | Debt | US | $2M | – | 0.08 |
| STAPLES INC 2024 TERM LOAN B | Long | Loan | US | $2M | – | 0.10 |
| Star Energy Geothermal Wayang Windu Ltd | Long | Debt | VG | $410K | – | 0.02 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $60M | 60M | 2.69 |
| Studio City Finance Ltd | Long | Debt | VG | $722K | – | 0.03 |
| Summit Digitel Infrastructure Ltd | Long | Debt | IN | $427K | – | 0.02 |
| Sunac China Holdings Ltd | Long | Debt | KY | $93K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $48K | – | 0.00 |
| SVB Financial Group | Long | Debt | US | $3M | – | 0.13 |
| SVB Financial Group | Long | Debt | US | $918K | – | 0.04 |
| SVB Financial Group | Long | Debt | US | $51K | – | 0.00 |
| SVB Financial Group | Long | Debt | US | $24K | – | 0.00 |
| Sweihan PV Power Co PJSC | Long | Debt | AE | $316K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.18 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $415K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $4M | – | 0.19 |
| TAV Havalimanlari Holding AS | Long | Debt | TR | $865K | – | 0.04 |
| TBA TD COC USD | Short | Short-term investment vehicle | US | $-30K | -30K | -0.00 |
| TBC Bank JSC | Long | Debt | GE | $637K | – | 0.03 |
| Teledyne Technologies Inc | Long | Debt | US | $3M | – | 0.13 |
| Tencent Holdings Ltd | Long | Debt | KY | $264K | – | 0.01 |
| Tencent Holdings Ltd | Long | Debt | KY | $248K | – | 0.01 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $4M | – | 0.19 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $420K | – | 0.02 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $265K | – | 0.01 |
| Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER) | Long | Debt | TH | $456K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $6M | – | 0.26 |
| TMS Issuer Sarl | Long | Debt | LU | $340K | – | 0.02 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $1M | – | 0.06 |
| TotalEnergies Capital SA | Long | Debt | FR | $2M | – | 0.08 |
| Towd Point Mortgage Trust 2017-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Towd Point Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Toyota Auto Receivables 2024-B Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $10M | – | 0.43 |
| TRANS UNION LLC 2024 TERM LOAN B8 | Long | Loan | US | $2M | – | 0.11 |
| Transportadora de Gas del Sur SA (TRANSPORT DE GAS DEL SUR) | Long | Debt | AR | $340K | – | 0.02 |
| Trinidad & Tobago Government International Bond | Long | Debt | TT | $229K | – | 0.01 |
| Truist Bank | Long | Debt | US | $10M | – | 0.45 |
| Truist Bank | Long | Debt | US | $3M | – | 0.16 |
| Truist Financial Corp | Long | Debt | US | $3M | – | 0.12 |
| Trust Fibra Uno (TRUST FIBRAUNO) | Long | Debt | MX | $473K | – | 0.02 |
| TSMC Arizona Corp | Long | Debt | US | $499K | – | 0.02 |
| TSMC Global Ltd | Long | Debt | VG | $333K | – | 0.01 |
| Turk Telekomunikasyon AS | Long | Debt | TR | $517K | – | 0.02 |
| Turkiye Garanti Bankasi AS | Long | Debt | TR | $503K | – | 0.02 |
| Turkiye Garanti Bankasi AS | Long | Debt | TR | $311K | – | 0.01 |
| Turkiye Government International Bonds | Long | Debt | TR | $736K | – | 0.03 |
| Turkiye Government International Bonds | Long | Debt | TR | $261K | – | 0.01 |
| Turkiye Is Bankasi AS (TURKIYE IS BANKASI A.S) | Long | Debt | TR | $660K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $26M | – | 1.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $26M | – | 1.15 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $25M | – | 1.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $19M | – | 0.83 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.40 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.69 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $119M | – | 5.34 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $66M | – | 2.96 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $25M | – | 1.12 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $23M | – | 1.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $17M | – | 0.74 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $9M | – | 0.42 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.22 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.05 |
| UKG Inc 2024 Term Loan B | Long | Loan | US | $4M | – | 0.18 |
| Ukraine Government International Bond | Long | Debt | UA | $255K | – | 0.01 |
| UltraTech Cement Ltd | Long | Debt | IN | $300K | – | 0.01 |
| United Airlines Inc | Long | Debt | US | $6M | – | 0.25 |
| United Airlines Inc | Long | Debt | US | $2M | – | 0.11 |
| United Rentals North America Inc | Long | Debt | US | $1M | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $7M | – | 0.30 |
| UnitedHealth Group Inc | Long | Debt | US | $6M | – | 0.28 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.10 |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-256K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $468K | – | 0.02 | |
| US Bancorp | Long | Debt | US | $2M | – | 0.09 |
| US Bancorp | Long | Debt | US | $2M | – | 0.08 |
| US Bancorp | Long | Debt | US | $1M | – | 0.06 |
| US Bancorp | Long | Debt | US | $1M | – | 0.05 |
| US Bancorp | Long | Debt | US | $797K | – | 0.04 |
| US Bancorp | Long | Debt | US | $422K | – | 0.02 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-1M | – | -0.05 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-195K | – | -0.01 | |
| USI Inc 2023 Acquisition Term Loan | Long | Loan | US | $0 | – | – |
| USI Inc 2024 Term Loan (2030) | Long | Loan | US | $2M | – | 0.10 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $509K | – | 0.02 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $80K | – | 0.00 |
| Venture 42 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.05 |
| Verus Securitization Trust 2023-7 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| ViaSat Inc Term Loan | Long | Loan | US | $4M | – | 0.19 |
| VICI Properties LP | Long | Debt | US | $4M | – | 0.17 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $265K | – | 0.01 |
| Virgin Media Bristol LLC 2023 USD Term Loan Y | Long | Loan | US | $397K | – | 0.02 |
| Vistra Corp | Long | Debt | US | $2M | – | 0.11 |
| Vistra Operations Co LLC | Long | Debt | US | $4M | – | 0.17 |
| Vistra Operations Co LLC | Long | Debt | US | $987K | – | 0.04 |
| Vistra Operations Company LLC 1st Lien Term Loan B3 | Long | Loan | US | $2M | – | 0.09 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $2M | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS3 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Wells Fargo Commercial Mortgage Trust 2020-C58 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Wells Fargo Mortgage Backed Securities 2020-1 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| West China Cement Ltd | Long | Debt | JE | $338K | – | 0.02 |
| XP Inc | Long | Debt | KY | $426K | – | 0.02 |
| Yapi ve Kredi Bankasi AS | Long | Debt | TR | $507K | – | 0.02 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $676K | – | 0.03 |
| Zais Clo 17 Ltd (Zais Matrix CDO I) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
Address
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
1301 S. Harrison Street
FORT WAYNE
Indiana
46802
United States of America
Websites
Directors
Barbara L. Lamb
Brian W. Wixted
Charles I. Plosser
Gary D. Lemon
Jayson R. Bronchetti
Ken C. Joseph
Manisha A. Thakor
Nancy B. Wolcott
Pamela L. Salaway
Steve A. Cobb
Thomas A. Leonard
Transfer Agents
The Lincoln National Life Insurance Company
Pricing Services
Bloomberg L.P.
CIBC World Markets Corp.
ICE Data Pricing & Reference Data, LLC
London Stock Exchange Group PLC
PricingDirect Inc.
S&P Global Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
The Lincoln National Life Insurance Company
Admins
The Lincoln National Life Insurance Company
Brokers
N/A