Holdings (Monthly)
Guide ↗
LVIP BlackRock Inflation Protected Bond Fund
· Lincoln Variable Insurance Products Trust| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | United States Treasury | 91282CNS6 | Mar 2026 | 32,526,714 | $32.4M | 2.85% | DBT |
| 2 | United States Treasury | 91282CML2 | Mar 2026 | 31,229,302 | $31.8M | 2.79% | DBT |
| 3 | United States Treasury | 91282CNB3 | Mar 2026 | 27,006,789 | $27.3M | 2.40% | DBT |
| 4 | United States Treasury | 91282CLE9 | Mar 2026 | 26,569,919 | $26.7M | 2.35% | DBT |
| 5 | United States Treasury | 91282CPH8 | Mar 2026 | 26,130,346 | $25.9M | 2.28% | DBT |
| 6 | United States Treasury | 91282CGK1 | Mar 2026 | 25,902,243 | $24.9M | 2.19% | DBT |
| 7 | United States Treasury | 91282CCM1 | Mar 2026 | 26,578,095 | $24.8M | 2.18% | DBT |
| 8 | United States Treasury | 912828ZZ6 | Mar 2026 | 24,875,181 | $23.7M | 2.08% | DBT |
| 9 | United States Treasury | 91282CEZ0 | Mar 2026 | 25,079,260 | $23.7M | 2.08% | DBT |
| 10 | United States Treasury | 91282CHP9 | Mar 2026 | 23,846,939 | $23.3M | 2.05% | DBT |
| 11 | United States Treasury | 9128287D6 | Mar 2026 | 23,783,893 | $23.1M | 2.03% | DBT |
| 12 | United States Treasury | 91282CLV1 | Mar 2026 | 22,639,913 | $23.0M | 2.02% | DBT |
| 13 | United States Treasury | 91282CKL4 | Mar 2026 | 21,753,880 | $22.3M | 1.96% | DBT |
| 14 | United States Treasury | 91282CEJ6 | Mar 2026 | 22,272,743 | $22.1M | 1.95% | DBT |
| 15 | United States Treasury | 91282CJY8 | Mar 2026 | 21,964,194 | $21.9M | 1.92% | DBT |
| 16 | United States Treasury | 912828Y38 | Mar 2026 | 21,397,964 | $21.3M | 1.88% | DBT |
| 17 | United States Treasury | 91282CGW5 | Mar 2026 | 21,023,220 | $21.1M | 1.86% | DBT |
| 18 | United States Treasury | 9128282L3 | Mar 2026 | 20,919,210 | $20.9M | 1.84% | DBT |
| 19 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 15,063,428 | $20.7M | 1.82% | DBT |
| 20 | United States Treasury | 912810FH6 | Mar 2026 | 18,647,079 | $20.1M | 1.77% | DBT |
| 21 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 16,505,321 | $19.9M | 1.75% | DBT |
| 22 | United States Treasury | 912828Z37 | Mar 2026 | 19,670,835 | $18.8M | 1.66% | DBT |
| 23 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 12,808,087 | $17.4M | 1.53% | DBT |
| 24 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 12,682,644 | $16.8M | 1.48% | DBT |
| 25 | United States Treasury | 91282CBF7 | Mar 2026 | 17,817,517 | $16.8M | 1.47% | DBT |
| 26 | United States Treasury | 912810FD5 | Mar 2026 | 15,830,399 | $16.6M | 1.46% | DBT |
| 27 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 12,357,098 | $16.6M | 1.46% | DBT |
| 28 | DEUTSCHLAND I/L BOND | 000000000 | Mar 2026 | 13,820,605 | $16.2M | 1.42% | DBT |
| 29 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 14,011,128 | $16.2M | 1.42% | DBT |
| 30 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 12,269,533 | $15.7M | 1.38% | DBT |
| 31 | United States Treasury | 91282CDX6 | Mar 2026 | 16,855,364 | $15.5M | 1.36% | DBT |
| 32 | SPAIN I/L BOND | 000000000 | Mar 2026 | 12,714,626 | $15.1M | 1.32% | DBT |
| 33 | SPAIN I/L BOND | 000000000 | Mar 2026 | 13,031,208 | $14.7M | 1.29% | DBT |
| 34 | United States Treasury | 91282CPU9 | Mar 2026 | 13,987,018 | $13.8M | 1.21% | DBT |
| 35 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 4,245,000 | $13.7M | 1.21% | DBT |
| 36 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 10,381,691 | $13.5M | 1.18% | DBT |
| 37 | SPAIN I/L BOND | 000000000 | Mar 2026 | 11,212,701 | $13.3M | 1.17% | DBT |
| 38 | BUONI POLIENNALI DEL TES | 000000000 | Mar 2026 | 10,530,624 | $12.6M | 1.11% | DBT |
| 39 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 10,482,363 | $12.3M | 1.08% | DBT |
| 40 | BUONI POLIENNALI DEL TES | 000000000 | Mar 2026 | 10,282,184 | $12.2M | 1.07% | DBT |
| 41 | UMBS, TBA | 01F050643 | Mar 2026 | 12,331,000 | $12.2M | 1.07% | ABS-MBS |
| 42 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 9,368,931 | $12.1M | 1.07% | DBT |
| 43 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 9,188,934 | $12.1M | 1.07% | DBT |
| 44 | BUONI POLIENNALI DEL TES | 000000000 | Mar 2026 | 11,306,724 | $12.0M | 1.05% | DBT |
| 45 | BUONI POLIENNALI DEL TES | 000000000 | Mar 2026 | 10,077,709 | $11.8M | 1.04% | DBT |
| 46 | United States Treasury | 912810PV4 | Mar 2026 | 11,487,464 | $11.7M | 1.02% | DBT |
| 47 | BUONI POLIENNALI DEL TES | 000000000 | Mar 2026 | 9,280,787 | $11.6M | 1.02% | DBT |
| 48 | BUONI POLIENNALI DEL TES | 000000000 | Mar 2026 | 9,475,589 | $10.8M | 0.95% | DBT |
| 49 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 9,299,638 | $10.6M | 0.94% | DBT |
| 50 | United States Treasury | 91282CDY4 | Mar 2026 | 11,725,000 | $10.4M | 0.91% | DBT |
| 51 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 2,219,000 | $10.1M | 0.89% | DBT |
| 52 | UNITED KINGDOM I/L GILT | 000000000 | Mar 2026 | 7,783,502 | $10.1M | 0.89% | DBT |
| 53 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 7,801,040 | $8.7M | 0.77% | DBT |
| 54 | United States Treasury | 91282CJH5 | Mar 2026 | 8,234,026 | $8.5M | 0.75% | DBT |
| 55 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 6,353,423 | $8.0M | 0.70% | DBT |
| 56 | AUSTRALIAN GOVERNMENT | 000000000 | Mar 2026 | 10,024,000 | $7.4M | 0.65% | DBT |
| 57 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 6,433,766 | $7.1M | 0.62% | DBT |
| 58 | JAPAN GOVT CPI LINKED | 000000000 | Mar 2026 | 1,093,236,558 | $6.9M | 0.60% | DBT |
| 59 | DEUTSCHLAND I/L BOND | 000000000 | Mar 2026 | 6,071,522 | $6.8M | 0.60% | DBT |
| 60 | United States Treasury | 912810PZ5 | Mar 2026 | 6,307,377 | $6.5M | 0.58% | DBT |
| 61 | SWAP CCPC CITIGROUP COC | 000000000 | Mar 2026 | 6,342,000 | $6.3M | 0.56% | STIV |
| 62 | Goldman Sachs International | 000000000 | Mar 2026 | 1 | $5.6M | 0.49% | DFE |
| 63 | State Street Institutional US Government Money Market Fund | 857492706 | Mar 2026 | 5,560,516 | $5.6M | 0.49% | STIV |
| 64 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 5,157,249 | $5.5M | 0.49% | DBT |
| 65 | UMBS, TBA | 01F032641 | Mar 2026 | 5,956,000 | $5.5M | 0.48% | ABS-MBS |
| 66 | AUSTRALIAN GOVERNMENT | 000000000 | Mar 2026 | 5,895,000 | $5.4M | 0.48% | DBT |
| 67 | United States Treasury | 912810FQ6 | Mar 2026 | 4,633,609 | $5.1M | 0.45% | DBT |
| 68 | JAPAN GOVT CPI LINKED | 000000000 | Mar 2026 | 796,683,988 | $5.0M | 0.44% | DBT |
| 69 | United States Treasury | 91282CJJ1 | Mar 2026 | 4,420,000 | $4.5M | 0.40% | DBT |
| 70 | JAPAN GOVT CPI LINKED | 000000000 | Mar 2026 | 709,979,592 | $4.5M | 0.39% | DBT |
| 71 | CANADIAN GOVERNMENT RRB | 135087WV2 | Mar 2026 | 5,001,512 | $4.2M | 0.37% | DBT |
| 72 | AUSTRALIAN GOVERNMENT | 000000000 | Mar 2026 | 3,731,000 | $4.0M | 0.35% | DBT |
| 73 | AUSTRALIAN GOVERNMENT | 000000000 | Mar 2026 | 4,343,000 | $3.9M | 0.34% | DBT |
| 74 | UMBS, TBA | 01F052649 | Mar 2026 | 3,739,236 | $3.8M | 0.33% | ABS-MBS |
| 75 | JAPAN GOVT CPI LINKED | 000000000 | Mar 2026 | 608,772,720 | $3.7M | 0.33% | DBT |
| 76 | Freddie Mac | 3137HKE75 | Mar 2026 | 3,421,062 | $3.4M | 0.30% | ABS-MBS |
| 77 | BUONI POLIENNALI DEL TES | 000000000 | Mar 2026 | 2,916,895 | $3.4M | 0.30% | DBT |
| 78 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $3.4M | 0.30% | DFE |
| 79 | MEX BONOS DESARR FIX RT | 000000000 | Mar 2026 | 60,042,000 | $3.2M | 0.28% | DBT |
| 80 | JAPAN GOVT CPI LINKED | 000000000 | Mar 2026 | 492,718,627 | $3.1M | 0.27% | DBT |
| 81 | NEW ZEALAND GVT ILB | 000000000 | Mar 2026 | 3,695,000 | $2.9M | 0.26% | DBT |
| 82 | JAPAN GOVT CPI LINKED | 000000000 | Mar 2026 | 459,242,370 | $2.9M | 0.25% | DBT |
| 83 | JAPAN GOVT CPI LINKED | 000000000 | Mar 2026 | 410,588,328 | $2.6M | 0.23% | DBT |
| 84 | SWEDEN I/L BOND | 000000000 | Mar 2026 | 14,075,000 | $2.6M | 0.23% | DBT |
| 85 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 1,952,906 | $2.6M | 0.23% | DBT |
| 86 | Tricon Residential | 89616TAD7 | Mar 2026 | 2,500,000 | $2.5M | 0.22% | ABS-O |
| 87 | Progress Residential Trust | 74332YAG4 | Mar 2026 | 2,500,000 | $2.5M | 0.22% | ABS-O |
| 88 | Progress Residential Trust | 74332XAG6 | Mar 2026 | 2,500,000 | $2.5M | 0.22% | ABS-O |
| 89 | firstkey homes 2020-sfr1 trust | 33768NAJ1 | Mar 2026 | 2,500,000 | $2.5M | 0.22% | ABS-O |
| 90 | firstkey homes 2020-sfr1 trust | 33768NAL6 | Mar 2026 | 2,500,000 | $2.5M | 0.22% | ABS-O |
| 91 | AMSR Trust | 00179WAE4 | Mar 2026 | 2,500,000 | $2.5M | 0.22% | ABS-O |
| 92 | Progress Residential Trust | 74333TAJ8 | Mar 2026 | 2,500,000 | $2.5M | 0.22% | ABS-O |
| 93 | SWEDEN I/L BOND | 000000000 | Mar 2026 | 16,515,000 | $2.2M | 0.20% | DBT |
| 94 | Credit Suisse Mortgage Trust | 12663DAC8 | Mar 2026 | 2,179,211 | $2.2M | 0.19% | ABS-MBS |
| 95 | Progress Residential Trust | 74334DAG8 | Mar 2026 | 2,150,000 | $2.2M | 0.19% | ABS-O |
| 96 | AMSR Trust | 66981YAD1 | Mar 2026 | 2,180,000 | $2.1M | 0.19% | ABS-O |
| 97 | DENMARK I/L GOVT BOND | 000000000 | Mar 2026 | 12,600,688 | $1.8M | 0.16% | DBT |
| 98 | DENMARK I/L GOVT BOND | 000000000 | Mar 2026 | 11,596,353 | $1.8M | 0.16% | DBT |
| 99 | Progress Residential Trust | 74333CAG1 | Mar 2026 | 1,615,000 | $1.6M | 0.14% | ABS-O |
| 100 | Citibank NA | 000000000 | Mar 2026 | 1 | $1.6M | 0.14% | DFE |
| 101 | SWEDEN I/L BOND | 000000000 | Mar 2026 | 11,230,000 | $1.5M | 0.13% | DBT |
| 102 | SHRN Trust | 82556AAA1 | Mar 2026 | 1,515,000 | $1.5M | 0.13% | ABS-MBS |
| 103 | JAPAN GOVT CPI LINKED | 000000000 | Mar 2026 | 248,465,070 | $1.5M | 0.13% | DBT |
| 104 | Tricon Residential | 89616QAE1 | Mar 2026 | 1,500,000 | $1.5M | 0.13% | ABS-O |
| 105 | NEW ZEALAND GVT ILB | 000000000 | Mar 2026 | 1,752,000 | $1.5M | 0.13% | DBT |
| 106 | DBC 2025-DBC Mortgage Trust | 23306HAA3 | Mar 2026 | 1,445,000 | $1.4M | 0.13% | ABS-MBS |
| 107 | SG Capital Partners | 784212AA0 | Mar 2026 | 1,734,293 | $1.4M | 0.13% | ABS-MBS |
| 108 | Freddie Mac | 3137HKBM5 | Mar 2026 | 1,312,240 | $1.3M | 0.12% | ABS-MBS |
| 109 | PFP III | 716966AA4 | Mar 2026 | 1,315,000 | $1.3M | 0.12% | ABS-CBDO |
| 110 | BX Trust | 05594LAA2 | Mar 2026 | 1,280,452 | $1.3M | 0.11% | ABS-MBS |
| 111 | BX Trust | 05619TAA6 | Mar 2026 | 1,250,000 | $1.3M | 0.11% | ABS-MBS |
| 112 | SWEDEN I/L BOND | 000000000 | Mar 2026 | 9,855,000 | $1.2M | 0.11% | DBT |
| 113 | CRSNT Trust | 12642SAA5 | Mar 2026 | 1,230,000 | $1.2M | 0.11% | ABS-MBS |
| 114 | BX Trust | 05612RAA7 | Mar 2026 | 1,204,148 | $1.2M | 0.11% | ABS-MBS |
| 115 | Barclays Mortgage Loan Trust | 06745VAA6 | Mar 2026 | 1,190,863 | $1.2M | 0.11% | ABS-MBS |
| 116 | New Residential Mortgage Loan Trust | 64831YAE6 | Mar 2026 | 1,190,840 | $1.2M | 0.10% | ABS-MBS |
| 117 | Ellington Financial Mortgage Trust | 31573JAA8 | Mar 2026 | 1,410,240 | $1.2M | 0.10% | ABS-MBS |
| 118 | The BAHA Trust | 05493XAA8 | Mar 2026 | 1,150,000 | $1.2M | 0.10% | ABS-MBS |
| 119 | ARES Commercial Mortgage Trust | 03990DAA5 | Mar 2026 | 1,150,000 | $1.2M | 0.10% | ABS-MBS |
| 120 | Home Owner Mortgage Enhanced Securuties Limited | 43761YAA2 | Mar 2026 | 1,142,162 | $1.1M | 0.10% | ABS-MBS |
| 121 | FS Trust | 30343YAA6 | Mar 2026 | 1,145,000 | $1.1M | 0.10% | ABS-MBS |
| 122 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 881,590 | $1.1M | 0.10% | DBT |
| 123 | UNIV Trust | 91336XAA9 | Mar 2026 | 1,100,000 | $1.1M | 0.10% | ABS-MBS |
| 124 | BRAVO Residential Funding Trust | 10568EAA0 | Mar 2026 | 1,092,825 | $1.1M | 0.10% | ABS-MBS |
| 125 | DBGS Mortgage Trust | 23306QAA3 | Mar 2026 | 1,085,000 | $1.1M | 0.10% | ABS-MBS |
| 126 | BX Trust | 05619PAA4 | Mar 2026 | 1,086,000 | $1.1M | 0.10% | ABS-MBS |
| 127 | CIP Commercial Mortgage Trust 2025-SBAY | 12576AAA4 | Mar 2026 | 1,047,000 | $1.0M | 0.09% | ABS-MBS |
| 128 | Cross Mortgage Trust | 22758NAA5 | Mar 2026 | 1,041,108 | $1.0M | 0.09% | ABS-MBS |
| 129 | Angel Oak Mortgage Trust | 03466QAA1 | Mar 2026 | 1,033,183 | $1.0M | 0.09% | ABS-MBS |
| 130 | UMBS, TBA | 01F032658 | Mar 2026 | 1,100,000 | $1.0M | 0.09% | ABS-MBS |
| 131 | Progress Residential Trust | 74334HAG9 | Mar 2026 | 1,075,000 | $1.0M | 0.09% | ABS-O |
| 132 | SG Capital Partners | 81880NAC8 | Mar 2026 | 978,335 | $975K | 0.09% | ABS-MBS |
| 133 | Preston Ridge Partners Mortgage Trust | 69382NAA0 | Mar 2026 | 966,505 | $971K | 0.09% | ABS-MBS |
| 134 | ARES Commercial Mortgage Trust | 03990QAA6 | Mar 2026 | 970,000 | $970K | 0.09% | ABS-MBS |
| 135 | Progress Residential Trust | 74331UAL2 | Mar 2026 | 968,000 | $965K | 0.08% | ABS-O |
| 136 | BFLD Trust | 05494JAA8 | Mar 2026 | 954,000 | $953K | 0.08% | ABS-MBS |
| 137 | Preston Ridge Partners Mortgage Trust | 74391EAA9 | Mar 2026 | 893,059 | $899K | 0.08% | ABS-MBS |
| 138 | BX Trust | 12433BAA5 | Mar 2026 | 894,477 | $894K | 0.08% | ABS-MBS |
| 139 | BFLD Trust | 05556QAA7 | Mar 2026 | 876,000 | $874K | 0.08% | ABS-MBS |
| 140 | FRANCE (GOVT OF) | 000000000 | Mar 2026 | 759,763 | $869K | 0.08% | DBT |
| 141 | REPUBLIC OF PERU | 000000000 | Mar 2026 | 2,804,000 | $820K | 0.07% | DBT |
| 142 | FS Trust | 30343YAE8 | Mar 2026 | 790,000 | $789K | 0.07% | ABS-MBS |
| 143 | Verus Securitization Trust | 92490FAE0 | Mar 2026 | 781,163 | $774K | 0.07% | ABS-MBS |
| 144 | Banc of America Merrill Lynch Large Loan Inc | 05493WAA0 | Mar 2026 | 770,000 | $773K | 0.07% | ABS-MBS |
| 145 | NYC Commercial Mortgage Trust 2021-909 | 62979QAA7 | Mar 2026 | 750,000 | $747K | 0.07% | ABS-MBS |
| 146 | Preston Ridge Partners Mortgage Trust | 693983AA6 | Mar 2026 | 716,258 | $720K | 0.06% | ABS-MBS |
| 147 | Verus Securitization Trust | 92541JAF8 | Mar 2026 | 718,997 | $714K | 0.06% | ABS-MBS |
| 148 | COLT Funding LLC | 19688UAD4 | Mar 2026 | 715,398 | $711K | 0.06% | ABS-MBS |
| 149 | PENN Commercial Mortgage Trust | 69382VAA2 | Mar 2026 | 680,000 | $689K | 0.06% | ABS-MBS |
| 150 | LEX Trust | 501970AA5 | Mar 2026 | 683,000 | $680K | 0.06% | ABS-MBS |
| 151 | MLTI Trust | 55318JAA7 | Mar 2026 | 675,000 | $672K | 0.06% | ABS-MBS |
| 152 | REPUBLIC OF PERU | 000000000 | Mar 2026 | 2,256,000 | $670K | 0.06% | DBT |
| 153 | BX Trust | 05612TAA3 | Mar 2026 | 668,000 | $664K | 0.06% | ABS-MBS |
| 154 | Morgan Stanley Residential Mortgage Loan Trust | 617932AA6 | Mar 2026 | 634,346 | $638K | 0.06% | ABS-MBS |
| 155 | Home Owner Mortgage Enhanced Securuties Limited | 403969AC2 | Mar 2026 | 611,260 | $615K | 0.05% | ABS-MBS |
| 156 | Tricon Residential | 89616QAF8 | Mar 2026 | 600,000 | $600K | 0.05% | ABS-O |
| 157 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $592K | 0.05% | DFE |
| 158 | JP Morgan Mortgage Trust | 46656NAA7 | Mar 2026 | 606,248 | $588K | 0.05% | ABS-MBS |
| 159 | QTS ISSUER ABS II LLC | 74690FAY2 | Mar 2026 | 590,000 | $579K | 0.05% | ABS-O |
| 160 | Foundation Finance Trust | 35042TAA0 | Mar 2026 | 571,046 | $567K | 0.05% | ABS-O |
| 161 | Cross Mortgage Trust | 22758YAC7 | Mar 2026 | 555,940 | $552K | 0.05% | ABS-MBS |
| 162 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $547K | 0.05% | DFE |
| 163 | COMM Mortgage Trust | 20047DAA2 | Mar 2026 | 540,000 | $538K | 0.05% | ABS-MBS |
| 164 | Ellington Financial Mortgage Trust | 281916AC0 | Mar 2026 | 538,118 | $535K | 0.05% | ABS-MBS |
| 165 | JW Commercial Mortgage Trust 2024-MRCO | 46657XAA4 | Mar 2026 | 510,000 | $510K | 0.04% | ABS-MBS |
| 166 | Enterprise Fleet Financing LLC | 29373NAD9 | Mar 2026 | 508,000 | $505K | 0.04% | ABS-O |
| 167 | QTS ISSUER ABS II LLC | 74690FAQ9 | Mar 2026 | 499,000 | $488K | 0.04% | ABS-O |
| 168 | Fannie Mae | 3136BUXZ8 | Mar 2026 | 470,759 | $475K | 0.04% | ABS-MBS |
| 169 | Freddie Mac | 3137HHLV1 | Mar 2026 | 469,734 | $475K | 0.04% | ABS-MBS |
| 170 | Hilton USA Trust | 403956AA3 | Mar 2026 | 475,000 | $475K | 0.04% | ABS-MBS |
| 171 | Deephaven Residential Mortgage Trust | 24380QAC6 | Mar 2026 | 448,933 | $451K | 0.04% | ABS-MBS |
| 172 | LQR Trust | 50216WAA2 | Mar 2026 | 451,000 | $451K | 0.04% | ABS-MBS |
| 173 | BX Trust | 05611VAG6 | Mar 2026 | 443,547 | $445K | 0.04% | ABS-MBS |
| 174 | Freddie Mac | 3137HMKA7 | Mar 2026 | 440,248 | $443K | 0.04% | ABS-MBS |
| 175 | Elm CLO Ltd | 26860XAA9 | Mar 2026 | 430,000 | $431K | 0.04% | ABS-MBS |
| 176 | Elm CLO Ltd | 26860XAU5 | Mar 2026 | 430,000 | $431K | 0.04% | ABS-MBS |
| 177 | BX Trust | 12433CAA3 | Mar 2026 | 424,953 | $425K | 0.04% | ABS-MBS |
| 178 | ARES Commercial Mortgage Trust | 04021QAA7 | Mar 2026 | 425,000 | $424K | 0.04% | ABS-MBS |
| 179 | Freddie Mac | 3137HHC58 | Mar 2026 | 396,566 | $398K | 0.03% | ABS-MBS |
| 180 | Fannie Mae | 3136BU2R0 | Mar 2026 | 369,400 | $372K | 0.03% | ABS-MBS |
| 181 | Chicago Board of Trade | 000000000 | Mar 2026 | -247 | $366K | 0.03% | DIR |
| 182 | Freddie Mac | 3137HJGG6 | Mar 2026 | 361,194 | $365K | 0.03% | ABS-MBS |
| 183 | Goldman Sachs International | 000000000 | Mar 2026 | 1 | $365K | 0.03% | DFE |
| 184 | Fannie Mae | 3136BWLP9 | Mar 2026 | 326,526 | $331K | 0.03% | ABS-MBS |
| 185 | Freddie Mac | 3137HJAC1 | Mar 2026 | 327,125 | $329K | 0.03% | ABS-MBS |
| 186 | LCH Ltd. | 000000000 | Mar 2026 | 6,265,000 | $323K | 0.03% | DIR |
| 187 | PRKCM Trust | 69377TAA4 | Mar 2026 | 312,161 | $311K | 0.03% | ABS-MBS |
| 188 | Fannie Mae | 3136BT7D9 | Mar 2026 | 306,800 | $309K | 0.03% | ABS-MBS |
| 189 | United States Treasury | 9128283R9 | Mar 2026 | 303,241 | $301K | 0.03% | DBT |
| 190 | Fannie Mae | 3136BVN46 | Mar 2026 | 293,479 | $297K | 0.03% | ABS-MBS |
| 191 | AREIT CRE Trust | 00193AAA2 | Mar 2026 | 281,213 | $281K | 0.02% | ABS-CBDO |
| 192 | Freddie Mac | 3137HMM23 | Mar 2026 | 270,018 | $272K | 0.02% | ABS-MBS |
| 193 | Freddie Mac | 3137HHSB8 | Mar 2026 | 251,489 | $253K | 0.02% | ABS-MBS |
| 194 | Freddie Mac | 3137HLLH3 | Mar 2026 | 249,245 | $252K | 0.02% | ABS-MBS |
| 195 | Freddie Mac | 3137HL3Y6 | Mar 2026 | 243,285 | $246K | 0.02% | ABS-MBS |
| 196 | LCH Ltd. | 000000000 | Mar 2026 | 28,107,000 | $239K | 0.02% | DIR |
| 197 | DBSG 2024-ALTA Mortgage Trust | 239918AA3 | Mar 2026 | 215,000 | $217K | 0.02% | ABS-MBS |
| 198 | CART | 20682AAA8 | Mar 2026 | 210,000 | $208K | 0.02% | ABS-MBS |
| 199 | LCH Ltd. | 000000000 | Mar 2026 | 42,160,500 | $191K | 0.02% | DIR |
| 200 | Freddie Mac | 3137HLLF7 | Mar 2026 | 188,505 | $191K | 0.02% | ABS-MBS |
| 201 | Freddie Mac | 3137HKJ62 | Mar 2026 | 187,366 | $189K | 0.02% | ABS-MBS |
| 202 | Commonwealth Bank of Australia | 000000000 | Mar 2026 | 1 | $188K | 0.02% | DFE |
| 203 | Freddie Mac | 3137HLLC4 | Mar 2026 | 185,606 | $188K | 0.02% | ABS-MBS |
| 204 | NYC Trust | 62956HAA4 | Mar 2026 | 183,498 | $183K | 0.02% | ABS-MBS |
| 205 | Wells Fargo Commercial Mortgage Trust | 95003PAA9 | Mar 2026 | 182,000 | $183K | 0.02% | ABS-MBS |
| 206 | Fannie Mae | 3136BWKS4 | Mar 2026 | 175,750 | $178K | 0.02% | ABS-MBS |
| 207 | LCH Ltd. | 000000000 | Mar 2026 | 5,595,000 | $165K | 0.01% | DIR |
| 208 | LCH Ltd. | 000000000 | Mar 2026 | 6,542,070 | $165K | 0.01% | DIR |
| 209 | LCH Ltd. | 000000000 | Mar 2026 | 5,600,000 | $160K | 0.01% | DIR |
| 210 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $154K | 0.01% | DFE |
| 211 | HONO Mortgage Trust | 40390MAA3 | Mar 2026 | 150,000 | $148K | 0.01% | ABS-MBS |
| 212 | LCH Ltd. | 000000000 | Mar 2026 | 5,463,389 | $146K | 0.01% | DIR |
| 213 | Freddie Mac | 3137HHMR9 | Mar 2026 | 140,986 | $142K | 0.01% | ABS-MBS |
| 214 | LCH Ltd. | 000000000 | Mar 2026 | 17,830,000 | $129K | 0.01% | DIR |
| 215 | Fannie Mae | 3136BVAP3 | Mar 2026 | 127,232 | $128K | 0.01% | ABS-MBS |
| 216 | LCH Ltd. | 000000000 | Mar 2026 | 14,053,500 | $124K | 0.01% | DIR |
| 217 | Chicago Board of Trade | 000000000 | Mar 2026 | -39 | $117K | 0.01% | DIR |
| 218 | NatWest Markets PLC | 000000000 | Mar 2026 | 1 | $114K | 0.01% | DFE |
| 219 | LCH Ltd. | 000000000 | Mar 2026 | 12,150,000 | $108K | 0.01% | DIR |
| 220 | One New York Plaza Trust 2020-1NYP | 68249DAC3 | Mar 2026 | 89,000 | $86K | 0.01% | ABS-MBS |
| 221 | LCH Ltd. | 000000000 | Mar 2026 | 3,274,200 | $86K | 0.01% | DIR |
| 222 | LCH Ltd. | 000000000 | Mar 2026 | 3,339,684 | $85K | 0.01% | DIR |
| 223 | HSBC Bank PLC | 000000000 | Mar 2026 | 1 | $83K | 0.01% | DFE |
| 224 | LCH Ltd. | 000000000 | Mar 2026 | 2,570,000 | $81K | 0.01% | DIR |
| 225 | LCH Ltd. | 000000000 | Mar 2026 | 2,570,000 | $77K | 0.01% | DIR |
| 226 | Bank of America NA | 000000000 | Mar 2026 | 1 | $75K | 0.01% | DFE |
| 227 | LCH Ltd. | 000000000 | Mar 2026 | 2,855,037 | $75K | 0.01% | DIR |
| 228 | Fannie Mae | 3136BTQ22 | Mar 2026 | 73,884 | $75K | 0.01% | ABS-MBS |
| 229 | LCH Ltd. | 000000000 | Mar 2026 | 3,208,657 | $70K | 0.01% | DIR |
| 230 | Goldman Sachs International | 000000000 | Mar 2026 | 1 | $69K | 0.01% | DFE |
| 231 | LCH Ltd. | 000000000 | Mar 2026 | 2,384,289 | $65K | 0.01% | DIR |
| 232 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $64K | 0.01% | DFE |
| 233 | HSBC Bank PLC | 000000000 | Mar 2026 | 1 | $56K | 0.00% | DFE |
| 234 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $56K | 0.00% | DFE |
| 235 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $51K | 0.00% | DFE |
| 236 | Bank of America NA | 000000000 | Mar 2026 | 1 | $48K | 0.00% | DFE |
| 237 | LCH Ltd. | 000000000 | Mar 2026 | 4,485,000 | $45K | 0.00% | DIR |
| 238 | Chicago Board of Trade | 000000000 | Mar 2026 | 173 | $45K | 0.00% | DIR |
| 239 | Goldman Sachs International | 000000000 | Mar 2026 | 1 | $41K | 0.00% | DFE |
| 240 | LCH Ltd. | 000000000 | Mar 2026 | 25,100,000 | $39K | 0.00% | DIR |
| 241 | LCH Ltd. | 000000000 | Mar 2026 | 1,428,900 | $38K | 0.00% | DIR |
| 242 | LCH Ltd. | 000000000 | Mar 2026 | 1,457,478 | $38K | 0.00% | DIR |
| 243 | LCH Ltd. | 000000000 | Mar 2026 | 1,400,296 | $32K | 0.00% | DIR |
| 244 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $27K | 0.00% | DFE |
| 245 | WAMU Mortgage Pass-Through Certificates | 92922FHA9 | Mar 2026 | 27,582 | $27K | 0.00% | ABS-MBS |
| 246 | LCH Ltd. | 000000000 | Mar 2026 | 4,150,000 | $27K | 0.00% | DIR |
| 247 | Standard Chartered Bank | 000000000 | Mar 2026 | 1 | $24K | 0.00% | DFE |
| 248 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $21K | 0.00% | DFE |
| 249 | Countrywide Home Loans | 12669FVY6 | Mar 2026 | 19,162 | $19K | 0.00% | ABS-MBS |
| 250 | LCH Ltd. | 000000000 | Mar 2026 | 3,506,571 | $18K | 0.00% | DIR |
| 251 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $17K | 0.00% | DFE |
| 252 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $14K | 0.00% | DFE |
| 253 | LCH Ltd. | 000000000 | Mar 2026 | 4,520,000 | $14K | 0.00% | DIR |
| 254 | LCH Ltd. | 000000000 | Mar 2026 | 5,305,000 | $11K | 0.00% | DIR |
| 255 | The Montreal Exchange/Bourse De Montreal | 000000000 | Mar 2026 | 57 | $10K | 0.00% | DIR |
| 256 | LCH Ltd. | 000000000 | Mar 2026 | 1,727,375 | $9K | 0.00% | DIR |
| 257 | Standard Chartered Bank | 000000000 | Mar 2026 | 1 | $9K | 0.00% | DFE |
| 258 | Standard Chartered Bank | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 259 | Goldman Sachs International | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 260 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | 25,360,000 | $7K | 0.00% | DIR |
| 261 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $6K | 0.00% | DFE |
| 262 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $6K | 0.00% | DFE |
| 263 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $6K | 0.00% | DFE |
| 264 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $5K | 0.00% | DFE |
| 265 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $4K | 0.00% | DFE |
| 266 | SWAP BARCLAYS BANK COC | 000000000 | Mar 2026 | 3,727 | $4K | 0.00% | STIV |
| 267 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 268 | Citibank NA | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 269 | HSBC Bank PLC | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 270 | Royal Bank of Canada | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 271 | ABN AMRO Mortgage Corp | 000780BZ8 | Mar 2026 | 2,600 | $3K | 0.00% | ABS-MBS |
| 272 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 16,998,000 | $2K | 0.00% | DIR |
| 273 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 274 | LCH Ltd. | 000000000 | Mar 2026 | 2,439,000 | $807 | 0.00% | DIR |
| 275 | LCH Ltd. | 000000000 | Mar 2026 | 3,008,000 | $707 | 0.00% | DIR |
| 276 | LCH Ltd. | 000000000 | Mar 2026 | 976,000 | $501 | 0.00% | DIR |
| 277 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 22,150,000 | $392 | 0.00% | DIR |
| 278 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $197 | 0.00% | DFE |
| 279 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 22,150,000 | $-213 | -0.00% | DIR |
| 280 | LCH Ltd. | 000000000 | Mar 2026 | 3,008,000 | $-223 | -0.00% | DIR |
| 281 | Eurex Deutschland | 000000000 | Mar 2026 | -15 | $-338 | -0.00% | DIR |
| 282 | Chicago Board of Trade | 000000000 | Mar 2026 | -2 | $-566 | -0.00% | DIR |
| 283 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 16,998,000 | $-607 | -0.00% | DIR |
| 284 | LCH Ltd. | 000000000 | Mar 2026 | 3,760,000 | $-1142 | -0.00% | DIR |
| 285 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -25,360,000 | $-2116 | -0.00% | DIR |
| 286 | Royal Bank of Canada | 000000000 | Mar 2026 | 1 | $-2975 | -0.00% | DFE |
| 287 | Barclays Bank PLC | 000000000 | Mar 2026 | -1,268,000 | $-3032 | -0.00% | DFE |
| 288 | LCH Ltd. | 000000000 | Mar 2026 | 2,307,692 | $-3069 | -0.00% | DIR |
| 289 | LCH Ltd. | 000000000 | Mar 2026 | 3,008,000 | $-3332 | -0.00% | DIR |
| 290 | Citibank NA | 000000000 | Mar 2026 | 1 | $-3695 | -0.00% | DFE |
| 291 | UBS AG | 000000000 | Mar 2026 | 1 | $-4449 | -0.00% | DFE |
| 292 | Toronto-Dominion Bank | 000000000 | Mar 2026 | 1 | $-5590 | -0.00% | DFE |
| 293 | LCH Ltd. | 000000000 | Mar 2026 | 22,500,000 | $-5739 | -0.00% | DIR |
| 294 | Deutsche Bank AG | 000000000 | Mar 2026 | -988,400 | $-6878 | -0.00% | DIR |
| 295 | LCH Ltd. | 000000000 | Mar 2026 | 1,039,000 | $-9020 | -0.00% | DIR |
| 296 | Toronto-Dominion Bank | 000000000 | Mar 2026 | 1 | $-9499 | -0.00% | DFE |
| 297 | LCH Ltd. | 000000000 | Mar 2026 | 5,305,000 | $-10279 | -0.00% | DIR |
| 298 | Deutsche Bank AG | 000000000 | Mar 2026 | -1,976,800 | $-10462 | -0.00% | DIR |
| 299 | LCH Ltd. | 000000000 | Mar 2026 | 4,095,000 | $-12354 | -0.00% | DIR |
| 300 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-13224 | -0.00% | DFE |
| 301 | Barclays Bank PLC | 000000000 | Mar 2026 | -1,268,000 | $-13762 | -0.00% | DFE |
| 302 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $-14110 | -0.00% | DFE |
| 303 | LCH Ltd. | 000000000 | Mar 2026 | 25,080,000 | $-14385 | -0.00% | DIR |
| 304 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-16689 | -0.00% | DFE |
| 305 | Morgan Stanley Capital Services LLC | 000000000 | Mar 2026 | -1,277,000 | $-17308 | -0.00% | DFE |
| 306 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-17532 | -0.00% | DFE |
| 307 | LCH Ltd. | 000000000 | Mar 2026 | 2,820,000 | $-22633 | -0.00% | DIR |
| 308 | Standard Chartered Bank | 000000000 | Mar 2026 | 1 | $-24276 | -0.00% | DFE |
| 309 | LCH Ltd. | 000000000 | Mar 2026 | 4,615,384 | $-24394 | -0.00% | DIR |
| 310 | LCH Ltd. | 000000000 | Mar 2026 | 7,100,000 | $-24536 | -0.00% | DIR |
| 311 | ASX Clear (Futures) | 000000000 | Mar 2026 | 72 | $-26765 | -0.00% | DIR |
| 312 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 48 | $-27073 | -0.00% | DIR |
| 313 | ASX Clear (Futures) | 000000000 | Mar 2026 | 38 | $-27663 | -0.00% | DIR |
| 314 | LCH Ltd. | 000000000 | Mar 2026 | 4,150,000 | $-28600 | -0.00% | DIR |
| 315 | LCH Ltd. | 000000000 | Mar 2026 | 1,400,296 | $-34305 | -0.00% | DIR |
| 316 | LCH Ltd. | 000000000 | Mar 2026 | 1,428,900 | $-39889 | -0.00% | DIR |
| 317 | LCH Ltd. | 000000000 | Mar 2026 | 1,457,478 | $-41035 | -0.00% | DIR |
| 318 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 12,900,000 | $-47929 | -0.00% | DIR |
| 319 | LCH Ltd. | 000000000 | Mar 2026 | 4,485,000 | $-50507 | -0.00% | DIR |
| 320 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 53 | $-59612 | -0.01% | DIR |
| 321 | Deutsche Bank AG | 000000000 | Mar 2026 | -10,680,000 | $-62960 | -0.01% | DIR |
| 322 | Goldman Sachs International | 000000000 | Mar 2026 | 1 | $-66262 | -0.01% | DFE |
| 323 | LCH Ltd. | 000000000 | Mar 2026 | 3,208,657 | $-66974 | -0.01% | DIR |
| 324 | LCH Ltd. | 000000000 | Mar 2026 | 2,384,289 | $-72982 | -0.01% | DIR |
| 325 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -25,360,000 | $-74544 | -0.01% | DIR |
| 326 | Chicago Board of Trade | 000000000 | Mar 2026 | 301 | $-79701 | -0.01% | DIR |
| 327 | LCH Ltd. | 000000000 | Mar 2026 | 3,339,684 | $-80523 | -0.01% | DIR |
| 328 | LCH Ltd. | 000000000 | Mar 2026 | 3,274,200 | $-80641 | -0.01% | DIR |
| 329 | LCH Ltd. | 000000000 | Mar 2026 | 2,855,037 | $-80734 | -0.01% | DIR |
| 330 | LCH Ltd. | 000000000 | Mar 2026 | 17,830,000 | $-81103 | -0.01% | DIR |
| 331 | LCH Ltd. | 000000000 | Mar 2026 | 2,570,000 | $-81577 | -0.01% | DIR |
| 332 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 142 | $-83781 | -0.01% | DIR |
| 333 | LCH Ltd. | 000000000 | Mar 2026 | 2,570,000 | $-85352 | -0.01% | DIR |
| 334 | LCH Ltd. | 000000000 | Mar 2026 | 21,080,250 | $-96671 | -0.01% | DIR |
| 335 | LCH Ltd. | 000000000 | Mar 2026 | 21,080,250 | $-98678 | -0.01% | DIR |
| 336 | LCH Ltd. | 000000000 | Mar 2026 | 14,053,500 | $-108778 | -0.01% | DIR |
| 337 | Deutsche Bank AG | 000000000 | Mar 2026 | -31,175,000 | $-111907 | -0.01% | DIR |
| 338 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 114 | $-113574 | -0.01% | DIR |
| 339 | NatWest Markets PLC | 000000000 | Mar 2026 | 1 | $-113687 | -0.01% | DFE |
| 340 | LCH Ltd. | 000000000 | Mar 2026 | 5,463,389 | $-124526 | -0.01% | DIR |
| 341 | LCH Ltd. | 000000000 | Mar 2026 | 5,600,000 | $-145756 | -0.01% | DIR |
| 342 | LCH Ltd. | 000000000 | Mar 2026 | 5,595,000 | $-149392 | -0.01% | DIR |
| 343 | LCH Ltd. | 000000000 | Mar 2026 | 6,542,070 | $-155617 | -0.01% | DIR |
| 344 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-163973 | -0.01% | DFE |
| 345 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -46,050,000 | $-175362 | -0.02% | DIR |
| 346 | Citibank NA | 000000000 | Mar 2026 | -54,991,000 | $-214373 | -0.02% | DIR |
| 347 | LCH Ltd. | 000000000 | Mar 2026 | 28,107,000 | $-220825 | -0.02% | DIR |
| 348 | LCH Ltd. | 000000000 | Mar 2026 | 6,265,000 | $-307680 | -0.03% | DIR |
| 349 | Citibank NA | 000000000 | Mar 2026 | 1 | $-1600289 | -0.14% | DFE |
| 350 | SWAP CCPC CITIBANK COC | 000000000 | Mar 2026 | -2,325,000 | $-2325000 | -0.20% | STIV |
| 351 | UMBS, TBA | 01F032641 | Mar 2026 | -7,056,000 | $-6467840 | -0.57% | ABS-MBS |
| 352 | HSBC Securities USA, Inc. | 000000000 | Mar 2026 | -13,835,250 | $-13835250 | -1.22% | RA |
| 353 | BNP Paribas Securities Corp. | 000000000 | Mar 2026 | -22,180,376 | $-22180376 | -1.95% | RA |