NPORT-P false 0000914036 XXXXXXXX S000083646 C000247629 C000247630 C000247632 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP American Century Inflation Protection Fund S000083646 25490053PUT7EA1MEC34 2024-12-31 2024-09-30 N 551882148.10 18201107.55 533681040.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1972238.38000000 0.00000000 0.00000000 0.00000000 CAD EUR USD N Bloomberg US Treasury US TIPS TR USD Index LBUTTRUU LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11500000.00000000 OU Notional Amount USD 1122127.80000000 0.210261882049 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-03-28 0.00000000 USD -217.70000000 USD 11500000.00000000 USD 1122345.50000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJH5 2567200.00000000 PA USD 2666133.52000000 0.499574336995 Long DBT UST US N 2 2028-10-15 Fixed 2.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQVF0 2743672.14000000 PA USD 2700421.30000000 0.505999107110 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TE8 5864025.30000000 PA USD 3645438.76000000 0.683074436416 Long DBT UST US N 2 2052-02-15 Fixed 0.13000000 N N N N N N JP Morgan Mortgage Trust N/A 46658RAF5 1561632.88000000 PA USD 1569478.06000000 0.294085406965 Long ABS-MBS CORP US N 2 2054-11-25 Variable 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 62.00000000 NC USD 6660.35000000 0.001248001988 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYZ4 Comdty 2024-12-19 7327745.90000000 USD 6660.35000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -41303.30000000 -0.00773932309 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 9774182.34000000 EUR 10873987.02000000 USD 2024-12-18 -41303.30000000 N N N Dryden Senior Loan Fund 5493002P75UIPU4MC757 26245CBN2 3000000.00000000 PA USD 2747448.00000000 0.514810868523 Long ABS-CBDO CORP KY N 2 2034-04-20 Fixed 3.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359MGK3 24160000.00000000 PA USD 27957385.45000000 5.238594464811 Long DBT USGSE US N 2 2030-11-15 Fixed 6.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 10680194.70000000 PA USD 7085607.92000000 1.327685898809 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCM1 17544124.00000000 PA USD 16048626.90000000 3.007157024626 Long DBT UST US N 2 2031-07-15 Fixed 0.13000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BV3 1930000.00000000 PA USD 1862228.53000000 0.348940357349 Long DBT CORP US N 2 2027-03-10 Fixed 2.31000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AC2 722000.00000000 PA USD 745624.92000000 0.139713586083 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.27000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 999346.89000000 PA USD 920543.79000000 0.172489505913 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44000000 N N N N N N Bank5 N/A 06211UBL8 1983000.00000000 PA USD 2074701.06000000 0.388753000830 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.77000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4900000.00000000 OU Notional Amount USD -27442.06000000 -0.00514203389 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2034-02-02 516.29000000 USD 0.00000000 USD 4900000.00000000 USD -27958.35000000 N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBS7 797000.00000000 PA USD 797865.50000000 0.149502313062 Long DBT CORP US N 2 2027-09-25 Fixed 4.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PS1 5823770.42000000 PA USD 5918557.12000000 1.109006442106 Long DBT UST US N 2 2027-01-15 Fixed 2.38000000 N N N N N N Fannie Mae - CAS N/A 20753XAA2 671135.19000000 PA USD 681409.73000000 0.127681082561 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.38000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 175000.00000000 PA USD 181509.10000000 0.034010782885 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12500000.00000000 OU Notional Amount USD 2054950.88000000 0.385052254785 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-06-16 0.00000000 USD 0.00000000 USD 12500000.00000000 USD 2054950.88000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1750000.00000000 OU Notional Amount USD 186746.40000000 0.034992136840 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-04-13 0.00000000 USD 0.00000000 USD 1750000.00000000 USD 186746.40000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 1200000.00000000 PA USD 1174725.66000000 0.220117555382 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 2352166.82000000 PA USD 2379449.11000000 0.445856031825 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 510000.00000000 PA USD 536318.09000000 0.100494124626 Long DBT CORP US N 2 2035-01-23 Fixed 5.47000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJY8 4374265.50000000 PA USD 4422773.92000000 0.828729818740 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46657YAF1 1056254.84000000 PA USD 1061722.02000000 0.198943177540 Long ABS-MBS CORP US N 2 2054-12-25 Variable 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGK1 9555895.00000000 PA USD 9219429.07000000 1.727516694334 Long DBT UST US N 2 2033-01-15 Fixed 1.13000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD -2919.40000000 -0.00054703086 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-08-09 329.85000000 USD 0.00000000 USD 10000000.00000000 USD -3249.25000000 N N N Barclays Commercial Mortgage Securities LLC N/A 05555FAC8 519000.00000000 PA USD 549285.52000000 0.102923933635 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 6.01000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 2353.40000000 0.000440975005 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 957991.34000000 CAD 712148.02000000 USD 2024-12-18 2353.40000000 N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AP7 1375000.00000000 PA USD 1343897.36000000 0.251816582919 Long DBT US N 2 2027-03-01 Fixed 3.88000000 N N N N N N Arroyo Mortgage Trust N/A 042853AB7 371975.87000000 PA USD 325774.12000000 0.061042850550 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.48000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2N4 1360000.00000000 PA USD 1356877.43000000 0.254248760383 Long DBT CORP US N 2 2027-09-23 Fixed 4.40000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BN8 767000.00000000 PA USD 760397.64000000 0.142481666430 Long DBT CORP US N 2 2025-04-01 Fixed 3.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FQ6 885995.00000000 PA USD 1000747.96000000 0.187517989953 Long DBT UST US N 2 2032-04-15 Fixed 3.38000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 3255.04000000 0.000609922360 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1238860.45000000 CAD 921151.10000000 USD 2024-12-18 3255.04000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJLE1 13612222.31000000 PA USD 13092609.89000000 2.453264945763 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Benchmark 2024-V8 Mortgage Trust N/A 08190AAC4 1831000.00000000 PA USD 1947652.64000000 0.364946942464 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.19000000 N N N N N N Starwood Residential Mortgage Trust N/A 85573GAA0 905176.48000000 PA USD 814806.10000000 0.152676606079 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.22000000 N N N N N N JP Morgan Mortgage Trust N/A 46593DAK3 1700000.00000000 PA USD 1702550.85000000 0.319020298762 Long ABS-MBS CORP US N 2 2055-02-25 Variable 5.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EH7 269000.00000000 PA USD 283679.42000000 0.053155236638 Long DBT CORP US N 2 2034-02-22 Fixed 5.20000000 N N N N N N Palmer Square CLO Ltd 549300UP5H2PFBIITY41 69688XAS0 484273.89000000 PA USD 484516.03000000 0.090787566577 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 6.68000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 1375000.00000000 PA USD 1413810.38000000 0.264916733512 Long DBT CORP US N 2 2030-07-22 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4N1 11065537.65000000 PA USD 9654414.59000000 1.809023340992 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNF1 4768970.72000000 PA USD 4350462.02000000 0.815180171196 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24380NAC3 1438510.97000000 PA USD 1416207.00000000 0.265365806988 Long ABS-MBS CORP US N 2 2065-05-25 Fixed 2.86000000 N N N N N N Angel Oak Mortgage Trust N/A 03464VAC8 197411.92000000 PA USD 192632.83000000 0.036095123372 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.93000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11700000.00000000 OU Notional Amount USD -44315.50000000 -0.00830374261 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-08-02 552.60000000 USD 0.00000000 USD 11700000.00000000 USD -44868.10000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810RL4 14091424.00000000 PA USD 11259556.48000000 2.109791359347 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAK8 2034000.00000000 PA USD 2195538.41000000 0.411395242322 Long DBT CORP US N 2 2033-10-28 Fixed 6.12000000 N N N N N N Switch ABS Issuer, LLC N/A 871044AE3 825000.00000000 PA USD 833599.47000000 0.156198067134 Long ABS-O CORP US N 2 2054-06-25 Fixed 5.44000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 2500000.00000000 OU Notional Amount USD 262951.73000000 0.049271326882 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-11-16 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 262951.73000000 N N N Firstkey Homes Trust N/A 33767JAG7 1500000.00000000 PA USD 1451578.35000000 0.271993614107 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.97000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 355000.00000000 PA USD 373596.31000000 0.070003669160 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 7141728.75000000 PA USD 7448095.63000000 1.395608062509 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SV1 6342472.50000000 PA USD 4002996.91000000 0.750072909817 Long DBT UST US N 2 2051-02-15 Fixed 0.13000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3400000.00000000 OU Notional Amount USD -45849.54000000 -0.00859118771 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-08-02 439.37000000 USD 0.00000000 USD 3400000.00000000 USD -46288.91000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CKL4 3457392.00000000 PA USD 3553237.82000000 0.665798023541 Long DBT UST US N 2 2029-04-15 Fixed 2.13000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10500000.00000000 OU Notional Amount USD 51850.16000000 0.009715570923 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-02-02 446.17000000 USD 0.00000000 USD 10500000.00000000 USD 51403.99000000 N N N Chase Mortgage Finance Corporation N/A 161929BH6 691863.58000000 PA USD 696735.68000000 0.130552825950 Long ABS-MBS CORP US N 2 2055-02-25 Variable 6.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -18377.90000000 -0.00344361118 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5522029.48000000 CAD 4073002.30000000 USD 2024-12-18 -18377.90000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810FD5 4270451.42000000 PA USD 4576072.90000000 0.857454650306 Long DBT UST US N 2 2028-04-15 Fixed 3.63000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15100000.00000000 OU Notional Amount USD -2078817.60000000 -0.38952434919 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-12-21 0.00000000 USD 0.00000000 USD 15100000.00000000 USD -2078817.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10800000.00000000 OU Notional Amount USD -198009.79000000 -0.03710264651 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2033-08-02 544.73000000 USD 0.00000000 USD 10800000.00000000 USD -198554.52000000 N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 27832965.03000000 NS USD 27832965.03000000 5.215280835406 Long STIV RF US N 1 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8000000.00000000 OU Notional Amount USD 1491220.96000000 0.279421760694 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-06-25 336.09000000 USD 0.00000000 USD 8000000.00000000 USD 1490884.87000000 N N N Golden State Tobacco Securitization Corp N/A 38122NB50 1120000.00000000 PA USD 978869.14000000 0.183418383945 Long DBT MUN US N 2 2034-06-01 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4KX1 12050000.00000000 PA USD 14059455.11000000 2.634430313565 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZJ2 5236024.00000000 PA USD 5142726.53000000 0.963632982858 Long DBT UST US N 2 2025-04-15 Fixed 0.13000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EZ1 2535000.00000000 PA USD 2560204.14000000 0.479725518703 Long DBT USGA US N 2 2028-03-15 Fixed 3.88000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBJ6 897000.00000000 PA USD 910215.49000000 0.170554211381 Long DBT CORP US N 2 2026-08-06 Fixed 4.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RA8 17457558.43000000 PA USD 14008323.71000000 2.624849422337 Long DBT UST US N 2 2043-02-15 Fixed 0.63000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BC4 1108000.00000000 PA USD 1136615.10000000 0.212976481013 Long DBT CORP US N 2 2028-12-08 Fixed 4.85000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAK3 1385000.00000000 PA USD 1426367.76000000 0.267269708238 Long DBT CORP GB N 2 2029-07-29 Fixed 5.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 127.00000000 NC USD 21580.47000000 0.004043701829 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ4 Comdty 2024-12-19 14492138.28000000 USD 21580.47000000 N N N KKR Static CLO Ltd, KKR Static CLO I N/A 48255QAM5 1975000.00000000 PA USD 1976214.63000000 0.370298826423 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 7.28000000 N N N N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAE3 655000.00000000 PA USD 659241.05000000 0.123527163213 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RR1 9756610.50000000 PA USD 8126824.62000000 1.522786833803 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DV8 736000.00000000 PA USD 751992.52000000 0.140906733209 Long DBT CORP US N 2 2028-07-26 Fixed 5.04000000 N N N N N N University of California N/A 91412HGF4 1605000.00000000 PA USD 1502427.18000000 0.281521557979 Long DBT MUN US N 2 2027-05-15 Fixed 1.32000000 N N N N N N Rate Mortgage Trust N/A 75409UAH5 650000.00000000 PA USD 649621.51000000 0.121724674597 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 275000.00000000 PA USD 294237.62000000 0.055133609336 Long DBT CORP US N 2 2029-10-23 Fixed 6.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z37 13484064.70000000 PA USD 12579851.10000000 2.357185311855 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCQ5 2205000.00000000 PA USD 2215886.26000000 0.415207978480 Long DBT CORP US N 2 2028-05-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPTE8 2796404.38000000 PA USD 2607344.09000000 0.488558500656 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12649KAP2 201392.68000000 PA USD 188220.93000000 0.035268431084 Long ABS-MBS CORP US N 2 2044-12-25 Variable 3.50000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 3000000.00000000 OU Notional Amount USD 433263.57000000 0.081183991388 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2025-08-27 0.00000000 USD 0.00000000 USD 3000000.00000000 USD 433263.57000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810QV3 13969710.56000000 PA USD 11639913.34000000 2.181061805756 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1500000.00000000 OU Notional Amount USD 231875.51000000 0.043448331940 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-05-23 0.00000000 USD 0.00000000 USD 1500000.00000000 USD 231875.51000000 N N N Angel Oak Mortgage Trust N/A 03464KAC2 161475.46000000 PA USD 157832.11000000 0.029574239668 Long ABS-MBS CORP US N 2 2049-10-25 Variable 2.92000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 4000000.00000000 OU Notional Amount USD 420216.52000000 0.078739263356 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-04-28 0.00000000 USD 0.00000000 USD 4000000.00000000 USD 420216.52000000 N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMA4 1321990.58000000 PA USD 1320087.44000000 0.247355131566 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 6.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282L3 11764978.50000000 PA USD 11440026.85000000 2.143607507250 Long DBT UST US N 2 2027-07-15 Fixed 0.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3600000.00000000 OU Notional Amount USD -302355.79000000 -0.05665477448 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2044-07-02 0.00000000 USD 0.00000000 USD 3600000.00000000 USD -302355.79000000 N N N ABN AMRO Mortgage Corp N/A 000780BZ8 10366.56000000 PA USD 10163.39000000 0.001904394053 Long ABS-MBS CORP US N 2 2033-03-25 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746GAG8 738966.92000000 PA USD 681133.60000000 0.127629341918 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLE9 4661020.50000000 PA USD 4774866.76000000 0.894704214164 Long DBT UST US N 2 2034-07-15 Fixed 1.88000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAB7 956750.19000000 PA USD 923091.24000000 0.172966841589 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.34000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 82.00000000 NC USD 10090.18000000 0.001890676121 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ4 Comdty 2024-12-31 9000300.49000000 USD 10090.18000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YDJ0 8402230.57000000 PA USD 8421178.02000000 1.577942137746 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3X7 1025000.00000000 PA USD 1046754.45000000 0.196138586621 Long DBT CORP US N 2 2027-07-09 Fixed 5.35000000 N N N N N N NJ Trust 2023-GSP N/A 65486XAA1 1075000.00000000 PA USD 1139634.27000000 0.213542206563 Long ABS-MBS CORP US N 2 2029-01-06 Variable 6.70000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21688ABF8 1900000.00000000 PA USD 1912097.47000000 0.358284691550 Long DBT CORP NL N 2 2026-08-28 Fixed 4.33000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 1145000.00000000 PA USD 1192031.30000000 0.223360248805 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BPZW1 2554373.14000000 PA USD 2514135.05000000 0.471093192182 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Goldman Sachs Mitsui Marine Derivative Products LP X1H61UOUXUPKXR51OV18 000000000 2500000.00000000 OU Notional Amount USD 273170.60000000 0.051186116658 N/A DIR US N 2 Goldman Sachs Mitsui Marine Derivative Products LP X1H61UOUXUPKXR51OV18 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-11-15 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 273170.60000000 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 1370000.00000000 PA USD 1367703.33000000 0.256277294128 Long DBT CORP US N 2 2025-06-01 Fixed 5.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RW0 6775444.00000000 PA USD 5438317.17000000 1.019020118158 Long DBT UST US N 2 2047-02-15 Fixed 0.88000000 N N N N N N Towd Point Mortgage Trust N/A 89183EAA9 854678.54000000 PA USD 865045.79000000 0.162090410614 Long ABS-MBS CORP US N 2 2064-05-25 Variable 6.29000000 N N N N N N CANADIAN GOVERNMENT RRB 4BFD7AQU0A75QLAHK410 135087WV2 1906630.75000000 PA 1671623.65000000 0.313225226865 Long DBT NUSS CA N 2 2031-12-01 Fixed 4.00000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R2Z9 3160000.00000000 PA USD 3144386.95000000 0.589188431119 Long DBT CORP US N 2 2025-08-12 Fixed 3.65000000 N N N N N N Goodgreen Trust N/A 38217TAA3 842737.29000000 PA USD 729109.08000000 0.136618883677 Long ABS-O CORP US N 2 2055-04-15 Fixed 2.63000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9000000.00000000 OU Notional Amount USD 1023486.21000000 0.191778634096 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-01-12 142.23000000 USD 0.00000000 USD 9000000.00000000 USD 1023343.98000000 N N N DEUTSCHLAND I/L BOND 529900AQBND3S6YJLY83 000000000 10168992.04000000 PA 11133807.46000000 2.086228779745 Long DBT NUSS DE N 2 2026-04-15 Fixed 0.10000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CS9 3930000.00000000 PA USD 3922022.06000000 0.734900017425 Long DBT CORP US N 2 2024-10-18 Fixed 1.22000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WFK2 1365000.00000000 PA USD 1394973.38000000 0.261387097162 Long DBT CORP US N 2 2027-07-09 Fixed 4.90000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3A1 786000.00000000 PA USD 802006.14000000 0.150278177237 Long DBT CORP CA N 2 2027-07-02 Fixed 5.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBF7 12626212.50000000 PA USD 11600841.95000000 2.173740693138 Long DBT UST US N 2 2031-01-15 Fixed 0.13000000 N N N N N N Sequoia Mortgage Trust N/A 81749PAE0 1792000.00000000 PA USD 1795161.45000000 0.336373472842 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGW5 3670100.00000000 PA USD 3635273.39000000 0.681169671355 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N Vista Point Securitization Trust N/A 92838TAC5 351081.65000000 PA USD 336186.38000000 0.062993877326 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.50000000 N N N N N N Cendant Mortgage Corporation N/A 15132EDZ8 84044.51000000 PA USD 81334.03000000 0.015240194764 Long ABS-MBS CORP US N 2 2033-07-25 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 3355000.00000000 PA USD 3454652.39000000 0.647325298728 Long DBT CORP US N 2 2027-09-15 Fixed 5.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PV4 9167243.10000000 PA USD 9241132.73000000 1.731583479240 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RF7 14980116.00000000 PA USD 13658170.50000000 2.559238470589 Long DBT UST US N 2 2044-02-15 Fixed 1.38000000 N N N N N N Hilton Grand Vacations Trust N/A 43284HAB5 555545.72000000 PA USD 540483.76000000 0.101274678868 Long ABS-O CORP US N 2 2033-07-25 Fixed 2.54000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHP9 23239537.20000000 PA USD 22906321.28000000 4.292136976871 Long DBT UST US N 2 2033-07-15 Fixed 1.38000000 N N N N N N Bean Creek CLO LTD 635400STD6UUTEW5KM07 07378WAQ1 699349.06000000 PA USD 699677.75000000 0.131104104668 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.56000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 1524000.00000000 PA USD 1624632.23000000 0.304420076142 Long DBT CORP US N 2 2029-10-23 Fixed 6.09000000 N N N N N N Goodgreen Trust N/A 38217UAA0 335424.95000000 PA USD 287563.80000000 0.053883083368 Long ABS-O CORP US N 2 2056-10-15 Fixed 2.66000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AK2 1455000.00000000 PA USD 1510963.64000000 0.283121101405 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Woodward Capital Management N/A 74942AAA1 610148.12000000 PA USD 620768.30000000 0.116318222464 Long ABS-MBS CORP US N 2 2044-05-25 Variable 6.59000000 N N N N N N Aligned Data Centers Issuer LLC N/A 01627AAB4 1500000.00000000 PA USD 1403737.95000000 0.263029383347 Long ABS-O CORP US N 2 2046-08-15 Fixed 2.48000000 N N N N N N KKR Financial CLO Ltd 549300GKHET0CQ690V42 48252WAA1 1737229.96000000 PA USD 1739319.85000000 0.325909994517 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.69000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283R9 19828116.00000000 PA USD 19197812.31000000 3.597244580810 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285W6 5107124.00000000 PA USD 4985647.38000000 0.934199831206 Long DBT UST US N 2 2029-01-15 Fixed 0.88000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 630000.00000000 PA USD 689351.05000000 0.129169109940 Long DBT CORP US N 2 2033-11-15 Fixed 5.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDC2 5663067.60000000 PA USD 5506502.13000000 1.031796468603 Long DBT UST US N 2 2026-10-15 Fixed 0.13000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAC7 361383.05000000 PA USD 329176.70000000 0.061680418637 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.54000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709AK8 3550000.00000000 PA 2732414.62000000 0.511993946268 Long DBT NUSS CA N 2 2034-06-18 Fixed 4.15000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 13000000.00000000 OU Notional Amount USD 1928915.30000000 0.361435980189 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-05-31 0.00000000 USD 0.00000000 USD 13000000.00000000 USD 1928915.30000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SB5 3443796.00000000 PA USD 2828460.87000000 0.529990885020 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N Agate Bay Mortgage Loan Trust 549300LK2ZDVY7I44B84 00842CAC9 459093.95000000 PA USD 424554.57000000 0.079552117789 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 670000.00000000 PA USD 699712.17000000 0.131110554213 Long DBT CORP US N 2 2035-02-13 Fixed 5.83000000 N N N N N N MFRA Trust N/A 58004JAA0 2025000.00000000 PA USD 2026656.65000000 0.379750543116 Long ABS-MBS CORP US N 2 2069-08-25 Variable 5.27000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4A6 1330000.00000000 PA USD 1338521.44000000 0.250809254647 Long DBT CORP US N 2 2026-08-27 Fixed 4.86000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3200000.00000000 OU Notional Amount USD -32629.54000000 -0.00611405268 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2033-03-02 449.83000000 USD 0.00000000 USD 3200000.00000000 USD -33079.37000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 120000.00000000 PA USD 131821.90000000 0.024700502731 Long DBT CORP US N 2 2033-11-17 Fixed 6.27000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6100000.00000000 OU Notional Amount USD 946270.74000000 0.177310166204 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-10-21 0.00000000 USD -285.98000000 USD 6100000.00000000 USD 946556.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 17.35000000 0.000003251005 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-05-03 387.55000000 USD 0.00000000 USD 5000000.00000000 USD -370.20000000 N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8E3 609000.00000000 PA USD 621357.87000000 0.116428694817 Long DBT CORP US N 2 2028-07-14 Fixed 4.97000000 N N N N N N GCAT N/A 36830FAF3 1097879.11000000 PA USD 1096612.16000000 0.205480816569 Long ABS-MBS CORP US N 2 2054-09-25 Variable 5.50000000 N N N N N N Verus Securitization Trust N/A 92537QAF8 811936.70000000 PA USD 730388.78000000 0.136858671098 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.16000000 N N N N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 438127AA0 2340000.00000000 PA USD 2314441.58000000 0.433675061346 Long DBT CORP JP N 2 2025-03-10 Fixed 2.27000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFT5 1770000.00000000 PA 1393620.61000000 0.261133618043 Long DBT NUSS CA N 2 2034-09-01 Fixed 4.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEZ0 11691324.00000000 PA USD 10946015.07000000 2.051040647559 Long DBT UST US N 2 2032-07-15 Fixed 0.63000000 N N N N N N Sequoia Mortgage Trust N/A 81743DAL7 691765.60000000 PA USD 694646.73000000 0.130161403014 Long ABS-MBS CORP US N 2 2054-07-27 Variable 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SG4 249986.00000000 PA USD 203849.21000000 0.038196824415 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N Bank5 N/A 066043AB6 1061000.00000000 PA USD 1129020.50000000 0.211553421278 Long ABS-MBS CORP US N 2 2057-05-15 Fixed 6.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EMT4 5467058.72000000 PA USD 5532576.01000000 1.036682135887 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UBC6 1170000.00000000 PA USD 1196572.02000000 0.224211079105 Long DBT CORP US N 2 2034-02-15 Fixed 4.85000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 653494.00000000 0.122450293404 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2031-09-03 420.88000000 USD 0.00000000 USD 10000000.00000000 USD 653073.12000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAR7 558000.00000000 PA USD 552046.54000000 0.103441287595 Long DBT CORP US N 2 2029-04-23 Fixed 4.01000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDX6 16702048.00000000 PA USD 15093806.96000000 2.828244927802 Long DBT UST US N 2 2032-01-15 Fixed 0.13000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD 696817.12000000 0.130568086001 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2025-06-04 70.66000000 USD 0.00000000 USD 4000000.00000000 USD 696746.46000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 1205000.00000000 PA USD 1246817.24000000 0.233625919840 Long DBT CORP US N 2 2029-07-24 Fixed 5.30000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649XAA5 3055000.00000000 PA USD 2805205.79000000 0.525633398388 Long ABS-MBS CORP US N 2 2031-07-05 Fixed 4.13000000 N N N N N N Arroyo Mortgage Trust N/A 042853AC5 303454.00000000 PA USD 265976.88000000 0.049838172951 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.64000000 N N N N N N JP Morgan Mortgage Trust N/A 46643KAA9 347251.56000000 PA USD 336133.92000000 0.062984047485 Long ABS-MBS CORP US N 2 2029-10-25 Variable 2.71000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD 618533.67000000 0.115899502324 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-05-19 299.74000000 USD 0.00000000 USD 3000000.00000000 USD 618233.93000000 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DV1 2058000.00000000 PA USD 2165094.49000000 0.405690726387 Long DBT USGA US N 2 2033-07-15 Fixed 4.70000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 7000000.00000000 OU Notional Amount USD 730091.88000000 0.136803038617 N/A DIR AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-04-11 0.00000000 USD 0.00000000 USD 7000000.00000000 USD 730091.88000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CEJ6 6126890.00000000 PA USD 5898077.13000000 1.105168945841 Long DBT UST US N 2 2027-04-15 Fixed 0.13000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 743020.10000000 0.139225500541 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-11-25 0.00000000 USD -285.28000000 USD 5000000.00000000 USD 743305.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 147484.65000000 0.027635354976 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-11-21 0.00000000 USD -265.25000000 USD 1000000.00000000 USD 147749.90000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828S50 8201062.50000000 PA USD 7994120.42000000 1.497921007604 Long DBT UST US N 2 2026-07-15 Fixed 0.13000000 N N N N N N JP Morgan Mortgage Trust N/A 46646BAG3 1104776.46000000 PA USD 1020470.19000000 0.191213498787 Long ABS-MBS CORP US N 2 2046-05-25 Variable 3.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18300000.00000000 OU Notional Amount USD 25998.26000000 0.004871497772 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-02-02 562.37000000 USD 0.00000000 USD 18300000.00000000 USD 25435.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount USD -13716.39000000 -0.00257014751 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2033-05-03 461.69000000 USD 0.00000000 USD 3500000.00000000 USD -14178.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 599270.60000000 0.112290029899 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-11-20 0.00000000 USD -173.71000000 USD 5000000.00000000 USD 599444.31000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 1099000.00000000 PA USD 1095547.80000000 0.205281379093 Long DBT CORP CH N 2 2025-09-24 Fixed 4.13000000 N N N N N N BRAVO Residential Funding Trust 254900NOKQW417VKV943 10568NAB8 1548587.22000000 PA USD 1535344.63000000 0.287689558620 Long ABS-MBS CORP US N 2 2060-01-25 Variable 4.35000000 N N N N N N 2024-10-17 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST James Hoffmayer James Hoffmayer VP XXXX