NPORT-P false 0000914036 XXXXXXXX S000070167 C000223155 C000223154 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP JPMorgan Short Duration Bond Fund S000070167 549300AKQ48REGB3RM97 2025-12-31 2025-06-30 N 1081963716.95 7218007.90 1074745709.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6520000.00000000 0.00000000 0.00000000 663583.18000000 USD N Bloomberg 1-3 Year US Govt/Credit Index LGC3TRUU FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31393LFK4 423.92000000 PA USD 428.63000000 0.000039881992 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N Ballyrock Ltd 254900WCB773D35B5908 05874UAA3 1700000.00000000 PA USD 1702279.70000000 0.158389066889 Long ABS-CBDO CORP KY N 2 2037-10-25 Floating 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NYP3 1705330.91000000 PA USD 1677501.44000000 0.156083567105 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 3.50000000 N N N N N N Verdant Receivables LLC N/A 92340GAC4 2000000.00000000 PA USD 2023687.60000000 0.188294550325 Long ABS-O CORP US N 2 2033-05-12 Fixed 4.96000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 2475000.00000000 PA USD 2536750.19000000 0.236032595305 Long DBT CORP US N 2 2031-01-24 Fixed 5.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397C3Q0 1386226.38000000 PA USD 1436341.93000000 0.133644816434 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 5.50000000 N N N N N N Zais Matrix CDO I 549300AH84CSK4XX3T86 98875JBJ2 3100000.00000000 PA USD 3086406.50000000 0.287175512682 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANUP0 8891555.63000000 PA USD 8357416.77000000 0.777618063475 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 2.50000000 N N N N N N First Help Financial LLC N/A 30340RAB2 2000000.00000000 PA USD 2006095.80000000 0.186657716621 Long ABS-O CORP US N 2 2031-02-15 Fixed 4.92000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826935AB4 1464262.37000000 PA USD 1473928.99000000 0.137142114417 Long ABS-O CORP US N 2 2043-01-20 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BYAF7 3183848.39000000 PA USD 3029921.10000000 0.281919813634 Long ABS-MBS USGSE US N 2 2046-03-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BZT6 1111302.26000000 PA USD 1146070.25000000 0.106636410859 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAV3 4740000.00000000 PA USD 4565149.32000000 0.424765531191 Long DBT US N 2 2026-07-15 Fixed 1.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HDDJ6 5638893.10000000 PA USD 5653308.93000000 0.526013631168 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 5.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 2640000.00000000 PA USD 2691768.39000000 0.250456304903 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAW3 5000000.00000000 PA USD 5035909.70000000 0.468567555803 Long DBT CORP US N 2 2029-03-04 Fixed 4.79000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448984AD6 5500000.00000000 PA USD 5525704.80000000 0.514140670995 Long ABS-O CORP US N 2 2028-04-17 Fixed 4.62000000 N N N N N N Magnetite CLO Ltd 5299008V4F49IY3SSP69 55955RAA7 5000000.00000000 PA USD 5015450.00000000 0.466663877582 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.71000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAX2 1335000.00000000 PA USD 1331751.53000000 0.123913174882 Long DBT CORP US N 2 2028-11-15 Fixed 3.95000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCH3 2940000.00000000 PA USD 2975896.58000000 0.276893087819 Long DBT CORP FR N 2 2029-05-22 Fixed 5.25000000 N N N N N N ARI Fleet Lease Trust N/A 04033CAD8 2500000.00000000 PA USD 2495660.25000000 0.232209370922 Long ABS-O CORP US N 2 2034-01-17 Fixed 4.70000000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NEZ2 1383412.96000000 PA USD 1384167.20000000 0.128790204821 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X72U2 326596.93000000 PA USD 330765.08000000 0.030776124734 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 1160000.00000000 PA USD 1178371.86000000 0.109641922742 Long DBT CORP US N 2 2026-12-04 Fixed 5.49000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DB6 1170000.00000000 PA USD 1191703.46000000 0.110882365006 Long DBT CORP US N 2 2030-04-24 Fixed 4.83000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REJ9 3000000.00000000 PA USD 2909859.60000000 0.270748659473 Long ABS-O CORP US N 2 2027-08-20 Fixed 1.63000000 N N N N N N Veros Auto Receivables Trust N/A 92511BAA2 1837569.81000000 PA USD 1839800.07000000 0.171184686247 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQXC8 2078537.11000000 PA USD 2089696.98000000 0.194436410622 Long ABS-MBS USGSE US N 2 2049-01-25 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 4850000.00000000 PA USD 4799355.09000000 0.446557269276 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394WM88 2733399.63000000 PA USD 2786999.41000000 0.259317100457 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Canyon Capital CLO Ltd N/A 13887WAS9 1100000.00000000 PA USD 1100220.00000000 0.102370262168 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W77 1721289.60000000 PA USD 1724604.36000000 0.160466270809 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Dryden Senior Loan Fund 2549001LFFVBUD1OX384 26246EAL2 4750000.00000000 PA USD 4765755.75000000 0.443431009760 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.80000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAA8 1565000.00000000 PA USD 1583450.43000000 0.147332565895 Long DBT CORP US N 2 2027-03-01 Fixed 5.13000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAF3 2250000.00000000 PA USD 2276164.58000000 0.211786337999 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.62000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBL0 2167000.00000000 PA USD 2243795.92000000 0.208774587430 Long DBT CORP US N 2 2028-10-25 Fixed 5.80000000 N N N N N N Onslow Bay Financial LLC 254900L7QTAO1E3CDI14 67118CAA9 2806223.90000000 PA USD 2845001.14000000 0.264713886833 Long ABS-MBS CORP US N 2 2063-09-25 Variable 7.05000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AE2 4000000.00000000 PA USD 4028624.40000000 0.374844427484 Long ABS-O CORP US N 2 2031-03-12 Fixed 5.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFWD4 5930414.08000000 PA USD 5639371.54000000 0.524716823013 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BE9 3450000.00000000 PA USD 3411784.80000000 0.317450423041 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 35564NGA5 3600000.00000000 PA USD 3595853.52000000 0.334577145990 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.66000000 N N N N N N Verus Securitization Trust 984500915DDB7T2ACA27 92539XAA2 4738311.04000000 PA USD 4786811.44000000 0.445390142030 Long ABS-MBS CORP US N 2 2068-09-25 Variable 6.67000000 N N N N N N BMO 2022-C1 Mortgage Trust N/A 05609MCC7 2000000.00000000 PA USD 1823372.20000000 0.169656150719 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.37000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 2410000.00000000 PA USD 2348470.84000000 0.218514093168 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 1000000.00000000 PA USD 1029421.74000000 0.095782819259 Long DBT CORP US N 2 2027-10-26 Fixed 6.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BWG7 7480667.53000000 PA USD 7113529.38000000 0.661880230839 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 3.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAE8 5000000.00000000 PA USD 4584521.50000000 0.426568020825 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2J8 196323.02000000 PA USD 194198.61000000 0.018069261255 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Hilton Grand Vacations Trust N/A 43283CAA9 2690000.00000000 PA USD 2716205.44000000 0.252730056712 Long ABS-O CORP US N 2 2042-05-27 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8CD0 2730536.37000000 PA USD 2909441.93000000 0.270709797257 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 6.00000000 N Y N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AR5 4455000.00000000 PA USD 4465938.76000000 0.415534458281 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N World Omni Auto Receivables Trust N/A 98163VAD0 25439.27000000 PA USD 25534.42000000 0.002375856892 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.61000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115KAD2 2655000.00000000 PA USD 2674558.16000000 0.248854974481 Long DBT CORP CA N 2 2028-06-02 Fixed 4.57000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043VAH1 3000000.00000000 PA USD 3045926.70000000 0.283409058938 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.54000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 5000000.00000000 PA USD 5029167.60000000 0.467940235318 Long DBT CORP CH N 2 2028-05-12 Fixed 4.75000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAE6 1000000.00000000 PA USD 1009760.50000000 0.093953433960 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYEH0 4000000.00000000 PA USD 4010895.56000000 0.373194842856 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.36000000 N N N N N N FREMF Mortgage Trust N/A 30307RAE7 3000000.00000000 PA USD 2946502.50000000 0.274158107837 Long ABS-MBS USGSE US N 2 2050-08-25 Variable 4.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -25.00000000 NC USD -117120.38000000 -0.01089749686 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 -2769598.37000000 USD -117120.38000000 N N N Oportun Funding LLC N/A 68378QAA1 4000000.00000000 PA USD 4019466.80000000 0.373992356159 Long ABS-O CORP US N 2 2033-05-09 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394DFL9 1531620.30000000 PA USD 1572351.29000000 0.146299843466 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650DAB8 2424371.53000000 PA USD 2439041.64000000 0.226941277314 Long ABS-O CORP US N 2 2041-06-20 Fixed 5.29000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 3680000.00000000 PA USD 3621632.37000000 0.336975745937 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAM0 5000000.00000000 PA USD 5055860.45000000 0.470423878637 Long DBT CORP GB N 2 2028-03-21 Fixed 4.79000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31394JY35 5618.35000000 PA USD 5897.43000000 0.000548727940 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BRNG8 4881102.99000000 PA USD 4917413.52000000 0.457542047257 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528DAE0 3500000.00000000 PA USD 3532233.25000000 0.328657581068 Long ABS-O CORP US N 2 2031-08-12 Fixed 5.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBK88 3362597.01000000 PA USD 3322064.47000000 0.309102371102 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 1490000.00000000 PA USD 1528497.89000000 0.142219492213 Long DBT CORP US N 2 2031-01-24 Fixed 5.24000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 2560000.00000000 PA USD 2593791.82000000 0.241340048921 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607PH98 5000000.00000000 PA USD 5053784.65000000 0.470230735274 Long DBT CORP CA N 2 2029-03-30 Fixed 4.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 79432300.00000000 PA USD 79844975.42000000 7.429196948418 Long DBT UST US N 2 2027-02-28 Fixed 4.13000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 5000000.00000000 PA USD 5042149.50000000 0.469148139652 Long DBT CORP US N 2 2028-07-25 Fixed 4.81000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC77 5000000.00000000 PA USD 5038969.50000000 0.468852255707 Long DBT CORP US N 2 2028-04-23 Fixed 4.94000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKW8 5000000.00000000 PA USD 5057611.75000000 0.470586828810 Long DBT CORP US N 2 2028-07-22 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394UJ78 1231025.91000000 PA USD 1287640.55000000 0.119808857030 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N Y N N N N Bain Capital Credit CLO, Limited N/A 05682NAL7 2600000.00000000 PA USD 2607038.20000000 0.242572561867 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 5.25000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374LAB6 3446160.37000000 PA USD 3497910.67000000 0.325464027494 Long ABS-O CORP US N 2 2030-03-20 Fixed 6.40000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849CJP7 2785000.00000000 PA USD 2802414.13000000 0.260751367174 Long DBT CORP US N 2 2028-06-05 Fixed 4.70000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAY4 1065000.00000000 PA USD 1085447.62000000 0.100995762147 Long DBT CORP FR N 2 2028-01-18 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXNT6 4457000.00000000 PA USD 4564919.26000000 0.424744125197 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 4.83000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797QN0 29455000.00000000 PA USD 28460324.97000000 2.648098497193 Long STIV UST US N 2 2026-05-14 None 0.00000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8B9 1985000.00000000 PA USD 2026913.77000000 0.188594730170 Long DBT CORP US N 2 2028-05-26 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W12P7 4193072.71000000 PA USD 4018783.95000000 0.373928820199 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 2.00000000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 1596809.91000000 PA USD 1603145.09000000 0.149165060767 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 5.81000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1492.00000000 NC USD 1162201.00000000 0.108137300778 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 309208768.50000000 USD 1162201.00000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 2670000.00000000 PA USD 2781386.74000000 0.258794868086 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N Freddie Mac Reference Remic S6XOOCT0IEG5ABCC6L87 31396NRF5 3025792.52000000 PA USD 3158523.45000000 0.293885653453 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168JAE3 4435000.00000000 PA USD 4484745.62000000 0.417284347565 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.16000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADV6 5340000.00000000 PA USD 5378335.86000000 0.500428688824 Long DBT CORP US N 2 2028-06-23 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4UW4 1588465.41000000 PA USD 1527463.41000000 0.142123238747 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 3.00000000 N N N N N N Canyon Capital CLO Ltd 2549001ZLWJBJYTM8I33 13876NAW3 1600000.00000000 PA USD 1590262.40000000 0.147966387454 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.29000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3C6 5000000.00000000 PA USD 5025531.50000000 0.467601913427 Long DBT CORP FR N 2 2029-05-09 Fixed 4.79000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 1210000.00000000 PA USD 1256648.40000000 0.116925184201 Long DBT CORP GB N 2 2030-06-05 Fixed 5.72000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBJ3 5820000.00000000 PA USD 5923907.20000000 0.551191519083 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAZ4 2140000.00000000 PA USD 2183646.05000000 0.203177926798 Long DBT CORP US N 2 2029-08-01 Fixed 5.10000000 N N N N N N FREMF Mortgage Trust N/A 30300SAU6 2315000.00000000 PA USD 2261663.33000000 0.210437065340 Long ABS-MBS USGSE US N 2 2053-01-25 Variable 3.44000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 694000.00000000 PA USD 735099.89000000 0.068397564541 Long DBT CORP US N 2 2029-11-01 Fixed 6.41000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 2580000.00000000 PA USD 2617745.61000000 0.243568835674 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAHU3 2973602.80000000 PA USD 3027891.57000000 0.281730975476 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXVK5 4021993.04000000 PA USD 3872906.00000000 0.360355567590 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.00000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 85137384.48000000 NS USD 85137384.48000000 7.921630555311 Long STIV RF US N 1 N N N Exeter Automobile Receivables Trust N/A 30166XAD6 1915000.00000000 PA USD 1931749.93000000 0.179740185397 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.86000000 N N N N N N FIFTH THIRD BANK NA QFROUN1UWUYU0DVIWD51 31677QBU2 2810000.00000000 PA USD 2830574.15000000 0.263371523716 Long DBT CORP US N 2 2028-01-28 Fixed 4.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NU4D8 3493306.43000000 PA USD 3551192.09000000 0.330421611372 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.62000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8S4 1170000.00000000 PA USD 1180666.95000000 0.109855470001 Long DBT CORP US N 2 2029-08-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1GU3 2937391.01000000 PA USD 2919089.01000000 0.271607412378 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLL71 653052.55000000 PA USD 684554.69000000 0.063694572979 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N Huntington Auto Trust N/A 446144AE7 10000000.00000000 PA USD 10088215.00000000 0.938660644564 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.23000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 5355000.00000000 PA USD 5453866.58000000 0.507456464731 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N PFS Financing Corp. N/A 69335PFE0 8900000.00000000 PA USD 8986565.85000000 0.836157406754 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.95000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 243000.00000000 PA USD 243814.78000000 0.022685810973 Long DBT CORP US N 2 2026-10-21 Fixed 5.73000000 N N N N N N Jamestown CLO Ltd N/A 47048UAL2 3000000.00000000 PA USD 3000000.00000000 0.279135796936 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 0.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 1715000.00000000 PA USD 1758097.33000000 0.163582633100 Long DBT CORP US N 2 2031-04-17 Fixed 5.19000000 N N N N N N ARI Fleet Lease Trust N/A 04033HAB1 4560605.86000000 PA USD 4588955.95000000 0.426980625403 Long ABS-O CORP US N 2 2033-04-15 Fixed 5.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 2600856.53000000 PA USD 2684166.98000000 0.249749029691 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20755JAC7 1570000.00000000 PA USD 1571202.93000000 0.146192994004 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMY4 4745000.00000000 PA USD 4744258.59000000 0.441430800797 Long DBT UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2U2 685000.00000000 PA USD 699424.31000000 0.065078120722 Long DBT CORP US N 2 2030-01-13 Fixed 4.96000000 N N N N N N Drive Auto Receivables Trust N/A 26207AAF0 2300000.00000000 PA USD 2302856.83000000 0.214269925491 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.67000000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324XAA3 3335000.00000000 PA USD 3358970.31000000 0.312536284789 Long ABS-O CORP US N 2 2045-09-15 Fixed 5.05000000 N N N N N N Porsche Innovative Lease Owner Trust N/A 73328AAD1 3200000.00000000 PA USD 3209819.84000000 0.298658539687 Long ABS-O CORP US N 2 2027-11-22 Fixed 4.67000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAD8 2000000.00000000 PA USD 2007503.40000000 0.186788687137 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.81000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 1440000.00000000 PA USD 1535934.82000000 0.142911463341 Long DBT CORP DE N 2 2029-11-20 Fixed 6.82000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797PF8 2152000.00000000 PA USD 2146273.59000000 0.199700596329 Long STIV UST US N 2 2025-07-24 None 0.00000000 N N N N N N Octagon Investment Partners 51 Ltd N/A 675943AA2 2300000.00000000 PA USD 2306145.60000000 0.214575929969 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.26000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FES50 2474326.42000000 PA USD 2427958.04000000 0.225910000808 Long ABS-MBS USGSE US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCD98 2115085.12000000 PA USD 2053253.78000000 0.191045543397 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 2540000.00000000 PA USD 2603935.48000000 0.242283868460 Long DBT CORP US N 2 2031-04-23 Fixed 5.22000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAC6 2745000.00000000 PA USD 2684570.14000000 0.249786541820 Long DBT CORP FR N 2 2027-10-23 Fixed 3.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 1955000.00000000 PA USD 1996384.55000000 0.185754130785 Long DBT CORP US N 2 2031-02-11 Fixed 4.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395PWU2 2287270.53000000 PA USD 2367104.51000000 0.220247867943 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.50000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBY1 11000000.00000000 PA USD 11027218.40000000 1.026030465359 Long ABS-O CORP US N 2 2029-03-15 Floating 5.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1290.00000000 NC USD -1648967.21000000 -0.15342859209 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 -138961032.79000000 USD -1648967.21000000 N N N FELLS POINT FUNDING TR N/A 314382AA0 3065000.00000000 PA USD 2998545.87000000 0.279000497024 Long DBT CORP US N 2 2027-01-31 Fixed 3.05000000 N N N N N N Toyota Auto Loan Extended Note Trust 549300VJ12IVOF78MZ11 89231EAA1 11490000.00000000 PA USD 11409987.09000000 1.061645279801 Long ABS-O CORP US N 2 2035-04-25 Fixed 3.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXTM5 3400000.00000000 PA USD 3522948.83000000 0.327793709743 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YJD1 166799.54000000 PA USD 165566.76000000 0.015405203166 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N GLS Auto Receivables Trust N/A 37989BAJ1 3750000.00000000 PA USD 3792014.63000000 0.352829008580 Long ABS-O CORP US N 2 2031-01-15 Fixed 5.11000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMN8 97155000.00000000 PA USD 98468110.06000000 9.161991458150 Long DBT UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 4720000.00000000 PA USD 4856141.74000000 0.451840998210 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N Fannie Mae - CAS N/A 20754TAD4 2640000.00000000 PA USD 2648076.55000000 0.246390986044 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3N0 2370294.50000000 PA USD 2215100.70000000 0.206104633063 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 5000000.00000000 PA USD 5108577.80000000 0.475328978472 Long DBT CORP US N 2 2028-04-22 Fixed 5.71000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 223000.00000000 PA USD 224446.65000000 0.020883698172 Long DBT CORP US N 2 2029-02-01 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NUUS6 4816000.00000000 PA USD 4943142.16000000 0.459935975401 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 5.05000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1310000.00000000 PA USD 1248004.15000000 0.116120877663 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFG2 1570000.00000000 PA USD 1595005.85000000 0.148407743019 Long DBT CORP US N 2 2028-03-15 Fixed 4.80000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374JAB1 21557.21000000 PA USD 21543.89000000 0.002004556968 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BLGZ5 1868589.15000000 PA USD 1787164.82000000 0.166287225429 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397EC94 1330483.16000000 PA USD 1378110.60000000 0.128226666865 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 5.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAF3 6550000.00000000 PA USD 6654534.07000000 0.619172890290 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDT7 5000000.00000000 PA USD 5044333.50000000 0.469351350512 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.94000000 N N N N N N PFS Financing Corp. N/A 69335PFS9 11500000.00000000 PA USD 11494296.00000000 1.069489824728 Long ABS-O CORP US N 2 2029-01-15 Floating 4.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 5000000.00000000 PA USD 5063586.00000000 0.471142704489 Long DBT CORP GB N 2 2028-11-19 Fixed 5.13000000 N N N N N N FannieMae Grantor Trust N/A 31359SX96 5117.16000000 PA USD 5177.61000000 0.000481752097 Long ABS-MBS USGSE US N 2 2041-06-19 Variable 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HL5H1 4918131.15000000 PA USD 4919650.36000000 0.457750174629 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 5.00000000 N N N N N N MUTUAL OF OMAHA GLOBAL 635400AL5J3F1ZPTAN95 62829D2G4 3740000.00000000 PA USD 3755674.45000000 0.349447726878 Long DBT CORP US N 2 2028-06-09 Fixed 4.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5EJ4 2047235.41000000 PA USD 1969833.04000000 0.183283638484 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR 529900XX8WXEM4FBIH80 35564NHY2 3368750.00000000 PA USD 3374127.87000000 0.313946623986 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 5.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPMY2 5044357.85000000 PA USD 5192690.77000000 0.483155292109 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WG2Z6 7674305.54000000 PA USD 7290993.85000000 0.678392459593 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 345286AE8 4800000.00000000 PA USD 4740192.48000000 0.441052468512 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYGE5 3060000.00000000 PA USD 3178653.83000000 0.295758690007 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 5.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLE40 3884552.72000000 PA USD 3862787.96000000 0.359414131870 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 5.00000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAY3 2055000.00000000 PA USD 2119075.11000000 0.197169906532 Long DBT CORP SE N 2 2029-03-14 Fixed 5.41000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 650000.00000000 PA USD 669251.65000000 0.062270697557 Long DBT CORP US N 2 2030-01-23 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NUXS3 2324835.34000000 PA USD 2408037.87000000 0.224056523298 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQDZ2 3552648.65000000 PA USD 3600887.29000000 0.335045514457 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPL90 3171563.22000000 PA USD 3225829.62000000 0.300148173920 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 6.00000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89238DAD0 1200000.00000000 PA USD 1207148.28000000 0.112319432386 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.83000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043CAF7 3500000.00000000 PA USD 3516336.95000000 0.327178505612 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.92000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 12400000.00000000 PA USD 12453333.14000000 1.158723690184 Long DBT CORP US N 2 2026-10-16 Fixed 6.14000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 1950000.00000000 PA USD 1985009.50000000 0.184695736236 Long DBT CORP US N 2 2031-02-12 Fixed 5.05000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831KAC0 2000000.00000000 PA USD 1931746.00000000 0.179739819729 Long ABS-O CORP US N 2 2039-02-17 Fixed 2.85000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CB9 2670000.00000000 PA USD 2740129.07000000 0.254956037221 Long DBT CORP US N 2 2031-01-29 Fixed 5.22000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 755000.00000000 PA USD 747306.44000000 0.069533326228 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 1530000.00000000 PA USD 1632504.86000000 0.151896848366 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N VIRGINIA POWER FUEL SEC 254900BELJ95ONW6U791 92808VAA0 7355088.08000000 PA USD 7394874.84000000 0.688058093903 Long DBT CORP US N 2 2027-05-01 Fixed 5.09000000 N N N N N N Carvana Auto Receivables Trust N/A 14687WAD2 4860000.00000000 PA USD 4864772.03000000 0.452644005836 Long ABS-O CORP US N 2 2030-12-10 Fixed 4.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HC7D8 4332705.41000000 PA USD 4469109.37000000 0.415829468530 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1W58 2679695.95000000 PA USD 2774122.11000000 0.258118928658 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N AGL CLO Ltd. 254900ISUA07JPVCOS18 00120DAJ5 2150000.00000000 PA USD 2153949.55000000 0.200414808066 Long ABS-CBDO CORP KY N 2 2035-01-21 Floating 5.22000000 N N N N N N Neuberger Berman CLO Ltd 549300LGCRX4YI1JNS93 64133WAL9 1150000.00000000 PA USD 1146550.00000000 0.106681049325 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 5.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W69 298096.96000000 PA USD 297204.75000000 0.027653494914 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFH0 2045000.00000000 PA USD 2045858.90000000 0.190357484823 Long DBT CORP US N 2 2026-03-13 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQKL0 4867166.27000000 PA USD 4702134.63000000 0.437511365749 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N HalseyPoint CLO Ltd. 549300VBED2CGY7JQG51 406371AA2 4000000.00000000 PA USD 4005200.00000000 0.372664897963 Long ABS-CBDO CORP KY N 2 2035-01-30 Floating 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -80.00000000 NC USD -175754.64000000 -0.01635313716 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 -8794245.36000000 USD -175754.64000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJZ48 1187231.20000000 PA USD 1143359.56000000 0.106384193988 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3.00000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 1645000.00000000 PA USD 1698001.42000000 0.157990993190 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 4000000.00000000 PA USD 4231811.00000000 0.393749978656 Long DBT CORP IE N 2 2029-09-13 Fixed 6.61000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBF4 1315000.00000000 PA USD 1325203.47000000 0.123303908900 Long DBT CORP US N 2 2026-04-30 Fixed 5.44000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CL5 2080000.00000000 PA USD 2110102.40000000 0.196335038347 Long DBT CORP US N 2 2027-03-18 Fixed 4.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LUG41 1381706.60000000 PA USD 1353677.40000000 0.125953273281 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 262102AD8 4250000.00000000 PA USD 4273216.05000000 0.397602522533 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FBP1 11362118.33000000 PA USD 11552551.07000000 1.074910183192 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PZ8 5000000.00000000 PA USD 5013253.10000000 0.466459466438 Long DBT CORP US N 2 2028-05-07 Fixed 4.64000000 N N N N N N Mariner Finance Issuance Trust N/A 567920AA1 3500000.00000000 PA USD 3547490.10000000 0.330077158729 Long ABS-O CORP US N 2 2038-05-20 Fixed 4.98000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 708000.00000000 PA USD 743734.57000000 0.069200980635 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NTX3 4649133.94000000 PA USD 4684988.06000000 0.435915958589 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 5.75000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 10690000.00000000 PA USD 10619343.70000000 0.988079655548 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 1854000.00000000 PA USD 1931267.49000000 0.179695296639 Long DBT CORP US N 2 2028-10-18 Fixed 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 1723290.65000000 PA USD 1778516.12000000 0.165482504840 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QJA3 9000000.00000000 PA USD 9158958.00000000 0.852197680146 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BW5N0 1626814.76000000 PA USD 1629787.76000000 0.151644035075 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 4.50000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCQ4 5500000.00000000 PA USD 5615938.90000000 0.522536526799 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.34000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAW1 1390000.00000000 PA USD 1397261.17000000 0.130008536738 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B3U8 10034490.75000000 PA USD 9521501.29000000 0.885930616872 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N Prestige Auto Receivables Trust N/A 74113SAD9 3815000.00000000 PA USD 3808609.49000000 0.354373081737 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.73000000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3F4 2266961.59000000 PA USD 2293556.45000000 0.213404569163 Long ABS-MBS USGSE US N 2 2043-11-25 Floating 6.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYEU6 7262302.82000000 PA USD 6767294.82000000 0.629664744228 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KVC5 10933030.47000000 PA USD 10373705.49000000 0.965224183046 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N OCCU Auto Receivables Trust N/A 674921AB7 200851.95000000 PA USD 200995.88000000 0.018701715048 Long ABS-O CORP US N 2 2027-04-15 Fixed 6.23000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 591894CE8 3465000.00000000 PA USD 3534534.23000000 0.328871676363 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQMN6 3973118.99000000 PA USD 4049927.72000000 0.376826600552 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 6.00000000 N N N N N N CBAM CLO Management N/A 12511AAA2 7000000.00000000 PA USD 7004914.00000000 0.651774083954 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 5.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAV0 4360399.20000000 PA USD 4277865.56000000 0.398035137426 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BD0 2000000.00000000 PA USD 2018023.92000000 0.187767571715 Long DBT CORP GB N 2 2029-06-13 Fixed 4.82000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAK0 3520000.00000000 PA USD 3528767.09000000 0.328335071290 Long DBT CORP ES N 2 2029-07-03 Fixed 4.63000000 N N N N N N FREMF Mortgage Trust N/A 30313PAS2 5000000.00000000 PA USD 4765845.50000000 0.443439360573 Long ABS-MBS USGSE US N 2 2052-11-25 Variable 3.61000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAB9 3830000.00000000 PA USD 3805184.05000000 0.354054360762 Long DBT CORP US N 2 2029-10-04 Fixed 4.05000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DQ7 4825000.00000000 PA USD 4907908.36000000 0.456657637120 Long DBT CORP US N 2 2028-06-15 Fixed 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF5E7 584020.12000000 PA USD 581430.19000000 0.054099326482 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KUS1 4340753.01000000 PA USD 4126137.11000000 0.383917523490 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.00000000 N N N N N N United Auto Credit Securitization Trust N/A 90945JAB3 1222000.00000000 PA USD 1222910.88000000 0.113786067690 Long ABS-O CORP US N 2 2028-02-10 Fixed 5.05000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MDB2 3750000.00000000 PA USD 3766406.25000000 0.350446270060 Long ABS-O CORP US N 2 2029-12-26 Fixed 5.06000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AR5 515000.00000000 PA USD 517280.16000000 0.048130469900 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Benefit Street Partners CLO Ltd 549300D98ZLKNSI8CN63 08180XAN2 451599.28000000 PA USD 451808.37000000 0.042038629807 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.63000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BU0 1195000.00000000 PA USD 1224308.53000000 0.113916112405 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBZ9 5100000.00000000 PA USD 5124863.01000000 0.476844240162 Long ABS-O CORP US N 2 2039-09-19 Fixed 4.80000000 N N N N N N World Omni Auto Receivables Trust N/A 98164FAD4 5411189.67000000 PA USD 5434807.89000000 0.505683143857 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXKT9 3607000.00000000 PA USD 3703308.85000000 0.344575355715 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 5.03000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BV6 2240000.00000000 PA USD 2273658.17000000 0.211553128414 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394NUA4 989704.91000000 PA USD 1005821.36000000 0.093586915633 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B6HC8 5297520.73000000 PA USD 5176007.26000000 0.481602970490 Long ABS-MBS USGSE US N 2 2033-12-15 Fixed 3.50000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAR7 2700000.00000000 PA USD 2721264.88000000 0.253200813651 Long DBT CORP GB N 2 2028-03-14 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BVJ2 9675575.51000000 PA USD 9187907.44000000 0.854891288481 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FX4 1633387.65000000 PA USD 1685754.11000000 0.156851438978 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 4460000.00000000 PA USD 4567123.22000000 0.424949193240 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCF0 2780000.00000000 PA USD 2791176.24000000 0.259705734714 Long DBT CORP US N 2 2025-11-10 Fixed 5.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -12.00000000 NC USD -34042.87000000 -0.00316752788 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 -1337144.63000000 USD -34042.87000000 N N N Carlyle Global Market Strategies 549300K65HYRGER5BW54 14314LAC9 740132.28000000 PA USD 740639.27000000 0.068912977624 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 5.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LFB3 385078.14000000 PA USD 383252.63000000 0.035659842767 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EREA4 3089326.47000000 PA USD 3062284.64000000 0.284931087811 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N FREMF Mortgage Trust N/A 30308RAN6 4340000.00000000 PA USD 4288515.01000000 0.399026018330 Long ABS-MBS USGSE US N 2 2051-11-25 Variable 4.44000000 N N N N N N 2025-07-17 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST James Hoffmayer James Hoffmayer VP