Statistik Asas
| Nilai Portfolio | $ 499,229,447 |
| Kedudukan Semasa | 199 |
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP American Century Inflation Protection Fund Standard Class II telah mendedahkan 199 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 499,229,447 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP American Century Inflation Protection Fund Standard Class II ialah State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls (US:GVMXX) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , Federal Ntnl Mo 6.62530 Due 11/15/30 Bond (US:US31359MGK36) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , and United States Treasury Inflation Indexed Bonds (US:US9128283R96) . Kedudukan baharu LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP American Century Inflation Protection Fund Standard Class II termasuk United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , Federal Ntnl Mo 6.62530 Due 11/15/30 Bond (US:US31359MGK36) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , and United States Treasury Inflation Indexed Bonds (US:US912828Z377) .
Kenaikan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 4.88 | 1.0155 | 1.0155 | ||
| 8.62 | 1.7943 | 0.7997 | ||
| 24.25 | 5.0465 | 0.5984 | ||
| 2.83 | 0.5895 | 0.5895 | ||
| 2.31 | 0.4800 | 0.4800 | ||
| 2.19 | 0.4558 | 0.4558 | ||
| 2.14 | 0.4447 | 0.4447 | ||
| 1.80 | 0.3756 | 0.3756 | ||
| 1.76 | 0.3671 | 0.3671 | ||
| 1.76 | 0.3657 | 0.3657 |
Penurunan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 26.58 | 26.58 | 5.5316 | -1.2556 | |
| 7.33 | 1.5249 | -0.9213 | ||
| 1.39 | 0.2894 | -0.9068 | ||
| 8.82 | 1.8363 | -0.6760 | ||
| 1.47 | 0.3060 | -0.5160 | ||
| 4.65 | 0.9670 | -0.5085 | ||
| -1.85 | -0.3857 | -0.3857 | ||
| 6.79 | 1.4135 | -0.3166 | ||
| 9.90 | 2.0597 | -0.2534 | ||
| 11.21 | 2.3324 | -0.2372 |
13F dan Pemfailan Dana
Borang ini telah difailkan pada 2025-08-06 untuk tempoh pelaporan 2025-06-30. Klik ikon pautan untuk melihat sejarah transaksi penuh.
Tingkatkan untuk membuka data premium dan eksport ke Excel 
.
28-07-2022: Nota Penting - Kami telah menukar layanan lajur Δ Portfolio % dalam jadual ini. Sebelum ini, kami melaporkannya sebagai peratus perubahan dalam peruntukan portfolio. Kini kami melaporkannya sebagai perubahan mentah dalam peruntukan portfolio (masih dilaporkan sebagai peratus). Dari segi formula, kami sebelum ini melaporkannya sebagai 100 * (peruntukan semasa - peruntukan terdahulu ) / peruntukan terdahulu. Kami kini melaporkannya sebagai (peruntukan semasa - peruntukan terdahulu).
| Sekuriti | Jenis | Purata Harga Saham | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CLE92) | 29.51 | 0.14 | 6.1432 | 0.3382 | |||||
| GVMXX / State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls | 26.58 | -22.88 | 26.58 | -22.88 | 5.5316 | -1.2556 | |||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 24.25 | 7.36 | 5.0465 | 0.5984 | |||||
| US31359MGK36 / Federal Ntnl Mo 6.62530 Due 11/15/30 Bond | 15.64 | 0.37 | 3.2557 | 0.1864 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 14.59 | -9.99 | 3.0372 | -0.1559 | |||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 13.02 | 0.92 | 2.7094 | 0.1688 | |||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 12.98 | 1.31 | 2.7011 | 0.1781 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 11.21 | -14.11 | 2.3324 | -0.2372 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 9.90 | -15.74 | 2.0597 | -0.2534 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 9.89 | -8.37 | 2.0587 | -0.0671 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 9.58 | 0.92 | 1.9933 | 0.1242 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 8.82 | -30.83 | 1.8363 | -0.6760 | |||||
| US3140QM4N15 / Fannie Mae Pool | 8.69 | -2.74 | 1.8080 | 0.0489 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 8.62 | 70.73 | 1.7943 | 0.7997 | |||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 8.31 | 0.63 | 1.7287 | 0.1031 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 8.04 | -2.99 | 1.6732 | 0.0412 | |||||
| US36179YDJ01 / Ginnie Mae II Pool | 7.67 | -2.40 | 1.5968 | 0.0485 | |||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 7.58 | 0.54 | 1.5773 | 0.0929 | |||||
| US3140XJLE14 / FN FS3024 | 7.33 | -41.01 | 1.5249 | -0.9213 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 6.79 | -22.68 | 1.4135 | -0.3166 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 6.18 | -3.92 | 1.2857 | 0.0194 | |||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 5.82 | -15.98 | 1.2119 | -0.1530 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 5.13 | 1.00 | 1.0672 | 0.0674 | |||||
| US31418EMT46 / Fannie Mae Pool | 5.00 | -3.04 | 1.0416 | 0.0250 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618N5A589) | 4.97 | -2.61 | 1.0343 | 0.0293 | |||||
| US36179XHX75 / GINNIE MAE II POOL | 4.89 | -3.21 | 1.0171 | 0.0227 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 4.88 | -3.33 | 1.0166 | 0.0217 | |||||
| US21H0406734 / Ginnie Mae | 4.88 | 1.0155 | 1.0155 | ||||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 4.82 | 1.28 | 1.0029 | 0.0659 | |||||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CJY84) | 4.68 | 0.28 | 0.9742 | 0.0549 | |||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 4.65 | -37.98 | 0.9670 | -0.5085 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4.63 | -7.01 | 0.9641 | -0.0170 | |||||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 4.63 | 0.19 | 0.9639 | 0.0537 | |||||
| US36179WNF13 / GNMA II, 30 Year | 3.92 | -2.71 | 0.8152 | 0.0222 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.88 | -4.06 | 0.8067 | 0.0111 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 3.74 | 0.78 | 0.7776 | 0.0475 | |||||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CKL45) | 3.62 | 0.72 | 0.7536 | 0.0457 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 3.52 | -4.35 | 0.7327 | 0.0079 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 3.46 | -3.89 | 0.7201 | 0.0111 | |||||
| US14913R2Z91 / Caterpillar Financial Services Corp | 3.16 | 0.25 | 0.6572 | 0.0367 | |||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 3.01 | -4.81 | 0.6256 | 0.0038 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.95 | -2.83 | 0.6146 | 0.0162 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.83 | 0.5895 | 0.5895 | ||||||
| US3134A4KX12 / Federal Home Loan Mortgage Corp | 2.81 | 0.43 | 0.5841 | 0.0337 | |||||
| US46649XAA54 / JP Morgan Chase Commercial Mortgage Securities Corp | 2.80 | -1.34 | 0.5836 | 0.0238 | |||||
| US26245CBN20 / Dryden 43 Senior Loan Fund 3.09 | 2.77 | 1.17 | 0.5768 | 0.0373 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 2.72 | 0.56 | 0.5653 | 0.0333 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 2.58 | -3.37 | 0.5374 | 0.0113 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.52 | -1.02 | 0.5244 | 0.0231 | |||||
| US36179VVX53 / GNMA II, 30 Year | 2.49 | -2.77 | 0.5191 | 0.0141 | |||||
| US36179XLJ36 / GNMA II, 30 Year | 2.38 | -3.68 | 0.4963 | 0.0087 | |||||
| US3133KPTE87 / UMBS | 2.38 | -2.01 | 0.4960 | 0.0170 | |||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 2.32 | -35.99 | 0.4832 | -0.2311 | |||||
| Long: SL7Z00T74 IRS USD R V 12MUSCPI SL7Z00T74_INF INFLATIONZERO / Short: SL7Z00T74 IRS USD P F 1.77000 SL7Z00T74_FIX INFLATIONZERO / DIR (000000000) | 2.31 | 0.4800 | 0.4800 | ||||||
| Citibank NA / DBT (US17325FBL13) | 2.26 | 66.52 | 0.4701 | 0.2030 | |||||
| US3133BPZW13 / FED HM LN PC POOL QF2557 FR 10/52 FIXED 4.5 | 2.24 | -2.36 | 0.4654 | 0.0145 | |||||
| Oncor Electric Delivery Co LLC / DBT (US68233JCQ58) | 2.22 | 0.77 | 0.4611 | 0.0281 | |||||
| Long: SL7Z00T41 IRS USD R V 12MUSCPI SL7Z00T41_INF INFLATIONZERO / Short: SL7Z00T41 IRS USD P F 1.92000 SL7Z00T41_FIX INFLATIONZERO / DIR (000000000) | 2.19 | 0.4558 | 0.4558 | ||||||
| US89788MAK80 / Truist Financial Corp | 2.16 | 1.03 | 0.4499 | 0.0286 | |||||
| Chase Home Lending Mortgage Trust Series 2024-7 / ABS-MBS (US16159TAD37) | 2.14 | 0.4447 | 0.4447 | ||||||
| US880591DV18 / Tennessee Valley Auth 4.70% Bonds 07/15/2033 | 2.10 | 0.57 | 0.4377 | 0.0259 | |||||
| Citigroup Mortgage Loan Trust 2024-CMI1 / ABS-MBS (US17332DAL82) | 2.07 | -15.83 | 0.4317 | -0.0537 | |||||
| BANK5 2024-5YR7 / ABS-MBS (US06211UBL89) | 2.06 | 0.78 | 0.4285 | 0.0263 | |||||
| JP Morgan Mortgage Trust 2024-11 / ABS-MBS (US46659AAD63) | 2.05 | -11.65 | 0.4264 | -0.0302 | |||||
| US36179XNG78 / Ginnie Mae II Pool | 2.03 | -3.98 | 0.4222 | 0.0060 | |||||
| Provident Funding Mortgage Trust 2024-1 / ABS-MBS (US74389BAC54) | 1.98 | -5.18 | 0.4111 | 0.0008 | |||||
| Benchmark 2024-V8 Mortgage Trust / ABS-MBS (US08190AAC45) | 1.93 | 1.05 | 0.4020 | 0.0256 | |||||
| US771196BV36 / Roche Holdings Inc | 1.88 | 0.70 | 0.3911 | 0.0236 | |||||
| US026874DS37 / American International Group Inc | 1.80 | 0.3756 | 0.3756 | ||||||
| Mars Inc / DBT (US571676BA26) | 1.76 | 0.3671 | 0.3671 | ||||||
| US14040HDC60 / Capital One Financial Corp | 1.76 | 0.3657 | 0.3657 | ||||||
| JP Morgan Mortgage Trust 2023-7 / ABS-MBS (US46657DAE04) | 1.71 | 0.3563 | 0.3563 | ||||||
| Long: BLA11X4L8 IRS USD R V 12MUSCPI CCP LCH FLOATING / Short: BLA11X4L8 IRS USD P F 1.62875 CCP LCH FIXED / DIR (000000000) | 1.60 | 0.3338 | 0.3338 | ||||||
| US46647PDX15 / JPMorgan Chase & Co | 1.60 | 0.38 | 0.3334 | 0.0191 | |||||
| US949746TD35 / Wells Fargo & Co | 1.54 | 1.05 | 0.3214 | 0.0202 | |||||
| US91412HGF47 / UNIV OF CALIFORNIA CA REVENUES | 1.53 | 1.19 | 0.3187 | 0.0206 | |||||
| Chase Home Lending Mortgage Trust 2024-9 / ABS-MBS (US16160QAD60) | 1.50 | -13.99 | 0.3122 | -0.0315 | |||||
| US33767JAG76 / FirstKey Homes 2020-SFR2 Trust | 1.48 | 0.75 | 0.3084 | 0.0188 | |||||
| US912810PS15 / United States Treasury Inflation Indexed Bonds | 1.47 | -64.77 | 0.3060 | -0.5160 | |||||
| US505742AM88 / LADDER CAP FIN LLLP/CORP SR UNSECURED 144A 02/27 4.25 | 1.45 | 0.3027 | 0.3027 | ||||||
| US01627AAB44 / Aligned Data Centers Issuer LLC | 1.44 | 0.28 | 0.2997 | 0.0169 | |||||
| BRAVO Residential Funding Trust 2024-NQM4 / ABS-MBS (US10568NAB82) | 1.43 | -1.17 | 0.2982 | 0.0126 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.40 | 0.94 | 0.2914 | 0.0181 | |||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 1.39 | -77.11 | 0.2894 | -0.9068 | |||||
| Chase Home Lending Mortgage Trust 2024-10 / ABS-MBS (US16159YAD22) | 1.36 | -14.10 | 0.2828 | -0.0287 | |||||
| GA Global Funding Trust / DBT (US36143L2N47) | 1.36 | 0.44 | 0.2825 | 0.0162 | |||||
| US431282AP72 / Highwoods Realty LP | 1.35 | 0.07 | 0.2809 | 0.0154 | |||||
| US Bank NA/Cincinnati OH / DBT (US90331HPP28) | 1.34 | 0.22 | 0.2792 | 0.0156 | |||||
| Athene Global Funding / DBT (US04685A4A66) | 1.34 | 0.07 | 0.2780 | 0.0152 | |||||
| AAPL / Apple Inc. - Depositary Receipt (Common Stock) | 1.32 | 0.2743 | 0.2743 | ||||||
| Long: BLF031DE9 IRS USD R V 12MUSCPI SLF031DE9_INF CCPINFLATIONZERO / Short: BLF031DE9 IRS USD P F 2.30800 SLF031DE9_FIX CCPINFLATIONZERO / DIR (000000000) | 1.31 | 0.2731 | 0.2731 | ||||||
| J.P. Morgan Mortgage Trust 2024-10 / ABS-MBS (US46658LAD38) | 1.30 | -13.06 | 0.2702 | -0.0239 | |||||
| HCA Inc / DBT (US404119CZ09) | 1.27 | 0.2635 | 0.2635 | ||||||
| Evergy Kansas Central Inc / DBT (US30036FAE16) | 1.26 | 0.2631 | 0.2631 | ||||||
| JP Morgan Mortgage Trust 2024-INV1 / ABS-MBS (US46658PAD42) | 1.19 | -8.55 | 0.2471 | -0.0086 | |||||
| US00287YBV02 / ABBVIE INC 2.95% 11/21/2026 | 1.18 | 0.51 | 0.2456 | 0.0143 | |||||
| US031162DR88 / Amgen Inc | 1.17 | 0.95 | 0.2440 | 0.0153 | |||||
| Long: BL0X0ISZ6 IRS USD R V 12MUSCPI SL0X0ISZ6_FLO CCPINFLATIONZERO / Short: BL0X0ISZ6 IRS USD P F 2.24300 SL0X0ISZ6_FIX CCPINFLATIONZERO / DIR (000000000) | 1.17 | 0.2435 | 0.2435 | ||||||
| BANK5 Trust 2024-5YR6 / ABS-MBS (US066043AB64) | 1.12 | 0.72 | 0.2321 | 0.0139 | |||||
| Sequoia Mortgage Trust 2024-9 / ABS-MBS (US81749PAE07) | 1.08 | -22.41 | 0.2258 | -0.0494 | |||||
| JP Morgan Mortgage Trust 2024-9 / ABS-MBS (US46593DAK37) | 1.06 | -18.01 | 0.2210 | -0.0339 | |||||
| Athene Global Funding / DBT (US04685A3X78) | 1.04 | 0.19 | 0.2167 | 0.0120 | |||||
| US808513CB92 / Charles Schwab Corp/The | 1.04 | 0.78 | 0.2157 | 0.0132 | |||||
| US025816CH00 / American Express Co | 1.04 | 1.17 | 0.2155 | 0.0139 | |||||
| Long: BL474BO35 IRS USD R V 12MUSCPI SL474BO35_INF CCPINFLATIONZERO / Short: BL474BO35 IRS USD P F 1.80000 SL474BO35_FIX CCPINFLATIONZERO / DIR (000000000) | 1.03 | 0.2154 | 0.2154 | ||||||
| Atlas Warehouse Lending Co LP / DBT (US049463AE27) | 1.03 | 0.49 | 0.2135 | 0.0125 | |||||
| US808513BK01 / Charles Schwab Corp/The | 1.01 | 1.00 | 0.2095 | 0.0133 | |||||
| US912810FQ68 / United States Treas Bds Treas Bond | 1.01 | 0.60 | 0.2093 | 0.0124 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.99 | 0.2058 | 0.2058 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.98 | -3.17 | 0.2037 | 0.0047 | |||||
| US38122NB504 / GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | 0.97 | -0.10 | 0.2016 | 0.0107 | |||||
| J.P. Morgan Mortgage Trust 2024-10 / ABS-MBS (US46658LAK70) | 0.96 | -17.30 | 0.2001 | -0.0289 | |||||
| US458140BH27 / Intel Corp | 0.96 | 1.91 | 0.1997 | 0.0142 | |||||
| US46646BAG32 / JP Morgan Mortgage Trust 2016-1 | 0.96 | -0.21 | 0.1992 | 0.0103 | |||||
| Sequoia Mortgage Trust 2024-10 / ABS-MBS (US81749QAL23) | 0.95 | -13.00 | 0.1978 | -0.0174 | |||||
| JP Morgan Mortgage Trust Series 2024-5 / ABS-MBS (US46658RAF55) | 0.94 | -19.12 | 0.1956 | -0.0332 | |||||
| TVC / Tennessee Valley Authority - Preferred Stock | 0.92 | 0.1915 | 0.1915 | ||||||
| GCAT 2024-INV3 Trust / ABS-MBS (US36830FAF36) | 0.90 | -6.06 | 0.1872 | -0.0014 | |||||
| US09229CAA71 / Blackbird Capital Aircraft | 0.87 | -0.80 | 0.1814 | 0.0084 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.86 | 0.1785 | 0.1785 | ||||||
| JP Morgan Mortgage Trust 2024-11 / ABS-MBS (US46659AAJ34) | 0.84 | -15.14 | 0.1738 | -0.0201 | |||||
| Switch ABS Issuer LLC / ABS-O (US871044AE30) | 0.83 | 1.34 | 0.1730 | 0.0114 | |||||
| Long: BLFD07JJ4 IRS USD R V 12MUSCPI SLFD07JJ4_INF CCPINFLATIONZERO / Short: BLFD07JJ4 IRS USD P F 1.87375 SLFD07JJ4_FIX CCPINFLATIONZERO / DIR (000000000) | 0.81 | 0.1695 | 0.1695 | ||||||
| Sequoia Mortgage Trust 2024-10 / ABS-MBS (US81749QAE89) | 0.80 | -9.78 | 0.1673 | -0.0081 | |||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 0.80 | 0.38 | 0.1660 | 0.0095 | |||||
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) | 0.79 | 1.28 | 0.1646 | 0.0109 | |||||
| Palmer Square CLO 2024-4 Ltd / ABS-CBDO (US69703WAC82) | 0.78 | 0.00 | 0.1615 | 0.0087 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.77 | 0.39 | 0.1598 | 0.0093 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.77 | 0.79 | 0.1593 | 0.0096 | |||||
| US126650DU15 / CVS Health Corp. | 0.77 | 0.1592 | 0.1592 | ||||||
| US46647PDU75 / JPMorgan Chase & Co. | 0.76 | 0.53 | 0.1581 | 0.0094 | |||||
| Long: BLWS0QPF1 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLWS0QPF1 IRS USD P F 2.49750 FIX CCPINFLATIONZERO / DIR (000000000) | 0.76 | 0.1580 | 0.1580 | ||||||
| Subway Funding LLC / ABS-O (US864300AC28) | 0.74 | 0.68 | 0.1532 | 0.0093 | |||||
| MSI / Motorola Solutions, Inc. - Depositary Receipt (Common Stock) | 0.71 | 0.1483 | 0.1483 | ||||||
| Long: BLP71H6D0 IRS USD R V 12MUSCPI SLP71H6D0_INF CCPINFLATIONZERO / Short: BLP71H6D0 IRS USD P F 2.14500 SLP71H6D0_FIX CCPINFLATIONZERO / DIR (000000000) | 0.69 | 0.1434 | 0.1434 | ||||||
| Towd Point Mortgage Trust 2024-CES3 / ABS-MBS (US89183EAA91) | 0.69 | -8.39 | 0.1432 | -0.0048 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.68 | 2.40 | 0.1423 | 0.0109 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.68 | 0.1418 | 0.1418 | ||||||
| JP Morgan Mortgage Trust Series 2024-6 / ABS-MBS (US46657YAF16) | 0.68 | -17.16 | 0.1408 | -0.0201 | |||||
| US85573GAA04 / STAR 2021-1 Trust | 0.67 | -7.57 | 0.1399 | -0.0034 | |||||
| Long: BLYP0FI75 IRS USD R V 12MUSCPI SLYP0FI75_INF CCPINFLATIONZERO / Short: BLYP0FI75 IRS USD P F 1.29100 SLYP0FI75_FIX CCPINFLATIONZERO / DIR (000000000) | 0.66 | 0.1378 | 0.1378 | ||||||
| US82652QAB77 / Sierra Timeshare Receivables Funding LLC | 0.66 | -10.38 | 0.1366 | -0.0077 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.65 | 0.1356 | 0.1356 | ||||||
| US38217TAA34 / Goodgreen 2020-1 Trust | 0.64 | -1.68 | 0.1337 | 0.0050 | |||||
| US81746GAG82 / Sequoia Mortgage Trust 2017-7 | 0.63 | -2.48 | 0.1312 | 0.0039 | |||||
| Chase Home Lending Mortgage Trust 2024-9 / ABS-MBS (US16160QAK04) | 0.62 | -18.96 | 0.1300 | -0.0218 | |||||
| US92537QAF81 / VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A | 0.62 | -6.53 | 0.1284 | -0.0015 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.55 | 0.36 | 0.1152 | 0.0066 | |||||
| Chase Home Lending Mortgage Trust Series 2024-2 / ABS-MBS (US161929BH65) | 0.54 | -8.42 | 0.1133 | -0.0038 | |||||
| BBCMS Mortgage Trust 2024-5C27 / ABS-MBS (US05555FAC86) | 0.54 | 0.56 | 0.1130 | 0.0067 | |||||
| Bank of America Corp / DBT (US06051GMA49) | 0.52 | 1.16 | 0.1091 | 0.0071 | |||||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CLV18) | 0.52 | 0.78 | 0.1074 | 0.0066 | |||||
| H / Hyatt Hotels Corporation | 0.51 | 0.1058 | 0.1058 | ||||||
| RATE Mortgage Trust 2024-J3 / ABS-MBS (US75409UAH59) | 0.50 | -11.74 | 0.1033 | -0.0074 | |||||
| RCKT Mortgage Trust 2024-CES3 / ABS-MBS (US74942AAA16) | 0.49 | -9.21 | 0.1028 | -0.0043 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.49 | 0.1027 | 0.1027 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.47 | 0.0976 | 0.0976 | ||||||
| Sequoia Mortgage Trust 2024-6 / ABS-MBS (US81743DAL73) | 0.46 | -15.02 | 0.0968 | -0.0109 | |||||
| US43284HAB50 / Hilton Grand Vacations Trust 2019-A | 0.40 | -9.46 | 0.0837 | -0.0039 | |||||
| US00842CAC91 / Agate Bay Mortgage Trust 2015-7 | 0.38 | -1.06 | 0.0781 | 0.0033 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 0.37 | 93.19 | 0.0770 | 0.0391 | |||||
| US12662EAC75 / CSMC 2021 NQM2 A3 144A | 0.34 | -3.40 | 0.0711 | 0.0014 | |||||
| Long: SL604D030 IRS USD R V 12MUSCPI SL604D030_INF INFLATIONZERO / Short: SL604D030 IRS USD P F 2.24500 SL604D030_FIX INFLATIONZERO / DIR (000000000) | 0.32 | 0.0665 | 0.0665 | ||||||
| Long: SL1T3R255 IRS USD R V 12MUSCPI SL1T3R255_INF INFLATIONZERO / Short: SL1T3R255 IRS USD P F 2.28000 SL1T3R255_FIX INFLATIONZERO / DIR (000000000) | 0.31 | 0.0643 | 0.0643 | ||||||
| TVC / Tennessee Valley Authority - Preferred Stock | 0.29 | -1.68 | 0.0609 | 0.0023 | |||||
| US95000U3G61 / Wells Fargo & Co | 0.29 | 0.35 | 0.0605 | 0.0035 | |||||
| Trans-Allegheny Interstate Line Co / DBT (US893045AF16) | 0.29 | 0.0595 | 0.0595 | ||||||
| US042853AB72 / Arroyo Mortgage Trust 2021-1R | 0.28 | -6.04 | 0.0583 | -0.0004 | |||||
| Long: SL7Z00T17 IRS USD R V 12MUSCPI SL7Z00T17_INF INFLATIONZERO / Short: SL7Z00T17 IRS USD P F 1.87000 SL7Z00T17_FIX INFLATIONZERO / DIR (000000000) | 0.26 | 0.0546 | 0.0546 | ||||||
| US92838TAC53 / VISTA POINT SECURITIZATION TRUST 2.496% 04/25/2065 144A | 0.26 | -9.41 | 0.0542 | -0.0025 | |||||
| US042853AC55 / Arroyo Mortgage Trust 2021-1R | 0.23 | -6.17 | 0.0475 | -0.0003 | |||||
| US24380NAC39 / Deephaven Residential Mortgage Trust 2020-2 | 0.22 | -63.33 | 0.0460 | -0.0723 | |||||
| Long: BL4H5FHC1 IRS USD R V 12MUSCPI SL4H5FHC1_FLO CCPINFLATIONZERO / Short: BL4H5FHC1 IRS USD P F 2.37000 SL4H5FHC1_FIX CCPINFLATIONZERO / DIR (000000000) | 0.22 | 0.0456 | 0.0456 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.22 | 0.0455 | 0.0455 | ||||||
| US46643KAA97 / JP Morgan Mortgage Trust 2014-5 | 0.22 | -18.42 | 0.0453 | -0.0072 | |||||
| US95000U3D31 / Wells Fargo & Co | 0.18 | 1.70 | 0.0373 | 0.0026 | |||||
| US12649KAP21 / CSMC Trust 2015-WIN1 | 0.18 | -0.56 | 0.0367 | 0.0017 | |||||
| Long: BL1S54L30 IRS USD R V 12MUSCPI SL1S54L30_INF CCPINFLATIONZERO / Short: BL1S54L30 IRS USD P F 1.88400 SL1S54L30_FIX CCPINFLATIONZERO / DIR (000000000) | 0.16 | 0.0337 | 0.0337 | ||||||
| Long: BLTQ16424 IRS USD R V 12MUSCPI SLTQ16424_FLO CCPINFLATIONZERO / Short: BLTQ16424 IRS USD P F 2.43750 SLTQ16424_FIX CCPINFLATIONZERO / DIR (000000000) | 0.16 | 0.0326 | 0.0326 | ||||||
| US03464VAC81 / Angel Oak Mortgage Trust 2019-6 | 0.13 | -14.47 | 0.0273 | -0.0027 | |||||
| Long: BLYH0XDS3 IRS USD R V 12MUSCPI SLYH0XDS3_FLO CCPINFLATIONZERO / Short: BLYH0XDS3 IRS USD P F 2.50250 SLYH0XDS3_FIX CCPINFLATIONZERO / DIR (000000000) | 0.12 | 0.0255 | 0.0255 | ||||||
| US03464KAC27 / Angel Oak Mortgage Trust, Series 2019-5, Class A3 | 0.11 | -17.05 | 0.0224 | -0.0031 | |||||
| Long: BLBA39FI3 IRS USD R V 12MUSCPI SLBA39FI3_FLO CCPINFLATIONZERO / Short: BLBA39FI3 IRS USD P F 2.39000 SLBA39FI3_FIX CCPINFLATIONZERO / DIR (000000000) | 0.07 | 0.0143 | 0.0143 | ||||||
| Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6 / ABS-MBS (US15132EDZ88) | 0.06 | -3.08 | 0.0133 | 0.0003 | |||||
| Long: BLXA18CZ8 IRS USD R V 12MUSCPI SLXA18CZ8_FLO CCPINFLATIONZERO / Short: BLXA18CZ8 IRS USD P F 2.47000 SLXA18CZ8_FIX CCPINFLATIONZERO / DIR (000000000) | 0.06 | 0.0123 | 0.0123 | ||||||
| US55261FAH73 / M&t Bank Corpvar Rt 12/29/204 Bond | 0.06 | 0.00 | 0.0116 | 0.0007 | |||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | 0.03 | 0.0068 | 0.0068 | ||||||
| Long: BLXA18D20 IRS USD R V 12MUSCPI SLXA18D20_FLO CCPINFLATIONZERO / Short: BLXA18D20 IRS USD P F 2.49500 SLXA18D20_FIX CCPINFLATIONZERO / DIR (000000000) | 0.02 | 0.0035 | 0.0035 | ||||||
| Long: BL4H5FHF4 IRS USD R V 12MUSCPI SL4H5FHF4_FLO CCPINFLATIONZERO / Short: BL4H5FHF4 IRS USD P F 2.48500 SL4H5FHF4_FIX CCPINFLATIONZERO / DIR (000000000) | 0.01 | 0.0029 | 0.0029 | ||||||
| US000780BZ87 / ABN Amro Mortgage Corp | 0.01 | -22.22 | 0.0015 | -0.0004 | |||||
| Long: BLNMIMIQ8 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLNMIMIQ8 IRS USD P F 2.42000 FIX CCPINFLATIONZERO / DIR (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| Long: BLO5K2Q60 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2Q60 IRS USD P F 2.52250 FIX CCPINFLATIONZERO / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| Long: BLO5K2OI6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2OI6 IRS USD P F 2.52250 FIX CCPINFLATIONZERO / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| Long: BLP4159L2 IRS USD R V 12MUSCPI SLP4159L2_FLO CCPINFLATIONZERO / Short: BLP4159L2 IRS USD P F 2.61900 SLP4159L2_FIX CCPINFLATIONZERO / DIR (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| Long: BLO5SP4A6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5SP4A6 IRS USD P F 2.56250 FIX CCPINFLATIONZERO / DIR (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| Long: BL5I23ES6 IRS USD R V 12MUSCPI SL5I23ES6_FLO CCPINFLATIONZERO / Short: BL5I23ES6 IRS USD P F 2.66250 SL5I23ES6_FIX CCPINFLATIONZERO / DIR (000000000) | -0.02 | -0.0031 | -0.0031 | ||||||
| Long: BL5I23EV9 IRS USD R V 12MUSCPI SL5I23EV9_FLO CCPINFLATIONZERO / Short: BL5I23EV9 IRS USD P F 2.65000 SL5I23EV9_FIX CCPINFLATIONZERO / DIR (000000000) | -0.11 | -0.0220 | -0.0220 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.22 | -0.0464 | -0.0464 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -1.85 | -0.3857 | -0.3857 |
