Grundläggande statistik
Portföljvärde $ 499 229 447
Aktuella positioner 199
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP American Century Inflation Protection Fund Standard Class II har redovisat 199 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 499 229 447 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP American Century Inflation Protection Fund Standard Class IIs största innehav är 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) . LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP American Century Inflation Protection Fund Standard Class IIs nya positioner inkluderar 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) .

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Största ökningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiekurser.

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
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
Största minskningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
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- och fond arkiveringar

Denna blankett lämnades in den 2025-08-06 för rapporteringsperioden 2025-06-30. Klicka på länksymbolen för att se hela transaktionshistoriken.

Uppgradera för att låsa upp premiumdata och exportera till Excel.

022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).
Värdepapper Typ Genomsnittligt aktiepris Aktier
(MM)		 ΔAktier
(%)		 ΔAktier
(%)		 Värde
($MM)		 Portfölj
(%)		 ΔPortfölj
(%)
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
US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD 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
US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD 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