LVIP PIMCO Low Duration Bond Fund
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
+324
New
324
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | JPMorgan Securities LLC | 000000000 | Jun 2022 | 50,800,000 | $50.8M | 5.61% | RA |
| 2 | FANNIE MAE | 3136G4W41 | Jun 2022 | 18,300,000 | $17.0M | 1.87% | DBT |
| 3 | FREDDIE MAC | 3134GW5R3 | Jun 2022 | 12,000,000 | $11.0M | 1.22% | DBT |
| 4 | MITSUBISHI UFJ FIN GRP | 606822CA0 | Jun 2022 | 10,800,000 | $10.0M | 1.10% | DBT |
| 5 | INDUSTRIAL BANK OF KOREA | 45604GAF6 | Jun 2022 | 9,500,000 | $9.2M | 1.02% | DBT |
| 6 | Athene Global Funding | 04685A2F7 | Jun 2022 | 9,000,000 | $9.0M | 0.99% | DBT |
| 7 | Credit Suisse Group AG | 225401AG3 | Jun 2022 | 9,000,000 | $8.9M | 0.98% | DBT |
| 8 | JPN BANK FOR INT'L COOP | 471048CG1 | Jun 2022 | 8,500,000 | $8.5M | 0.93% | DBT |
| 9 | FEDERAL HOME LOAN BANK | 3130ALCE2 | Jun 2022 | 9,400,000 | $8.4M | 0.93% | DBT |
| 10 | MMAF Equipment Finance LLC | 55317RAB8 | Jun 2022 | 8,500,000 | $8.4M | 0.93% | ABS-O |
| 11 | FREDDIE MAC | 3134GW4C7 | Jun 2022 | 9,000,000 | $8.1M | 0.90% | DBT |
| 12 | THERMO FISHER SCIENTIFIC | 883556CS9 | Jun 2022 | 8,500,000 | $8.1M | 0.89% | DBT |
| 13 | GENERAL MOTORS FINL CO | 37045XAL0 | Jun 2022 | 8,000,000 | $8.0M | 0.89% | DBT |
| 14 | Citigroup Inc | 172967KX8 | Jun 2022 | 8,000,000 | $8.0M | 0.88% | DBT |
| 15 | BOEING CO | 097023CS2 | Jun 2022 | 7,595,000 | $7.6M | 0.84% | DBT |
| 16 | ABBVIE INC | 00287YBM0 | Jun 2022 | 7,400,000 | $7.4M | 0.82% | DBT |
| 17 | IMPERIAL BRANDS FIN PLC | 45262BAA1 | Jun 2022 | 7,500,000 | $7.3M | 0.80% | DBT |
| 18 | MITSUBISHI HC CAPITAL | 60682LAA0 | Jun 2022 | 6,700,000 | $6.7M | 0.74% | DBT |
| 19 | Lloyds Banking Group PLC | 539439AS8 | Jun 2022 | 6,500,000 | $6.5M | 0.72% | DBT |
| 20 | FANNIE MAE | 3135G05M1 | Jun 2022 | 7,000,000 | $6.5M | 0.72% | DBT |
| 21 | Danske Bank A/S | 23636AAQ4 | Jun 2022 | 6,200,000 | $6.2M | 0.68% | DBT |
| 22 | LSEGA FINANCING PLC | 50220PAA1 | Jun 2022 | 6,500,000 | $6.1M | 0.68% | DBT |
| 23 | Freddie Mac | 3137H0VA3 | Jun 2022 | 6,892,820 | $6.1M | 0.68% | ABS-MBS |
| 24 | WELLS FARGO & COMPANY | 949746SG7 | Jun 2022 | 8,000,000 | $6.1M | 0.67% | DBT |
| 25 | Freddie Mac | 3137AX2H5 | Jun 2022 | 6,529,514 | $6.0M | 0.66% | ABS-MBS |
| 26 | SUMITOMO MITSUI FINL GRP | 86562MAU4 | Jun 2022 | 6,000,000 | $6.0M | 0.66% | DBT |
| 27 | NISSAN MOTOR ACCEPTANCE | 000000000 | Jun 2022 | 6,000,000 | $6.0M | 0.66% | DBT |
| 28 | BROADCOM INC | 11135FAN1 | Jun 2022 | 6,253,000 | $6.0M | 0.66% | DBT |
| 29 | COREBRIDGE FINANCIAL INC | 21871XAA7 | Jun 2022 | 6,000,000 | $5.8M | 0.64% | DBT |
| 30 | Fannie Mae | 3136ABM83 | Jun 2022 | 6,278,208 | $5.8M | 0.64% | ABS-MBS |
| 31 | UBS GROUP AG | 902613AM0 | Jun 2022 | 5,800,000 | $5.8M | 0.64% | DBT |
| 32 | NOMURA HOLDINGS INC | 65535HAR0 | Jun 2022 | 6,300,000 | $5.8M | 0.64% | DBT |
| 33 | SUMITOMO MITSUI TR BK LT | 86563VAW9 | Jun 2022 | 6,000,000 | $5.6M | 0.62% | DBT |
| 34 | Barclays PLC | 06738EBC8 | Jun 2022 | 5,500,000 | $5.5M | 0.61% | DBT |
| 35 | ING GROEP NV | 456837BA0 | Jun 2022 | 5,600,000 | $5.5M | 0.61% | DBT |
| 36 | ROGERS COMMUNICATIONS IN | 775109CA7 | Jun 2022 | 5,600,000 | $5.4M | 0.60% | DBT |
| 37 | NATIONWIDE BLDG SOCIETY | 63859UBE2 | Jun 2022 | 5,400,000 | $5.4M | 0.59% | DBT |
| 38 | DEUTSCHE BANK NY | 251526CM9 | Jun 2022 | 5,553,000 | $5.3M | 0.59% | DBT |
| 39 | Cantor Fitzgerald LP | 138616AE7 | Jun 2022 | 5,200,000 | $5.2M | 0.58% | DBT |
| 40 | Air Lease Corp | 00914AAA0 | Jun 2022 | 5,200,000 | $5.1M | 0.57% | DBT |
| 41 | T-MOBILE USA INC | 87264ABZ7 | Jun 2022 | 5,600,000 | $5.1M | 0.56% | DBT |
| 42 | HYUNDAI CAPITAL AMERICA | 44891ABQ9 | Jun 2022 | 5,000,000 | $5.0M | 0.55% | DBT |
| 43 | SOCIETE GENERALE | 83368RAZ5 | Jun 2022 | 5,600,000 | $4.9M | 0.55% | DBT |
| 44 | PENSKE TRUCK LEASING/PTL | 709599BF0 | Jun 2022 | 5,000,000 | $4.9M | 0.54% | DBT |
| 45 | LEASEPLAN CORPORATION NV | 52206AAD2 | Jun 2022 | 5,000,000 | $4.8M | 0.53% | DBT |
| 46 | DAIMLER FINANCE NA LLC | 233851EB6 | Jun 2022 | 5,000,000 | $4.7M | 0.52% | DBT |
| 47 | VERIZON COMMUNICATIONS | 000000000 | Jun 2022 | 6,800,000 | $4.7M | 0.52% | DBT |
| 48 | Towd Point Mortgage Trust | 89176UAN4 | Jun 2022 | 4,985,134 | $4.7M | 0.52% | ABS-O |
| 49 | MORGAN STANLEY | 61747YEG6 | Jun 2022 | 5,000,000 | $4.6M | 0.51% | DBT |
| 50 | BANK OF AMERICA CORP | 060505FJ8 | Jun 2022 | 6,000,000 | $4.6M | 0.51% | DBT |
| 51 | TCW CLO | 87240UAR1 | Jun 2022 | 4,700,000 | $4.6M | 0.51% | ABS-CBDO |
| 52 | GoldenTree Loan Management US CLO1, LTD | 38136MAU2 | Jun 2022 | 4,700,000 | $4.6M | 0.51% | ABS-CBDO |
| 53 | AES CORP/THE | 00130HCE3 | Jun 2022 | 5,200,000 | $4.6M | 0.51% | DBT |
| 54 | AREIT CRE Trust | 00217VAA8 | Jun 2022 | 4,600,000 | $4.5M | 0.50% | ABS-CBDO |
| 55 | STANDARD CHARTERED PLC | 853254CK4 | Jun 2022 | 4,500,000 | $4.5M | 0.50% | DBT |
| 56 | FANNIE MAE | 3135G06L2 | Jun 2022 | 5,000,000 | $4.5M | 0.50% | DBT |
| 57 | Palmer Square CLO Ltd | 69688AAL5 | Jun 2022 | 4,600,000 | $4.5M | 0.50% | ABS-CBDO |
| 58 | Starwood Commercial Mortgage Trust | 78486DAA8 | Jun 2022 | 4,600,000 | $4.4M | 0.49% | ABS-MBS |
| 59 | HCA Inc | 404119BN8 | Jun 2022 | 4,400,000 | $4.4M | 0.49% | DBT |
| 60 | PFP III | 69357XAA9 | Jun 2022 | 4,600,000 | $4.4M | 0.48% | ABS-CBDO |
| 61 | ALLY FINANCIAL INC | 02005NBL3 | Jun 2022 | 4,500,000 | $4.3M | 0.48% | DBT |
| 62 | AVOLON HOLDINGS FNDG LTD | 05401AAH4 | Jun 2022 | 4,700,000 | $4.3M | 0.48% | DBT |
| 63 | CRSNT Trust | 22877LAA5 | Jun 2022 | 4,500,000 | $4.3M | 0.48% | ABS-MBS |
| 64 | SMB Private Education Loan Trust | 78449VAC0 | Jun 2022 | 4,401,686 | $4.3M | 0.47% | ABS-O |
| 65 | NYO Commercial Mortgage Trust | 62955HAA5 | Jun 2022 | 4,500,000 | $4.3M | 0.47% | ABS-MBS |
| 66 | BX Trust | 05608VAA4 | Jun 2022 | 4,400,000 | $4.2M | 0.47% | ABS-MBS |
| 67 | FEDERAL HOME LOAN BANK | 3130AL5A8 | Jun 2022 | 4,700,000 | $4.2M | 0.47% | DBT |
| 68 | NATWEST GROUP PLC | 780097BJ9 | Jun 2022 | 4,200,000 | $4.2M | 0.46% | DBT |
| 69 | Atrium CDO Corp | 04965CAJ7 | Jun 2022 | 4,235,850 | $4.2M | 0.46% | ABS-CBDO |
| 70 | Navient Student Loan Trust | 63942MAA8 | Jun 2022 | 4,477,684 | $4.2M | 0.46% | ABS-O |
| 71 | Israel Electric Corp Ltd | 465077AK1 | Jun 2022 | 4,000,000 | $4.0M | 0.45% | DBT |
| 72 | Woodside Finance Ltd | 980236AM5 | Jun 2022 | 4,100,000 | $4.0M | 0.44% | DBT |
| 73 | EQUITABLE FINANCIAL LIFE | 29449WAE7 | Jun 2022 | 4,500,000 | $4.0M | 0.44% | DBT |
| 74 | Barclays PLC | 06738EBB0 | Jun 2022 | 4,000,000 | $4.0M | 0.44% | DBT |
| 75 | NORDEA BANK ABP | 65558RAB5 | Jun 2022 | 4,000,000 | $4.0M | 0.44% | DBT |
| 76 | KKR FINANCIAL HOLDINGS | 48248AAG3 | Jun 2022 | 4,500,000 | $4.0M | 0.44% | DBT |
| 77 | Harvest CLO | 000000000 | Jun 2022 | 3,900,000 | $3.9M | 0.43% | ABS-CBDO |
| 78 | Tikehau | 000000000 | Jun 2022 | 3,900,000 | $3.9M | 0.43% | ABS-CBDO |
| 79 | BERRY GLOBAL INC | 08576PAG6 | Jun 2022 | 4,100,000 | $3.9M | 0.43% | DBT |
| 80 | Man GLG Euro CLO | 000000000 | Jun 2022 | 3,784,696 | $3.9M | 0.43% | ABS-CBDO |
| 81 | LUXE Commercial Mortgage Trust | 55066WAA2 | Jun 2022 | 4,000,000 | $3.9M | 0.43% | ABS-MBS |
| 82 | Avon Finance | 000000000 | Jun 2022 | 3,166,241 | $3.8M | 0.42% | ABS-MBS |
| 83 | GPMT Ltd. | 36264BAA8 | Jun 2022 | 3,869,729 | $3.8M | 0.42% | ABS-CBDO |
| 84 | 7-ELEVEN INC | 817826AC4 | Jun 2022 | 4,300,000 | $3.8M | 0.42% | DBT |
| 85 | INTL FLAVOR & FRAGRANCES | 459506AN1 | Jun 2022 | 4,200,000 | $3.8M | 0.42% | DBT |
| 86 | HalseyPoint CLO II, Ltd. | 40638TAA0 | Jun 2022 | 3,800,000 | $3.7M | 0.41% | ABS-CBDO |
| 87 | BERRY GLOBAL INC | 08576PAH4 | Jun 2022 | 4,200,000 | $3.7M | 0.41% | DBT |
| 88 | COOPERATIEVE RABOBANK UA | 74977RDL5 | Jun 2022 | 4,200,000 | $3.7M | 0.41% | DBT |
| 89 | AERCAP IRELAND CAP/GLOBA | 00774MAU9 | Jun 2022 | 4,000,000 | $3.7M | 0.41% | DBT |
| 90 | COMMONSPIRIT HEALTH | 20268JAE3 | Jun 2022 | 4,000,000 | $3.7M | 0.41% | DBT |
| 91 | BAT Capital Corp | 05526DAZ8 | Jun 2022 | 3,785,000 | $3.7M | 0.41% | DBT |
| 92 | MITSUBISHI UFJ FIN GRP | 606822BS2 | Jun 2022 | 4,000,000 | $3.7M | 0.41% | DBT |
| 93 | Trinity Square | 000000000 | Jun 2022 | 2,981,350 | $3.6M | 0.40% | ABS-MBS |
| 94 | Venture CDO Ltd | 92329YAL0 | Jun 2022 | 3,647,630 | $3.6M | 0.40% | ABS-CBDO |
| 95 | HERA Commercial Mortgage Ltd | 42704RAA9 | Jun 2022 | 3,700,000 | $3.6M | 0.39% | ABS-CBDO |
| 96 | BSREP Commercial Mortgage Trust 2021-DC | 05591UAA5 | Jun 2022 | 3,700,000 | $3.6M | 0.39% | ABS-MBS |
| 97 | Hawksmoor Mortgages plc | 000000000 | Jun 2022 | 2,924,303 | $3.6M | 0.39% | ABS-MBS |
| 98 | BXMT Ltd | 05608XAA0 | Jun 2022 | 3,600,000 | $3.6M | 0.39% | ABS-CBDO |
| 99 | MBARC Credit Canada Inc | 552755BQ2 | Jun 2022 | 4,500,000 | $3.4M | 0.38% | ABS-O |
| 100 | SOUTHERN CAL EDISON | 842400HB2 | Jun 2022 | 3,600,000 | $3.4M | 0.38% | DBT |
| 101 | Elevation CLO Ltd | 28622VAN0 | Jun 2022 | 3,500,000 | $3.4M | 0.38% | ABS-CBDO |
| 102 | Freddie Mac | 3137FNWL0 | Jun 2022 | 3,387,212 | $3.4M | 0.37% | ABS-MBS |
| 103 | Ford Auto Securitization Trust | 345213JB9 | Jun 2022 | 4,377,856 | $3.4M | 0.37% | ABS-O |
| 104 | VOLKSWAGEN GROUP AMERICA | 928668BJ0 | Jun 2022 | 3,500,000 | $3.4M | 0.37% | DBT |
| 105 | NXP BV/NXP FUNDING LLC | 62947QBA5 | Jun 2022 | 3,320,000 | $3.4M | 0.37% | DBT |
| 106 | ReadyCap Commercial Mortgage Trust | 75575TAA1 | Jun 2022 | 3,499,171 | $3.3M | 0.37% | ABS-CBDO |
| 107 | ORACLE CORP | 68389XCC7 | Jun 2022 | 3,700,000 | $3.3M | 0.37% | DBT |
| 108 | New Residential Mortgage Loan Trust | 64830NAA9 | Jun 2022 | 3,389,676 | $3.3M | 0.36% | ABS-MBS |
| 109 | HSBC HOLDINGS PLC | 000000000 | Jun 2022 | 4,700,000 | $3.2M | 0.36% | DBT |
| 110 | CONOCOPHILLIPS COMPANY | 20826FAU0 | Jun 2022 | 3,300,000 | $3.2M | 0.35% | DBT |
| 111 | GOLDMAN SACHS GROUP INC | 38141GYL2 | Jun 2022 | 3,200,000 | $3.1M | 0.34% | DBT |
| 112 | Bain Capital Euro CLO | 000000000 | Jun 2022 | 3,000,000 | $3.0M | 0.34% | ABS-CBDO |
| 113 | GOLDMAN SACHS GROUP INC | 38141GXY5 | Jun 2022 | 3,100,000 | $3.0M | 0.34% | DBT |
| 114 | STANDARD CHARTERED PLC | 853254CF5 | Jun 2022 | 3,100,000 | $3.0M | 0.33% | DBT |
| 115 | TORO EUROPEAN CLO | 000000000 | Jun 2022 | 3,000,000 | $3.0M | 0.33% | ABS-CBDO |
| 116 | CHARTER COMM OPT LLC/CAP | 161175BP8 | Jun 2022 | 3,000,000 | $3.0M | 0.33% | DBT |
| 117 | TWDC Enterprises 18 Corp | 254687CD6 | Jun 2022 | 4,000,000 | $3.0M | 0.33% | DBT |
| 118 | CHARTER COMM OPT LLC/CAP | 161175BQ6 | Jun 2022 | 3,000,000 | $3.0M | 0.33% | DBT |
| 119 | QNB FINANCE LTD | 000000000 | Jun 2022 | 3,000,000 | $3.0M | 0.33% | DBT |
| 120 | CCWFSXUS7 BMO HARRIS MGCC COC | 000000000 | Jun 2022 | 3,014,000 | $3.0M | 0.33% | STIV |
| 121 | Taurus CMBS | 000000000 | Jun 2022 | 2,581,043 | $3.0M | 0.33% | ABS-MBS |
| 122 | Lennar Corp | 526057BZ6 | Jun 2022 | 3,000,000 | $3.0M | 0.33% | DBT |
| 123 | MIZUHO FINANCIAL GROUP | 60687YBM0 | Jun 2022 | 3,000,000 | $3.0M | 0.33% | DBT |
| 124 | Resimac | 76120BAA8 | Jun 2022 | 2,990,758 | $3.0M | 0.33% | ABS-MBS |
| 125 | SOCIETE GENERALE | 83368RAV4 | Jun 2022 | 3,100,000 | $2.9M | 0.33% | DBT |
| 126 | ELFI Graduate Loan Program 2021-A LLC | 28628BAA6 | Jun 2022 | 3,238,791 | $2.9M | 0.32% | ABS-O |
| 127 | Fannie Mae | 3136B9TM9 | Jun 2022 | 2,927,607 | $2.9M | 0.32% | ABS-MBS |
| 128 | Carlyle Euro CLO | 000000000 | Jun 2022 | 2,900,000 | $2.9M | 0.32% | ABS-CBDO |
| 129 | One New York Plaza Trust 2020-1NYP | 68249DAA7 | Jun 2022 | 3,000,000 | $2.9M | 0.32% | ABS-MBS |
| 130 | Freddie Mac | 3137FBCF1 | Jun 2022 | 2,926,923 | $2.9M | 0.32% | ABS-MBS |
| 131 | Canterbury Finance Plc | 000000000 | Jun 2022 | 2,387,776 | $2.9M | 0.32% | ABS-MBS |
| 132 | Ford Motor Credit Co LLC | 345397WF6 | Jun 2022 | 2,900,000 | $2.9M | 0.32% | DBT |
| 133 | HSBC HOLDINGS PLC | 404280CS6 | Jun 2022 | 3,100,000 | $2.9M | 0.32% | DBT |
| 134 | DAIMLER TRUCKS FINAN NA | 233853AB6 | Jun 2022 | 3,000,000 | $2.9M | 0.32% | DBT |
| 135 | SUMITOMO MITSUI FINL GRP | 86562MCC2 | Jun 2022 | 3,000,000 | $2.9M | 0.32% | DBT |
| 136 | Freddiemac Strip | 31351DC90 | Jun 2022 | 2,876,942 | $2.9M | 0.32% | ABS-MBS |
| 137 | State of Hawaii | 419792ZK5 | Jun 2022 | 3,000,000 | $2.8M | 0.31% | DBT |
| 138 | University of California | 91412HGE7 | Jun 2022 | 3,000,000 | $2.8M | 0.31% | DBT |
| 139 | HYUNDAI CAPITAL AMERICA | 44891ABC0 | Jun 2022 | 2,800,000 | $2.8M | 0.31% | DBT |
| 140 | New Residential Mortgage Loan Trust | 64828XAA1 | Jun 2022 | 2,840,185 | $2.7M | 0.30% | ABS-MBS |
| 141 | Towd Point Mortgage Trust | 89178BAA2 | Jun 2022 | 2,815,777 | $2.7M | 0.30% | ABS-O |
| 142 | Cheshire | 000000000 | Jun 2022 | 2,252,927 | $2.7M | 0.30% | ABS-MBS |
| 143 | Freddie Mac | 3137BCL48 | Jun 2022 | 2,693,404 | $2.7M | 0.30% | ABS-MBS |
| 144 | MF1 Multifamily Housing Mortgage Loan Trust | 58003UAA6 | Jun 2022 | 2,700,000 | $2.7M | 0.30% | ABS-CBDO |
| 145 | BOEING CO | 097023DE2 | Jun 2022 | 2,800,000 | $2.7M | 0.30% | DBT |
| 146 | JPMorgan Chase & Co | 46625HHA1 | Jun 2022 | 2,787,000 | $2.6M | 0.29% | DBT |
| 147 | Verus Securitization Trust | 92538MAA7 | Jun 2022 | 2,978,323 | $2.6M | 0.29% | ABS-MBS |
| 148 | MIZUHO FINANCIAL GROUP | 60687YBC2 | Jun 2022 | 2,617,000 | $2.6M | 0.29% | DBT |
| 149 | ISRAEL MAKAM BILL | 000000000 | Jun 2022 | 9,000,000 | $2.6M | 0.28% | STIV |
| 150 | Fannie Mae | 3136B5K95 | Jun 2022 | 2,554,807 | $2.5M | 0.28% | ABS-MBS |
| 151 | Fannie Mae | 3136AYN82 | Jun 2022 | 2,552,960 | $2.5M | 0.28% | ABS-MBS |
| 152 | MAGALLANES INC | 55903VAU7 | Jun 2022 | 2,600,000 | $2.5M | 0.28% | DBT |
| 153 | Golden State Tobacco Securitization Corp | 38122NC34 | Jun 2022 | 2,600,000 | $2.5M | 0.28% | DBT |
| 154 | INTL BK RECON & DEVELOP | 459058JT1 | Jun 2022 | 2,800,000 | $2.5M | 0.28% | DBT |
| 155 | AERCAP IRELAND CAP/GLOBA | 00774MAP0 | Jun 2022 | 2,500,000 | $2.5M | 0.27% | DBT |
| 156 | GLOBAL PAYMENTS INC | 37940XAE2 | Jun 2022 | 2,800,000 | $2.5M | 0.27% | DBT |
| 157 | Navient Student Loan Trust | 63941FAB2 | Jun 2022 | 2,598,025 | $2.5M | 0.27% | ABS-O |
| 158 | LLOYDS BANKING GROUP PLC | 53944YAR4 | Jun 2022 | 2,500,000 | $2.4M | 0.27% | DBT |
| 159 | MFRA Trust | 55283QAA2 | Jun 2022 | 2,578,499 | $2.4M | 0.27% | ABS-MBS |
| 160 | MIZUHO FINANCIAL GROUP | 60687YBB4 | Jun 2022 | 2,400,000 | $2.4M | 0.26% | DBT |
| 161 | WF-RBS Commercial Mortgage Trust | 92939LAF3 | Jun 2022 | 2,411,863 | $2.4M | 0.26% | ABS-MBS |
| 162 | BNP PARIBAS | 05581KAB7 | Jun 2022 | 2,400,000 | $2.4M | 0.26% | DBT |
| 163 | PACIFIC GAS & ELECTRIC | 694308KE6 | Jun 2022 | 2,400,000 | $2.4M | 0.26% | DBT |
| 164 | DANSKE BANK A/S | 23636AAY7 | Jun 2022 | 2,380,000 | $2.3M | 0.26% | DBT |
| 165 | HSBC Holdings PLC | 404280CA5 | Jun 2022 | 2,350,000 | $2.3M | 0.26% | DBT |
| 166 | Finsbury Square | 000000000 | Jun 2022 | 1,908,762 | $2.3M | 0.26% | ABS-MBS |
| 167 | NOMURA HOLDINGS INC | 65535HAZ2 | Jun 2022 | 2,600,000 | $2.3M | 0.25% | DBT |
| 168 | CCMSCZUS2 CCPC COC EQUITY | 000000000 | Jun 2022 | 2,300,000 | $2.3M | 0.25% | STIV |
| 169 | SUMITOMO MITSUI FINL GRP | 86562MCA6 | Jun 2022 | 2,500,000 | $2.3M | 0.25% | DBT |
| 170 | Navient Student Loan Trust | 63942KAA2 | Jun 2022 | 2,564,180 | $2.3M | 0.25% | ABS-O |
| 171 | MIZUHO FINANCIAL GROUP | 60687YBF5 | Jun 2022 | 2,300,000 | $2.2M | 0.25% | DBT |
| 172 | SMB Private Education Loan Trust | 78449UAB4 | Jun 2022 | 2,336,468 | $2.2M | 0.25% | ABS-O |
| 173 | PETRONAS ENERGY CANADA | 71675BAA8 | Jun 2022 | 2,400,000 | $2.2M | 0.24% | DBT |
| 174 | JPMORGAN CHASE & CO | 46647PBZ8 | Jun 2022 | 2,200,000 | $2.2M | 0.24% | DBT |
| 175 | Navient Student Loan Trust | 63942AAA4 | Jun 2022 | 2,309,674 | $2.1M | 0.23% | ABS-O |
| 176 | Canada Square Funding | 000000000 | Jun 2022 | 1,725,928 | $2.1M | 0.23% | ABS-MBS |
| 177 | Gemgarto | 000000000 | Jun 2022 | 1,742,362 | $2.1M | 0.23% | ABS-MBS |
| 178 | ORIX Corp | 686330AH4 | Jun 2022 | 2,000,000 | $2.0M | 0.22% | DBT |
| 179 | CK HUTCHISON INTL 19 LTD | 12564CAA4 | Jun 2022 | 2,000,000 | $2.0M | 0.22% | DBT |
| 180 | Harvest CLO | 000000000 | Jun 2022 | 2,050,000 | $2.0M | 0.22% | ABS-CBDO |
| 181 | WOODSIDE FINANCE LTD | 000000000 | Jun 2022 | 2,000,000 | $1.9M | 0.21% | DBT |
| 182 | GOLDMAN SACHS GROUP INC | 38141GZE7 | Jun 2022 | 2,000,000 | $1.9M | 0.21% | DBT |
| 183 | HANA BANK | 48723RAC9 | Jun 2022 | 2,000,000 | $1.9M | 0.21% | DBT |
| 184 | DEUTSCHE BANK NY | 251526CJ6 | Jun 2022 | 2,000,000 | $1.9M | 0.21% | DBT |
| 185 | CITRIX SYSTEMS INC | 177376AG5 | Jun 2022 | 1,900,000 | $1.8M | 0.20% | DBT |
| 186 | Dryden Leveraged Loan CDO | 000000000 | Jun 2022 | 1,800,000 | $1.8M | 0.20% | ABS-CBDO |
| 187 | DEUTSCHE BANK NY | 251526BM0 | Jun 2022 | 1,800,000 | $1.8M | 0.20% | DBT |
| 188 | STANDARD CHARTERED PLC | 853254BV1 | Jun 2022 | 1,800,000 | $1.8M | 0.20% | DBT |
| 189 | UBS GROUP AG | 902613AB4 | Jun 2022 | 1,800,000 | $1.7M | 0.19% | DBT |
| 190 | STELLANTIS FIN US INC | 85855CAA8 | Jun 2022 | 2,000,000 | $1.7M | 0.19% | DBT |
| 191 | NISSAN MOTOR ACCEPTANCE | 000000000 | Jun 2022 | 1,780,000 | $1.7M | 0.19% | DBT |
| 192 | KOREA SOUTHERN POWER | 000000000 | Jun 2022 | 2,500,000 | $1.7M | 0.19% | DBT |
| 193 | GCAT | 36168XAA7 | Jun 2022 | 1,803,700 | $1.7M | 0.19% | ABS-MBS |
| 194 | ENERGY TRANSFER LP | 29278NAL7 | Jun 2022 | 1,700,000 | $1.7M | 0.19% | DBT |
| 195 | PARK AEROSPACE HOLDINGS | 70014LAC4 | Jun 2022 | 1,700,000 | $1.7M | 0.19% | DBT |
| 196 | Sound Point CLO LTD | 83610CAW1 | Jun 2022 | 1,669,380 | $1.6M | 0.18% | ABS-CBDO |
| 197 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GHW5 | Jun 2022 | 1,742,544 | $1.6M | 0.18% | ABS-MBS |
| 198 | Towd Point Mortgage Trust | 89178WAU2 | Jun 2022 | 1,661,656 | $1.6M | 0.18% | ABS-O |
| 199 | COREBRIDGE FINANCIAL INC | 21871XAC3 | Jun 2022 | 1,700,000 | $1.6M | 0.18% | DBT |
| 200 | Countrywide Asset-Backed Certificates | 126673AW2 | Jun 2022 | 1,657,963 | $1.6M | 0.17% | ABS-O |
| 201 | Freddie Mac | 3137BFMR9 | Jun 2022 | 1,563,904 | $1.6M | 0.17% | ABS-MBS |
| 202 | AT&T INC | 000000000 | Jun 2022 | 2,170,000 | $1.5M | 0.17% | DBT |
| 203 | Navient Student Loan Trust | 63935BAA1 | Jun 2022 | 1,598,736 | $1.5M | 0.16% | ABS-O |
| 204 | Government National Mortgage Association | 38376RXT8 | Jun 2022 | 1,483,077 | $1.5M | 0.16% | ABS-MBS |
| 205 | Pretium Mortgage Credit Partners LLC | 74140QAA6 | Jun 2022 | 1,577,121 | $1.5M | 0.16% | ABS-MBS |
| 206 | GENERAL MOTORS FINL CO | 37045XBW5 | Jun 2022 | 1,400,000 | $1.4M | 0.15% | DBT |
| 207 | EXPORT-IMPORT BANK KOREA | 000000000 | Jun 2022 | 2,000,000 | $1.4M | 0.15% | DBT |
| 208 | Venture CDO Ltd | 92331MAE8 | Jun 2022 | 1,395,992 | $1.4M | 0.15% | ABS-CBDO |
| 209 | UBS AG AUSTRALIA | 000000000 | Jun 2022 | 2,000,000 | $1.4M | 0.15% | DBT |
| 210 | Palmer Square Loan Funding Ltd | 69701EAA4 | Jun 2022 | 1,394,770 | $1.4M | 0.15% | ABS-CBDO |
| 211 | Hawksmoor Mortgages plc | 000000000 | Jun 2022 | 1,104,737 | $1.3M | 0.15% | ABS-MBS |
| 212 | DELL INT LLC / EMC CORP | 24703TAA4 | Jun 2022 | 1,307,000 | $1.3M | 0.15% | DBT |
| 213 | Freddiemac Strip | 31351DDT5 | Jun 2022 | 1,301,261 | $1.3M | 0.14% | ABS-MBS |
| 214 | Government National Mortgage Association | 38376RZN9 | Jun 2022 | 1,289,891 | $1.3M | 0.14% | ABS-MBS |
| 215 | ORIX Corp | 686330AK7 | Jun 2022 | 1,300,000 | $1.3M | 0.14% | DBT |
| 216 | VICI PROPERTIES LP | 925650AA1 | Jun 2022 | 1,300,000 | $1.3M | 0.14% | DBT |
| 217 | LCM Ltd Partnership | 50184KBL1 | Jun 2022 | 1,286,677 | $1.3M | 0.14% | ABS-CBDO |
| 218 | KANSAS CITY SOUTHERN | 485170AV6 | Jun 2022 | 1,250,000 | $1.2M | 0.14% | DBT |
| 219 | CENTERPOINT ENERGY RES | 15189WAM2 | Jun 2022 | 1,200,000 | $1.2M | 0.13% | DBT |
| 220 | KANSAS CITY SOUTHERN | 485170BA1 | Jun 2022 | 1,200,000 | $1.2M | 0.13% | DBT |
| 221 | Lennar Corp | 526057CR3 | Jun 2022 | 1,100,000 | $1.1M | 0.12% | DBT |
| 222 | Towd Point Mortgage Trust | 89177HAA0 | Jun 2022 | 1,105,641 | $1.1M | 0.12% | ABS-O |
| 223 | PACIFIC GAS & ELECTRIC | 694308JF5 | Jun 2022 | 1,300,000 | $1.1M | 0.12% | DBT |
| 224 | Bear Stearns Asset Backed Securities Trust | 073879UQ9 | Jun 2022 | 1,104,000 | $1.1M | 0.12% | ABS-MBS |
| 225 | Gallatin Loan Management, LLC | 36361UAL4 | Jun 2022 | 1,100,000 | $1.1M | 0.12% | ABS-CBDO |
| 226 | Chicago Board of Trade | 000000000 | Jun 2022 | -2,001 | $1.1M | 0.12% | DIR |
| 227 | JP Morgan Chase Commercial Mortgage Sec Trust | 46651QAA5 | Jun 2022 | 1,060,456 | $1.0M | 0.11% | ABS-MBS |
| 228 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $1.0M | 0.11% | DFE |
| 229 | D.R. HORTON INC | 23331ABE8 | Jun 2022 | 1,000,000 | $1.0M | 0.11% | DBT |
| 230 | SMBC AVIATION CAPITAL FI | 78448TAB8 | Jun 2022 | 1,000,000 | $1000K | 0.11% | DBT |
| 231 | GA GLOBAL FUNDING TRUST | 36143L2A2 | Jun 2022 | 1,100,000 | $996K | 0.11% | DBT |
| 232 | Fannie Mae | 3136A0J65 | Jun 2022 | 977,738 | $985K | 0.11% | ABS-MBS |
| 233 | Freddie Mac | 3137BBVB3 | Jun 2022 | 989,370 | $983K | 0.11% | ABS-MBS |
| 234 | NISSAN MOTOR CO | 654744AA9 | Jun 2022 | 1,000,000 | $983K | 0.11% | DBT |
| 235 | Electricite de France SA | 268317AS3 | Jun 2022 | 1,000,000 | $982K | 0.11% | DBT |
| 236 | Stratton Mortgage Funding PLC | 000000000 | Jun 2022 | 805,138 | $971K | 0.11% | ABS-MBS |
| 237 | CITIGROUP INC | 172967NL1 | Jun 2022 | 1,000,000 | $967K | 0.11% | DBT |
| 238 | Towd Point Mortgage Trust | 89177WAA7 | Jun 2022 | 976,282 | $964K | 0.11% | ABS-O |
| 239 | State Street Institutional US Government Money Market Fund | 857492706 | Jun 2022 | 925,064 | $925K | 0.10% | STIV |
| 240 | Invesco Euro CLO | 000000000 | Jun 2022 | 900,000 | $910K | 0.10% | ABS-CBDO |
| 241 | Danske Bank A/S | 23636AAT8 | Jun 2022 | 900,000 | $908K | 0.10% | DBT |
| 242 | MCCORMICK & CO | 579780AL1 | Jun 2022 | 900,000 | $900K | 0.10% | DBT |
| 243 | SANTANDER HOLDINGS USA | 80282KAS5 | Jun 2022 | 900,000 | $899K | 0.10% | DBT |
| 244 | GCT Commercial Mortgage Trust | 36167RAA1 | Jun 2022 | 900,000 | $872K | 0.10% | ABS-MBS |
| 245 | MFRA Trust | 552751AA7 | Jun 2022 | 888,162 | $854K | 0.09% | ABS-MBS |
| 246 | TRANSURBAN QLD FINANCE | 000000000 | Jun 2022 | 1,200,000 | $847K | 0.09% | DBT |
| 247 | United States Treasury | 912796T41 | Jun 2022 | 831,000 | $830K | 0.09% | STIV |
| 248 | Fanniemae-Aces | 3136AYP31 | Jun 2022 | 818,590 | $818K | 0.09% | ABS-MBS |
| 249 | Carlyle Global Market Strategies Euro | 000000000 | Jun 2022 | 800,000 | $817K | 0.09% | ABS-CBDO |
| 250 | Palmer Square Loan Funding Ltd | 69702HAA6 | Jun 2022 | 822,790 | $808K | 0.09% | ABS-CBDO |
| 251 | INTL LEASE FINANCE CORP | 459745GN9 | Jun 2022 | 800,000 | $802K | 0.09% | DBT |
| 252 | FORD MOTOR CREDIT CO LLC | 345397ZU0 | Jun 2022 | 800,000 | $794K | 0.09% | DBT |
| 253 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $779K | 0.09% | DFE |
| 254 | Social Professional Loan Program LLC | 78471AAB9 | Jun 2022 | 770,932 | $756K | 0.08% | ABS-O |
| 255 | EXPORT-IMPORT BK INDIA | 000000000 | Jun 2022 | 750,000 | $749K | 0.08% | DBT |
| 256 | GOLDMAN SACHS GROUP INC | 000000000 | Jun 2022 | 1,000,000 | $691K | 0.08% | DBT |
| 257 | ARES CLO LTD | 04015WBA1 | Jun 2022 | 700,000 | $683K | 0.08% | ABS-CBDO |
| 258 | NISSAN MOTOR ACCEPTANCE | 654740BA6 | Jun 2022 | 600,000 | $600K | 0.07% | DBT |
| 259 | 522 Funding CLO LTD | 33835NAA9 | Jun 2022 | 600,000 | $585K | 0.06% | ABS-CBDO |
| 260 | HYUNDAI CAPITAL AMERICA | 44891ABM8 | Jun 2022 | 600,000 | $581K | 0.06% | DBT |
| 261 | Chicago Board of Trade | 000000000 | Jun 2022 | -284 | $522K | 0.06% | DIR |
| 262 | AVOLON HOLDINGS FNDG LTD | 05401AAB7 | Jun 2022 | 500,000 | $495K | 0.05% | DBT |
| 263 | HSBC HOLDINGS PLC | 404280DB2 | Jun 2022 | 500,000 | $495K | 0.05% | DBT |
| 264 | Natixis Commercial Mortgage Securities | 63875JAA6 | Jun 2022 | 500,000 | $486K | 0.05% | ABS-MBS |
| 265 | LoanCore 2021-CRE5 Issuer, Ltd | 53947XAA0 | Jun 2022 | 500,000 | $485K | 0.05% | ABS-CBDO |
| 266 | PACIFIC GAS & ELECTRIC | 694308HK6 | Jun 2022 | 500,000 | $480K | 0.05% | DBT |
| 267 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $443K | 0.05% | DFE |
| 268 | Fannie Mae | 3136AKWD1 | Jun 2022 | 429,030 | $426K | 0.05% | ABS-MBS |
| 269 | New Residential Mortgage Loan Trust | 64830KAA5 | Jun 2022 | 427,388 | $425K | 0.05% | ABS-MBS |
| 270 | American Money Management Corporation | 00176JAT3 | Jun 2022 | 425,057 | $421K | 0.05% | ABS-CBDO |
| 271 | CENTERPOINT ENERGY RES | 15189WAN0 | Jun 2022 | 402,000 | $401K | 0.04% | DBT |
| 272 | Social Professional Loan Program LLC | 78471CAB5 | Jun 2022 | 371,052 | $364K | 0.04% | ABS-O |
| 273 | Navient Student Loan Trust | 63939EAC7 | Jun 2022 | 362,437 | $362K | 0.04% | ABS-O |
| 274 | Freddie Mac | 3137FQZF3 | Jun 2022 | 385,558 | $362K | 0.04% | ABS-MBS |
| 275 | Finance America Mortgage Loan Trust | 317350BD7 | Jun 2022 | 364,030 | $349K | 0.04% | ABS-O |
| 276 | CREDIT AGRICOLE SA | 22535WAH0 | Jun 2022 | 350,000 | $308K | 0.03% | DBT |
| 277 | SLC Student Loan Trust | 784420AP6 | Jun 2022 | 298,202 | $296K | 0.03% | ABS-O |
| 278 | Benefit Street Partners CLO Ltd | 08179HAE0 | Jun 2022 | 300,000 | $294K | 0.03% | ABS-CBDO |
| 279 | Starwood Commercial Mortgage Trust | 78485KAA3 | Jun 2022 | 300,000 | $291K | 0.03% | ABS-CBDO |
| 280 | SREIT Trust | 78473JAA0 | Jun 2022 | 300,000 | $285K | 0.03% | ABS-MBS |
| 281 | Dryden Senior Loan Fund | 26249KAZ4 | Jun 2022 | 282,665 | $279K | 0.03% | ABS-CBDO |
| 282 | Chicago Board of Trade | 000000000 | Jun 2022 | -83 | $261K | 0.03% | DIR |
| 283 | Palmer Square European Loan Funding | 000000000 | Jun 2022 | 230,723 | $236K | 0.03% | ABS-CBDO |
| 284 | GOLDMAN SACHS GROUP INC | 000000000 | Jun 2022 | 300,000 | $208K | 0.02% | DBT |
| 285 | NISSAN MOTOR ACCEPTANCE | 654740BD0 | Jun 2022 | 200,000 | $199K | 0.02% | DBT |
| 286 | PACIFIC GAS & ELECTRIC | 694308HE0 | Jun 2022 | 200,000 | $197K | 0.02% | DBT |
| 287 | New York Mortgage Trust | 649603AG2 | Jun 2022 | 191,691 | $187K | 0.02% | ABS-CBDO |
| 288 | PACIFIC GAS & ELECTRIC | 694308HP5 | Jun 2022 | 200,000 | $182K | 0.02% | DBT |
| 289 | LoanCore 2019-CRE2 Issuer, Ltd. | 53946JAA2 | Jun 2022 | 162,213 | $160K | 0.02% | ABS-CBDO |
| 290 | Great Hall Mortgages Plc | 000000000 | Jun 2022 | 145,592 | $149K | 0.02% | ABS-MBS |
| 291 | GSR MORTGAGE LOAN TRUST 2005-5F | 36242D7K3 | Jun 2022 | 149,381 | $140K | 0.02% | ABS-CBDO |
| 292 | JPMorgan Chase Bank N.A. | 000000000 | Jun 2022 | 1 | $132K | 0.01% | DFE |
| 293 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $112K | 0.01% | DFE |
| 294 | CCRDRCUS5 CCPC RBS USD | 000000000 | Jun 2022 | 110,000 | $110K | 0.01% | STIV |
| 295 | PACIFIC GAS & ELECTRIC | 694308HC4 | Jun 2022 | 100,000 | $99K | 0.01% | DBT |
| 296 | PACIFIC GAS & ELECTRIC | 694308HG5 | Jun 2022 | 100,000 | $98K | 0.01% | DBT |
| 297 | Osaka Exchange | 000000000 | Jun 2022 | -16 | $81K | 0.01% | DIR |
| 298 | GMF Canada Leasing Trust | 36252MBT6 | Jun 2022 | 96,037 | $75K | 0.01% | ABS-O |
| 299 | Bear Stearns Asset Backed Securities Trust | 07384YJQ0 | Jun 2022 | 33,100 | $32K | 0.00% | ABS-MBS |
| 300 | Amortizing Residential Collateral Trust | 031733AE8 | Jun 2022 | 32,289 | $31K | 0.00% | ABS-O |
| 301 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $29K | 0.00% | DFE |
| 302 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MTM4 | Jun 2022 | 16,898 | $16K | 0.00% | ABS-MBS |
| 303 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $11K | 0.00% | DFE |
| 304 | Accredited Mortgage Loan Trust | 004375BL4 | Jun 2022 | 6,214 | $6K | 0.00% | ABS-MBS |
| 305 | Merrill Lynch Mortgage Investors Trust | 589929R26 | Jun 2022 | 5,407 | $5K | 0.00% | ABS-MBS |
| 306 | Sequoia Mortgage Trust | 81744FCG0 | Jun 2022 | 4,290 | $4K | 0.00% | ABS-MBS |
| 307 | Chicago Board of Trade | 000000000 | Jun 2022 | -4 | $2K | 0.00% | DIR |
| 308 | Credit Suisse First Boston Mortgage Securities | 22541QFC1 | Jun 2022 | 1,971 | $2K | 0.00% | ABS-MBS |
| 309 | JPMorgan Chase Bank N.A. | 000000000 | Jun 2022 | 1 | $70 | 0.00% | DFE |
| 310 | BNP Paribas SA | 000000000 | Jun 2022 | -3,600,000 | $-1471 | -0.00% | DCR |
| 311 | Chicago Mercantile Exchange | 000000000 | Jun 2022 | 18,600,000 | $-5545 | -0.00% | DIR |
| 312 | Chicago Mercantile Exchange | 000000000 | Jun 2022 | 24,400,000 | $-7208 | -0.00% | DIR |
| 313 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $-13417 | -0.00% | DFE |
| 314 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $-30385 | -0.00% | DFE |
| 315 | RBC Capital Markets LLC | 000000000 | Jun 2022 | 22,000,000 | $-162797 | -0.02% | DIR |
| 316 | BNP Paribas SA | 000000000 | Jun 2022 | 1 | $-171315 | -0.02% | DFE |
| 317 | Intercontinental Exchange, Inc. | 000000000 | Jun 2022 | 95,900,000 | $-210744 | -0.02% | DCR |
| 318 | Intercontinental Exchange, Inc. | 000000000 | Jun 2022 | 70,500,000 | $-307277 | -0.03% | DCR |
| 319 | Chicago Board of Trade | 000000000 | Jun 2022 | 1,660 | $-730159 | -0.08% | DIR |
| 320 | JPMorgan Chase Bank N.A. | 000000000 | Jun 2022 | 1 | $-800228 | -0.09% | DFE |
| 321 | RBC Capital Markets LLC | 000000000 | Jun 2022 | 111,800,000 | $-818331 | -0.09% | DIR |
| 322 | RBC Capital Markets LLC | 000000000 | Jun 2022 | 158,900,000 | $-1215548 | -0.13% | DIR |
| 323 | SWAP BNP PARIBAS BOC | 000000000 | Jun 2022 | -2,260,000 | $-2260000 | -0.25% | STIV |
| 324 | Chicago Mercantile Exchange | 000000000 | Jun 2022 | 131,900,000 | $-3148868 | -0.35% | DIR |