# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-046999
**Filing Date:** 2026-5
**Character Count:** 1539562
**Document Hash:** d124ad5c47f54762bd529f001870a15d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-046999.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-046999

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036

**ORGANIZATION NAME:**
- **EIN:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26992614

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP BlackRock Global Allocation Fund (Series ID: S000065355)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000211424 | Standard Class |  |
| C000211425 | Service Class  |  |

## Nport-Ex

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments**

March 31, 2026 (unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>| **Value** <br>**(U.S. $)**<br>|
| **ΔCOMMON STOCK–61.17%** | **ΔCOMMON STOCK–61.17%** | **ΔCOMMON STOCK–61.17%** |
| **Argentina–0.01%** | **Argentina–0.01%** | **Argentina–0.01%** |
| &nbsp;&nbsp; †YPF SA ADR | 5947 | $274870 |
|  |  | **274870** |
| **Australia–0.46%** | **Australia–0.46%** | **Australia–0.46%** |
| &nbsp;&nbsp;&nbsp; BHP Group Ltd. | 39688 | 1436012 |
| &nbsp;&nbsp;&nbsp; Fortescue Ltd. | 43952 | 628057 |
| &nbsp;&nbsp;&nbsp; Macquarie Group Ltd. | 13416 | 1905834 |
| &nbsp;&nbsp;&nbsp; Mirvac Group | 305177 | 377066 |
| &nbsp;&nbsp; †PLS Group Ltd. | 246471 | 902461 |
| =πQuintis Australia Pty. Ltd. | 3249491 | 0 |
| &nbsp;&nbsp;&nbsp; Rio Tinto Ltd. | 4984 | 566250 |
| &nbsp;&nbsp;&nbsp; Santos Ltd. | 146487 | 801803 |
| &nbsp;&nbsp;&nbsp; Transurban Group | 114126 | 1113281 |
| &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy Group <br> Ltd.<br>| 37815 | 897634 |
| &nbsp;&nbsp;&nbsp; Woolworths Group Ltd. | 11627 | 293608 |
| &nbsp;&nbsp;&nbsp; Worley Ltd. | 39935 | 313700 |
|  |  | **9235706** |
| **Austria–0.00%** | **Austria–0.00%** | **Austria–0.00%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 1436 | 61499 |
|  |  | **61499** |
| **Belgium–0.11%** | **Belgium–0.11%** | **Belgium–0.11%** |
| &nbsp;&nbsp;&nbsp; KBC Group NV | 10872 | 1330646 |
| &nbsp;&nbsp;&nbsp; UCB SA | 3111 | 937334 |
|  |  | **2267980** |
| **Brazil–0.35%** | **Brazil–0.35%** | **Brazil–0.35%** |
| &nbsp;&nbsp;&nbsp; Banco Bradesco SA | 353628 | 1309417 |
| &nbsp;&nbsp;&nbsp; Banco do Brasil SA | 103150 | 459210 |
| &nbsp;&nbsp;&nbsp; Klabin SA | 124803 | 472723 |
| &nbsp;&nbsp;&nbsp; Localiza Rent a Car SA | 62905 | 571262 |
| &nbsp;&nbsp;&nbsp; Lojas Renner SA | 286955 | 823773 |
| &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA - <br> Petrobras<br>| 183218 | 1718337 |
| &nbsp;&nbsp;&nbsp; Rede D'Or Sao Luiz SA | 7442 | 55917 |
| &nbsp;&nbsp;&nbsp; Rumo SA | 61603 | 194210 |
| &nbsp;&nbsp; †StoneCo Ltd. Class A | 27902 | 393976 |
| &nbsp;&nbsp;&nbsp; Vale SA | 16654 | 265154 |
| &nbsp;&nbsp;&nbsp; Vale SA ADR | 48233 | 767387 |
| &nbsp;&nbsp;&nbsp; XP, Inc. Class A | 4522 | 86099 |
|  |  | **7117465** |
| **Canada–1.66%** | **Canada–1.66%** | **Canada–1.66%** |
| &nbsp;&nbsp;&nbsp; Agnico Eagle Mines Ltd. | 4155 | 843395 |
| &nbsp;&nbsp;&nbsp; Algoma Steel Group, Inc. | 67032 | 276842 |
| &nbsp;&nbsp;&nbsp; Bank of Nova Scotia | 13883 | 962758 |
| &nbsp;&nbsp;&nbsp; Barrick Mining Corp. | 32571 | 1331077 |
| &nbsp;&nbsp;&nbsp; BCE, Inc. | 53792 | 1357271 |
| &nbsp;&nbsp;&nbsp; Cameco Corp. | 57326 | 6226177 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce<br>| 5321 | 504292 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co.<br>| 8378 | $862312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd.<br>| 20170 | 983924 |
| &nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. | 186893 | 4958271 |
| &nbsp;&nbsp;&nbsp; CGI, Inc. | 11399 | 833354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Software, <br> Inc.<br>| 472 | 828567 |
| &nbsp;&nbsp;&nbsp; Eldorado Gold Corp. | 8572 | 294277 |
| &nbsp;&nbsp; †ERO Copper Corp. | 3193 | 85157 |
| &nbsp;&nbsp;&nbsp;&nbsp; †First Quantum Minerals <br> Ltd.<br>| 13240 | 316557 |
| &nbsp;&nbsp;&nbsp; Fortis, Inc. | 35534 | 1982455 |
| &nbsp;&nbsp;&nbsp; Intact Financial Corp. | 5446 | 986865 |
| &nbsp;&nbsp;&nbsp; Kinross Gold Corp. | 26729 | 817184 |
| &nbsp;&nbsp; †Lionsgate Studios Corp. | 88085 | 844735 |
| &nbsp;&nbsp;&nbsp; Lundin Gold, Inc. | 4436 | 339006 |
| &nbsp;&nbsp;&nbsp; Methanex Corp. | 10504 | 625408 |
| &nbsp;&nbsp;&nbsp; Power Corp. of Canada | 10524 | 506644 |
| &nbsp;&nbsp;&nbsp; Suncor Energy, Inc. | 82949 | 5486405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> Class B<br>| 17958 | 930754 |
| &nbsp;&nbsp;&nbsp; WSP Global, Inc. | 1638 | 254925 |
|  |  | **33438612** |
| **Chile–0.00%** | **Chile–0.00%** | **Chile–0.00%** |
| †=Wom New Holdco | 399 | 9177 |
|  |  | **9177** |
| **China–1.06%** | **China–1.06%** | **China–1.06%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd. <br> ADR<br>| 7680 | 963533 |
| &nbsp;&nbsp;&nbsp; ANTA Sports Products Ltd. | 44200 | 432085 |
| &nbsp;&nbsp;&nbsp; Belimo Holding AG | 412 | 334605 |
| &nbsp;&nbsp;&nbsp; BYD Co. Ltd. Class H | 230466 | 3150777 |
| &nbsp;&nbsp;&nbsp;&nbsp; China Galaxy Securities Co. <br> Ltd. Class H<br>| 335500 | 342017 |
| &nbsp;&nbsp;&nbsp;&nbsp; China Hongqiao Group <br> Ltd.<br>| 125000 | 564651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Contemporary Amperex <br> Technology Co. Ltd. <br> Class A<br>| 2300 | 136082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Contemporary Amperex <br> Technology Co. Ltd. <br> Class H<br>| 12009 | 957215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. Ltd. <br> Class A<br>| 350127 | 1053489 |
| &nbsp;&nbsp;&nbsp; Kuaishou Technology | 54300 | 319845 |
| &nbsp;&nbsp;&nbsp; Lenovo Group Ltd. | 760000 | 914061 |
| &nbsp;&nbsp; †Meituan Class B | 15300 | 166957 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Oriental Education & <br> Technology Group, Inc. <br> ADR<br>| 8979 | 508481 |
| &nbsp;&nbsp;&nbsp;&nbsp; SAIC Motor Corp. Ltd. <br> Class A<br>| 409900 | 875598 |

---

*LVIP BlackRock Global Allocation Fund–1*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **China (continued)** | **China (continued)** | **China (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Shenzhou International <br> Group Holdings Ltd.<br>| 47700 | $291456 |
| &nbsp;&nbsp;&nbsp; Tencent Holdings Ltd. | 131682 | 8305492 |
| &nbsp;&nbsp;&nbsp; Tencent Holdings Ltd. ADR | 166 | 10494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weichai Power Co. Ltd. <br> Class H<br>| 105000 | 372353 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Wuxi Biologics Cayman, <br> Inc.<br>| 13000 | 54744 |
| &nbsp;&nbsp;&nbsp;&nbsp; XCMG Construction <br> Machinery Co. Ltd. <br> Class A<br>| 306500 | 451245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhongji Innolight Co. Ltd. <br> Class A<br>| 12400 | 1062296 |
|  |  | **21267476** |
| **Czech Republic–0.01%** | **Czech Republic–0.01%** | **Czech Republic–0.01%** |
| &nbsp;&nbsp;&nbsp; Komercni Banka AS | 2656 | 135510 |
| &nbsp;&nbsp;&nbsp; Moneta Money Bank AS | 8735 | 76141 |
|  |  | **211651** |
| **Denmark–0.34%** | **Denmark–0.34%** | **Denmark–0.34%** |
| &nbsp;&nbsp; †Ascendis Pharma AS ADR | 1337 | 305812 |
| &nbsp;&nbsp;&nbsp; Coloplast AS Class B | 5656 | 385280 |
| &nbsp;&nbsp;&nbsp; Danske Bank AS | 21925 | 1080520 |
| &nbsp;&nbsp;&nbsp; DSV AS | 20692 | 4997285 |
|  |  | **6768897** |
| **Egypt–0.03%** | **Egypt–0.03%** | **Egypt–0.03%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Commercial International <br> Bank - Egypt (CIB)<br>| 178941 | 397465 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Fawry for Banking & <br> Payment Technology <br> Services SAE<br>| 776014 | 243646 |
|  |  | **641111** |
| **Finland–0.03%** | **Finland–0.03%** | **Finland–0.03%** |
| &nbsp;&nbsp;&nbsp; Neste OYJ | 2964 | 96323 |
| &nbsp;&nbsp;&nbsp; Sampo OYJ Class A | 40919 | 435220 |
|  |  | **531543** |
| **France–1.96%** | **France–1.96%** | **France–1.96%** |
| &nbsp;&nbsp;&nbsp; Airbus SE | 24755 | 4680499 |
| &nbsp;&nbsp;&nbsp; BNP Paribas SA | 4306 | 410205 |
| &nbsp;&nbsp;&nbsp; Bouygues SA | 3205 | 185751 |
| &nbsp;&nbsp;&nbsp; Capgemini SE | 2894 | 341488 |
| &nbsp;&nbsp;&nbsp; Engie SA | 56829 | 1831453 |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | 14221 | 3313850 |
| &nbsp;&nbsp;&nbsp; Hermes International SCA | 2170 | 4110741 |
| &nbsp;&nbsp;&nbsp; Legrand SA | 6988 | 1085618 |
| &nbsp;&nbsp;&nbsp; L'Oreal SA | 636 | 259673 |
| &nbsp;&nbsp; †Luxco Co. Ltd. | 832 | 14161 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE<br>| 7548 | 4126109 |
| &nbsp;&nbsp;&nbsp; Publicis Groupe SA | 5393 | 446376 |
| &nbsp;&nbsp;&nbsp; Renault SA | 15673 | 537332 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; Safran SA | 4138 | $1354075 |
| &nbsp;&nbsp;&nbsp; Sanofi SA | 64390 | 6218127 |
| &nbsp;&nbsp;&nbsp; Schneider Electric SE | 2028 | 552390 |
| &nbsp;&nbsp;&nbsp; Societe Generale SA | 89214 | 6514129 |
| &nbsp;&nbsp;&nbsp; Thales SA | 3706 | 1086766 |
| &nbsp;&nbsp;&nbsp; TotalEnergies SE | 27355 | 2510481 |
|  |  | **39579224** |
| **Georgia–0.02%** | **Georgia–0.02%** | **Georgia–0.02%** |
| &nbsp;&nbsp;&nbsp; TBC Bank Group PLC | 7146 | 390145 |
|  |  | **390145** |
| **Germany–0.72%** | **Germany–0.72%** | **Germany–0.72%** |
| &nbsp;&nbsp;&nbsp; Bayer AG | 16220 | 750633 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG | 29392 | 874708 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG | 44534 | 1662154 |
| &nbsp;&nbsp;&nbsp; E.ON SE | 33404 | 731597 |
| &nbsp;&nbsp;&nbsp; Heidelberg Materials AG | 6447 | 1360552 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | 13598 | 835772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 1255 | 792584 |
| &nbsp;&nbsp;&nbsp; RWE AG | 13413 | 902411 |
| &nbsp;&nbsp;&nbsp; Siemens AG | 14956 | 3643792 |
| &nbsp;&nbsp;&nbsp; Siemens Energy AG | 12156 | 2096296 |
| &nbsp;&nbsp;&nbsp; Symrise AG | 7943 | 678266 |
| &nbsp;&nbsp;&nbsp; Vonovia SE | 10742 | 268684 |
|  |  | **14597449** |
| **Greece–0.03%** | **Greece–0.03%** | **Greece–0.03%** |
| &nbsp;&nbsp;&nbsp; Allwyn AG | 6232 | 94291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Athens International <br> Airport SA<br>| 15105 | 183465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hellenic <br> Telecommunications <br> Organization SA<br>| 11959 | 225588 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Bank of Greece <br> SA<br>| 7640 | 118022 |
|  |  | **621366** |
| **Hong Kong–0.10%** | **Hong Kong–0.10%** | **Hong Kong–0.10%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Geely Automobile Holdings <br> Ltd.<br>| 248000 | 661654 |
| &nbsp;&nbsp;&nbsp; Prudential PLC | 46531 | 646926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Co. <br> Ltd.<br>| 54000 | 717132 |
|  |  | **2025712** |
| **Hungary–0.02%** | **Hungary–0.02%** | **Hungary–0.02%** |
| &nbsp;&nbsp;&nbsp; OTP Bank Nyrt | 4195 | 449821 |
|  |  | **449821** |
| **India–0.36%** | **India–0.36%** | **India–0.36%** |
| &nbsp;&nbsp;&nbsp; Axis Bank Ltd. | 3849 | 47671 |
| &nbsp;&nbsp;&nbsp; GAIL India Ltd. | 71522 | 104828 |

---

*LVIP BlackRock Global Allocation Fund–2*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **India (continued)** | **India (continued)** | **India (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Aeronautics <br> Ltd.<br>| 26524 | $975179 |
| &nbsp;&nbsp;&nbsp; ICICI Bank Ltd. | 2620 | 33634 |
| &nbsp;&nbsp; †IndusInd Bank Ltd. | 10438 | 83616 |
| &nbsp;&nbsp;&nbsp; Infosys Ltd. | 12594 | 169866 |
| &nbsp;&nbsp;&nbsp; ITC Ltd. | 95190 | 290874 |
| &nbsp;&nbsp; †LG Electronics India Ltd. | 43374 | 668640 |
| &nbsp;&nbsp;&nbsp; Mahindra & Mahindra Ltd. | 78550 | 2463843 |
| &nbsp;&nbsp;&nbsp; Manappuram Finance Ltd. | 26879 | 71079 |
| &nbsp;&nbsp; †SAI Life Sciences Ltd. | 8206 | 84719 |
| &nbsp;&nbsp; †Sammaan Capital Ltd. | 66526 | 105681 |
| &nbsp;&nbsp;&nbsp;&nbsp; SBI Life Insurance Co. <br> Ltd.<br>| 113391 | 2144911 |
|  |  | **7244541** |
| **Indonesia–0.06%** | **Indonesia–0.06%** | **Indonesia–0.06%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Mandiri Persero Tbk. <br> PT<br>| 3458800 | 970893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Syariah Indonesia <br> Tbk. PT<br>| 216763 | 27136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development Tbk. <br> PT<br>| 1845900 | 77201 |
| &nbsp;&nbsp;&nbsp; Mitra Adiperkasa Tbk. PT | 732100 | 51910 |
|  |  | **1127140** |
| **Ireland–0.51%** | **Ireland–0.51%** | **Ireland–0.51%** |
| &nbsp;&nbsp;&nbsp; Accenture PLC Class A | 9131 | 1810586 |
| &nbsp;&nbsp;&nbsp; Experian PLC | 11505 | 398010 |
| &nbsp;&nbsp;&nbsp;&nbsp; †James Hardie Industries <br> PLC<br>| 16121 | 305332 |
| &nbsp;&nbsp;&nbsp; Medtronic PLC | 1957 | 169574 |
| &nbsp;&nbsp;&nbsp; TE Connectivity PLC | 2376 | 496631 |
| &nbsp;&nbsp;&nbsp; Trane Technologies PLC | 16964 | 7069577 |
|  |  | **10249710** |
| **Israel–0.04%** | **Israel–0.04%** | **Israel–0.04%** |
| &nbsp;&nbsp;&nbsp;&nbsp; †Teva Pharmaceutical <br> Industries Ltd. ADR<br>| 26185 | 788692 |
|  |  | **788692** |
| **Italy–1.15%** | **Italy–1.15%** | **Italy–1.15%** |
| &nbsp;&nbsp;&nbsp; Ferrari NV | 3397 | 1152615 |
| &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca Fineco <br> SpA<br>| 33604 | 747646 |
| &nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA | 1519607 | 9190408 |
| &nbsp;&nbsp;&nbsp; Leonardo SpA | 24596 | 1673006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di <br> Credito Finanziario SpA<br>| 16038 | 312076 |
| &nbsp;&nbsp;&nbsp; UniCredit SpA | 141653 | 10162723 |
|  |  | **23238474** |
| **Japan–1.65%** | **Japan–1.65%** | **Japan–1.65%** |
| &nbsp;&nbsp;&nbsp; Advantest Corp. | 13300 | 1835488 |
| &nbsp;&nbsp;&nbsp; Asahi Intecc Co. Ltd. | 16600 | 354477 |
| &nbsp;&nbsp;&nbsp; Asahi Kasei Corp. | 28200 | 275922 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, Inc. | 89900 | $829057 |
| &nbsp;&nbsp;&nbsp; Daiichi Sankyo Co. Ltd. | 78200 | 1399050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities Group, <br> Inc.<br>| 81800 | 775087 |
| &nbsp;&nbsp;&nbsp; ENEOS Holdings, Inc. | 177900 | 1602902 |
| &nbsp;&nbsp;&nbsp; Fast Retailing Co. Ltd. | 1700 | 671680 |
| &nbsp;&nbsp;&nbsp; Hitachi Ltd. | 5900 | 173079 |
| &nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. Ltd. | 54000 | 530146 |
| &nbsp;&nbsp;&nbsp;&nbsp; Isetan Mitsukoshi Holdings <br> Ltd.<br>| 24900 | 458793 |
| &nbsp;&nbsp;&nbsp; Isuzu Motors Ltd. | 3100 | 43383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange Group, <br> Inc.<br>| 48500 | 566382 |
| &nbsp;&nbsp;&nbsp; Japan Post Bank Co. Ltd. | 69400 | 1131929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Holdings Co. <br> Ltd.<br>| 65300 | 753983 |
| &nbsp;&nbsp;&nbsp; Japan Tobacco, Inc. | 47100 | 1806938 |
| &nbsp;&nbsp;&nbsp; Kajima Corp. | 16700 | 637082 |
| &nbsp;&nbsp;&nbsp; Kakaku.com, Inc. | 13700 | 180348 |
| &nbsp;&nbsp;&nbsp; Kansai Paint Co. Ltd. | 10271 | 153977 |
| &nbsp;&nbsp;&nbsp; Keyence Corp. | 4100 | 1459219 |
| &nbsp;&nbsp; †Kioxia Holdings Corp. | 6800 | 888081 |
| &nbsp;&nbsp;&nbsp; Kokusai Electric Corp. | 32600 | 1102359 |
| &nbsp;&nbsp;&nbsp; Lasertec Corp. | 6000 | 1335441 |
| &nbsp;&nbsp;&nbsp; LY Corp. | 294900 | 711043 |
| &nbsp;&nbsp; †Metaplanet, Inc. | 77700 | 151607 |
| &nbsp;&nbsp;&nbsp; MISUMI Group, Inc. | 22600 | 387404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 30000 | 824300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc.<br>| 75961 | 1286317 |
| &nbsp;&nbsp;&nbsp; Mitsui Kinzoku Co. Ltd. | 4200 | 796676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, <br> Inc.<br>| 8500 | 344112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing Co. <br> Ltd.<br>| 6400 | 143598 |
| &nbsp;&nbsp;&nbsp; Nexon Co. Ltd. | 14900 | 280666 |
| &nbsp;&nbsp;&nbsp; NIDEC Corp. | 94400 | 1198711 |
| &nbsp;&nbsp;&nbsp; Nissan Chemical Corp. | 10500 | 408305 |
| &nbsp;&nbsp;&nbsp; Obayashi Corp. | 19600 | 474721 |
| &nbsp;&nbsp;&nbsp; Obic Co. Ltd. | 15200 | 368926 |
| &nbsp;&nbsp;&nbsp; Otsuka Holdings Co. Ltd. | 4400 | 312272 |
| &nbsp;&nbsp;&nbsp; Rakus Co. Ltd. | 28642 | 136539 |
| &nbsp;&nbsp;&nbsp; Recruit Holdings Co. Ltd. | 33800 | 1472664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santen Pharmaceutical Co. <br> Ltd.<br>| 24363 | 274094 |
| &nbsp;&nbsp;&nbsp; Seven & i Holdings Co. Ltd. | 39100 | 525881 |
| &nbsp;&nbsp;&nbsp; Shimizu Corp. | 28600 | 513116 |
| &nbsp;&nbsp;&nbsp; Socionext, Inc. | 12300 | 152719 |
| &nbsp;&nbsp;&nbsp; Sompo Holdings, Inc. | 14800 | 576138 |
| &nbsp;&nbsp;&nbsp; Sony Group Corp. | 37000 | 771181 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>| 11800 | 387988 |
| &nbsp;&nbsp; †Sumitomo Pharma Co. Ltd. | 26300 | 358796 |
| &nbsp;&nbsp;&nbsp; Suzuki Motor Corp. | 79800 | 972660 |

---

*LVIP BlackRock Global Allocation Fund–3*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; TDK Corp. | 16000 | $207844 |
| &nbsp;&nbsp;&nbsp; Toyota Tsusho Corp. | 8800 | 341059 |
|  |  | **33344140** |
| **Kazakhstan–0.05%** | **Kazakhstan–0.05%** | **Kazakhstan–0.05%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Halyk Savings Bank of <br> Kazakhstan JSC GDR<br>| 13175 | 409743 |
| &nbsp;&nbsp; †Kaspi.KZ JSC ADR | 4660 | 345166 |
| &nbsp;&nbsp;&nbsp;&nbsp; NAC Kazatomprom JSC <br> GDR<br>| 2630 | 207679 |
|  |  | **962588** |
| **Luxembourg–0.06%** | **Luxembourg–0.06%** | **Luxembourg–0.06%** |
| †=New Kleo Holdco | 36225 | 54432 |
| &nbsp;&nbsp;&nbsp; Tenaris SA | 41870 | 1223957 |
|  |  | **1278389** |
| **Macau–0.02%** | **Macau–0.02%** | **Macau–0.02%** |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd. | 436901 | 307515 |
|  |  | **307515** |
| **Mexico–0.28%** | **Mexico–0.28%** | **Mexico–0.28%** |
| &nbsp;&nbsp;&nbsp; America Movil SAB de CV | 330462 | 420199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de CV<br>| 4723 | 52345 |
| &nbsp;&nbsp;&nbsp; Fresnillo PLC | 34808 | 1542901 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Grupo Aeromexico SAB de <br> CV ADR<br>| 4161 | 58296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario del <br> Sureste SAB de CV <br> Class B<br>| 16310 | 550006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero Banorte <br> SAB de CV Class O<br>| 123256 | 1364804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Promotora y Operadora de <br> Infraestructura SAB de <br> CV<br>| 3931 | 63690 |
| &nbsp;&nbsp;&nbsp; Southern Copper Corp. | 3640 | 626299 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wal-Mart de Mexico SAB de <br> CV<br>| 317934 | 1036660 |
|  |  | **5715200** |
| **Netherlands–1.29%** | **Netherlands–1.29%** | **Netherlands–1.29%** |
| &nbsp;&nbsp;&nbsp; ASM International NV | 632 | 479026 |
| &nbsp;&nbsp;&nbsp; ASML Holding NV | 14192 | 18871897 |
| &nbsp;&nbsp;&nbsp; ING Groep NV | 170971 | 4437838 |
| &nbsp;&nbsp;&nbsp; Koninklijke Vopak NV | 1887 | 102134 |
| &nbsp;&nbsp;&nbsp; NXP Semiconductors NV | 4167 | 820316 |
| &nbsp;&nbsp;&nbsp; Universal Music Group NV | 49416 | 959205 |
| &nbsp;&nbsp;&nbsp; Wolters Kluwer NV | 3129 | 233699 |
|  |  | **25904115** |
| **Norway–0.03%** | **Norway–0.03%** | **Norway–0.03%** |
| &nbsp;&nbsp;&nbsp; Equinor ASA | 7102 | 302576 |
| &nbsp;&nbsp;&nbsp; Kongsberg Gruppen ASA | 2890 | 123191 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| &nbsp;&nbsp;&nbsp; Telenor ASA | 9468 | $166521 |
|  |  | **592288** |
| **Philippines–0.02%** | **Philippines–0.02%** | **Philippines–0.02%** |
| &nbsp;&nbsp;&nbsp; Ayala Corp. | 10350 | 86520 |
| &nbsp;&nbsp;&nbsp; Ayala Land, Inc. | 134600 | 35992 |
| &nbsp;&nbsp; †Bloomberry Resorts Corp. | 100 | 3 |
| &nbsp;&nbsp;&nbsp; DigiPlus Interactive Corp. | 344010 | 90490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank & Trust <br> Co.<br>| 78460 | 82012 |
|  |  | **295017** |
| **Poland–0.08%** | **Poland–0.08%** | **Poland–0.08%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Polska Kasa Opieki <br> SA<br>| 7458 | 441916 |
| &nbsp;&nbsp;&nbsp; LPP SA | 47 | 284982 |
| &nbsp;&nbsp;&nbsp;&nbsp; Powszechna Kasa <br> Oszczednosci Bank Polski <br> SA<br>| 11488 | 271737 |
| &nbsp;&nbsp;&nbsp;&nbsp; Powszechny Zaklad <br> Ubezpieczen SA<br>| 36474 | 634902 |
|  |  | **1633537** |
| **Puerto Rico–0.02%** | **Puerto Rico–0.02%** | **Puerto Rico–0.02%** |
| &nbsp;&nbsp;&nbsp; Popular, Inc. | 2405 | 322679 |
|  |  | **322679** |
| **Republic of Korea–0.91%** | **Republic of Korea–0.91%** | **Republic of Korea–0.91%** |
| &nbsp;&nbsp; †Doosan Enerbility Co. Ltd. | 2439 | 153262 |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 10074 | 169874 |
| &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 1941 | 621741 |
| &nbsp;&nbsp;&nbsp;&nbsp; HD Korea Shipbuilding & <br> Offshore Engineering Co. <br> Ltd.<br>| 1889 | 437808 |
| &nbsp;&nbsp;&nbsp; Hyundai Motor Co. | 387 | 119219 |
| &nbsp;&nbsp;&nbsp; Hyundai Rotem Co. Ltd. | 2730 | 314375 |
| &nbsp;&nbsp;&nbsp; Kia Corp. | 1537 | 151750 |
| &nbsp;&nbsp;&nbsp; Krafton, Inc. | 2633 | 450130 |
| &nbsp;&nbsp;&nbsp; KT&G Corp. | 5461 | 587236 |
| &nbsp;&nbsp;&nbsp; Misto Holdings Corp. | 2328 | 64369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics Co. <br> Ltd.<br>| 94611 | 11065825 |
| &nbsp;&nbsp;&nbsp; SK Hynix, Inc. | 7262 | 4120203 |
|  |  | **18255792** |
| **Saudi Arabia–0.08%** | **Saudi Arabia–0.08%** | **Saudi Arabia–0.08%** |
| &nbsp;&nbsp;&nbsp; Ades Holding Co. | 41517 | 199918 |
| &nbsp;&nbsp;&nbsp; Al Rajhi Bank | 11669 | 332645 |
| &nbsp;&nbsp;&nbsp; Etihad Etisalat Co. | 26474 | 461037 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Rasan Information <br> Technology Co.<br>| 11693 | 424311 |
| &nbsp;&nbsp;&nbsp; Saudi National Bank | 6853 | 77362 |

---

*LVIP BlackRock Global Allocation Fund–4*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Saudi Arabia (continued)** | **Saudi Arabia (continued)** | **Saudi Arabia (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Yanbu National <br> Petrochemical Co.<br>| 18517 | $173855 |
|  |  | **1669128** |
| **Singapore–0.01%** | **Singapore–0.01%** | **Singapore–0.01%** |
| &nbsp;&nbsp;&nbsp; UOL Group Ltd. | 22394 | 170037 |
|  |  | **170037** |
| **South Africa–0.14%** | **South Africa–0.14%** | **South Africa–0.14%** |
| &nbsp;&nbsp;&nbsp;&nbsp; †Channel Vas Investments <br> Ltd.<br>| 114053 | 132176 |
| &nbsp;&nbsp;&nbsp; FirstRand Ltd. | 158628 | 812066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining Co. <br> Ltd.<br>| 20190 | 308440 |
| &nbsp;&nbsp;&nbsp; Kumba Iron Ore Ltd. | 7185 | 135583 |
| &nbsp;&nbsp;&nbsp; Mr. Price Group Ltd. | 25087 | 227382 |
| &nbsp;&nbsp;&nbsp; Valterra Platinum Ltd. | 5897 | 495689 |
| &nbsp;&nbsp;&nbsp; Vodacom Group Ltd. | 83842 | 715082 |
|  |  | **2826418** |
| **Spain–0.27%** | **Spain–0.27%** | **Spain–0.27%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA<br>| 67659 | 1461405 |
| &nbsp;&nbsp;&nbsp; Banco de Sabadell SA | 180880 | 647965 |
| &nbsp;&nbsp;&nbsp; Bankinter SA | 51384 | 813788 |
| &nbsp;&nbsp;&nbsp; CaixaBank SA | 83642 | 1002671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno Textil <br> SA<br>| 3978 | 231555 |
| &nbsp;&nbsp;&nbsp; Naturgy Energy Group SA | 7649 | 228984 |
| &nbsp;&nbsp;&nbsp; Repsol SA | 39375 | 1108346 |
|  |  | **5494714** |
| **Sweden–0.15%** | **Sweden–0.15%** | **Sweden–0.15%** |
| &nbsp;&nbsp;&nbsp; Atlas Copco AB Class A | 70976 | 1252501 |
| &nbsp;&nbsp;&nbsp; Industrivarden AB Class A | 3582 | 178406 |
| &nbsp;&nbsp; †Spotify Technology SA | 1011 | 490244 |
| &nbsp;&nbsp;&nbsp; SSAB AB Class A | 6180 | 48763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson Class B<br>| 85796 | 978094 |
| †=πVoltage, Inc. | 1948 | 0 |
|  |  | **2948008** |
| **Switzerland–0.70%** | **Switzerland–0.70%** | **Switzerland–0.70%** |
| &nbsp;&nbsp;&nbsp; ABB Ltd. | 3640 | 295961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont <br> SA Class A<br>| 3166 | 559008 |
| &nbsp;&nbsp;&nbsp; Galderma Group AG | 8828 | 1734999 |
| &nbsp;&nbsp;&nbsp; Garmin Ltd. | 4359 | 1011332 |
| &nbsp;&nbsp;&nbsp; Holcim AG | 5420 | 448028 |
| &nbsp;&nbsp;&nbsp; Julius Baer Group Ltd. | 10869 | 799458 |
| &nbsp;&nbsp;&nbsp; Nestle SA | 4024 | 394718 |
| &nbsp;&nbsp;&nbsp; Novartis AG | 6967 | 1069395 |
| &nbsp;&nbsp;&nbsp;&nbsp; Partners Group Holding <br> AG<br>| 1619 | 1745024 |
| &nbsp;&nbsp;&nbsp; Roche Holding AG | 8322 | 3321234 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| &nbsp;&nbsp;&nbsp; Straumann Holding AG | 3016 | $315543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance Group <br> AG<br>| 3463 | 2447712 |
|  |  | **14142412** |
| **Taiwan–1.78%** | **Taiwan–1.78%** | **Taiwan–1.78%** |
| &nbsp;&nbsp;&nbsp; Accton Technology Corp. | 11000 | 542709 |
| &nbsp;&nbsp;&nbsp; Airtac International Group | 12000 | 382205 |
| &nbsp;&nbsp;&nbsp;&nbsp; ASE Technology Holding <br> Co. Ltd.<br>| 13000 | 143080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asia Vital Components Co. <br> Ltd.<br>| 2000 | 132099 |
| &nbsp;&nbsp;&nbsp; Delta Electronics, Inc. | 10000 | 450904 |
| &nbsp;&nbsp;&nbsp; Elite Material Co. Ltd. | 4000 | 341386 |
| &nbsp;&nbsp;&nbsp; eMemory Technology, Inc. | 4000 | 340584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic Optical <br> Co. Ltd.<br>| 19685 | 275417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gold Circuit Electronics <br> Ltd.<br>| 5000 | 140989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision Industry <br> Co. Ltd.<br>| 49000 | 299525 |
| &nbsp;&nbsp;&nbsp; Hon Precision, Inc. | 7000 | 774523 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Games <br> System Co. Ltd.<br>| 8000 | 191096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nan Ya Printed Circuit <br> Board Corp.<br>| 19000 | 327679 |
| &nbsp;&nbsp; †Nanya Technology Corp. | 37000 | 246625 |
| &nbsp;&nbsp;&nbsp; Phison Electronics Corp. | 4000 | 198938 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. Ltd.<br>| 517000 | 29900449 |
| &nbsp;&nbsp;&nbsp;&nbsp; TS Financial Holding Co. <br> Ltd.<br>| 215000 | 158141 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Microelectronics <br> Corp.<br>| 261000 | 467869 |
| &nbsp;&nbsp;&nbsp; Winbond Electronics Corp. | 215000 | 652780 |
|  |  | **35966998** |
| **Thailand–0.04%** | **Thailand–0.04%** | **Thailand–0.04%** |
| &nbsp;&nbsp;&nbsp; CP ALL PCL | 203200 | 283374 |
| &nbsp;&nbsp;&nbsp; Krungthai Card PCL | 378000 | 346148 |
| &nbsp;&nbsp;&nbsp; True Corp. PCL NVDR | 243400 | 107101 |
|  |  | **736623** |
| **Turkey–0.07%** | **Turkey–0.07%** | **Turkey–0.07%** |
| &nbsp;&nbsp;&nbsp; Akbank TAS | 447834 | 668422 |
| &nbsp;&nbsp;&nbsp; KOC Holding AS | 87485 | 385355 |
| &nbsp;&nbsp; †MLP Saglik Hizmetleri AS | 16417 | 158567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Is Bankasi AS <br> Class C<br>| 948455 | 281270 |
|  |  | **1493614** |
| **United Arab Emirates–0.07%** | **United Arab Emirates–0.07%** | **United Arab Emirates–0.07%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Commercial <br> Bank PJSC<br>| 29411 | 100415 |
| &nbsp;&nbsp;&nbsp; Air Arabia PJSC | 150061 | 166267 |

---

*LVIP BlackRock Global Allocation Fund–5*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United Arab Emirates (continued)** | **United Arab Emirates (continued)** | **United Arab Emirates (continued)** |
| &nbsp;&nbsp; †Aldar Properties PJSC | 63053 | $136284 |
| &nbsp;&nbsp;&nbsp; Borouge PLC | 176865 | 125187 |
| &nbsp;&nbsp;&nbsp; Emaar Development PJSC | 26280 | 99480 |
| &nbsp;&nbsp;&nbsp; Emaar Properties PJSC | 160759 | 526074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Emirates Integrated <br> Telecommunications Co. <br> PJSC<br>| 58754 | 161468 |
| †=NMC Health PLC | 123425 | 0 |
|  |  | **1315175** |
| **United Kingdom–3.02%** | **United Kingdom–3.02%** | **United Kingdom–3.02%** |
| &nbsp;&nbsp;&nbsp; Anglo American PLC | 9926 | 426179 |
| &nbsp;&nbsp;&nbsp; AstraZeneca PLC | 27162 | 5311256 |
| &nbsp;&nbsp;&nbsp; BAE Systems PLC | 293055 | 8591934 |
| &nbsp;&nbsp;&nbsp; BP PLC | 202597 | 1585687 |
| &nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco <br> PLC<br>| 106060 | 6157716 |
| &nbsp;&nbsp;&nbsp; British Land Co. PLC | 36761 | 173893 |
| &nbsp;&nbsp;&nbsp; Bunzl PLC | 16773 | 504958 |
| &nbsp;&nbsp;&nbsp; Compass Group PLC | 124820 | 3482592 |
| &nbsp;&nbsp;&nbsp; Convatec Group PLC | 64922 | 187263 |
| &nbsp;&nbsp;&nbsp; Diploma PLC | 8287 | 661651 |
| &nbsp;&nbsp; †Genius Sports Ltd. | 51601 | 228592 |
| &nbsp;&nbsp;&nbsp; GSK PLC | 41670 | 1147820 |
| &nbsp;&nbsp;&nbsp; Haleon PLC | 97065 | 480374 |
| &nbsp;&nbsp;&nbsp; Imperial Brands PLC | 14031 | 568926 |
| &nbsp;&nbsp;&nbsp; Intertek Group PLC | 10906 | 530675 |
| &nbsp;&nbsp;&nbsp; J Sainsbury PLC | 220576 | 989726 |
| &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC | 382919 | 474603 |
| &nbsp;&nbsp;&nbsp;&nbsp; London Stock Exchange <br> Group PLC<br>| 2120 | 250346 |
| &nbsp;&nbsp;&nbsp; National Grid PLC | 556296 | 9390331 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC | 185393 | 1373381 |
| &nbsp;&nbsp;&nbsp; RELX PLC | 100637 | 3297105 |
| &nbsp;&nbsp;&nbsp; Rolls-Royce Holdings PLC | 398325 | 6051523 |
| &nbsp;&nbsp;&nbsp; Shell PLC | 179408 | 8389313 |
| &nbsp;&nbsp;&nbsp; St. James's Place PLC | 40847 | 644510 |
|  |  | **60900354** |
| **United States–41.38%** | **United States–41.38%** | **United States–41.38%** |
| &nbsp;&nbsp;&nbsp; 3M Co. | 5398 | 783952 |
| &nbsp;&nbsp;&nbsp; Abbott Laboratories | 21455 | 2202785 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 21140 | 4597739 |
| &nbsp;&nbsp; †Adobe, Inc. | 1910 | 464283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage <br> Systems, Inc.<br>| 2258 | 309640 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Advanced Micro Devices, <br> Inc.<br>| 10394 | 2114451 |
| &nbsp;&nbsp;&nbsp; AES Corp. | 21598 | 304316 |
| &nbsp;&nbsp;&nbsp; Agilent Technologies, Inc. | 12037 | 1371977 |
| &nbsp;&nbsp; †Airbnb, Inc. Class A | 14512 | 1832575 |
| &nbsp;&nbsp; †Akamai Technologies, Inc. | 3577 | 410818 |
| &nbsp;&nbsp;&nbsp; Albemarle Corp. | 3210 | 576291 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc. Class C | 153188 | 43943510 |
| &nbsp;&nbsp;&nbsp; Altria Group, Inc. | 24481 | 1615501 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; †Amazon.com, Inc. | 129767 | $27026573 |
| &nbsp;&nbsp;&nbsp;&nbsp; †AMC Networks, Inc. <br> Class A<br>| 10929 | 74208 |
| &nbsp;&nbsp;&nbsp; Ameren Corp. | 1720 | 189062 |
| &nbsp;&nbsp;&nbsp; Amphenol Corp. Class A | 23461 | 2964297 |
| &nbsp;&nbsp;&nbsp; Analog Devices, Inc. | 587 | 186748 |
| &nbsp;&nbsp; †Antero Resources Corp. | 27770 | 1178559 |
| &nbsp;&nbsp;&nbsp; APA Corp. | 80403 | 3412303 |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 141637 | 35946054 |
| &nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 1817 | 621032 |
| &nbsp;&nbsp; †AppLovin Corp. Class A | 2441 | 971518 |
| &nbsp;&nbsp; †Arista Networks, Inc. | 13444 | 1650654 |
| &nbsp;&nbsp; †Autodesk, Inc. | 3621 | 866867 |
| &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data Processing, <br> Inc.<br>| 3753 | 762535 |
| &nbsp;&nbsp; †AutoZone, Inc. | 627 | 2117868 |
| &nbsp;&nbsp; †Avaya Holdings Corp. | 121 | 1797 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. | 161176 | 7857330 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Berkshire Hathaway, Inc. <br> Class B<br>| 835 | 400132 |
| &nbsp;&nbsp;&nbsp; Best Buy Co., Inc. | 2715 | 174303 |
| &nbsp;&nbsp; †Biogen, Inc. | 1038 | 190297 |
| &nbsp;&nbsp;&nbsp; Blackstone, Inc. | 3594 | 413274 |
| &nbsp;&nbsp; †Block, Inc. | 3590 | 216046 |
| &nbsp;&nbsp; †Boeing Co. | 47172 | 9388643 |
| &nbsp;&nbsp;&nbsp; Booking Holdings, Inc. | 869 | 3658768 |
| &nbsp;&nbsp; †Boston Scientific Corp. | 97047 | 6089699 |
| &nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 23066 | 1398953 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 73061 | 22613110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| 12981 | 2109153 |
| &nbsp;&nbsp; †Builders FirstSource, Inc. | 3218 | 264938 |
| &nbsp;&nbsp; †Burlington Stores, Inc. | 1279 | 416161 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Cadence Design Systems, <br> Inc.<br>| 11562 | 3212733 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Caesars Entertainment, <br> Inc.<br>| 10015 | 264696 |
| &nbsp;&nbsp;&nbsp; Cardinal Health, Inc. | 745 | 157426 |
| †=Caresyntax, Inc. | 2497 | 0 |
| &nbsp;&nbsp;&nbsp; Carrier Global Corp. | 6421 | 361567 |
| &nbsp;&nbsp; †Carvana Co. | 1204 | 378514 |
| &nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 4933 | 3494833 |
| &nbsp;&nbsp;&nbsp; Century Communities, Inc. | 6492 | 372511 |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, <br> Inc.<br>| 1882 | 244359 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Charter Communications, <br> Inc. Class A<br>| 3503 | 756228 |
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. | 6723 | 1907718 |
| &nbsp;&nbsp; †Ciena Corp. | 2284 | 886717 |
| &nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | 91731 | 7117408 |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. | 91811 | 10412286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, <br> Inc.<br>| 50843 | 3049055 |
| &nbsp;&nbsp; †Clean Harbors, Inc. | 1201 | 344363 |

---

*LVIP BlackRock Global Allocation Fund–6*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; †Coinbase Global, Inc. <br> Class A<br>| 2101 | $366856 |
| &nbsp;&nbsp;&nbsp; Comfort Systems USA, Inc. | 198 | 273040 |
| &nbsp;&nbsp;&nbsp; Conagra Brands, Inc. | 26777 | 420934 |
| &nbsp;&nbsp; †Cooper Cos., Inc. | 7243 | 517875 |
| &nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 13758 | 13708884 |
| &nbsp;&nbsp;&nbsp; CRH PLC | 42984 | 4518478 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Crowdstrike Holdings, Inc. <br> Class A<br>| 2358 | 920587 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=πCrown PropTech <br> Acquisitions<br>| 9077 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=Crown PropTech <br> Acquisitions Class A<br>| 8069 | 95537 |
| &nbsp;&nbsp;&nbsp; CSX Corp. | 127100 | 5217455 |
| &nbsp;&nbsp;&nbsp; Darden Restaurants, Inc. | 4606 | 902960 |
| &nbsp;&nbsp; †Datadog, Inc. Class A | 31382 | 3704645 |
| &nbsp;&nbsp; †Deckers Outdoor Corp. | 14860 | 1487337 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | 77094 | 5125209 |
| &nbsp;&nbsp;&nbsp; Devon Energy Corp. | 26744 | 1345758 |
| &nbsp;&nbsp;&nbsp; Dick's Sporting Goods, Inc. | 1030 | 204239 |
| &nbsp;&nbsp;&nbsp; Digital Realty Trust, Inc. | 11164 | 2011864 |
| &nbsp;&nbsp;&nbsp; Dollar General Corp. | 14435 | 1713868 |
| &nbsp;&nbsp; †DoorDash, Inc. Class A | 2406 | 361261 |
| &nbsp;&nbsp;&nbsp; Dow, Inc. | 16995 | 707842 |
| &nbsp;&nbsp;&nbsp; DR Horton, Inc. | 31710 | 4351246 |
| &nbsp;&nbsp;&nbsp; Eaton Corp. PLC | 6188 | 2213262 |
| &nbsp;&nbsp;&nbsp; eBay, Inc. | 18673 | 1699616 |
| &nbsp;&nbsp; †EchoStar Corp. Class A | 10828 | 1267634 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Edwards Lifesciences <br> Corp.<br>| 42206 | 3379856 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 21092 | 19399789 |
| &nbsp;&nbsp;&nbsp; EMCOR Group, Inc. | 589 | 434865 |
| &nbsp;&nbsp;&nbsp; Emerson Electric Co. | 9705 | 1271549 |
| &nbsp;&nbsp;&nbsp; EOG Resources, Inc. | 3442 | 497610 |
| †=πEpic Games, Inc. | 3175 | 1602169 |
| &nbsp;&nbsp;&nbsp; EQT Corp. | 70145 | 4464028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc. <br> Class A<br>| 10038 | 720427 |
| †=πExo, Inc. | 1035 | 383 |
| &nbsp;&nbsp;&nbsp; Exxon Mobil Corp. | 77557 | 13158321 |
| &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research Systems, <br> Inc.<br>| 5872 | 1274165 |
| &nbsp;&nbsp; †Fair Isaac Corp. | 580 | 619173 |
| †=πFanatics Holdings, Inc. | 37931 | 3318963 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=πFarmers Business Network, <br> Inc.<br>| 24139 | 23656 |
| &nbsp;&nbsp;&nbsp; Fastenal Co. | 33087 | 1535237 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp | 152972 | 7107079 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Citizens BancShares, <br> Inc. Class A<br>| 386 | 727479 |
| &nbsp;&nbsp;&nbsp; First Horizon Corp. | 21163 | 481670 |
| &nbsp;&nbsp; †First Solar, Inc. | 4900 | 966574 |
| &nbsp;&nbsp;&nbsp; Flagstar Bank NA | 69920 | 920846 |
| &nbsp;&nbsp;&nbsp; Ford Motor Co. | 206511 | 2383137 |
| &nbsp;&nbsp; †Fortinet, Inc. | 1368 | 111793 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Franklin Resources, Inc. | 19745 | $466377 |
| &nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 152302 | 8952312 |
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | 7548 | 6588649 |
| &nbsp;&nbsp;&nbsp; General Electric Co. | 37350 | 10598809 |
| &nbsp;&nbsp;&nbsp; General Motors Co. | 4913 | 366019 |
| &nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | 19455 | 2711443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.<br>| 6243 | 5281516 |
| †=πGrand Rounds, Inc. | 1035048 | 745235 |
| &nbsp;&nbsp;&nbsp; Halliburton Co. | 13972 | 544768 |
| &nbsp;&nbsp;&nbsp; Hasbro, Inc. | 6229 | 583034 |
| &nbsp;&nbsp;&nbsp; Hershey Co. | 2291 | 476276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings, <br> Inc.<br>| 18296 | 5563448 |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | 27640 | 9090520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.<br>| 14158 | 3200133 |
| &nbsp;&nbsp;&nbsp; Host Hotels & Resorts, Inc. | 36789 | 704877 |
| &nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. | 14426 | 3324616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, <br> Inc.<br>| 57204 | 895243 |
| &nbsp;&nbsp; †iHeartMedia, Inc. Class A | 721 | 2105 |
| &nbsp;&nbsp;&nbsp; Illinois Tool Works, Inc. | 8085 | 2104445 |
| &nbsp;&nbsp; †Incyte Corp. | 8551 | 804820 |
| &nbsp;&nbsp; †Insulet Corp. | 1223 | 256634 |
| &nbsp;&nbsp; †Intel Corp. | 43222 | 1907387 |
| &nbsp;&nbsp;&nbsp; Intuit, Inc. | 7124 | 3080275 |
| &nbsp;&nbsp; †Intuitive Surgical, Inc. | 14546 | 6705561 |
| &nbsp;&nbsp;&nbsp; Invesco Ltd. | 20432 | 496293 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Ionis Pharmaceuticals, <br> Inc.<br>| 1365 | 102498 |
| &nbsp;&nbsp;&nbsp; J.M. Smucker Co. | 6589 | 635443 |
| &nbsp;&nbsp;&nbsp; Jabil, Inc. | 1937 | 514525 |
| &nbsp;&nbsp;&nbsp; Jacobs Solutions, Inc. | 3836 | 488246 |
| †=πJawbone, Inc. | 32637 | 0 |
| &nbsp;&nbsp;&nbsp; Johnson & Johnson | 42488 | 10385767 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | 40532 | 11922893 |
| &nbsp;&nbsp;&nbsp; KB Home | 3660 | 189405 |
| &nbsp;&nbsp;&nbsp; Kenvue, Inc. | 35950 | 619778 |
| &nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc. | 107524 | 2831107 |
| &nbsp;&nbsp;&nbsp; KLA Corp. | 1758 | 2588497 |
| &nbsp;&nbsp;&nbsp; Lam Research Corp. | 40219 | 8593192 |
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp. | 9011 | 485513 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Live Nation Entertainment, <br> Inc.<br>| 36069 | 5500883 |
| &nbsp;&nbsp;&nbsp; Lockheed Martin Corp. | 2637 | 1593776 |
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 338 | 79863 |
| &nbsp;&nbsp;&nbsp; Marathon Petroleum Corp. | 5298 | 1293666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marriott International, Inc. <br> Class A<br>| 503 | 164516 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., <br> Inc.<br>| 32713 | 5674070 |
| &nbsp;&nbsp; †MasTec, Inc. | 1088 | 350053 |
| &nbsp;&nbsp;&nbsp; Mastercard, Inc. Class A | 13597 | 6793877 |
| &nbsp;&nbsp;&nbsp; McDonald's Corp. | 24580 | 7639218 |

---

*LVIP BlackRock Global Allocation Fund–7*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; McKesson Corp. | 9979 | $8635427 |
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 41666 | 5012003 |
| &nbsp;&nbsp;&nbsp; Meritage Homes Corp. | 5121 | 316683 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc. <br> Class A<br>| 31272 | 17891649 |
| &nbsp;&nbsp;&nbsp; MetLife, Inc. | 16530 | 1169002 |
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 34248 | 11570344 |
| &nbsp;&nbsp;&nbsp; Microsoft Corp. | 75207 | 27839375 |
| &nbsp;&nbsp; †Moderna, Inc. | 26974 | 1370279 |
| &nbsp;&nbsp; †MongoDB, Inc. | 6997 | 1712656 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monolithic Power Systems, <br> Inc.<br>| 746 | 815639 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions, Inc. | 1030 | 446989 |
| &nbsp;&nbsp; †MP Materials Corp. | 10720 | 517347 |
| &nbsp;&nbsp;&nbsp; Mueller Industries, Inc. | 2639 | 292401 |
| =πMythic AI, Inc. | 685 | 0 |
| &nbsp;&nbsp;&nbsp; NetApp, Inc. | 6798 | 696047 |
| &nbsp;&nbsp; †Netflix, Inc. | 67289 | 6469837 |
| &nbsp;&nbsp;&nbsp; NextEra Energy, Inc. | 97292 | 9036481 |
| &nbsp;&nbsp;&nbsp; Northern Trust Corp. | 1678 | 234198 |
| &nbsp;&nbsp;&nbsp; NRG Energy, Inc. | 5030 | 735084 |
| &nbsp;&nbsp;&nbsp; Nucor Corp. | 3225 | 545348 |
| &nbsp;&nbsp; †Nuvalent, Inc. Class A | 1534 | 157158 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | 273327 | 47668229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Occidental Petroleum <br> Corp.<br>| 28988 | 1884220 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 24195 | 3559326 |
| &nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 36811 | 2837392 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Palantir Technologies, Inc. <br> Class A<br>| 32281 | 4722065 |
| &nbsp;&nbsp; †Palladyne AI Corp. | 2338 | 14192 |
| &nbsp;&nbsp; †Palo Alto Networks, Inc. | 1177 | 188697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paramount Skydance Corp. <br> Class B<br>| 4180 | 37704 |
| &nbsp;&nbsp;&nbsp; Parker-Hannifin Corp. | 6427 | 5753707 |
| &nbsp;&nbsp;&nbsp; PBF Energy, Inc. Class A | 7651 | 364341 |
| &nbsp;&nbsp;&nbsp; PepsiCo, Inc. | 27013 | 4194849 |
| &nbsp;&nbsp;&nbsp; Pfizer, Inc. | 77341 | 2171735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc.<br>| 32688 | 5404634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle West Capital <br> Corp.<br>| 11937 | 1202653 |
| &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services <br> Group, Inc.<br>| 4615 | 960335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc.<br>| 5063 | 456227 |
| &nbsp;&nbsp;&nbsp; Procter & Gamble Co. | 14196 | 2050470 |
| &nbsp;&nbsp;&nbsp; Progressive Corp. | 35541 | 7045648 |
| &nbsp;&nbsp;&nbsp; Prologis, Inc. | 17357 | 2294248 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Protagonist Therapeutics, <br> Inc.<br>| 1093 | 115202 |
| &nbsp;&nbsp;&nbsp; Prudential Financial, Inc. | 22316 | 2180050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qnity Electronics, Inc. <br> Class W/I<br>| 3537 | 408099 |
| &nbsp;&nbsp; †QXO, Inc. | 8201 | 159263 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Ralph Lauren Corp. | 2389 | $821792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Raymond James Financial, <br> Inc.<br>| 914 | 132338 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, Inc.<br>| 1577 | 1218453 |
| †=πRelativity Space, Inc. | 406 | 418 |
| &nbsp;&nbsp;&nbsp; Republic Services, Inc. | 1549 | 339262 |
| &nbsp;&nbsp;&nbsp; ResMed, Inc. | 1350 | 303048 |
| &nbsp;&nbsp; †RH | 961 | 134367 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Rivian Automotive, Inc. <br> Class A<br>| 5648 | 85002 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Robinhood Markets, Inc. <br> Class A<br>| 7739 | 536313 |
| &nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | 7976 | 2862427 |
| &nbsp;&nbsp;&nbsp; Ross Stores, Inc. | 686 | 148608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean Cruises <br> Ltd.<br>| 681 | 187398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC <br> Class A<br>| 4420 | 212027 |
| †=πRSA Security LLC | 2860 | 0 |
| &nbsp;&nbsp;&nbsp; RTX Corp. | 612 | 118055 |
| &nbsp;&nbsp;&nbsp; S&P Global, Inc. | 5780 | 2458465 |
| †=πSalt Pay Co. Ltd. | 331 | 74905 |
| &nbsp;&nbsp;&nbsp;&nbsp; SBA Communications <br> Corp.<br>| 1174 | 202057 |
| &nbsp;&nbsp; †ServiceNow, Inc. | 32643 | 3412826 |
| &nbsp;&nbsp; †ServiceTitan, Inc. Class A | 35878 | 2276818 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Six Flags Entertainment <br> Corp.<br>| 11921 | 211598 |
| &nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | 33370 | 1786964 |
| &nbsp;&nbsp;&nbsp; SLB Ltd. | 7571 | 389074 |
| &nbsp;&nbsp;&nbsp; SM Energy Co. | 18763 | 585030 |
| †=πSnorkel AI, Inc. | 4461 | 32431 |
| &nbsp;&nbsp; †Snowflake, Inc. Class A | 3588 | 541142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc. <br> Class A<br>| 5152 | 291140 |
| †=Source Global PBC | 8696 | 696 |
| &nbsp;&nbsp;&nbsp; Southern Co. | 7126 | 687802 |
| &nbsp;&nbsp;&nbsp; Southwest Airlines Co. | 4707 | 176842 |
| &nbsp;&nbsp;&nbsp; Starbucks Corp. | 2610 | 233830 |
| &nbsp;&nbsp; †Starz Entertainment Corp. | 3456 | 39744 |
| &nbsp;&nbsp;&nbsp; STERIS PLC | 874 | 193268 |
| &nbsp;&nbsp;&nbsp; Stryker Corp. | 30261 | 9943462 |
| &nbsp;&nbsp;&nbsp; Synchrony Financial | 13859 | 942689 |
| &nbsp;&nbsp; †Synopsys, Inc. | 1706 | 676395 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Take-Two Interactive <br> Software, Inc.<br>| 4353 | 859718 |
| &nbsp;&nbsp;&nbsp; Tapestry, Inc. | 15146 | 2137252 |
| &nbsp;&nbsp;&nbsp; Targa Resources Corp. | 13598 | 3409427 |
| &nbsp;&nbsp;&nbsp; TD SYNNEX Corp. | 2351 | 396637 |
| &nbsp;&nbsp; †Tesla, Inc. | 35053 | 13030953 |
| &nbsp;&nbsp;&nbsp; Textron, Inc. | 6095 | 533678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, <br> Inc.<br>| 10628 | 5223981 |

---

*LVIP BlackRock Global Allocation Fund–8*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; TJX Cos., Inc. | 60672 | $9689318 |
| &nbsp;&nbsp;&nbsp; Toll Brothers, Inc. | 4554 | 621484 |
| &nbsp;&nbsp; †TopBuild Corp. | 559 | 196377 |
| &nbsp;&nbsp;&nbsp; TransDigm Group, Inc. | 2118 | 2454677 |
| &nbsp;&nbsp;&nbsp; Travelers Cos., Inc. | 3881 | 1132010 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp. | 3996 | 183696 |
| &nbsp;&nbsp; †Tyler Technologies, Inc. | 2605 | 891900 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp | 11069 | 575699 |
| &nbsp;&nbsp; †Uber Technologies, Inc. | 26032 | 1872482 |
| &nbsp;&nbsp; †Ulta Beauty, Inc. | 2263 | 1182893 |
| &nbsp;&nbsp;&nbsp; Union Pacific Corp. | 17922 | 4348236 |
| &nbsp;&nbsp;&nbsp;&nbsp; †United Airlines Holdings, <br> Inc.<br>| 19676 | 1811569 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 10199 | 2759747 |
| &nbsp;&nbsp; †USA Rare Earth, Inc. | 18237 | 276017 |
| &nbsp;&nbsp;&nbsp; Valero Energy Corp. | 15838 | 3913253 |
| &nbsp;&nbsp;&nbsp; Ventas, Inc. | 19778 | 1617445 |
| &nbsp;&nbsp;&nbsp; Veralto Corp. | 13234 | 1170150 |
| †=πVerger Capital Fund LLC | 108057 | 17289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc.<br>| 73756 | 3702551 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Vertex Pharmaceuticals, <br> Inc.<br>| 6828 | 3048975 |
| &nbsp;&nbsp;&nbsp; Vertiv Holdings Co. Class A | 17616 | 4414217 |
| &nbsp;&nbsp;&nbsp; Viatris, Inc. | 116383 | 1572334 |
| &nbsp;&nbsp;&nbsp; VICI Properties, Inc. | 76472 | 2089215 |
| &nbsp;&nbsp;&nbsp; Visa, Inc. Class A | 4281 | 1293889 |
| &nbsp;&nbsp; †Vistance Networks, Inc. | 23523 | 428119 |
| &nbsp;&nbsp;&nbsp; Vistra Corp. | 26227 | 3942705 |
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | 119784 | 14886756 |
| &nbsp;&nbsp;&nbsp; Walt Disney Co. | 95886 | 9241493 |
| &nbsp;&nbsp;&nbsp; Waste Management, Inc. | 2877 | 661106 |
| &nbsp;&nbsp; †Wealthfront Corp. | 23711 | 219327 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. | 91991 | 7323404 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc.<br>| 557 | 139606 |
| &nbsp;&nbsp;&nbsp; Weyerhaeuser Co. | 12364 | 302053 |
| &nbsp;&nbsp;&nbsp; Williams Cos., Inc. | 110399 | 8034839 |
| &nbsp;&nbsp; †Wolfspeed, Inc. | 1191 | 19437 |
| &nbsp;&nbsp;&nbsp; Wynn Resorts Ltd. | 3639 | 369540 |
| &nbsp;&nbsp;&nbsp; Zoetis, Inc. | 6211 | 734202 |
|  |  | **834205446** |
| **Uruguay–0.02%** | **Uruguay–0.02%** | **Uruguay–0.02%** |
| &nbsp;&nbsp; †MercadoLibre, Inc. | 236 | 408049 |
|  |  | **408049** |
| **Total Common Stock** <br>**(Cost $899,790,392)** | **Total Common Stock** <br>**(Cost $899,790,392)** | **1233026497** |
| **ΔCONVERTIBLE PREFERRED STOCKS–0.76%** | **ΔCONVERTIBLE PREFERRED STOCKS–0.76%** | **ΔCONVERTIBLE PREFERRED STOCKS–0.76%** |
| **United States–0.76%** | **United States–0.76%** | **United States–0.76%** |
| †=πDatabricks, Inc. Series F | 60501 | 11495190 |
| †=πDatabricks, Inc. Series G | 16533 | 3141270 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCONVERTIBLE PREFERRED STOCKS (continued)** | **ΔCONVERTIBLE PREFERRED STOCKS (continued)** | **ΔCONVERTIBLE PREFERRED STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. Series L <br> Class A<br>| 617 | $712635 |
| **Total Convertible Preferred Stocks** <br>**(Cost $5,498,082)** | **Total Convertible Preferred Stocks** <br>**(Cost $5,498,082)** | **15349095** |
| **ΔPREFERRED STOCKS–0.80%** | **ΔPREFERRED STOCKS–0.80%** | **ΔPREFERRED STOCKS–0.80%** |
| **United Kingdom–0.01%** | **United Kingdom–0.01%** | **United Kingdom–0.01%** |
| &nbsp;&nbsp;&nbsp; †=π10X Future Technologies <br> Services Ltd. Series D<br>| 46779 | 163460 |
|  |  | **163460** |
| **United States–0.79%** | **United States–0.79%** | **United States–0.79%** |
| &nbsp;&nbsp;&nbsp; †=πBreeze Aviation Group, Inc. <br> Series B<br>| 1998 | 245994 |
| †=πBytedance Ltd. Series E1 | 23481 | 6786713 |
| &nbsp;&nbsp;&nbsp; •Citigroup Capital XIII <br> 10.30% (3 mo. USD Term <br> SOFR + 6.63%) 10/30/40<br>| 51122 | 1500431 |
| &nbsp;&nbsp;&nbsp; †Cohesity Global, Inc. Series <br> G 1<br>| 2783 | 54964 |
| &nbsp;&nbsp;&nbsp; †Cohesity Global, Inc. Series <br> G<br>| 4028 | 79553 |
| †=πDream Finders Homes, Inc. | 2409 | 2387921 |
| †=πExo, Inc. Series D | 48140 | 35624 |
| &nbsp;&nbsp;&nbsp; †=πJumpcloud, Inc. Series E1 <br> Series E-1<br>| 491634 | 899690 |
| &nbsp;&nbsp;&nbsp; †=πJumpcloud, Inc. Series F <br> Series F<br>| 32336 | 78900 |
| †=Lessen Holdings, Inc. | 53911 | 0 |
| &nbsp;&nbsp;&nbsp; †=πLoadsmart, Inc. Series C <br> Series C<br>| 96249 | 617919 |
| &nbsp;&nbsp;&nbsp; †=πLoadsmart, Inc. Series D <br> Series D<br>| 8526 | 83896 |
| =πNeon Pagamentos SA | 3076 | 1308684 |
| &nbsp;&nbsp;&nbsp; †=πNoodle Partners, Inc. Series <br> C<br>| 69413 | 1 |
| †=πPsiQuantum Corp. Series D | 14776 | 610988 |
| †=πRSA Security LLC Series A | 30039 | 0 |
| †=πRSA Security LLC Series B | 90116 | 0 |
| &nbsp;&nbsp;&nbsp; †=πSambaNova Systems, Inc. <br> Series C Series C<br>| 16831 | 515870 |
| &nbsp;&nbsp;&nbsp; †=πSambaNova Systems, Inc. <br> Series D Series D<br>| 5355 | 197439 |
| †=πSnorkel AI, Inc. Series C | 15980 | 139825 |
| &nbsp;&nbsp;&nbsp; †=πUrsa Major Technologies, <br> Inc.<br>| 102993 | 495396 |
|  |  | **16039808** |
| **Total Preferred Stocks** <br>**(Cost $19,297,307)** | **Total Preferred Stocks** <br>**(Cost $19,297,307)** | **16203268** |

---

*LVIP BlackRock Global Allocation Fund–9*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔRIGHTS–0.00%** | **ΔRIGHTS–0.00%** | **ΔRIGHTS–0.00%** |
| **United States–0.00%** | **United States–0.00%** | **United States–0.00%** |
| &nbsp;&nbsp;&nbsp; †=Walgreens Boots Alliance, <br> Inc. expiration date <br> 12/31/99<br>| 30243 | $16029 |
| **Total Rights**<br> **(Cost $16,029)** | **Total Rights**<br> **(Cost $16,029)** | **16029** |
| **ΔWARRANTS–0.00%** | **ΔWARRANTS–0.00%** | **ΔWARRANTS–0.00%** |
| **Brazil–0.00%** | **Brazil–0.00%** | **Brazil–0.00%** |
| &nbsp;&nbsp;&nbsp; †Lavoro Ltd. exp 12/27/27 <br> exercise price USD 11.5000<br>| 6063 | 8 |
|  |  | **8** |
| **United States–0.00%** | **United States–0.00%** | **United States–0.00%** |
| &nbsp;&nbsp;&nbsp; †=Crown PropTech <br> Acquisitions exp 3/11/27 <br> exercise price USD 11.5000<br>| 12103 | 605 |
| &nbsp;&nbsp;&nbsp; †EVgo, Inc. exp 7/01/26 <br> exercise price USD 11.5000<br>| 16129 | 387 |
| &nbsp;&nbsp;&nbsp; †Hippo Holdings, Inc. exp <br> 8/02/26 exercise price USD <br> 287.5000<br>| 12653 | 125 |
| &nbsp;&nbsp;&nbsp; †=Latch, Inc. exp 6/04/26 <br> exercise price USD 11.5000<br>| 20232 | 105 |
| &nbsp;&nbsp;&nbsp; †Offerpad Solutions, Inc. exp <br> 9/01/26 exercise price USD <br> 11.5000<br>| 22210 | 171 |
| &nbsp;&nbsp;&nbsp; †Palladyne AI Corp. exp <br> 9/24/26 exercise price USD <br> 11.5000<br>| 44727 | 2805 |
| &nbsp;&nbsp;&nbsp; =πSonder Holdings, Inc. exp <br> 12/31/99 exercise price <br> USD 1.0000<br>| 3371 | 0 |
| &nbsp;&nbsp;&nbsp; =πSonder Holdings, Inc. exp <br> 12/31/99 exercise price <br> USD 1.0000<br>| 33652 | 1 |
|  |  | **4199** |
| **Total Warrants** <br>**(Cost $153,096)** | **Total Warrants** <br>**(Cost $153,096)** | **4207** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>|  |
| **ΔCONVERTIBLE BONDS–0.52%** | **ΔCONVERTIBLE BONDS–0.52%** | **ΔCONVERTIBLE BONDS–0.52%** |
| **Austria–0.02%** | **Austria–0.02%** | **Austria–0.02%** |
| &nbsp;&nbsp; ams-OSRAM AG 2.13%, <br> exercise price $2.1250 <br> 11/3/27<br>| 300000 | 333750 |
|  |  | **333750** |
| **British Virgin Islands–0.02%** | **British Virgin Islands–0.02%** | **British Virgin Islands–0.02%** |
| &nbsp;&nbsp; ^CMOC Capital Ltd. 0.00% <br> 1/24/27<br>| 400000 | 387004 |
|  |  | **387004** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCONVERTIBLE BONDS (continued)** | **ΔCONVERTIBLE BONDS (continued)** | **ΔCONVERTIBLE BONDS (continued)** |
| **Chile–0.01%** | **Chile–0.01%** | **Chile–0.01%** |
| &nbsp;&nbsp; @WOM Chile Holdco SpA 5.00%, <br> exercise price $5.0000 <br> 4/1/32<br>| 130200 | $118819 |
|  |  | **118819** |
| **China–0.08%** | **China–0.08%** | **China–0.08%** |
| &nbsp;&nbsp; Alibaba Group Holding Ltd. <br> 0.50%, exercise price <br> $0.5000 6/1/31<br>| 490000 | 679630 |
| &nbsp;&nbsp; ZTO Express Cayman, Inc. <br> 0.93%, exercise price <br> $0.9250 3/1/31<br>| 948000 | 970752 |
|  |  | **1650382** |
| **France–0.04%** | **France–0.04%** | **France–0.04%** |
| &nbsp;&nbsp; Clariane SE 0.88%, exercise <br> price $0.8750 3/6/27<br>| 350400 | 238523 |
| &nbsp;&nbsp; Schneider Electric SE 1.25%, <br> exercise price $1.2500 <br> 9/23/33<br>| 300000 | 344504 |
| &nbsp;&nbsp; Vinci SA 0.75%, exercise price <br> $0.7500 3/4/31<br>| 300000 | 329175 |
|  |  | **912202** |
| **Germany–0.02%** | **Germany–0.02%** | **Germany–0.02%** |
| &nbsp;&nbsp; TAG Immobilien AG 0.63%, <br> exercise price $0.6250 <br> 3/11/31<br>| 200000 | 237592 |
| &nbsp;&nbsp; Vonovia SE 0.88%, exercise <br> price $0.8750 5/20/32<br>| 100000 | 109474 |
|  |  | **347066** |
| **Hong Kong–0.01%** | **Hong Kong–0.01%** | **Hong Kong–0.01%** |
| &nbsp;&nbsp; ^China Ruyi Holdings Ltd. <br> 0.00% 1/31/27<br>| 2000000 | 243330 |
|  |  | **243330** |
| **India–0.00%** | **India–0.00%** | **India–0.00%** |
| &nbsp;&nbsp; ‡=REI Agro Ltd. 5.50%, exercise <br> price $5.5000 11/13/14<br>| 599000 | 0 |
|  |  | **0** |
| **Japan–0.07%** | **Japan–0.07%** | **Japan–0.07%** |
| ^Nippon Steel Corp. | ^Nippon Steel Corp. | ^Nippon Steel Corp. |
| &nbsp;&nbsp;&nbsp; 0.00% 2/14/29 | 120000000 | 769352 |
| &nbsp;&nbsp;&nbsp; 0.00% 2/14/31 | 90000000 | 581267 |
|  |  | **1350619** |
| **Netherlands–0.01%** | **Netherlands–0.01%** | **Netherlands–0.01%** |
| &nbsp;&nbsp; Nebius Group NV 2.63%, <br> exercise price $2.6250 <br> 3/15/33<br>| 289000 | 269377 |
|  |  | **269377** |

---

*LVIP BlackRock Global Allocation Fund–10*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCONVERTIBLE BONDS (continued)** | **ΔCONVERTIBLE BONDS (continued)** | **ΔCONVERTIBLE BONDS (continued)** |
| **Spain–0.02%** | **Spain–0.02%** | **Spain–0.02%** |
| &nbsp;&nbsp; Cellnex Telecom SA 0.75%, <br> exercise price $0.7500 <br> 11/20/31<br>| 200000 | $205618 |
| &nbsp;&nbsp; Iberdrola Finanzas SA 1.50%, <br> exercise price $1.5000 <br> 3/27/30<br>| 200000 | 267154 |
|  |  | **472772** |
| **United States–0.22%** | **United States–0.22%** | **United States–0.22%** |
| &nbsp;&nbsp; AMC Networks, Inc. 4.25%, <br> exercise price $4.2500 <br> 2/15/29<br>| 417000 | 369566 |
| &nbsp;&nbsp; ^Core Scientific, Inc. 0.00%, <br> exercise price $0.0100 <br> 6/15/31<br>| 104000 | 113620 |
| &nbsp;&nbsp; CoreWeave, Inc. 1.75%, <br> exercise price $1.7500 <br> 12/1/31<br>| 130000 | 130143 |
| &nbsp;&nbsp; DISH Network Corp. 3.38%, <br> exercise price $3.3750 <br> 8/15/26<br>| 195000 | 187980 |
| Solaris Energy Infrastructure, Inc. | Solaris Energy Infrastructure, Inc. | Solaris Energy Infrastructure, Inc. |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, exercise price <br> $0.2500 10/1/31<br>| 1841000 | 2298949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, exercise price <br> $4.7500 5/1/30<br>| 558000 | 1324134 |
| &nbsp;&nbsp; Stem, Inc. 0.50%, exercise <br> price $0.5000 12/1/28<br>| 73000 | 29889 |
| Wolfspeed, Inc. | Wolfspeed, Inc. | Wolfspeed, Inc. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, exercise price <br> $2.5000 6/15/31<br>| 2000 | 2852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, exercise price <br> $2.5000 6/15/31<br>| 7000 | 9984 |
|  |  | **4467117** |
| **Total Convertible Bonds** <br>**(Cost $9,282,011)** | **Total Convertible Bonds** <br>**(Cost $9,282,011)** | **10552438** |
| **ΔAGENCY COLLATERALIZED MORTGAGE OBLIGATION–0.01%** | **ΔAGENCY COLLATERALIZED MORTGAGE OBLIGATION–0.01%** | **ΔAGENCY COLLATERALIZED MORTGAGE OBLIGATION–0.01%** |
| **United States–0.01%** | **United States–0.01%** | **United States–0.01%** |
| &nbsp;&nbsp; •Federal Home Loan Mortgage <br> Corp. STACR REMICS Trust <br> 7.06% (30 day USD SOFR <br> Average + 3.40%) 1/25/42<br>| 138145 | 140330 |
| **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $121,114)** | **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $121,114)** | **140330** |
| **ΔAGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.01%** | **ΔAGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.01%** | **ΔAGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.01%** |
| **United States–0.01%** | **United States–0.01%** | **United States–0.01%** |
| &nbsp;&nbsp; \*♦•Federal Home Loan Mortgage <br> Corp. Multifamily <br> Structured Pass-Through <br> Certificates <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class X1 0.76% 5/25/29 | 5630546 | 106539 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔAGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **ΔAGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **ΔAGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **ΔAGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; \*♦•Federal Home Loan Mortgage <br> Corp. Multifamily <br> Structured Pass-Through <br> Certificates (continued) <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class X1 1.03% 10/25/30 |  | 1675410 | $62507 |
| &nbsp;&nbsp;&nbsp; Class XFX 1.36% 12/25/29 |  | 918014 | 29874 |
| &nbsp;&nbsp;&nbsp; Class X1 1.41% 7/25/30 |  | 270157 | 13025 |
| &nbsp;&nbsp;&nbsp; Class X1 1.57% 4/25/30 |  | 531255 | 27890 |
| &nbsp;&nbsp;&nbsp; Class X1 1.64% 4/25/30 |  | 258572 | 13908 |
| **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $240,989)** | **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $240,989)** | **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $240,989)** | **253743** |
| **ΔAGENCY MORTGAGE-BACKED SECURITY–0.66%** | **ΔAGENCY MORTGAGE-BACKED SECURITY–0.66%** | **ΔAGENCY MORTGAGE-BACKED SECURITY–0.66%** | **ΔAGENCY MORTGAGE-BACKED SECURITY–0.66%** |
| **United States–0.66%** | **United States–0.66%** | **United States–0.66%** | **United States–0.66%** |
| &nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA 3.50% 4/1/56<br>|  | 14543000 | 13330754 |
| **Total Agency Mortgage-Backed Security** <br>**(Cost $13,499,426)** | **Total Agency Mortgage-Backed Security** <br>**(Cost $13,499,426)** | **Total Agency Mortgage-Backed Security** <br>**(Cost $13,499,426)** | **13330754** |
| **ΔCORPORATE BONDS–7.90%** | **ΔCORPORATE BONDS–7.90%** | **ΔCORPORATE BONDS–7.90%** | **ΔCORPORATE BONDS–7.90%** |
| **Argentina–0.01%** | **Argentina–0.01%** | **Argentina–0.01%** | **Argentina–0.01%** |
| &nbsp;&nbsp; Telecom Argentina SA 9.25% <br> 5/28/33<br>|  | 75387 | 77989 |
| &nbsp;&nbsp; Vista Energy Argentina SAU <br> 8.50% 6/10/33<br>|  | 40000 | 41818 |
|  |  |  | **119807** |
| **Australia–0.10%** | **Australia–0.10%** | **Australia–0.10%** | **Australia–0.10%** |
| &nbsp;&nbsp; AGL Energy Ltd. 5.77% <br> 9/30/35<br>| AUD | 200000 | 131358 |
| &nbsp;&nbsp; Fortescue Treasury Pty. Ltd. <br> 4.38% 4/1/31<br>|  | 100000 | 94485 |
| &nbsp;&nbsp; •Macquarie Bank Ltd. 5.31% (3 <br> mo. AUD Bank Bill Swap + <br> 1.32%) 8/20/36<br>| AUD | 400000 | 273265 |
| &nbsp;&nbsp; Mineral Resources Ltd. 8.50% <br> 5/1/30<br>|  | 384000 | 394675 |
| &nbsp;&nbsp; μPacific National Finance Pty. <br> Ltd. 7.75% 12/11/54<br>| AUD | 190000 | 131110 |
| &nbsp;&nbsp; =Quintis Australia Pty. Ltd. <br> (PIK Rate 12.00%, Cash Rate <br> 12.00%) 12.00% 10/1/28<br>|  | 6149065 | 0 |
| &nbsp;&nbsp; =Quintis Australia Pty. Ltd. <br> (PIK Rate 7.50%, Cash Rate <br> 8.00%) 7.50% 10/1/26<br>|  | 6870789 | 738610 |
| &nbsp;&nbsp; Tabcorp Finance Pty. Ltd. <br> 5.99% 5/28/31<br>| AUD | 250000 | 167832 |
|  |  |  | **1931335** |
| **Austria–0.02%** | **Austria–0.02%** | **Austria–0.02%** | **Austria–0.02%** |
| &nbsp;&nbsp; LD Celulose International <br> GmbH 7.95% 1/26/32<br>|  | 200000 | 205534 |

---

*LVIP BlackRock Global Allocation Fund–11*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Austria (continued)** | **Austria (continued)** | **Austria (continued)** | **Austria (continued)** |
| &nbsp;&nbsp; Sappi Papier Holding GmbH <br> 4.50% 3/15/32<br>| EUR | 166000 | $171200 |
|  |  |  | **376734** |
| **Brazil–0.01%** | **Brazil–0.01%** | **Brazil–0.01%** | **Brazil–0.01%** |
| @Samarco Mineracao SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50% 6/30/31 |  | 11881 | 11690 |
| &nbsp;&nbsp;&nbsp; 9.50% 6/30/31 |  | 134247 | 132087 |
| &nbsp;&nbsp; Suzano Austria GmbH 3.13% <br> 1/15/32<br>|  | 45000 | 39574 |
| &nbsp;&nbsp; Vale Overseas Ltd. 6.40% <br> 6/28/54<br>|  | 39000 | 39495 |
|  |  |  | **222846** |
| **British Virgin Islands–0.02%** | **British Virgin Islands–0.02%** | **British Virgin Islands–0.02%** | **British Virgin Islands–0.02%** |
| &nbsp;&nbsp; Fortune Star BVI Ltd. 6.80% <br> 9/9/29<br>|  | 200000 | 189530 |
| &nbsp;&nbsp; SJM International Ltd. 6.50% <br> 1/15/31<br>|  | 200000 | 190881 |
|  |  |  | **380411** |
| **Canada–0.12%** | **Canada–0.12%** | **Canada–0.12%** | **Canada–0.12%** |
| &nbsp;&nbsp; 1011778 BC ULC/New Red <br> Finance, Inc. 6.13% 6/15/29<br>|  | 100000 | 101617 |
| &nbsp;&nbsp; ♦Air Canada Pass-Through <br> Trust 10.50% 7/15/26<br>|  | 664000 | 671322 |
| &nbsp;&nbsp; Bausch & Lomb Corp. 8.38% <br> 10/1/28<br>|  | 217000 | 224052 |
| &nbsp;&nbsp; •Bausch & Lomb Netherlands <br> BV & Bausch & Lomb, Inc. <br> 5.89% (3 mo. EURIBOR + <br> 3.88%) 1/15/31<br>| EUR | 128000 | 147952 |
| &nbsp;&nbsp; μBell Telephone Co. of Canada <br> or Bell Canada 6.88% <br> 9/15/55<br>|  | 125000 | 126416 |
| &nbsp;&nbsp; Bombardier, Inc. 7.25% <br> 7/1/31<br>|  | 125000 | 130990 |
| &nbsp;&nbsp; Brookfield Residential <br> Properties, Inc./Brookfield <br> Residential U.S. LLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 2/15/30 |  | 77000 | 70696 |
| &nbsp;&nbsp;&nbsp; 6.25% 9/15/27 |  | 100000 | 99868 |
| &nbsp;&nbsp; Garda World Security Corp. <br> 8.38% 11/15/32<br>|  | 200000 | 200136 |
| &nbsp;&nbsp; Gran Tierra Energy, Inc. <br> 9.50% 10/15/29<br>|  | 200000 | 173526 |
| &nbsp;&nbsp; NOVA Chemicals Corp. 5.25% <br> 6/1/27<br>|  | 100000 | 99848 |
| &nbsp;&nbsp; Open Text Corp. 3.88% <br> 2/15/28<br>|  | 114000 | 109766 |
| &nbsp;&nbsp; μRogers Communications, Inc. <br> 5.25% 3/15/82<br>|  | 100000 | 98778 |
| μTELUS Corp. 6.63% 10/15/55 |  | 103000 | 103038 |
|  |  |  | **2358005** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Cayman Islands–0.02%** | **Cayman Islands–0.02%** | **Cayman Islands–0.02%** | **Cayman Islands–0.02%** |
| &nbsp;&nbsp; μAl Rajhi Sukuk Ltd. 6.25% <br> 7/21/30<br>|  | 200000 | $196267 |
| &nbsp;&nbsp; Azorra Finance Ltd. 7.75% <br> 4/15/30<br>|  | 100000 | 102997 |
| &nbsp;&nbsp; μBanco Mercantil del Norte SA <br> 8.38% 5/20/31<br>|  | 200000 | 205500 |
|  |  |  | **504764** |
| **Chile–0.01%** | **Chile–0.01%** | **Chile–0.01%** | **Chile–0.01%** |
| μAES Andes SA 8.15% 6/10/55 |  | 200000 | 209939 |
| &nbsp;&nbsp; @WOM Mobile SA 11.00% <br> 4/1/31<br>|  | 8965 | 9107 |
|  |  |  | **219046** |
| **China–0.00%** | **China–0.00%** | **China–0.00%** | **China–0.00%** |
| &nbsp;&nbsp; ‡Fantasia Holdings Group Co. <br> Ltd. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.88% 1/9/23 |  | 233000 | 2633 |
| &nbsp;&nbsp;&nbsp; 11.75% 4/17/22 |  | 204000 | 2305 |
|  |  |  | **4938** |
| **Colombia–0.01%** | **Colombia–0.01%** | **Colombia–0.01%** | **Colombia–0.01%** |
| Ecopetrol SA 8.88% 1/13/33 |  | 157000 | 165247 |
|  |  |  | **165247** |
| **Denmark–0.01%** | **Denmark–0.01%** | **Denmark–0.01%** | **Denmark–0.01%** |
| •SGL Group ApS  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27% (3 mo. EURIBOR + <br> 4.25%) 2/24/31<br>| EUR | 160000 | 169983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.78% (3 mo. EURIBOR + <br> 4.75%) 4/22/30<br>| EUR | 100000 | 107496 |
|  |  |  | **277479** |
| **Finland–0.02%** | **Finland–0.02%** | **Finland–0.02%** | **Finland–0.02%** |
| &nbsp;&nbsp; Mehilainen Yhtiot OYJ 5.13% <br> 6/30/32<br>| EUR | 307000 | 353610 |
|  |  |  | **353610** |
| **France–0.37%** | **France–0.37%** | **France–0.37%** | **France–0.37%** |
| Afflelou SAS 6.00% 7/25/29 | EUR | 224000 | 263225 |
| &nbsp;&nbsp; μAir France-KLM 5.75% <br> 5/21/30<br>| EUR | 200000 | 224924 |
| &nbsp;&nbsp; Altice France SA 5.63% <br> 7/15/32<br>| EUR | 122713 | 135033 |
| φAtos SE 9.36% 12/18/29 | EUR | 286363 | 373160 |
| &nbsp;&nbsp; •Bertrand Franchise Finance <br> SAS 5.78% (3 mo. EURIBOR <br> + 3.75%) 7/18/30<br>| EUR | 159000 | 178469 |
| &nbsp;&nbsp; Betclic Everest Group SAS <br> 5.13% 12/10/31<br>| EUR | 178000 | 203339 |
| μElectricite de France SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% 1/6/31 | EUR | 200000 | 224080 |
| &nbsp;&nbsp;&nbsp; 5.13% 9/17/29 | EUR | 200000 | 233125 |
| &nbsp;&nbsp;&nbsp; 7.38% 6/17/35 | GBP | 200000 | 266523 |
| Elior Group SA 5.63% 3/15/30 | EUR | 359000 | 418808 |

---

*LVIP BlackRock Global Allocation Fund–12*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **France (continued)** | **France (continued)** | **France (continued)** | **France (continued)** |
| Forvia SE  |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.75% 2/15/27 | EUR | 101000 | $115174 |
| &nbsp;&nbsp;&nbsp; 6.75% 9/15/33 |  | 200000 | 195278 |
| Goldstory SAS  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.02% (3 mo. EURIBOR + <br> 4.00%) 2/1/30<br>| EUR | 346000 | 388683 |
| &nbsp;&nbsp;&nbsp; 6.75% 2/1/30 | EUR | 400000 | 451994 |
| &nbsp;&nbsp; Iliad Holding SAS 5.63% <br> 10/15/28<br>| EUR | 715000 | 830088 |
| iliad SA 4.25% 1/9/32 | EUR | 100000 | 113184 |
| Loxam SAS 6.38% 5/31/29 | EUR | 443700 | 526133 |
| New Immo Holding SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 12/8/28 | EUR | 400000 | 451543 |
| &nbsp;&nbsp;&nbsp; 5.88% 4/17/28 | EUR | 100000 | 115799 |
| &nbsp;&nbsp; Paprec Holding SA 4.13% <br> 7/15/30<br>| EUR | 401000 | 454523 |
| μRCI Banque SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 3/24/37 | EUR | 200000 | 223755 |
| &nbsp;&nbsp;&nbsp; 5.50% 10/9/34 | EUR | 300000 | 351461 |
| &nbsp;&nbsp;&nbsp; 6.13% 9/24/30 | EUR | 200000 | 226599 |
| &nbsp;&nbsp; μUnibail-Rodamco-Westfield <br> SE 4.75% 6/11/31<br>| EUR | 300000 | 343010 |
| &nbsp;&nbsp; μVeolia Environnement SA <br> 4.32% 10/24/32<br>| EUR | 100000 | 112117 |
|  |  |  | **7420027** |
| **Germany–0.45%** | **Germany–0.45%** | **Germany–0.45%** | **Germany–0.45%** |
| alstria SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 10/15/29 | EUR | 200000 | 220536 |
| &nbsp;&nbsp;&nbsp; 5.50% 3/20/31 | EUR | 200000 | 228895 |
| μBayer AG 5.38% 3/25/82 | EUR | 400000 | 460082 |
| &nbsp;&nbsp; BRANICKS Group AG 2.25% <br> 9/22/26<br>| EUR | 100000 | 63717 |
| μCommerzbank AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 10/9/27 | EUR | 200000 | 227650 |
| &nbsp;&nbsp;&nbsp; 7.88% 10/9/31 | EUR | 200000 | 250735 |
| &nbsp;&nbsp; φDEMIRE Deutsche <br> Mittelstand Real Estate AG <br> 5.00% 12/31/27<br>| EUR | 528455 | 558233 |
| μDeutsche Bank AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 11/30/26 | EUR | 200000 | 227998 |
| &nbsp;&nbsp;&nbsp; 4.63% 10/30/27 | EUR | 600000 | 670497 |
| &nbsp;&nbsp;&nbsp; 6.75% 10/30/34 | EUR | 400000 | 455983 |
| &nbsp;&nbsp;&nbsp; 7.13% 10/30/30 | EUR | 200000 | 235092 |
| &nbsp;&nbsp; μDeutsche Lufthansa AG 5.25% <br> 1/15/55<br>| EUR | 300000 | 339503 |
| &nbsp;&nbsp; Dynamo Newco II GmbH <br> 6.25% 10/15/31<br>| EUR | 130000 | 133261 |
| &nbsp;&nbsp; Fressnapf Holding SE 5.25% <br> 10/31/31<br>| EUR | 152000 | 171734 |
| &nbsp;&nbsp; Gruenenthal GmbH 4.63% <br> 11/15/31<br>| EUR | 303000 | 343209 |
| @IHO Verwaltungs GmbH  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 11/15/31 | EUR | 275000 | 332322 |
| &nbsp;&nbsp;&nbsp; 8.75% 5/15/28 | EUR | 300165 | 355083 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Mahle GmbH 6.50% 5/2/31 | EUR | 381000 | $445284 |
| &nbsp;&nbsp; •Nidda Healthcare Holding <br> GmbH 5.23% (3 mo. <br> EURIBOR + 3.25%) <br> 10/15/32<br>| EUR | 378000 | 433434 |
| &nbsp;&nbsp; •PrestigeBidCo GmbH 5.77% <br> (3 mo. EURIBOR + 3.75%) <br> 7/1/29<br>| EUR | 262000 | 302453 |
| Progroup AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13% 4/15/29 | EUR | 168000 | 193401 |
| &nbsp;&nbsp;&nbsp; 5.38% 4/15/31 | EUR | 116000 | 131242 |
| Schaeffler AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 4/1/28 | EUR | 100000 | 114232 |
| &nbsp;&nbsp;&nbsp; 5.38% 4/1/31 | EUR | 100000 | 116854 |
| &nbsp;&nbsp; Techem <br> Verwaltungsgesellschaft 675 <br> GmbH 4.63% 7/15/32<br>| EUR | 100000 | 112251 |
| &nbsp;&nbsp; TK Elevator Midco GmbH <br> 4.38% 7/15/27<br>| EUR | 1152196 | 1330231 |
| TUI Cruises GmbH  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 5/15/30 | EUR | 113000 | 127142 |
| &nbsp;&nbsp;&nbsp; 6.25% 4/15/29 | EUR | 389000 | 454155 |
|  |  |  | **9035209** |
| **Greece–0.04%** | **Greece–0.04%** | **Greece–0.04%** | **Greece–0.04%** |
| μEurobank SA 4.00% 2/7/36 | EUR | 272000 | 305454 |
| μNational Bank of Greece SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.80% 8/12/31 | EUR | 200000 | 220600 |
| &nbsp;&nbsp;&nbsp; 5.88% 6/28/35 | EUR | 173000 | 209125 |
|  |  |  | **735179** |
| **Hong Kong–0.03%** | **Hong Kong–0.03%** | **Hong Kong–0.03%** | **Hong Kong–0.03%** |
| &nbsp;&nbsp; HKT Capital No. 6 Ltd. 3.00% <br> 1/18/32<br>|  | 201000 | 184253 |
| &nbsp;&nbsp; Melco Resorts Finance Ltd. <br> 6.50% 9/24/33<br>|  | 200000 | 191956 |
| &nbsp;&nbsp; Studio City Finance Ltd. <br> 5.00% 1/15/29<br>|  | 200000 | 187535 |
|  |  |  | **563744** |
| **India–0.04%** | **India–0.04%** | **India–0.04%** | **India–0.04%** |
| μAxis Bank Ltd. 4.10% 9/8/26 |  | 200000 | 197327 |
| Muthoot Finance Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 8/4/30 |  | 200000 | 191898 |
| &nbsp;&nbsp;&nbsp; 6.38% 3/2/30 |  | 415000 | 409765 |
|  |  |  | **798990** |
| **Indonesia–0.03%** | **Indonesia–0.03%** | **Indonesia–0.03%** | **Indonesia–0.03%** |
| Freeport Indonesia PT  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.76% 4/14/27 |  | 246000 | 245466 |
| &nbsp;&nbsp;&nbsp; 6.20% 4/14/52 |  | 200000 | 193494 |
| &nbsp;&nbsp; Garuda Indonesia Persero <br> Tbk. PT 6.50% 12/28/31<br>|  | 230908 | 191872 |
|  |  |  | **630832** |

---

*LVIP BlackRock Global Allocation Fund–13*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Ireland–0.09%** | **Ireland–0.09%** | **Ireland–0.09%** | **Ireland–0.09%** |
| μAIB Group PLC 6.00% 7/14/31 | EUR | 325000 | $373982 |
| &nbsp;&nbsp; eircom Finance DAC 5.00% <br> 4/30/31<br>| EUR | 312000 | 358225 |
| &nbsp;&nbsp; Flutter Treasury DAC 4.00% <br> 6/4/31<br>| EUR | 277000 | 309032 |
| &nbsp;&nbsp; GGAM Finance Ltd. 6.88% <br> 4/15/29<br>|  | 100000 | 102225 |
| &nbsp;&nbsp; Perrigo Finance Unlimited <br> Co. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38% 9/30/32 | EUR | 114000 | 123128 |
| &nbsp;&nbsp;&nbsp; 6.13% 9/30/32 |  | 100000 | 91243 |
| &nbsp;&nbsp; Virgin Media O2 Vendor <br> Financing Notes V DAC <br> 7.88% 3/15/32<br>| GBP | 164000 | 192285 |
| &nbsp;&nbsp; Virgin Media O2 Vendor <br> Financing Notes VII DAC <br> 7.50% 7/15/33<br>| EUR | 245000 | 248166 |
|  |  |  | **1798286** |
| **Israel–0.02%** | **Israel–0.02%** | **Israel–0.02%** | **Israel–0.02%** |
| &nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands II BV 7.88% <br> 9/15/31<br>| EUR | 324000 | 434642 |
|  |  |  | **434642** |
| **Italy–0.28%** | **Italy–0.28%** | **Italy–0.28%** | **Italy–0.28%** |
| μA2A SpA 5.00% 6/11/29 | EUR | 125000 | 145756 |
| &nbsp;&nbsp; Agrifarma SpA 4.50% <br> 10/31/28<br>| EUR | 505000 | 578651 |
| &nbsp;&nbsp; Almaviva-The Italian <br> Innovation Co. SpA 5.00% <br> 10/30/30<br>| EUR | 231000 | 253020 |
| &nbsp;&nbsp; μBPER Banca SpA 6.50% <br> 3/20/30<br>| EUR | 200000 | 232175 |
| Bubbles Bidco SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.38% (3 mo. EURIBOR + <br> 4.25%) 9/30/31<br>| EUR | 151000 | 174598 |
| &nbsp;&nbsp;&nbsp; 6.50% 9/30/31 | EUR | 156000 | 180199 |
| &nbsp;&nbsp; •Cedacri SpA 6.61% (3 mo. <br> EURIBOR + 4.63%) 5/15/28<br>| EUR | 110000 | 123155 |
| Dolcetto Holdco SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63% 7/14/32 | EUR | 217000 | 249137 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.78% (3 mo. EURIBOR + <br> 3.63%) 7/14/32<br>| EUR | 100000 | 115477 |
| &nbsp;&nbsp; •Duomo Bidco SpA 5.31% (3 <br> mo. EURIBOR + 3.25%) <br> 1/15/32<br>| EUR | 258000 | 293310 |
| μEnel SpA 4.50% 10/14/34 | EUR | 200000 | 218936 |
| μEni SpA 4.88% 1/21/34 | EUR | 225000 | 257662 |
| Fedrigoni SpA 6.13% 6/15/31 | EUR | 347000 | 369508 |
| &nbsp;&nbsp; @Fiber Midco SpA 10.75% <br> 6/15/29<br>| EUR | 217000 | 181436 |
| &nbsp;&nbsp; •FIS Fabbrica Italiana <br> Sintetici SpA 5.28% (3 mo. <br> EURIBOR + 3.25%) 2/5/31<br>| EUR | 100000 | 113323 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp; Gruppo San Donato SPA <br> 6.50% 10/31/31<br>| EUR | 126000 | $141268 |
| &nbsp;&nbsp; •IMA Industria Macchine <br> Automatiche SpA 5.77% (3 <br> mo. EURIBOR + 3.75%) <br> 4/15/29<br>| EUR | 385000 | 445055 |
| &nbsp;&nbsp; •Irca SpA/Gallarate 5.90% (3 <br> mo. EURIBOR + 3.75%) <br> 12/15/29<br>| EUR | 213000 | 246586 |
| Italmatch Chemicals SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.15% (3 mo. EURIBOR + <br> 4.13%) 2/5/31<br>| EUR | 142000 | 158273 |
| &nbsp;&nbsp;&nbsp; 6.25% 2/5/31 | EUR | 100000 | 109652 |
| &nbsp;&nbsp; Itelyum Regeneration SpA <br> 5.75% 4/15/30<br>| EUR | 200000 | 228025 |
| Lottomatica Group SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 1/31/31 | EUR | 189000 | 220181 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.26% (3 mo. EURIBOR + <br> 3.25%) 6/1/31<br>| EUR | 155000 | 179487 |
| &nbsp;&nbsp;&nbsp; 5.38% 6/1/30 | EUR | 102000 | 120069 |
| μPrysmian SpA 5.25% 5/21/30 | EUR | 150000 | 176028 |
| &nbsp;&nbsp; TeamSystem SpA 5.00% <br> 7/1/31<br>| EUR | 110000 | 117347 |
|  |  |  | **5628314** |
| **Japan–0.16%** | **Japan–0.16%** | **Japan–0.16%** | **Japan–0.16%** |
| &nbsp;&nbsp; Kioxia Holdings Corp. 6.25% <br> 7/24/30<br>|  | 200000 | 203226 |
| Nissan Motor Co. Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.81% 9/17/30 |  | 300000 | 272359 |
| &nbsp;&nbsp;&nbsp; 5.25% 7/17/29 | EUR | 301000 | 344393 |
| μRakuten Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 4/22/27 | EUR | 420000 | 470706 |
| &nbsp;&nbsp;&nbsp; 8.13% 12/15/29 |  | 200000 | 198344 |
| SoftBank Group Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 7/6/29 | EUR | 100000 | 108830 |
| &nbsp;&nbsp;&nbsp; 5.38% 1/8/29 | EUR | 208000 | 241349 |
| &nbsp;&nbsp;&nbsp; 5.75% 7/8/32 | EUR | 495000 | 542800 |
| &nbsp;&nbsp;&nbsp; 5.88% 7/10/31 | EUR | 306000 | 344518 |
| &nbsp;&nbsp;&nbsp; 6.38% 7/10/33 | EUR | 376000 | 416985 |
|  |  |  | **3143510** |
| **Jersey–0.06%** | **Jersey–0.06%** | **Jersey–0.06%** | **Jersey–0.06%** |
| &nbsp;&nbsp; Aston Martin Capital <br> Holdings Ltd. 10.00% <br> 3/31/29<br>|  | 331000 | 249077 |
| Biffa Group Holdings Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 6/15/31 | EUR | 161000 | 180022 |
| &nbsp;&nbsp;&nbsp; 7.38% 6/15/31 | GBP | 300000 | 387746 |
| Deepocean Ltd. 6.00% 4/8/31 | EUR | 100000 | 117556 |
| &nbsp;&nbsp; Toucan FinCo Ltd./Toucan <br> FinCo Can, Inc./Toucan <br> FinCo U.S. LLC 9.50% <br> 5/15/30<br>|  | 417598 | 368793 |
|  |  |  | **1303194** |

---

*LVIP BlackRock Global Allocation Fund–14*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Kuwait–0.01%** | **Kuwait–0.01%** | **Kuwait–0.01%** | **Kuwait–0.01%** |
| &nbsp;&nbsp; Equate Petrochemical Co. <br> KSCC 4.25% 11/3/26<br>|  | 200000 | $197863 |
|  |  |  | **197863** |
| **Luxembourg–0.70%** | **Luxembourg–0.70%** | **Luxembourg–0.70%** | **Luxembourg–0.70%** |
| &nbsp;&nbsp; @Adler Financing SARL 8.25% <br> 12/31/28<br>| EUR | 398831 | 509723 |
| &nbsp;&nbsp; Albion Financing 1 <br> SARL/Aggreko Holdings, <br> Inc. 5.38% 5/21/30<br>| EUR | 237000 | 274541 |
| &nbsp;&nbsp; Alexandrite Lake Lux <br> Holdings SARL 6.75% <br> 7/30/30<br>| EUR | 300000 | 338953 |
| Ardagh Group SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50% 12/1/30 |  | 100000 | 104856 |
| &nbsp;&nbsp;&nbsp; 9.50% 12/1/30 |  | 495118 | 519160 |
| &nbsp;&nbsp;&nbsp; 12.00% 12/1/30 |  | 1603389 | 1347408 |
| &nbsp;&nbsp;&nbsp; 12.00% 12/1/30 | EUR | 860000 | 816148 |
| &nbsp;&nbsp; •Arena Luxembourg Finance <br> SARL 4.52% (3 mo. <br> EURIBOR + 2.50%) 5/1/30<br>| EUR | 217000 | 250094 |
| μAroundtown Finance SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13% 7/3/31 | EUR | 125000 | 130329 |
| &nbsp;&nbsp;&nbsp; 5.25% 4/30/31 | EUR | 824000 | 866669 |
| &nbsp;&nbsp; Breakwater Energy Holdings <br> SARL 9.25% 11/15/30<br>|  | 250000 | 262546 |
| &nbsp;&nbsp; Cirsa Finance International <br> SARL <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 10/15/31 | EUR | 100000 | 113788 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.15% (3 mo. EURIBOR + <br> 3.00%) 10/15/32<br>| EUR | 115000 | 132303 |
| &nbsp;&nbsp;&nbsp; 7.88% 7/31/28 | EUR | 379000 | 447147 |
| &nbsp;&nbsp; Connect Finco SARL/Connect <br> U.S. Finco LLC 9.00% <br> 9/15/29<br>|  | 227000 | 238473 |
| &nbsp;&nbsp; ContourGlobal Power <br> Holdings SA 5.00% 2/28/30<br>| EUR | 183000 | 211510 |
| &nbsp;&nbsp; Dana Financing Luxembourg <br> SARL 8.50% 7/15/31<br>| EUR | 336000 | 403877 |
| &nbsp;&nbsp; EIG Pearl Holdings SARL <br> 3.55% 8/31/36<br>|  | 199803 | 178454 |
| &nbsp;&nbsp; Froneri Lux FinCo SARL <br> 4.75% 8/1/32<br>| EUR | 310000 | 338472 |
| &nbsp;&nbsp; Garfunkelux Holdco 3 SA <br> 9.00% 9/1/28<br>| EUR | 668008 | 775951 |
| &nbsp;&nbsp; gategroup Finance <br> Luxembourg SA 3.00% <br> 2/28/27<br>| CHF | 245000 | 307528 |
| ION Platform Finance SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 9/30/30 | EUR | 175000 | 167639 |
| &nbsp;&nbsp;&nbsp; 6.88% 9/30/32 | EUR | 135000 | 124476 |
| &nbsp;&nbsp;&nbsp; 7.88% 5/1/29 | EUR | 422000 | 453162 |
| &nbsp;&nbsp; @•Kleopatra Finco SARL 6.00% <br> 1/30/31<br>| EUR | 361280 | 369789 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Luxembourg (continued)** | **Luxembourg (continued)** | **Luxembourg (continued)** | **Luxembourg (continued)** |
| &nbsp;&nbsp; •Lion/Polaris Lux Midco SARL <br> 5.64% (3 mo. EURIBOR + <br> 3.63%) 7/1/29<br>| EUR | 335000 | $386417 |
| Luna 2 5SARL 5.50% 7/1/32 | EUR | 100000 | 113690 |
| &nbsp;&nbsp; Lune Holdings SARL 5.63% <br> 11/15/28<br>| EUR | 343000 | 8471 |
| &nbsp;&nbsp; Maxam Prill SARL 6.00% <br> 7/15/30<br>| EUR | 456000 | 520877 |
| &nbsp;&nbsp; Motion Finco SARL 7.38% <br> 6/15/30<br>| EUR | 121000 | 120777 |
| &nbsp;&nbsp; PRA Group Europe Holding II <br> SARL 6.25% 9/30/32<br>| EUR | 100000 | 109320 |
| &nbsp;&nbsp; PRIO Luxembourg Holding <br> SARL 6.75% 10/15/30<br>|  | 200000 | 194550 |
| Rossini SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.00% (3 mo. EURIBOR + <br> 3.88%) 12/31/29<br>| EUR | 97157 | 112599 |
| &nbsp;&nbsp;&nbsp; 6.75% 12/31/29 | EUR | 162000 | 192446 |
| &nbsp;&nbsp; Stena International SA 7.25% <br> 1/15/31<br>|  | 415000 | 419370 |
| Summer BC Holdco B SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88% 2/15/30 | EUR | 308000 | 306219 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.23% (3 mo. EURIBOR + <br> 4.25%) 2/15/30<br>| EUR | 140000 | 140607 |
| &nbsp;&nbsp; Telecom Italia Capital SA <br> 7.72% 6/4/38<br>|  | 73000 | 81299 |
| &nbsp;&nbsp; Telenet Finance Luxembourg <br> Notes SARL 5.50% 3/1/28<br>|  | 600000 | 588788 |
| Vivion Investments SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63% 6/8/30 | EUR | 272000 | 293840 |
| @ 6.50% 2/28/29 | EUR | 359115 | 414490 |
| μ 8.13% 3/8/31 | EUR | 300000 | 290185 |
| @ 8.25% 8/31/28 | EUR | 72256 | 83408 |
|  |  |  | **14060349** |
| **Macau–0.01%** | **Macau–0.01%** | **Macau–0.01%** | **Macau–0.01%** |
| &nbsp;&nbsp; Wynn Macau Ltd. 5.63% <br> 8/26/28<br>|  | 200000 | 196428 |
|  |  |  | **196428** |
| **Mauritius–0.27%** | **Mauritius–0.27%** | **Mauritius–0.27%** | **Mauritius–0.27%** |
| &nbsp;&nbsp; Clean Renewable Power <br> Mauritius Pte. Ltd. 4.25% <br> 3/25/27<br>|  | 147000 | 143194 |
| &nbsp;&nbsp; =•Flourishing Trade & <br> Investment Ltd. 11.04% <br> 4/2/30<br>|  | 2802671 | 2876381 |
| &nbsp;&nbsp; India Cleantech Energy 4.70% <br> 8/10/26<br>|  | 185375 | 183761 |
| &nbsp;&nbsp; =Resurgent Trade & <br> Investment Ltd. 9.52% <br> 12/1/27<br>|  | 2257000 | 2248649 |
|  |  |  | **5451985** |

---

*LVIP BlackRock Global Allocation Fund–15*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Mexico–0.01%** | **Mexico–0.01%** | **Mexico–0.01%** | **Mexico–0.01%** |
| Petroleos Mexicanos  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.95% 1/28/31 |  | 168000 | $160620 |
| &nbsp;&nbsp;&nbsp; 8.75% 6/2/29 |  | 148156 | 155746 |
|  |  |  | **316366** |
| **Morocco–0.01%** | **Morocco–0.01%** | **Morocco–0.01%** | **Morocco–0.01%** |
| OCP SA 7.50% 5/2/54 |  | 200000 | 210407 |
|  |  |  | **210407** |
| **Netherlands–0.35%** | **Netherlands–0.35%** | **Netherlands–0.35%** | **Netherlands–0.35%** |
| Boels Topholding BV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 5/15/30 | EUR | 100000 | 116131 |
| &nbsp;&nbsp;&nbsp; 6.25% 2/15/29 | EUR | 493000 | 582052 |
| &nbsp;&nbsp; Citycon Treasury BV 5.38% <br> 7/8/31<br>| EUR | 100000 | 106490 |
| &nbsp;&nbsp; Darling Global Finance BV <br> 4.50% 7/15/32<br>| EUR | 277000 | 318590 |
| &nbsp;&nbsp; Global Switch Finance BV <br> 1.38% 10/7/30<br>| EUR | 146000 | 155545 |
| &nbsp;&nbsp; Heimstaden Bostad Treasury <br> BV 1.38% 3/3/27<br>| EUR | 167000 | 189396 |
| μING Groep NV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 5/16/27 |  | 400000 | 385209 |
| &nbsp;&nbsp;&nbsp; 7.25% 11/16/34 |  | 325000 | 331898 |
| IPD 3 BV 5.50% 6/15/31 | EUR | 321000 | 348448 |
| μNN Group NV 5.75% 9/11/34 | EUR | 200000 | 224890 |
| &nbsp;&nbsp; Petrobras Global Finance BV <br> 6.75% 1/27/41<br>|  | 81000 | 78602 |
| μStellantis NV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% 3/16/31 | EUR | 277000 | 305598 |
| &nbsp;&nbsp;&nbsp; 6.88% 12/16/33 | EUR | 375000 | 408588 |
| &nbsp;&nbsp;&nbsp; 8.25% 6/16/32 | GBP | 350000 | 442716 |
| &nbsp;&nbsp; Sunrise FinCo I BV 4.88% <br> 7/15/31<br>|  | 610000 | 580744 |
| &nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands IV BV 5.75% <br> 12/1/30<br>|  | 200000 | 202538 |
| &nbsp;&nbsp; Trivium Packaging Finance <br> BV 12.25% 1/15/31<br>|  | 300000 | 324813 |
| &nbsp;&nbsp; μVolkswagen International <br> Finance NV 5.99% 11/15/33<br>| EUR | 100000 | 115528 |
| VZ Secured Financing BV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 1/15/32 |  | 407000 | 348879 |
| &nbsp;&nbsp;&nbsp; 5.25% 1/15/33 | EUR | 297000 | 316480 |
| &nbsp;&nbsp; VZ Vendor Financing II BV <br> 2.88% 1/15/29<br>| EUR | 494000 | 520327 |
| &nbsp;&nbsp; μWintershall Dea Finance 2 BV <br> 6.12% 5/8/30<br>| EUR | 250000 | 292015 |
| ZF Europe Finance BV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 2/17/32 | EUR | 200000 | 218095 |
| &nbsp;&nbsp;&nbsp; 7.00% 6/12/30 | EUR | 200000 | 235810 |
|  |  |  | **7149382** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Peru–0.01%** | **Peru–0.01%** | **Peru–0.01%** | **Peru–0.01%** |
| &nbsp;&nbsp; Pluspetrol Camisea <br> SA/Pluspetrol Lote 56 SA <br> 6.24% 7/3/36<br>|  | 105000 | $109060 |
| &nbsp;&nbsp; Volcan Cia Minera SAA 8.50% <br> 10/28/32<br>|  | 79000 | 80098 |
|  |  |  | **189158** |
| **Philippines–0.01%** | **Philippines–0.01%** | **Philippines–0.01%** | **Philippines–0.01%** |
| &nbsp;&nbsp; μSan Miguel Global Power <br> Holdings Corp. 8.38% <br> 10/20/30<br>|  | 200000 | 195768 |
|  |  |  | **195768** |
| **Portugal–0.00%** | **Portugal–0.00%** | **Portugal–0.00%** | **Portugal–0.00%** |
| μEDP SA 4.63% 9/16/54 | EUR | 100000 | 114850 |
|  |  |  | **114850** |
| **Singapore–0.11%** | **Singapore–0.11%** | **Singapore–0.11%** | **Singapore–0.11%** |
| &nbsp;&nbsp; μLendlease Asia Treasury Pte. <br> Ltd. 3.90% 9/30/30<br>| SGD | 250000 | 194022 |
| &nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88% 7/15/30 |  | 100000 | 101644 |
| &nbsp;&nbsp;&nbsp; 8.25% 12/15/29 |  | 681000 | 715178 |
| &nbsp;&nbsp;&nbsp; 8.50% 7/15/31 |  | 362000 | 379537 |
| &nbsp;&nbsp;&nbsp; 9.63% 12/1/32 |  | 560000 | 622389 |
| &nbsp;&nbsp; μUnited Overseas Bank Ltd. <br> 3.00% 1/21/33<br>| SGD | 250000 | 191282 |
|  |  |  | **2204052** |
| **Spain–0.10%** | **Spain–0.10%** | **Spain–0.10%** | **Spain–0.10%** |
| &nbsp;&nbsp; μBanco Bilbao Vizcaya <br> Argentaria SA <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 12/13/30 | EUR | 200000 | 241725 |
| &nbsp;&nbsp;&nbsp; 8.38% 6/21/28 | EUR | 200000 | 246774 |
| μBankinter SA 7.38% 8/15/28 | EUR | 200000 | 243464 |
| μCaixaBank SA 5.88% 10/9/27 | EUR | 200000 | 234352 |
| Grifols SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.13% 5/1/30 | EUR | 133000 | 158907 |
| &nbsp;&nbsp;&nbsp; 7.50% 5/1/30 | EUR | 125000 | 149436 |
| &nbsp;&nbsp; Kaixo Bondco Telecom SA <br> 5.13% 9/30/29<br>| EUR | 207000 | 239861 |
| μTelefonica Emisiones SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% 1/19/31 | EUR | 100000 | 111643 |
| &nbsp;&nbsp;&nbsp; 4.88% 1/19/34 | EUR | 300000 | 329381 |
|  |  |  | **1955543** |
| **Sweden–0.06%** | **Sweden–0.06%** | **Sweden–0.06%** | **Sweden–0.06%** |
| Heimstaden AB  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.36% 1/24/31 | EUR | 101000 | 113864 |
| &nbsp;&nbsp;&nbsp; 8.38% 1/29/30 | EUR | 100000 | 118088 |
| &nbsp;&nbsp; μHeimstaden Bostad AB 5.00% <br> 1/19/31<br>| EUR | 150000 | 161383 |
| &nbsp;&nbsp; Intrum Investments & <br> Financing AB 8.00% 9/11/27<br>| EUR | 358863 | 412354 |

---

*LVIP BlackRock Global Allocation Fund–16*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp; Verisure Midholding AB 5.25% <br> 2/15/29<br>| EUR | 406000 | $467246 |
|  |  |  | **1272935** |
| **Switzerland–0.01%** | **Switzerland–0.01%** | **Switzerland–0.01%** | **Switzerland–0.01%** |
| μUBS Group AG 7.13% 8/13/32 | AUD | 290000 | 193995 |
|  |  |  | **193995** |
| **Tanzania (United Republic Of)–0.01%** | **Tanzania (United Republic Of)–0.01%** | **Tanzania (United Republic Of)–0.01%** | **Tanzania (United Republic Of)–0.01%** |
| &nbsp;&nbsp; AngloGold Ashanti Holdings <br> PLC 3.75% 10/1/30<br>|  | 208000 | 201077 |
|  |  |  | **201077** |
| **Thailand–0.03%** | **Thailand–0.03%** | **Thailand–0.03%** | **Thailand–0.03%** |
| &nbsp;&nbsp; μGC Treasury Center Co. Ltd. <br> 6.50% 9/10/30<br>|  | 250000 | 242976 |
| Muangthai Capital PCL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 9/30/28 |  | 200000 | 198496 |
| &nbsp;&nbsp;&nbsp; 7.55% 7/21/30 |  | 250000 | 246972 |
|  |  |  | **688444** |
| **Turkey–0.01%** | **Turkey–0.01%** | **Turkey–0.01%** | **Turkey–0.01%** |
| &nbsp;&nbsp; Turkcell Iletisim Hizmetleri <br> AS 7.65% 1/24/32<br>|  | 200000 | 203679 |
|  |  |  | **203679** |
| **United Arab Emirates–0.02%** | **United Arab Emirates–0.02%** | **United Arab Emirates–0.02%** | **United Arab Emirates–0.02%** |
| &nbsp;&nbsp; Alpha Star Holding IX Ltd. <br> 7.00% 8/26/28<br>|  | 200000 | 190561 |
| &nbsp;&nbsp; Sobha Sukuk I Holding Ltd. <br> 7.13% 9/11/30<br>|  | 200000 | 172072 |
|  |  |  | **362633** |
| **United Kingdom–0.82%** | **United Kingdom–0.82%** | **United Kingdom–0.82%** | **United Kingdom–0.82%** |
| &nbsp;&nbsp; Allwyn Entertainment <br> Financing U.K. PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 8/15/31 | EUR | 137000 | 151766 |
| &nbsp;&nbsp;&nbsp; 7.25% 4/30/30 | EUR | 270900 | 323546 |
| &nbsp;&nbsp; Amber Finco PLC 6.63% <br> 7/15/29<br>| EUR | 277000 | 328552 |
| Ardonagh Finco Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 2/15/31 | EUR | 751000 | 862056 |
| &nbsp;&nbsp;&nbsp; 7.75% 2/15/31 |  | 200000 | 202343 |
| &nbsp;&nbsp; Aston Martin Capital <br> Holdings Ltd. 10.38% <br> 3/31/29<br>| GBP | 361000 | 366679 |
| &nbsp;&nbsp; Avianca Midco 2 PLC 9.00% <br> 12/1/28<br>|  | 12411 | 12008 |
| Azule Energy Finance PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25% 1/22/31 |  | 500000 | 503563 |
| &nbsp;&nbsp;&nbsp; 8.63% 1/22/33 |  | 368000 | 370129 |
| &nbsp;&nbsp; BCP V Modular Services <br> Finance II PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13% 11/30/28 | GBP | 648000 | 801835 |
| &nbsp;&nbsp;&nbsp; 6.13% 11/30/28 | GBP | 153000 | 189322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp; BCP V Modular Services <br> Finance PLC 6.75% 11/30/29<br>| EUR | 467000 | $369115 |
| &nbsp;&nbsp; Bellis Acquisition Co. PLC <br> 8.00% 7/1/31<br>| EUR | 183000 | 199291 |
| &nbsp;&nbsp; @Bracken MidCo1 PLC 6.75% <br> 11/1/27<br>| GBP | 131000 | 171142 |
| &nbsp;&nbsp; μBritish Telecommunications <br> PLC 4.88% 11/23/81<br>|  | 331000 | 315526 |
| &nbsp;&nbsp; California Buyer <br> Ltd./Atlantica Sustainable <br> Infrastructure PLC 5.63% <br> 2/15/32<br>| EUR | 216000 | 241331 |
| &nbsp;&nbsp; CD&R Firefly Bidco PLC <br> 8.63% 4/30/29<br>| GBP | 100000 | 134560 |
| μCentrica PLC 6.50% 5/21/55 | GBP | 356000 | 472380 |
| Deuce Finco PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.65% (3 mo. EURIBOR + <br> 3.50%) 11/20/32<br>| EUR | 185000 | 213312 |
| &nbsp;&nbsp;&nbsp; 7.00% 11/20/31 | GBP | 219000 | 285440 |
| &nbsp;&nbsp; Edge Finco PLC 8.13% <br> 8/15/31<br>| GBP | 341000 | 465584 |
| &nbsp;&nbsp; EG Global Finance PLC <br> 12.00% 11/30/28<br>|  | 487000 | 521067 |
| Energean PLC 5.63% 5/12/31 | EUR | 150000 | 168682 |
| Entain PLC 4.88% 11/30/31 | EUR | 100000 | 113460 |
| &nbsp;&nbsp; Heathrow Finance PLC 6.63% <br> 3/1/31<br>| GBP | 387000 | 508013 |
| &nbsp;&nbsp; INEOS Finance PLC 7.25% <br> 3/31/31<br>| EUR | 269000 | 282624 |
| &nbsp;&nbsp; INEOS Quattro Finance 2 <br> PLC 8.50% 3/15/29<br>| EUR | 439000 | 419208 |
| &nbsp;&nbsp; Ithaca Energy North Sea PLC <br> 8.13% 10/15/29<br>|  | 200000 | 205079 |
| &nbsp;&nbsp; Jaguar Land Rover <br> Automotive PLC 5.50% <br> 7/15/29<br>|  | 212000 | 206206 |
| &nbsp;&nbsp; μLloyds Banking Group PLC <br> 7.50% 6/27/30<br>| GBP | 200000 | 263076 |
| &nbsp;&nbsp; Mobico Group PLC 4.88% <br> 9/26/31<br>| EUR | 316000 | 282748 |
| μNationwide Building Society  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 6/20/27 | GBP | 200000 | 262727 |
| &nbsp;&nbsp;&nbsp; 7.50% 12/20/30 | GBP | 409000 | 542164 |
| &nbsp;&nbsp; Ocado Group PLC 11.00% <br> 6/15/30<br>| GBP | 180000 | 237545 |
| &nbsp;&nbsp; OEG Finance PLC 7.25% <br> 9/27/29<br>| EUR | 479000 | 570254 |
| &nbsp;&nbsp; Pinewood Finco PLC 6.00% <br> 3/27/30<br>| GBP | 261000 | 337031 |
| &nbsp;&nbsp; Pinnacle Bidco PLC 10.00% <br> 10/11/28<br>| GBP | 194000 | 266286 |
| &nbsp;&nbsp; Stonegate Pub Co. Financing <br> PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 8.62% (3 mo. EURIBOR + <br> 6.63%) 7/31/29<br>| EUR | 139000 | 157164 |
| &nbsp;&nbsp;&nbsp; 10.75% 7/31/29 | GBP | 241000 | 315831 |

---

*LVIP BlackRock Global Allocation Fund–17*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp; Thames Water Utilities <br> Finance PLC 4.00% 6/19/27<br>| GBP | 400000 | $358340 |
| &nbsp;&nbsp; Trident Energy Finance PLC <br> 12.50% 11/30/29<br>|  | 200000 | 213126 |
| &nbsp;&nbsp; Unique Pub Finance Co. PLC <br> 6.46% 3/30/32<br>| GBP | 328661 | 446736 |
| &nbsp;&nbsp; Vedanta Resources Finance II <br> PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.88% 9/17/29 |  | 200000 | 209078 |
| &nbsp;&nbsp;&nbsp; 10.88% 9/17/29 |  | 200000 | 209078 |
| &nbsp;&nbsp; Virgin Media Secured <br> Finance PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 8/15/30 | GBP | 371000 | 425406 |
| &nbsp;&nbsp;&nbsp; 4.25% 1/15/30 | GBP | 340000 | 397659 |
| &nbsp;&nbsp;&nbsp; 5.50% 5/15/29 |  | 200000 | 191816 |
| &nbsp;&nbsp; Vmed O2 U.K. Financing I <br> PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 7/15/31 | GBP | 238000 | 264008 |
| &nbsp;&nbsp;&nbsp; 5.63% 4/15/32 | EUR | 197000 | 208592 |
| &nbsp;&nbsp;&nbsp; 6.75% 1/15/33 |  | 200000 | 178689 |
| μVodafone Group PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 6/4/81 |  | 67000 | 61326 |
| &nbsp;&nbsp;&nbsp; 7.00% 4/4/79 |  | 95000 | 97713 |
| &nbsp;&nbsp;&nbsp; 8.00% 8/30/86 | GBP | 147000 | 203583 |
| &nbsp;&nbsp; Zegona Finance PLC 6.75% <br> 7/15/29<br>| EUR | 447818 | 537188 |
|  |  |  | **16640983** |
| **United States–3.42%** | **United States–3.42%** | **United States–3.42%** | **United States–3.42%** |
| Acadia Healthcare Co., Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 4/15/29 |  | 14000 | 13631 |
| &nbsp;&nbsp;&nbsp; 5.50% 7/1/28 |  | 87000 | 86350 |
| &nbsp;&nbsp;&nbsp; 7.38% 3/15/33 |  | 100000 | 102382 |
| &nbsp;&nbsp; Acrisure LLC/Acrisure <br> Finance, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 2/15/29 |  | 52000 | 49080 |
| &nbsp;&nbsp;&nbsp; 6.75% 7/1/32 |  | 100000 | 96362 |
| &nbsp;&nbsp; Adient Global Holdings Ltd. <br> 7.00% 4/15/28<br>|  | 100000 | 101329 |
| &nbsp;&nbsp; Advance Auto Parts, Inc. <br> 7.00% 8/1/30<br>|  | 100000 | 101305 |
| μAES Corp. 6.95% 7/15/55 |  | 100000 | 93298 |
| &nbsp;&nbsp; Albertsons Cos., Inc./Safeway, <br> Inc./New <br> Albertsons LP/Albertsons LLC <br> 6.50% 2/15/28<br>|  | 130000 | 131628 |
| &nbsp;&nbsp; Alexander Funding Trust II <br> 7.47% 7/31/28<br>|  | 145000 | 152676 |
| &nbsp;&nbsp; Alliant Holdings <br> Intermediate LLC/Alliant <br> Holdings Co-Issuer <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 10/1/31 |  | 72000 | 70700 |
| &nbsp;&nbsp;&nbsp; 7.38% 10/1/32 |  | 200000 | 198090 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Allied Universal <br> Holdco LLC/Allied Universal <br> Finance Corp. 6.00% 6/1/29<br>|  | 300000 | $289883 |
| &nbsp;&nbsp; Allied Universal <br> Holdco LLC/Allied Universal <br> Finance Corp./Atlas Luxco 4 <br> SARL 4.88% 6/1/28<br>| GBP | 924000 | 1183542 |
| AMC Networks, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 2/15/29 |  | 595000 | 501277 |
| &nbsp;&nbsp;&nbsp; 10.50% 7/15/32 |  | 100000 | 98692 |
| &nbsp;&nbsp; ♦American Airlines <br> Pass-Through Trust 5.65% <br> 5/11/36<br>|  | 221000 | 221966 |
| &nbsp;&nbsp; American Axle & <br> Manufacturing, Inc. 6.38% <br> 10/15/32<br>|  | 100000 | 98974 |
| &nbsp;&nbsp; μAmerican National Group, <br> Inc. 7.00% 12/1/55<br>|  | 100000 | 94832 |
| &nbsp;&nbsp; AmeriGas <br> Partners LP/AmeriGas <br> Finance Corp. 9.38% 6/1/28<br>|  | 100000 | 102663 |
| &nbsp;&nbsp; AmWINS Group, Inc. 6.38% <br> 2/15/29<br>|  | 86000 | 86498 |
| &nbsp;&nbsp; APLD ComputeCo LLC 9.25% <br> 12/15/30<br>|  | 100000 | 103032 |
| &nbsp;&nbsp; Arches Buyer, Inc. 4.25% <br> 6/1/28<br>|  | 77000 | 74135 |
| Arcosa, Inc. 6.88% 8/15/32 |  | 110000 | 112711 |
| &nbsp;&nbsp; Ardagh Metal Packaging <br> Finance USA LLC/Ardagh <br> Metal Packaging Finance <br> PLC 3.25% 9/1/28<br>|  | 200000 | 190215 |
| &nbsp;&nbsp; Aretec Group, Inc. 10.00% <br> 8/15/30<br>|  | 103000 | 109403 |
| &nbsp;&nbsp; Arsenal AIC Parent LLC <br> 11.50% 10/1/31<br>|  | 114000 | 123177 |
| &nbsp;&nbsp; Asbury Automotive Group, <br> Inc. 4.75% 3/1/30<br>|  | 126000 | 121419 |
| &nbsp;&nbsp; Ascent Resources Utica <br> Holdings LLC/ARU Finance <br> Corp. 5.88% 6/30/29<br>|  | 100000 | 99907 |
| &nbsp;&nbsp; Ashton Woods <br> USA LLC/Ashton Woods <br> Finance Co. 6.88% 8/1/33<br>|  | 248000 | 239254 |
| AT&T, Inc. 2.90% 12/4/26 | GBP | 52000 | 67894 |
| ATI, Inc. 7.25% 8/15/30 |  | 180000 | 186654 |
| &nbsp;&nbsp; Aviation Capital Group LLC <br> 1.95% 9/20/26<br>|  | 18000 | 17786 |
| &nbsp;&nbsp; Avis Budget Car <br> Rental LLC/Avis Budget <br> Finance, Inc. 8.38% 6/15/32<br>|  | 100000 | 99451 |
| Ball Corp. 6.00% 6/15/29 |  | 100000 | 101438 |
| &nbsp;&nbsp; Bath & Body Works, Inc. <br> 6.63% 10/1/30<br>|  | 100000 | 100942 |

---

*LVIP BlackRock Global Allocation Fund–18*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; BCPE Flavor Debt Merger <br> Sub LLC & BCPE Flavor <br> Issuer, Inc. 9.50% 7/1/32<br>|  | 88000 | $79800 |
| &nbsp;&nbsp; Beach Acquisition Bidco LLC <br> 5.25% 7/15/32<br>| EUR | 177000 | 196216 |
| &nbsp;&nbsp; Beignet Investor LLC 6.58% <br> 5/30/49<br>|  | 3598000 | 3699306 |
| Block, Inc. 5.63% 8/15/30 |  | 200000 | 198895 |
| &nbsp;&nbsp; Boyd Gaming Corp. 4.75% <br> 6/15/31<br>|  | 70000 | 66557 |
| &nbsp;&nbsp; Bracelet Holdings, Inc. 9.25% <br> 7/2/28<br>|  | 1170000 | 1136795 |
| &nbsp;&nbsp; Buckeye Partners LP 6.75% <br> 2/1/30<br>|  | 118000 | 121777 |
| &nbsp;&nbsp; Builders FirstSource, Inc. <br> 6.38% 3/1/34<br>|  | 140000 | 138210 |
| &nbsp;&nbsp; Caesars Entertainment, Inc. <br> 7.00% 2/15/30<br>|  | 200000 | 202470 |
| &nbsp;&nbsp; California Resources Corp. <br> 7.00% 1/15/34<br>|  | 396000 | 399232 |
| &nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 8/15/30 |  | 300000 | 280344 |
| &nbsp;&nbsp;&nbsp; 4.50% 6/1/33 |  | 306000 | 266411 |
| &nbsp;&nbsp;&nbsp; 4.75% 2/1/32 |  | 95000 | 85896 |
| &nbsp;&nbsp;&nbsp; 7.00% 2/1/33 |  | 40000 | 40110 |
| &nbsp;&nbsp;&nbsp; 7.38% 3/1/31 |  | 100000 | 101797 |
| Celanese U.S. Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75% 4/15/33 |  | 100000 | 102596 |
| &nbsp;&nbsp;&nbsp; 7.05% 11/15/30 |  | 78000 | 82452 |
| &nbsp;&nbsp; Centene Corp. 4.25% <br> 12/15/27<br>|  | 434000 | 426325 |
| &nbsp;&nbsp; Charles River Laboratories <br> International, Inc. 3.75% <br> 3/15/29<br>|  | 123000 | 116558 |
| Chemours Co.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 11/15/29 |  | 98000 | 91900 |
| &nbsp;&nbsp;&nbsp; 5.75% 11/15/28 |  | 24000 | 23763 |
| &nbsp;&nbsp; CHS/Community Health <br> Systems, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 2/15/31 |  | 281000 | 259061 |
| &nbsp;&nbsp;&nbsp; 5.25% 5/15/30 |  | 78000 | 73514 |
| Churchill Downs, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 4/1/27 |  | 45000 | 44943 |
| &nbsp;&nbsp;&nbsp; 5.75% 4/1/30 |  | 97000 | 95929 |
| &nbsp;&nbsp; Cinemark USA, Inc. 7.00% <br> 8/1/32<br>|  | 126000 | 129463 |
| &nbsp;&nbsp; Cipher Compute LLC 7.13% <br> 11/15/30<br>|  | 61000 | 63198 |
| Citigroup, Inc.  |  |  |  |
| • 5.92% 12/11/30 |  | 1080000 | 1026004 |
| μ 6.88% 8/15/30 |  | 54000 | 54381 |
| μ 6.95% 2/15/30 |  | 54000 | 54401 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Clarios Global LP/Clarios <br> U.S. Finance Co. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 6/15/31 | EUR | 296000 | $335928 |
| &nbsp;&nbsp;&nbsp; 6.75% 9/15/32 |  | 152000 | 153216 |
| &nbsp;&nbsp; Clear Channel Outdoor <br> Holdings, Inc. 7.13% 2/15/31<br>|  | 24000 | 25145 |
| Cleveland-Cliffs, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 3/15/32 |  | 110000 | 106431 |
| &nbsp;&nbsp;&nbsp; 7.50% 9/15/31 |  | 100000 | 99746 |
| Cloud Software Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 3/31/29 |  | 289000 | 281940 |
| &nbsp;&nbsp;&nbsp; 8.25% 6/30/32 |  | 342000 | 324365 |
| &nbsp;&nbsp;&nbsp; 9.00% 9/30/29 |  | 188000 | 181359 |
| &nbsp;&nbsp; Clydesdale Acquisition <br> Holdings, Inc. 8.75% 4/15/30<br>|  | 248000 | 231402 |
| &nbsp;&nbsp; Cogent Communications <br> Group LLC/Cogent Finance, <br> Inc. 7.00% 6/15/27<br>|  | 69000 | 67958 |
| &nbsp;&nbsp; Columbus McKinnon Corp. <br> 7.13% 2/1/33<br>|  | 12000 | 11994 |
| &nbsp;&nbsp; Comstock Resources, Inc. <br> 6.75% 3/1/29<br>|  | 100000 | 98815 |
| &nbsp;&nbsp; Constellation Energy <br> Generation LLC 4.63% <br> 2/1/29<br>|  | 79000 | 78044 |
| CoreWeave, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.00% 2/1/31 |  | 109000 | 103716 |
| &nbsp;&nbsp;&nbsp; 9.25% 6/1/30 |  | 67000 | 65101 |
| Crescent Energy Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.38% 1/15/33 |  | 263000 | 262934 |
| &nbsp;&nbsp;&nbsp; 7.88% 4/15/32 |  | 71000 | 72538 |
| &nbsp;&nbsp;&nbsp; 8.38% 1/15/34 |  | 100000 | 104540 |
| &nbsp;&nbsp; CrossCountry Intermediate <br> HoldCo LLC 6.75% 12/1/32<br>|  | 100000 | 94095 |
| CSC Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 4/15/27 |  | 400000 | 346958 |
| &nbsp;&nbsp;&nbsp; 11.25% 5/15/28 |  | 200000 | 163429 |
| &nbsp;&nbsp;&nbsp; 11.75% 1/31/29 |  | 363000 | 262502 |
| &nbsp;&nbsp; CVR Energy, Inc. 7.50% <br> 2/15/31<br>|  | 69000 | 69515 |
| &nbsp;&nbsp; μCVS Health Corp. 7.00% <br> 3/10/55<br>|  | 100000 | 103059 |
| DaVita, Inc. 4.63% 6/1/30 |  | 200000 | 192303 |
| &nbsp;&nbsp; μDentsply Sirona, Inc. 8.38% <br> 9/12/55<br>|  | 100000 | 97653 |
| Directv Financing LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.88% 2/1/30 |  | 100000 | 99534 |
| &nbsp;&nbsp;&nbsp; 8.88% 2/1/30 |  | 76000 | 75831 |
| &nbsp;&nbsp; Directv <br> Financing LLC/Directv <br> Financing Co-Obligor, Inc. <br> 10.00% 2/15/31<br>|  | 86000 | 87791 |
| &nbsp;&nbsp; Discovery <br> Communications LLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 9/20/37 |  | 100000 | 72298 |

---

*LVIP BlackRock Global Allocation Fund–19*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Discovery <br> Communications LLC (continued) <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.35% 6/1/40 | 100000 | $73282 |
| &nbsp;&nbsp; Discovery Global Holdings, <br> Inc. <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.76% 3/15/27 | 1064000 | 1050955 |
| &nbsp;&nbsp;&nbsp; 4.28% 3/15/32 | 62000 | 54870 |
| EchoStar Corp.  |  |  |
| @ 6.75% 11/30/30 | 40000 | 40390 |
| &nbsp;&nbsp;&nbsp; 10.75% 11/30/29 | 40000 | 43210 |
| &nbsp;&nbsp; EMRLD <br> Borrower LP/Emerald <br> Co-Issuer, Inc. 6.63% <br> 12/15/30<br>| 100000 | 101706 |
| &nbsp;&nbsp; Endo Finance Holdings LP <br> 8.50% 4/15/31<br>| 62000 | 64919 |
| &nbsp;&nbsp; Energizer Holdings, Inc. <br> 4.38% 3/31/29<br>| 58000 | 55188 |
| &nbsp;&nbsp; μEnergy Transfer LP 6.75% <br> 2/15/56<br>| 131000 | 130286 |
| Entegris, Inc. 5.95% 6/15/30 | 100000 | 100631 |
| EQT Corp. 7.50% 6/1/30 | 95000 | 103453 |
| &nbsp;&nbsp; EquipmentShare.com, Inc. <br> 8.63% 5/15/32<br>| 100000 | 104376 |
| &nbsp;&nbsp; Fair Isaac Corp. 4.00% <br> 6/15/28<br>| 123000 | 119362 |
| &nbsp;&nbsp; Fertitta <br> Entertainment LLC/Fertitta <br> Entertainment Finance Co., <br> Inc. 6.75% 1/15/30<br>| 200000 | 186810 |
| &nbsp;&nbsp; μFirst Citizens BancShares, <br> Inc. 6.25% 3/12/40<br>| 1331000 | 1301457 |
| FirstCash, Inc. 6.88% 3/1/32 | 100000 | 101922 |
| &nbsp;&nbsp; Five Point Operating Co. LP <br> 8.00% 10/1/30<br>| 60000 | 59859 |
| μFMC Corp. 8.45% 11/1/55 | 181000 | 116539 |
| Ford Motor Credit Co. LLC  |  |  |
| &nbsp;&nbsp;&nbsp; 4.27% 1/9/27 | 259000 | 257816 |
| &nbsp;&nbsp;&nbsp; 4.54% 8/1/26 | 200000 | 199720 |
| &nbsp;&nbsp;&nbsp; 5.13% 11/5/26 | 278000 | 278574 |
| &nbsp;&nbsp;&nbsp; 6.95% 6/10/26 | 363000 | 363855 |
| &nbsp;&nbsp; Freedom Mortgage <br> Holdings LLC 8.38% 4/1/32<br>| 182000 | 179032 |
| &nbsp;&nbsp; Frontier Communications <br> Holdings LLC <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.00% 1/15/30 | 80000 | 80479 |
| &nbsp;&nbsp;&nbsp; 6.75% 5/1/29 | 430000 | 430538 |
| &nbsp;&nbsp;&nbsp; 8.75% 5/15/30 | 976000 | 1001460 |
| &nbsp;&nbsp; Frontier Florida LLC 6.86% <br> 2/1/28<br>| 874000 | 902781 |
| &nbsp;&nbsp; Frontier North, Inc. 6.73% <br> 2/15/28<br>| 354000 | 366036 |
| &nbsp;&nbsp; FTAI Aviation Investors LLC <br> 5.50% 5/1/28<br>| 129000 | 128954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Full House Resorts, Inc. 8.25% <br> 2/15/28<br>|  | 27000 | $24570 |
| &nbsp;&nbsp; Gen Digital, Inc. 7.13% <br> 9/30/30<br>|  | 100000 | 100968 |
| &nbsp;&nbsp; μGlobal Atlantic Fin Co. 7.25% <br> 3/1/56<br>|  | 100000 | 94256 |
| &nbsp;&nbsp; Goodyear Tire & Rubber Co. <br> 5.63% 4/30/33<br>|  | 142000 | 124511 |
| GoTo Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 5/1/28 |  | 132700 | 103801 |
| &nbsp;&nbsp;&nbsp; 5.50% 5/1/28 |  | 202700 | 56756 |
| Gray Media, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.63% 7/15/32 |  | 100000 | 99994 |
| &nbsp;&nbsp;&nbsp; 10.50% 7/15/29 |  | 33000 | 35067 |
| GS Finance Corp.  |  |  |  |
| • 5.95% 1/15/31 |  | 2930000 | 2812041 |
| &nbsp;&nbsp;&nbsp; 6.11% 2/17/31 |  | 1314000 | 1276287 |
| • 7.35% 2/17/31 |  | 2728000 | 2655018 |
| &nbsp;&nbsp; Harvest Midstream I LP 7.50% <br> 9/1/28<br>|  | 100000 | 100970 |
| &nbsp;&nbsp; Herc Holdings, Inc. 7.00% <br> 6/15/30<br>|  | 190000 | 194820 |
| &nbsp;&nbsp; Hess Midstream <br> Operations LP 5.88% 3/1/28<br>|  | 100000 | 100642 |
| &nbsp;&nbsp; Hilcorp Energy I LP/Hilcorp <br> Finance Co. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25% 2/15/35 |  | 100000 | 99691 |
| &nbsp;&nbsp;&nbsp; 8.38% 11/1/33 |  | 100000 | 104333 |
| &nbsp;&nbsp; Hilton Domestic Operating <br> Co., Inc. 5.88% 3/15/33<br>|  | 159000 | 159971 |
| &nbsp;&nbsp; Hilton Grand Vacations <br> Borrower LLC/Hilton Grand <br> Vacations Borrower, Inc. <br> 4.88% 7/1/31<br>|  | 100000 | 90235 |
| &nbsp;&nbsp; Howard Midstream Energy <br> Partners LLC 7.38% 7/15/32<br>|  | 97000 | 100303 |
| &nbsp;&nbsp; HUB International Ltd. 7.25% <br> 6/15/30<br>|  | 189000 | 193612 |
| &nbsp;&nbsp; iHeartCommunications, Inc. <br> 7.75% 8/15/30<br>|  | 200000 | 159230 |
| &nbsp;&nbsp; Imola Merger Corp. 4.75% <br> 5/15/29<br>|  | 156000 | 151622 |
| &nbsp;&nbsp; Infinity Natural <br> Resources LLC 7.63% 4/1/31<br>|  | 175000 | 175924 |
| &nbsp;&nbsp; ION Platform Finance U.S., <br> Inc./ION Platform Finance <br> SARL 5.75% 5/15/28<br>|  | 300000 | 284656 |
| IQVIA, Inc. 6.50% 5/15/30 |  | 200000 | 204184 |
| Iron Mountain, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 2/15/31 |  | 100000 | 93904 |
| &nbsp;&nbsp;&nbsp; 4.75% 1/15/34 | EUR | 361000 | 388269 |
| &nbsp;&nbsp;&nbsp; 5.00% 7/15/28 |  | 110000 | 108828 |
| &nbsp;&nbsp;&nbsp; 5.63% 7/15/32 |  | 100000 | 97077 |
| &nbsp;&nbsp; ITT Holdings LLC 6.50% <br> 8/1/29<br>|  | 100000 | 97234 |

---

*LVIP BlackRock Global Allocation Fund–20*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Jane Street Group/JSG <br> Finance, Inc. 7.13% 4/30/31<br>|  | 200000 | $205591 |
| &nbsp;&nbsp; JetBlue Airways <br> Corp./JetBlue Loyalty LP <br> 9.88% 9/20/31<br>|  | 157000 | 148374 |
| &nbsp;&nbsp; ♦JetBlue Pass-Through Trust <br> 2.75% 11/15/33<br>|  | 115130 | 102032 |
| &nbsp;&nbsp; μJPMorgan Chase & Co. 6.50% <br> 4/1/30<br>|  | 49000 | 50281 |
| &nbsp;&nbsp; KeHE Distributors LLC/KeHE <br> Finance Corp./NextWave <br> Distribution, Inc. 9.00% <br> 2/15/29<br>|  | 98000 | 102023 |
| &nbsp;&nbsp; •King U.S. Bidco, Inc. 5.31% (3 <br> mo. EURIBOR + 3.25%) <br> 12/1/32<br>| EUR | 261000 | 300198 |
| Kohl's Corp. 5.13% 5/1/31 |  | 100000 | 75264 |
| &nbsp;&nbsp; Kronos International, Inc. <br> 9.50% 3/15/29<br>| EUR | 200000 | 198596 |
| &nbsp;&nbsp; Ladder Capital Finance <br> Holdings LLLP/Ladder <br> Capital Finance Corp. 7.00% <br> 7/15/31<br>|  | 100000 | 103373 |
| &nbsp;&nbsp; LCM Investments Holdings <br> II LLC 8.25% 8/1/31<br>|  | 112000 | 116339 |
| Level 3 Financing, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 6/30/33 |  | 173000 | 176170 |
| &nbsp;&nbsp;&nbsp; 8.50% 1/15/36 |  | 334000 | 348500 |
| &nbsp;&nbsp; LGI Homes, Inc. 7.00% <br> 11/15/32<br>|  | 520000 | 482158 |
| &nbsp;&nbsp; Light & Wonder <br> International, Inc. 7.50% <br> 9/1/31<br>|  | 51000 | 52341 |
| &nbsp;&nbsp; Lithia Motors, Inc. 4.63% <br> 12/15/27<br>|  | 100000 | 98677 |
| &nbsp;&nbsp; Live Nation Entertainment, <br> Inc. 4.75% 10/15/27<br>|  | 280000 | 278260 |
| &nbsp;&nbsp; Magnera Corp. 7.25% <br> 11/15/31<br>|  | 107000 | 99039 |
| &nbsp;&nbsp; Marriott Ownership Resorts, <br> Inc. 6.50% 10/1/33<br>|  | 100000 | 95084 |
| &nbsp;&nbsp; Matador Resources Co. 6.25% <br> 4/15/33<br>|  | 100000 | 100094 |
| &nbsp;&nbsp; Mauser Packaging Solutions <br> Holding Co. 9.25% 4/15/30<br>|  | 223000 | 207204 |
| &nbsp;&nbsp; McGraw-Hill Education, Inc. <br> 7.38% 9/1/31<br>|  | 25000 | 25470 |
| &nbsp;&nbsp; Medline Borrower LP 3.88% <br> 4/1/29<br>|  | 100000 | 96736 |
| MGM Resorts International  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 4/15/27 |  | 156000 | 156318 |
| &nbsp;&nbsp;&nbsp; 6.50% 4/15/32 |  | 40000 | 40330 |
| &nbsp;&nbsp; Michaels Cos., Inc. 8.50% <br> 3/15/33<br>|  | 100000 | 97349 |
| &nbsp;&nbsp; Millrose Properties, Inc. <br> 6.38% 8/1/30<br>|  | 100000 | 99969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| MKS, Inc. 4.25% 2/15/34 | EUR | 366000 | $404177 |
| &nbsp;&nbsp; Mohegan Tribal Gaming <br> Authority/MS Digital <br> Entertainment <br> Holdings LLC 11.88% <br> 4/15/31<br>|  | 154000 | 160432 |
| &nbsp;&nbsp; Molina Healthcare, Inc. 3.88% <br> 5/15/32<br>|  | 122000 | 105972 |
| &nbsp;&nbsp; MPT Operating <br> Partnership LP/MPT <br> Finance Corp. 7.00% 2/15/32<br>| EUR | 220000 | 250248 |
| NCL Corp. Ltd. 6.75% 2/1/32 |  | 136000 | 134968 |
| &nbsp;&nbsp; NCR Atleos Corp. 9.50% <br> 4/1/29<br>|  | 470000 | 503108 |
| NCR Voyix Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 10/1/28 |  | 36000 | 34687 |
| &nbsp;&nbsp;&nbsp; 5.13% 4/15/29 |  | 180000 | 172162 |
| &nbsp;&nbsp; Neptune Bidco U.S., Inc. <br> 10.38% 5/15/31<br>|  | 191000 | 192721 |
| Newell Brands, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38% 5/15/30 |  | 100000 | 95991 |
| &nbsp;&nbsp;&nbsp; 6.63% 5/15/32 |  | 68000 | 65075 |
| &nbsp;&nbsp; Nexstar Media, Inc. 5.63% <br> 7/15/27<br>|  | 80000 | 79962 |
| &nbsp;&nbsp; Nissan Motor Acceptance Co. <br> LLC 5.63% 9/29/28<br>|  | 71000 | 69676 |
| &nbsp;&nbsp; Northern Oil & Gas, Inc. <br> 7.88% 10/15/33<br>|  | 167000 | 172787 |
| Novelis Corp. 6.88% 1/30/30 |  | 100000 | 100867 |
| NRG Energy, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 2/15/29 |  | 100000 | 94801 |
| &nbsp;&nbsp;&nbsp; 5.25% 6/15/29 |  | 100000 | 99006 |
| &nbsp;&nbsp;&nbsp; 6.00% 1/15/36 |  | 100000 | 99091 |
| OAK-Eagle Acquireco, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% 7/1/33 | EUR | 512000 | 604464 |
| &nbsp;&nbsp;&nbsp; 7.25% 7/1/33 |  | 81000 | 83924 |
| &nbsp;&nbsp; Olympus Water U.S. Holding <br> Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13% 2/15/33 | EUR | 313000 | 347746 |
| &nbsp;&nbsp;&nbsp; 6.25% 10/1/29 |  | 224000 | 211689 |
| &nbsp;&nbsp; OneMain Finance Corp. 7.13% <br> 11/15/31<br>|  | 50000 | 49540 |
| &nbsp;&nbsp; Outfront Media <br> Capital LLC/Outfront Media <br> Capital Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 3/15/30 |  | 60000 | 57890 |
| &nbsp;&nbsp;&nbsp; 5.00% 8/15/27 |  | 127000 | 126701 |
| &nbsp;&nbsp; Owens-Brockway Glass <br> Container, Inc. 6.63% <br> 5/13/27<br>|  | 15000 | 15031 |
| μPacifiCorp 7.38% 9/15/55 |  | 100000 | 95554 |
| &nbsp;&nbsp; Panther Escrow Issuer LLC <br> 7.13% 6/1/31<br>|  | 70000 | 70235 |
| &nbsp;&nbsp; μParamount Global 6.25% <br> 2/28/57<br>|  | 200000 | 134000 |

---

*LVIP BlackRock Global Allocation Fund–21*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Park River Holdings, Inc. <br> 8.75% 12/31/30<br>|  | 100000 | $92103 |
| &nbsp;&nbsp; PennyMac Financial Services, <br> Inc. 6.75% 2/15/34<br>|  | 200000 | 187168 |
| &nbsp;&nbsp; Performance Food Group, <br> Inc. 5.63% 3/1/34<br>|  | 100000 | 96449 |
| &nbsp;&nbsp; Permian Resources <br> Operating LLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88% 7/1/29 |  | 186000 | 186212 |
| &nbsp;&nbsp;&nbsp; 8.00% 4/15/27 |  | 215000 | 215183 |
| PG&E Corp. 5.25% 7/1/30 |  | 100000 | 98679 |
| &nbsp;&nbsp; Pitney Bowes, Inc. 6.88% <br> 3/15/27<br>|  | 639000 | 638157 |
| Post Holdings, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% 2/15/32 |  | 192000 | 193985 |
| &nbsp;&nbsp;&nbsp; 6.25% 10/15/34 |  | 15000 | 14688 |
| &nbsp;&nbsp; Prestige Brands, Inc. 3.75% <br> 4/1/31<br>|  | 201000 | 184238 |
| &nbsp;&nbsp; Quikrete Holdings, Inc. 6.38% <br> 3/1/32<br>|  | 200000 | 202801 |
| &nbsp;&nbsp; Resorts World Las <br> Vegas LLC/RWLV Capital, <br> Inc. 4.63% 4/16/29<br>|  | 200000 | 171885 |
| &nbsp;&nbsp; Reworld Holding Corp. 4.88% <br> 12/1/29<br>|  | 45000 | 42186 |
| &nbsp;&nbsp; RHP Hotel <br> Properties LP/RHP Finance <br> Corp. 7.25% 7/15/28<br>|  | 100000 | 102099 |
| &nbsp;&nbsp; RingCentral, Inc. 8.50% <br> 8/15/30<br>|  | 970000 | 1014794 |
| Rocket Cos., Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38% 8/1/33 |  | 100000 | 101074 |
| &nbsp;&nbsp;&nbsp; 7.13% 2/1/32 |  | 166000 | 171102 |
| &nbsp;&nbsp; Sabre Financial <br> Borrower LLC 11.13% <br> 6/15/29<br>|  | 400000 | 409329 |
| Sabre GLBL, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10.75% 11/15/29 |  | 172000 | 146930 |
| &nbsp;&nbsp;&nbsp; 10.75% 3/15/30 |  | 211000 | 177345 |
| &nbsp;&nbsp; SBA Communications Corp. <br> 3.88% 2/15/27<br>|  | 100000 | 98983 |
| &nbsp;&nbsp; SCIH Salt Holdings, Inc. <br> 4.88% 5/1/28<br>|  | 50000 | 49430 |
| &nbsp;&nbsp; Select Medical Corp. 6.25% <br> 12/1/32<br>|  | 163000 | 155355 |
| Service Properties Trust  |  |  |  |
| ^ 0.00% 9/30/28 |  | 489000 | 444890 |
| &nbsp;&nbsp;&nbsp; 8.88% 6/15/32 |  | 1170000 | 1159632 |
| &nbsp;&nbsp; Shift4 Payments LLC/Shift4 <br> Payments Finance Sub, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 5/15/33 | EUR | 455000 | 495807 |
| &nbsp;&nbsp;&nbsp; 6.75% 8/15/32 |  | 100000 | 98335 |
| Sirius XM Radio LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 9/1/31 |  | 100000 | 90792 |
| &nbsp;&nbsp;&nbsp; 5.00% 8/1/27 |  | 83000 | 82884 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Sirius XM <br> Radio LLC (continued) <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 7/1/29 | 100000 | $99662 |
| &nbsp;&nbsp; Six Flags Entertainment <br> Corp./Canada's Wonderland <br> Co./Millennium <br> Operations LLC 8.63% <br> 1/15/32<br>| 212000 | 212342 |
| SLM Corp. 6.50% 1/31/30 | 114000 | 111915 |
| SM Energy Co.  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 10/15/26 | 328000 | 327465 |
| &nbsp;&nbsp;&nbsp; 6.75% 8/1/29 | 175000 | 177651 |
| &nbsp;&nbsp;&nbsp; 8.63% 11/1/30 | 263000 | 277488 |
| &nbsp;&nbsp; Smyrna Ready Mix <br> Concrete LLC 8.88% <br> 11/15/31<br>| 100000 | 103120 |
| Snap, Inc. 6.88% 3/1/33 | 71000 | 67043 |
| &nbsp;&nbsp; =^Sonder Holdings, Inc. 0.00% <br> 12/10/27<br>| 1410276 | 0 |
| &nbsp;&nbsp; ♦Spirit Airlines Pass-Through <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 8/15/31 | 185517 | 173365 |
| &nbsp;&nbsp;&nbsp; 3.65% 8/15/31 | 485684 | 443791 |
| &nbsp;&nbsp;&nbsp; 4.10% 10/1/29 | 16333 | 16032 |
| &nbsp;&nbsp; Stagwell Global LLC 5.63% <br> 8/15/29<br>| 44000 | 41890 |
| &nbsp;&nbsp; Standard Building Solutions, <br> Inc. 6.25% 8/1/33<br>| 102000 | 100853 |
| &nbsp;&nbsp; Standard Industries, Inc. <br> 3.38% 1/15/31<br>| 100000 | 89637 |
| &nbsp;&nbsp; Starwood Property Trust, Inc. <br> 4.38% 1/15/27<br>| 56000 | 55717 |
| &nbsp;&nbsp; Starz Capital Holdings 1, Inc. <br> 6.00% 4/15/30<br>| 1881000 | 1725817 |
| &nbsp;&nbsp; Starz Capital Holdings LLC <br> 5.50% 4/15/29<br>| 126000 | 102690 |
| &nbsp;&nbsp; Stillwater Mining Co. 4.50% <br> 11/16/29<br>| 200000 | 187874 |
| &nbsp;&nbsp; STL Holding Co. LLC 8.75% <br> 2/15/29<br>| 156000 | 161169 |
| Sunoco LP  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63% 3/15/31 | 300000 | 298624 |
| μ 7.88% 9/18/30 | 298000 | 304266 |
| &nbsp;&nbsp; SV RNO Property Owner 1 <br> LLC 5.88% 3/1/31<br>| 149000 | 147285 |
| &nbsp;&nbsp; Talen Energy Supply LLC <br> 8.63% 6/1/30<br>| 450000 | 472085 |
| &nbsp;&nbsp; Tallgrass Energy <br> Partners LP/Tallgrass <br> Energy Finance Corp. <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 1/15/28 | 58000 | 57509 |
| &nbsp;&nbsp;&nbsp; 6.00% 9/1/31 | 172000 | 169733 |
| Teleflex, Inc. 4.63% 11/15/27 | 100000 | 99122 |
| Tenet Healthcare Corp.  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 6/15/28 | 240000 | 237851 |

---

*LVIP BlackRock Global Allocation Fund–22*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Tenet Healthcare <br> Corp. (continued) <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.13% 6/15/30 | 100000 | $100650 |
| Tenneco, Inc. 8.00% 11/17/28 | 103000 | 102634 |
| &nbsp;&nbsp; μTexas Capital Bancshares, <br> Inc. <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 5/6/31 | 879000 | 877547 |
| &nbsp;&nbsp;&nbsp; 5.30% 2/27/32 | 505000 | 497907 |
| TransDigm, Inc.  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38% 3/1/29 | 400000 | 407465 |
| &nbsp;&nbsp;&nbsp; 6.38% 5/31/33 | 100000 | 99467 |
| &nbsp;&nbsp; Transocean International Ltd. <br> 8.25% 5/15/29<br>| 166000 | 171520 |
| U.S. Foods, Inc. 4.63% 6/1/30 | 143000 | 139238 |
| UKG, Inc. 6.88% 2/1/31 | 100000 | 97732 |
| &nbsp;&nbsp; ♦United Airlines Pass-Through <br> Trust 2.90% 11/1/29<br>| 79056 | 75738 |
| &nbsp;&nbsp; United Rentals North <br> America, Inc. 5.25% 1/15/30<br>| 169000 | 168040 |
| &nbsp;&nbsp; United Wholesale <br> Mortgage LLC 5.50% 4/15/29<br>| 187000 | 175029 |
| &nbsp;&nbsp; Uniti Group LP/Uniti Group <br> Finance 2019, Inc./CSL <br> Capital LLC 4.75% 4/15/28<br>| 153000 | 152204 |
| &nbsp;&nbsp; Uniti Services LLC 7.50% <br> 10/15/33<br>| 205000 | 213129 |
| &nbsp;&nbsp; Univision Communications, <br> Inc. <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.50% 7/31/31 | 170000 | 170830 |
| &nbsp;&nbsp;&nbsp; 9.38% 8/1/32 | 21000 | 21643 |
| &nbsp;&nbsp; USA Compression <br> Partners LP/USA <br> Compression Finance Corp. <br> 6.25% 10/1/33<br>| 26000 | 25918 |
| &nbsp;&nbsp; UWM Holdings LLC 6.25% <br> 3/15/31<br>| 76000 | 69212 |
| &nbsp;&nbsp; Venture Global Calcasieu <br> Pass LLC <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 8/15/31 | 100000 | 92761 |
| &nbsp;&nbsp;&nbsp; 6.25% 1/15/30 | 100000 | 102282 |
| Venture Global LNG, Inc.  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 1/15/30 | 184000 | 187874 |
| &nbsp;&nbsp;&nbsp; 8.13% 6/1/28 | 55000 | 56250 |
| &nbsp;&nbsp;&nbsp; 8.38% 6/1/31 | 100000 | 103998 |
| μ 9.00% 9/30/29 | 345000 | 343636 |
| &nbsp;&nbsp;&nbsp; 9.88% 2/1/32 | 200000 | 214798 |
| &nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC 6.75% 1/15/36<br>| 218000 | 230895 |
| &nbsp;&nbsp; Versant Media Group, Inc. <br> 7.25% 1/30/31<br>| 32000 | 32749 |
| Viasat, Inc. 5.63% 4/15/27 | 100000 | 99324 |
| &nbsp;&nbsp; Viking Cruises Ltd. 9.13% <br> 7/15/31<br>| 200000 | 210989 |
| Vistra Operations Co. LLC  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63% 2/15/27 | 1041000 | 1040999 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Vistra Operations Co. <br> LLC (continued) <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75% 10/15/31 |  | 100000 | $104748 |
| VoltaGrid LLC 7.38% 11/1/30 |  | 529000 | 546356 |
| &nbsp;&nbsp; Voyager Parent LLC 9.25% <br> 7/1/32<br>|  | 120000 | 124586 |
| Wayfair LLC 6.75% 11/15/32 |  | 100000 | 100759 |
| &nbsp;&nbsp; Weekley Homes LLC/Weekley <br> Finance Corp. 4.88% 9/15/28<br>|  | 7000 | 6778 |
| &nbsp;&nbsp; Whirlpool Corp. 6.50% <br> 6/15/33<br>|  | 100000 | 94743 |
| @Wolfspeed, Inc. 7.00% 6/15/31 |  | 14400 | 11412 |
| &nbsp;&nbsp; WR Grace Holdings LLC <br> 7.00% 8/1/33<br>|  | 100000 | 97118 |
| &nbsp;&nbsp; Wynn Resorts <br> Finance LLC/Wynn Resorts <br> Capital Corp. 7.13% 2/15/31<br>|  | 100000 | 104824 |
| Xerox Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10.25% 10/15/30 |  | 966000 | 724500 |
| &nbsp;&nbsp;&nbsp; 13.50% 4/15/31 |  | 105000 | 51713 |
| &nbsp;&nbsp; XPLR Infrastructure <br> Operating Partners LP 8.63% <br> 3/15/33<br>|  | 200000 | 211284 |
| &nbsp;&nbsp; Yum! Brands, Inc. 5.38% <br> 4/1/32<br>|  | 100000 | 99203 |
| &nbsp;&nbsp; ZF North America Capital, <br> Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 4/14/28 |  | 150000 | 152145 |
| &nbsp;&nbsp;&nbsp; 6.88% 4/23/32 |  | 200000 | 190021 |
| &nbsp;&nbsp;&nbsp; 7.13% 4/14/30 |  | 300000 | 295789 |
|  |  |  | **68909477** |
| **Vietnam–0.01%** | **Vietnam–0.01%** | **Vietnam–0.01%** | **Vietnam–0.01%** |
| &nbsp;&nbsp; Mong Duong Finance <br> Holdings BV 5.13% 5/7/29<br>|  | 144845 | 142467 |
|  |  |  | **142467** |
| **Total Corporate Bonds** <br>**(Cost $172,886,560)** | **Total Corporate Bonds** <br>**(Cost $172,886,560)** | **Total Corporate Bonds** <br>**(Cost $172,886,560)** | **159263990** |
| **ΔLOAN AGREEMENTS–3.15%** | **ΔLOAN AGREEMENTS–3.15%** | **ΔLOAN AGREEMENTS–3.15%** | **ΔLOAN AGREEMENTS–3.15%** |
| **Austria–0.06%** | **Austria–0.06%** | **Austria–0.06%** | **Austria–0.06%** |
| &nbsp;&nbsp; •Innio Group Holding GmbH <br> 4.52% (3 mo. EURIBOR + <br> 2.50%) 11/2/31<br>| EUR | 1000000 | 1151759 |
|  |  |  | **1151759** |
| **Belgium–0.07%** | **Belgium–0.07%** | **Belgium–0.07%** | **Belgium–0.07%** |
| &nbsp;&nbsp; •United Petfood Finance BV <br> 4.40% (6 mo. EURIBOR + <br> 2.25%) 2/26/32<br>| EUR | 1280899 | 1468802 |
|  |  |  | **1468802** |

---

*LVIP BlackRock Global Allocation Fund–23*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** |
| **Finland–0.10%** | **Finland–0.10%** | **Finland–0.10%** | **Finland–0.10%** |
| &nbsp;&nbsp; •Mehilainen Yhtiot OYJ 5.53% <br> (3 mo. EURIBOR + 3.40%) <br> 8/5/31<br>| EUR | 1682441 | $1941889 |
|  |  |  | **1941889** |
| **France–0.20%** | **France–0.20%** | **France–0.20%** | **France–0.20%** |
| &nbsp;&nbsp; •Kersia International 5.63% (1 <br> mo. EURIBOR + 3.50%) <br> 12/18/30<br>| EUR | 1000000 | 1142269 |
| &nbsp;&nbsp; •Parts Europe SA 5.03% (3 mo. <br> EURIBOR + 3.00%) 2/6/31<br>| EUR | 1584700 | 1828873 |
| &nbsp;&nbsp; •Ramsay Generale de Sante SA <br> 5.28% (3 mo. EURIBOR + <br> 3.25%) 8/13/31<br>| EUR | 900000 | 1029603 |
|  |  |  | **4000745** |
| **Germany–0.18%** | **Germany–0.18%** | **Germany–0.18%** | **Germany–0.18%** |
| &nbsp;&nbsp; •Nidda Healthcare Holding <br> GmbH 5.52% (3 mo. <br> EURIBOR + 3.50%) 12/9/32<br>| EUR | 2439394 | 2810777 |
| &nbsp;&nbsp; •Schoen Klinik SE 5.13% (3 <br> mo. EURIBOR + 3.00%) <br> 1/12/31<br>| EUR | 666667 | 768641 |
|  |  |  | **3579418** |
| **Jersey–0.05%** | **Jersey–0.05%** | **Jersey–0.05%** | **Jersey–0.05%** |
| =π•Vita Global FinCo Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.17% (6 mo. EURIBOR + <br> 8.00%) 6/8/29<br>| EUR | 683848 | 603727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.73% (SONIA + 8.00%) <br> 6/8/29<br>| GBP | 425907 | 412933 |
|  |  |  | **1016660** |
| **Luxembourg–0.28%** | **Luxembourg–0.28%** | **Luxembourg–0.28%** | **Luxembourg–0.28%** |
| &nbsp;&nbsp; •Garfunkelux Holdco 3 SA <br> 6.88% (3 mo. EURIBOR + <br> 4.75%) 8/1/28<br>| EUR | 1000000 | 1113465 |
| &nbsp;&nbsp; •INEOS Finance PLC 5.39% (1 <br> mo. EURIBOR + 3.50%) <br> 6/23/31<br>| EUR | 1000000 | 1024372 |
| &nbsp;&nbsp; •ION Platform Finance SARL <br> 6.13% (3 mo. EURIBOR + <br> 4.00%) 10/7/32<br>| EUR | 1023530 | 944462 |
| &nbsp;&nbsp; •Speed Midco 3 SARL 4.85% (6 <br> mo. EURIBOR + 2.75%) <br> 10/7/32<br>| EUR | 1000000 | 1117661 |
| &nbsp;&nbsp; •Tackle SARL 5.14% (1 mo. <br> EURIBOR + 3.25%) 5/22/28<br>| EUR | 1226093 | 1413779 |
|  |  |  | **5613739** |
| **Netherlands–0.36%** | **Netherlands–0.36%** | **Netherlands–0.36%** | **Netherlands–0.36%** |
| &nbsp;&nbsp; •Median BV 7.37% (3 mo. <br> EURIBOR + 5.25%) <br> 10/14/30<br>| EUR | 981818 | 1115327 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp; •Pegasus Bidco BV 5.00% (3 <br> mo. EURIBOR + 3.00%) <br> 7/12/29<br>| EUR | 1333333 | $1539345 |
| &nbsp;&nbsp; •Ziggo BV 4.94% (1 mo. <br> EURIBOR + 3.00%) 1/31/29<br>| EUR | 4186717 | 4670329 |
|  |  |  | **7325001** |
| **New Zealand–0.05%** | **New Zealand–0.05%** | **New Zealand–0.05%** | **New Zealand–0.05%** |
| &nbsp;&nbsp; •FNZ Group Services Ltd. <br> 9.73% (SONIA + 6.00%) <br> 11/5/31<br>| GBP | 1000000 | 1072116 |
|  |  |  | **1072116** |
| **Norway–0.02%** | **Norway–0.02%** | **Norway–0.02%** | **Norway–0.02%** |
| &nbsp;&nbsp; •Sector Alarm Holding AS <br> 5.01% (3 mo. EURIBOR + <br> 3.00%) 6/14/32<br>| EUR | 406916 | 465842 |
|  |  |  | **465842** |
| **Spain–0.12%** | **Spain–0.12%** | **Spain–0.12%** | **Spain–0.12%** |
| &nbsp;&nbsp; •Aernnova Aerospace SAU <br> 6.03% (3 mo. EURIBOR + <br> 4.00%) 2/27/30<br>| EUR | 1302917 | 1454834 |
| &nbsp;&nbsp; •Europa University Education <br> Group SL 5.02% (3 mo. <br> EURIBOR + 3.00%) 12/3/31<br>| EUR | 741599 | 853106 |
|  |  |  | **2307940** |
| **Sweden–0.12%** | **Sweden–0.12%** | **Sweden–0.12%** | **Sweden–0.12%** |
| &nbsp;&nbsp; •Quimper AB 4.99% (3 mo. <br> EURIBOR + 3.00%) 3/31/30<br>| EUR | 1008696 | 1147107 |
| &nbsp;&nbsp; •Verisure Holding AB 4.28% (3 <br> mo. EURIBOR + 2.25%) <br> 11/3/32<br>| EUR | 1000000 | 1151319 |
|  |  |  | **2298426** |
| **United Kingdom–0.31%** | **United Kingdom–0.31%** | **United Kingdom–0.31%** | **United Kingdom–0.31%** |
| &nbsp;&nbsp; •Bellis Acquisition Co. PLC <br> 6.08% (6 mo. EURIBOR + <br> 4.00%) 5/14/31<br>| EUR | 1237872 | 1269830 |
| &nbsp;&nbsp; •Boots Group Bidco Ltd. 8.23% <br> (SONIA + 4.75%) 8/30/32<br>| GBP | 1449275 | 1914003 |
| &nbsp;&nbsp; •CD&R Firefly Bidco Ltd. <br> 8.48% (SONIA + 4.75%) <br> 4/29/29<br>| GBP | 478700 | 631162 |
| &nbsp;&nbsp; •INEOS Quattro Holdings U.K. <br> Ltd. 6.39% (1 mo. EURIBOR <br> + 4.50%) 4/2/29<br>| EUR | 902737 | 793402 |
| &nbsp;&nbsp; •Market Bidco Ltd. 6.51% (3 <br> mo. EURIBOR + 4.50%) <br> 11/4/30<br>| EUR | 319950 | 359415 |
| &nbsp;&nbsp; •OCS Group Holdings Ltd. <br> 8.98% (1 Yr. SONIA + 5.25%) <br> 11/28/31<br>| GBP | 1000000 | 1312681 |
|  |  |  | **6280493** |

---

*LVIP BlackRock Global Allocation Fund–24*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** |
| **United States–1.23%** | **United States–1.23%** | **United States–1.23%** | **United States–1.23%** |
| &nbsp;&nbsp; •Allied Universal Holdco LLC <br> 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 8/20/32<br>|  | 492384 | $492113 |
| &nbsp;&nbsp; •Altar Bidco, Inc. 9.11% (12 <br> mo. SOFR CME + 5.60%) <br> 2/1/30<br>|  | 1680278 | 1575261 |
| &nbsp;&nbsp; •Amentum Government <br> Services Holdings LLC 5.67% <br> (1 mo. USD Term SOFR + <br> 2.00%) 9/29/31<br>|  | 543780 | 543329 |
| =+Argento LLC 0.00% 4/30/31 |  | 813000 | 780480 |
| &nbsp;&nbsp; @•Avaya, Inc. 11.17% (1 mo. USD <br> Term SOFR + 7.50%) 8/1/28<br>|  | 3874 | 3435 |
| &nbsp;&nbsp; •Bausch & Lomb Corp. 7.42% <br> (1 mo. USD Term SOFR + <br> 3.75%) 1/15/31<br>|  | 506903 | 507537 |
| &nbsp;&nbsp; •Caesars Entertainment, Inc. <br> 5.92% (1 mo. USD Term <br> SOFR + 2.25%) 2/6/31<br>|  | 1008982 | 977452 |
| &nbsp;&nbsp; •Cloud Software Group, Inc. <br> 6.95% (3 mo. USD Term <br> SOFR + 3.25%) 8/13/32<br>|  | 378980 | 345615 |
| &nbsp;&nbsp; •Clydesdale Acquisition <br> Holdings, Inc. 6.84% (1 mo. <br> USD Term SOFR + 3.18%) <br> 4/13/29<br>|  | 648177 | 616870 |
| &nbsp;&nbsp; •ConnectWise LLC 7.46% (3 <br> mo. USD Term SOFR + <br> 3.50%) 9/29/28<br>|  | 424246 | 390659 |
| &nbsp;&nbsp; •CPV Fairview LLC 6.20% (3 <br> mo. USD Term SOFR + <br> 2.50%) 8/14/31<br>|  | 519496 | 516680 |
| &nbsp;&nbsp; •Crescent Midstream <br> Operating LLC 7.42% (3 mo. <br> USD Term SOFR + 3.75%) <br> 2/18/33<br>|  | 1240000 | 1242579 |
| &nbsp;&nbsp; •CSC Holdings LLC 8.25% (3 <br> mo. Prime Rate + 1.50%) <br> 4/15/27<br>|  | 206044 | 181125 |
| &nbsp;&nbsp; •Digital Room Holdings, Inc. <br> 9.02% (1 mo. USD Term <br> SOFR + 5.25%) 12/21/28<br>|  | 348194 | 335861 |
| &nbsp;&nbsp; •DirecTV Financing LLC 9.17% <br> (3 mo. USD Term SOFR + <br> 5.50%) 2/17/31<br>|  | 714000 | 713757 |
| &nbsp;&nbsp; •ECL Entertainment LLC <br> 6.67% (1 mo. USD Term <br> SOFR + 3.00%) 8/30/30<br>|  | 1239789 | 1230490 |
| &nbsp;&nbsp; +Electronic Arts, Inc. 0.00% <br> 3/24/33<br>| EUR | 1000000 | 1143899 |
| &nbsp;&nbsp; •Fertitta Entertainment LLC <br> 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 1/27/29<br>|  | 727207 | 712030 |
| &nbsp;&nbsp; =•Galaxy Universal LLC 10.05% <br> (3 mo. USD Term SOFR + <br> 6.25%) 5/16/28<br>|  | 1350999 | 1261563 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| •GoTo Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.57% (3 mo. USD Term <br> SOFR + 4.75%) 4/28/28<br>|  | 78764 | $23374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.57% (3 mo. USD Term <br> SOFR + 4.75%) 4/28/28<br>|  | 90678 | 74129 |
| &nbsp;&nbsp; •Highspring Holdings LLC <br> 8.85% (3 mo. USD Term <br> SOFR + 5.00%) 1/22/29<br>|  | 173104 | 112012 |
| &nbsp;&nbsp; •Hydrofarm Holdings LLC <br> 9.43% (3 mo. USD Term <br> SOFR + 5.50%) 10/25/28<br>|  | 248257 | 124128 |
| &nbsp;&nbsp; •Indy U.S. Bidco LLC 4.64% (1 <br> mo. EURIBOR + 2.75%) <br> 10/31/30<br>| EUR | 883922 | 1006949 |
| &nbsp;&nbsp; •Instructure Holdings, Inc. <br> 6.44% (3 mo. USD Term <br> SOFR + 2.75%) 11/13/31<br>|  | 1399443 | 1340260 |
| &nbsp;&nbsp; •ITG Communications LLC <br> 8.45% (3 mo. USD Term <br> SOFR + 4.75%) 7/9/31<br>|  | 1017600 | 966720 |
| &nbsp;&nbsp; •J&J Ventures Gaming LLC <br> 7.17% (1 mo. USD Term <br> SOFR + 3.50%) 4/26/30<br>|  | 396159 | 390712 |
| &nbsp;&nbsp; •Jack Ohio Finance LLC 7.67% <br> (1 mo. USD Term SOFR + <br> 4.00%) 2/2/32<br>|  | 162360 | 159925 |
| &nbsp;&nbsp; •Kestrel Acquisition LLC <br> 6.70% (3 mo. USD Term <br> SOFR + 3.00%) 11/6/31<br>|  | 444740 | 444646 |
| &nbsp;&nbsp; +Maverick Gaming LLC 0.00% <br> 6/5/28<br>|  | 334300 | 183865 |
| &nbsp;&nbsp; •McAfee LLC 6.67% (1 mo. <br> USD Term SOFR + 3.00%) <br> 3/1/29<br>|  | 873723 | 777613 |
| &nbsp;&nbsp; •OH Partners LLC 6.42% (1 <br> mo. USD Term SOFR + <br> 2.75%) 11/12/32<br>|  | 420834 | 421886 |
| &nbsp;&nbsp; •Peninsula Pacific <br> Entertainment LLC 8.45% (3 <br> mo. USD Term SOFR + <br> 4.75%) 10/1/32<br>|  | 1135174 | 1129498 |
| &nbsp;&nbsp; •Rain Carbon GmbH 7.11% (3 <br> mo. EURIBOR + 5.00%) <br> 10/31/28<br>| EUR | 1000000 | 1134906 |
| •Redstone Holdco 2 LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.92% (3 mo. USD Term <br> SOFR + 5.25%) 12/31/30<br>|  | 149298 | 111973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.14% (3 mo. USD Term <br> SOFR + 5.50%) 12/31/30<br>|  | 416154 | 363440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.17% (3 mo. USD Term <br> SOFR + 5.50%) 12/31/30<br>|  | 663358 | 244335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 17.75% (3 mo. Prime Rate <br> + 11.00%) 12/31/30<br>|  | 178270 | 59423 |
| RunItOneTime LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; =@• 4.67% (1 mo. USD Term <br> SOFR + 1.00%) 4/16/26<br>|  | 9902 | 9778 |

---

*LVIP BlackRock Global Allocation Fund–25*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| RunItOneTime LLC (continued)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; =@• 4.67% (1 mo. USD Term <br> SOFR + 1.00%) 4/16/26<br>| 202756 | $200221 |
| &nbsp;&nbsp;&nbsp;&nbsp; =• 16.17% (1 mo. USD Term <br> SOFR + 12.50%) 4/16/26<br>| 117016 | 116876 |
| &nbsp;&nbsp; •Tenaska Westmoreland <br> Management LLC 5.88% (3 <br> mo. USD Term SOFR + <br> 2.25%) 2/18/33<br>| 345000 | 343275 |
| &nbsp;&nbsp; •Verifone Systems, Inc. 9.18% <br> (3 mo. USD Term SOFR + <br> 5.25%) 8/18/28<br>| 936761 | 879619 |
| &nbsp;&nbsp; •West Deptford Energy <br> Holdings LLC 7.67% (3 mo. <br> Prime Rate + 3.00%) <br> 12/30/31<br>| 405932 | 403395 |
| &nbsp;&nbsp; •Xerox Holdings Corp. 7.63% (3 <br> mo. USD Term SOFR + <br> 4.00%) 11/19/29<br>| 430860 | 271442 |
|  |  | **24865135** |
| **Total Loan Agreements** <br>**(Cost $65,102,528)** | **Total Loan Agreements** <br>**(Cost $65,102,528)** | **63387965** |
| **ΔMUNICIPAL BONDS–0.05%** | **ΔMUNICIPAL BONDS–0.05%** | **ΔMUNICIPAL BONDS–0.05%** |
| **United States–0.05%** | **United States–0.05%** | **United States–0.05%** |
| &nbsp;&nbsp; Maricopa County Industrial <br> Development Authority <br> (Grand Canyon University <br> Obligated Group) 7.38% <br> 10/1/29<br>| 395000 | 416423 |
| &nbsp;&nbsp; Port of Beaumont Navigation <br> District 10.00% 7/1/26<br>| 585000 | 585498 |
| **Total Municipal Bonds** <br>**(Cost $980,000)** | **Total Municipal Bonds** <br>**(Cost $980,000)** | **1001921** |
| **ΔNON-AGENCY ASSET-BACKED SECURITIES–3.59%** | **ΔNON-AGENCY ASSET-BACKED SECURITIES–3.59%** | **ΔNON-AGENCY ASSET-BACKED SECURITIES–3.59%** |
| **Cayman Islands–1.08%** | **Cayman Islands–1.08%** | **Cayman Islands–1.08%** |
| &nbsp;&nbsp; •720 East CLO VII Ltd. 4.73% <br> (3 mo. USD Term SOFR + <br> 1.06%) 4/20/37<br>| 320000 | 319246 |
| &nbsp;&nbsp; •AGL Core CLO 31 Ltd. 5.07% <br> (3 mo. USD Term SOFR + <br> 1.40%) 7/20/37<br>| 750000 | 750146 |
| &nbsp;&nbsp; •Ballyrock CLO 14 Ltd. 5.05% <br> (3 mo. USD Term SOFR + <br> 1.38%) 7/20/37<br>| 2500000 | 2500762 |
| •CIFC Funding Ltd.  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A1R 4.85% (3 mo. <br> USD Term SOFR + 1.18%) <br> 3/31/38<br>| 950000 | 946765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A1R 4.93% (3 mo. <br> USD Term SOFR + 1.26%) <br> 1/15/38<br>| 700000 | 699009 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| **Cayman Islands (continued)** | **Cayman Islands (continued)** | **Cayman Islands (continued)** |
| &nbsp;&nbsp; •CIFC Funding <br> Ltd. (continued) <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A1R2 4.97% (3 mo. <br> USD Term SOFR + 1.30%) <br> 7/15/38<br>| 2000000 | $2001138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class BR2 5.52% (3 mo. <br> USD Term SOFR + 1.85%) <br> 7/15/38<br>| 700000 | 700084 |
| &nbsp;&nbsp; •Flatiron CLO 28 Ltd. 4.75% (3 <br> mo. USD Term SOFR + <br> 1.08%) 7/15/36<br>| 250000 | 249548 |
| &nbsp;&nbsp; •Neuberger Berman CLO XXI <br> Ltd. 4.99% (3 mo. USD Term <br> SOFR + 1.32%) 1/20/39<br>| 3400000 | 3389776 |
| &nbsp;&nbsp; •OCP CLO Ltd. 5.01% (3 mo. <br> USD Term SOFR + 1.34%) <br> 11/26/37<br>| 300000 | 300045 |
| &nbsp;&nbsp; •Octagon Investment Partners <br> XVI Ltd. 5.53% (3 mo. USD <br> Term SOFR + 1.86%) <br> 7/17/30<br>| 1000000 | 1000513 |
| &nbsp;&nbsp; •OHA Credit Funding 15-R Ltd. <br> 4.96% (3 mo. USD Term <br> SOFR + 1.29%) 7/20/38<br>| 700000 | 700383 |
| &nbsp;&nbsp; •Regatta 31 Funding Ltd. <br> 4.84% (3 mo. USD Term <br> SOFR + 1.17%) 3/25/38<br>| 1000000 | 995823 |
| &nbsp;&nbsp; •Silver Point CLO 7 Ltd. 5.03% <br> (3 mo. USD Term SOFR + <br> 1.36%) 1/15/38<br>| 250000 | 250071 |
| &nbsp;&nbsp; •Sixth Street CLO XX Ltd. <br> 4.99% (3 mo. USD Term <br> SOFR + 1.32%) 7/17/38<br>| 2000000 | 1999010 |
| &nbsp;&nbsp; •TCW CLO Ltd. 5.05% (3 mo. <br> USD Term SOFR + 1.38%) <br> 3/31/38<br>| 1000000 | 1000883 |
| &nbsp;&nbsp; •Texas Debt Capital CLO Ltd. <br> 6.42% (3 mo. USD Term <br> SOFR + 2.75%) 7/20/38<br>| 700000 | 694637 |
| &nbsp;&nbsp; •Trestles CLO III Ltd. 5.06% (3 <br> mo. USD Term SOFR + <br> 1.39%) 10/20/37<br>| 750000 | 748970 |
| &nbsp;&nbsp; •Voya CLO Ltd. 5.78% (3 mo. <br> USD Term SOFR + 2.11%) <br> 7/15/31<br>| 300000 | 299148 |
| •Whitebox CLO V Ltd.  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A1 5.03% (3 mo. USD <br> Term SOFR + 1.36%) <br> 7/20/38<br>| 2000000 | 2001186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class B 5.37% (3 mo. USD <br> Term SOFR + 1.70%) <br> 7/20/38<br>| 300000 | 300701 |
|  |  | **21847844** |

---

*LVIP BlackRock Global Allocation Fund–26*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| **Ireland–0.62%** | **Ireland–0.62%** | **Ireland–0.62%** | **Ireland–0.62%** |
| &nbsp;&nbsp; •AB Carval Euro CLO II-C DAC <br> 5.73% (3 mo. EURIBOR + <br> 3.75%) 2/15/37<br>| EUR | 290000 | $334205 |
| &nbsp;&nbsp; •Arbour CLO VI DAC 5.18% (3 <br> mo. EURIBOR + 3.20%) <br> 11/15/37<br>| EUR | 330000 | 376881 |
| &nbsp;&nbsp; •Arcano Euro CLO I DAC <br> 5.43% (3 mo. EURIBOR + <br> 3.40%) 4/25/39<br>| EUR | 390000 | 448929 |
| &nbsp;&nbsp; •Arcano Euro CLO II DAC <br> 5.33% (3 mo. EURIBOR + <br> 3.30%) 7/25/39<br>| EUR | 170000 | 196074 |
| &nbsp;&nbsp; •Arini European CLO IV DAC <br> 5.52% (3 mo. EURIBOR + <br> 3.50%) 1/15/38<br>| EUR | 470000 | 540525 |
| &nbsp;&nbsp; •Arini European CLO V DAC <br> 4.82% (3 mo. EURIBOR + <br> 2.80%) 1/15/39<br>| EUR | 250000 | 279790 |
| &nbsp;&nbsp; •Aurium CLO VII DAC 5.28% (3 <br> mo. EURIBOR + 3.15%) <br> 10/15/38<br>| EUR | 120000 | 137286 |
| &nbsp;&nbsp; •Aurium CLO XIII DAC 4.82% <br> (3 mo. EURIBOR + 2.80%) <br> 4/15/38<br>| EUR | 170000 | 192517 |
| &nbsp;&nbsp; •Avoca CLO XVIII DAC 5.07% <br> (3 mo. EURIBOR + 3.05%) <br> 1/15/38<br>| EUR | 180000 | 204123 |
| &nbsp;&nbsp; •BBAM European CLO I DAC <br> 5.24% (3 mo. EURIBOR + <br> 3.10%) 10/22/38<br>| EUR | 230000 | 263591 |
| &nbsp;&nbsp; •Capital Four CLO VIII DAC <br> 5.28% (3 mo. EURIBOR + <br> 3.25%) 10/25/37<br>| EUR | 390000 | 446777 |
| &nbsp;&nbsp; •CIFC European Funding CLO <br> II DAC 5.02% (3 mo. <br> EURIBOR + 3.00%) <br> 10/15/39<br>| EUR | 230000 | 261136 |
| &nbsp;&nbsp; •CIFC European Funding CLO <br> III DAC 4.54% (3 mo. <br> EURIBOR + 2.55%) 1/15/39<br>| EUR | 120000 | 133536 |
| &nbsp;&nbsp; •Contego CLO V DAC 5.12% (3 <br> mo. EURIBOR + 3.10%) <br> 10/15/37<br>| EUR | 250000 | 276503 |
| &nbsp;&nbsp; •Contego CLO VII DAC 5.48% <br> (3 mo. EURIBOR + 3.45%) <br> 1/23/38<br>| EUR | 320000 | 353106 |
| &nbsp;&nbsp; •Contego CLO XI DAC 5.21% (3 <br> mo. EURIBOR + 3.20%) <br> 11/20/38<br>| EUR | 240000 | 266857 |
| &nbsp;&nbsp; •CVC Cordatus Opportunity <br> Loan Fund-R DAC 4.78% (3 <br> mo. EURIBOR + 2.80%) <br> 8/15/33<br>| EUR | 780000 | 890890 |
| &nbsp;&nbsp; •Elm Park CLO DAC 5.32% (3 <br> mo. EURIBOR + 3.20%) <br> 1/15/38<br>| EUR | 120000 | 137277 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| &nbsp;&nbsp; ☐Elmwood European CLO 1 <br> 0.00% (2.80% minus 3 mo. <br> EURIBOR) 4/16/40<br>| EUR | 250000 | $286124 |
| &nbsp;&nbsp; •Fidelity Grand Harbour CLO <br> DAC 4.68% (3 mo. EURIBOR <br> + 2.70%) 2/15/38<br>| EUR | 330000 | 369953 |
| &nbsp;&nbsp; •Hambridge Euro CLO 1 DAC <br> 5.34% (3 mo. EURIBOR + <br> 3.30%) 10/20/38<br>| EUR | 230000 | 263810 |
| &nbsp;&nbsp; •Henley CLO XI DAC 4.63% (3 <br> mo. EURIBOR + 2.60%) <br> 4/25/39<br>| EUR | 370000 | 410506 |
| &nbsp;&nbsp; •Henley CLO XII DAC 5.12% (3 <br> mo. EURIBOR + 3.10%) <br> 1/15/38<br>| EUR | 240000 | 274498 |
| &nbsp;&nbsp; •Jubilee CLO DAC 5.22% (3 <br> mo. EURIBOR + 3.20%) <br> 1/15/39<br>| EUR | 410000 | 466621 |
| &nbsp;&nbsp; •Newbridge Park CLO DAC <br> 4.70% (3 mo. EURIBOR + <br> 2.50%) 4/15/40<br>| EUR | 230000 | 263411 |
| &nbsp;&nbsp; •Palmer Square European <br> Loan Funding DAC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 5.03% (3 mo. <br> EURIBOR + 3.05%) <br> 5/15/34<br>| EUR | 240000 | 276609 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 5.13% (3 mo. <br> EURIBOR + 3.15%) <br> 5/15/34<br>| EUR | 290000 | 334224 |
| &nbsp;&nbsp; •Penta CLO 17 DAC 4.62% (3 <br> mo. EURIBOR + 2.60%) <br> 2/15/39<br>| EUR | 190000 | 210278 |
| &nbsp;&nbsp; •Providus CLO II DAC 5.22% (3 <br> mo. EURIBOR + 3.20%) <br> 10/15/38<br>| EUR | 260000 | 296960 |
| &nbsp;&nbsp; •Providus CLO XIV DAC 4.92% <br> (3 mo. EURIBOR + 2.65%) <br> 4/18/40<br>| EUR | 120000 | 138305 |
| &nbsp;&nbsp; •Rockford Tower Europe CLO <br> DAC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 5.03% (3 mo. <br> EURIBOR + 3.00%) <br> 10/25/37<br>| EUR | 320000 | 361539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 5.18% (3 mo. <br> EURIBOR + 3.10%) <br> 1/15/40<br>| EUR | 170000 | 194890 |
| &nbsp;&nbsp; •Signal Harmonic CLO I DAC <br> 5.52% (3 mo. EURIBOR + <br> 3.50%) 7/15/38<br>| EUR | 110000 | 125087 |
| &nbsp;&nbsp; •Sona Fios CLO III DAC 5.28% <br> (3 mo. EURIBOR + 3.25%) <br> 4/20/37<br>| EUR | 510000 | 583131 |
| &nbsp;&nbsp; •Sona Fios CLO V DAC 5.33% <br> (3 mo. EURIBOR + 3.30%) <br> 8/25/38<br>| EUR | 190000 | 217411 |

---

*LVIP BlackRock Global Allocation Fund–27*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| &nbsp;&nbsp; •Texas Debt Capital Euro CLO <br> DAC 5.02% (3 mo. EURIBOR <br> + 3.00%) 4/16/39<br>| EUR | 390000 | $441893 |
| &nbsp;&nbsp; •Tikehau CLO XII DAC 5.28% <br> (3 mo. EURIBOR + 3.25%) <br> 10/20/38<br>| EUR | 420000 | 482557 |
| &nbsp;&nbsp; •Victory Street CLO I DAC <br> 5.47% (3 mo. EURIBOR + <br> 3.45%) 1/15/38<br>| EUR | 360000 | 414093 |
| &nbsp;&nbsp; •Victory Street CLO II DAC <br> 5.20% (3 mo. EURIBOR + <br> 3.10%) 1/15/39<br>| EUR | 270000 | 306737 |
|  |  |  | **12458640** |
| **United States–1.89%** | **United States–1.89%** | **United States–1.89%** | **United States–1.89%** |
| &nbsp;&nbsp; Affirm Asset Securitization <br> Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class A 4.45% 10/15/30 |  | 599243 | 599686 |
| &nbsp;&nbsp;&nbsp; Class B 4.56% 10/15/30 |  | 128000 | 127905 |
| &nbsp;&nbsp; Compass Datacenters Issuer <br> II LLC 4.93% 11/25/50<br>|  | 976000 | 960568 |
| &nbsp;&nbsp; Concord Music Royalties LLC <br> 5.64% 10/20/74<br>|  | 315000 | 316221 |
| &nbsp;&nbsp; DB Master Finance LLC <br> 4.89% 8/20/55<br>|  | 848873 | 840785 |
| &nbsp;&nbsp; =Domain Greenbough Fund LP <br> 14.57% 1/23/32<br>|  | 388994 | 388994 |
| •FNA 8 LLC 5.62% 3/15/45 |  | 663665 | 660903 |
| &nbsp;&nbsp; Foundation Finance Trust <br> 4.56% 8/15/52<br>|  | 968333 | 960713 |
| &nbsp;&nbsp; GoodLeap Home <br> Improvement Solutions <br> Trust 5.35% 10/20/46<br>|  | 1073859 | 1082317 |
| &nbsp;&nbsp; GoodLeap Sustainable Home <br> Solutions Trust 2.10% <br> 5/20/48<br>|  | 291608 | 225785 |
| &nbsp;&nbsp; GreenSky Home Improvement <br> Issuer Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class A4 5.67% 6/25/59 |  | 563377 | 571437 |
| &nbsp;&nbsp;&nbsp; Class B 5.87% 6/25/59 |  | 90314 | 91481 |
| &nbsp;&nbsp; •Huntington Bank Auto <br> Credit-Linked Notes <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class B2 4.87% (30 day USD <br> SOFR Average + 1.20%) <br> 9/20/33<br>|  | 216094 | 216676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class B2 5.07% (30 day USD <br> SOFR Average + 1.40%) <br> 5/20/32<br>|  | 304166 | 305037 |
| &nbsp;&nbsp; Lendmark Funding Trust <br> 4.51% 5/21/35<br>|  | 994000 | 987105 |
| &nbsp;&nbsp; Lyra Music Assets <br> Delaware LP 5.76% 12/22/64<br>|  | 897091 | 901955 |
| &nbsp;&nbsp; Mariner Finance Issuance <br> Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class A 4.59% 11/22/38 |  | 848000 | 843831 |
| &nbsp;&nbsp;&nbsp; Class A 5.13% 9/22/36 |  | 632000 | 637093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Mariner Finance Issuance <br> Trust (continued) <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class D 6.77% 9/22/36 |  | 105000 | $106719 |
| &nbsp;&nbsp; •MF1 LLC 5.13% (1 mo. USD <br> Term SOFR + 1.45%) <br> 2/18/43<br>|  | 770000 | 770830 |
| &nbsp;&nbsp; Navient Private Education <br> Refi Loan Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class B 2.61% 4/15/60 |  | 146632 | 131005 |
| &nbsp;&nbsp;&nbsp; Class C 3.48% 4/15/60 |  | 384836 | 358655 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 4.76% (U.S. (Fed) <br> Prime Rate + 1.99%) <br> 4/15/60<br>|  | 486044 | 473969 |
| &nbsp;&nbsp;&nbsp; Class A 5.66% 10/15/72 |  | 503232 | 510253 |
| Navient Refinance Loan Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp; Class A 4.72% 9/15/55 |  | 749167 | 744234 |
| &nbsp;&nbsp;&nbsp; Class A 4.80% 10/15/55 |  | 515485 | 512748 |
| Nelnet Student Loan Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp; Class B1 2.85% 4/20/62 |  | 762000 | 689487 |
| &nbsp;&nbsp;&nbsp; Class C 3.57% 4/20/62 |  | 690108 | 609625 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A1B 4.77% (30 day <br> USD SOFR Average + <br> 1.10%) 3/15/57<br>|  | 1249420 | 1246310 |
| &nbsp;&nbsp;&nbsp; Class D 4.93% 4/20/62 |  | 655600 | 597834 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A1B 5.02% (30 day <br> USD SOFR Average + <br> 1.35%) 6/22/65<br>|  | 826843 | 832641 |
| &nbsp;&nbsp;&nbsp; Class D 5.82% 6/22/65 |  | 524000 | 511064 |
| &nbsp;&nbsp; Planet Fitness Master <br> Issuer LLC 5.65% 12/6/55<br>|  | 727000 | 717718 |
| &nbsp;&nbsp; Progress Residential Trust <br> 3.44% 5/17/26<br>|  | 300515 | 299313 |
| &nbsp;&nbsp; QTS Issuer ABS II LLC 5.04% <br> 10/5/55<br>|  | 914000 | 895279 |
| &nbsp;&nbsp; Regional Management <br> Issuance Trust <br>|  |  |  |
| = 3.88% 10/17/33 |  | 1711000 | 1681058 |
| &nbsp;&nbsp;&nbsp; Class A 4.59% 11/16/37 |  | 1191000 | 1177910 |
| &nbsp;&nbsp; Republic Finance Issuance <br> Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class A 4.59% 11/20/34 |  | 1091000 | 1086164 |
| &nbsp;&nbsp;&nbsp; Class A 5.91% 8/20/32 |  | 977000 | 980654 |
| &nbsp;&nbsp; Retained Vantage Data <br> Centers Issuer LLC 5.09% <br> 8/15/50<br>|  | 777000 | 759763 |
| &nbsp;&nbsp; •Silver Point Euro CLO 1 DAC <br> 5.10% (3 mo. EURIBOR + <br> 3.00%) 1/15/39<br>| EUR | 130000 | 148669 |
| &nbsp;&nbsp; •SLM Private Education Loan <br> Trust 8.54% (1 mo. USD <br> Term SOFR + 4.86%) <br> 10/15/41<br>|  | 310965 | 326175 |
| &nbsp;&nbsp; SMB Private Education Loan <br> Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class B 2.30% 1/15/53 |  | 85158 | 83163 |
| &nbsp;&nbsp;&nbsp; Class B 2.31% 1/15/53 |  | 97136 | 94922 |

---

*LVIP BlackRock Global Allocation Fund–28*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** | **ΔNON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; SMB Private Education Loan <br> Trust (continued) <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class C 2.99% 1/15/53 | 1228851 | $1083193 |
| &nbsp;&nbsp;&nbsp; Class C 3.00% 1/15/53 | 56928 | 51370 |
| &nbsp;&nbsp;&nbsp; Class D2 3.86% 1/15/53 | 157236 | 142393 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A1B 4.77% (30 day <br> USD SOFR Average + <br> 1.10%) 7/15/53<br>| 774393 | 772806 |
| &nbsp;&nbsp; SoFi Consumer Loan Program <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class A 4.40% 2/25/36 | 1989000 | 1988964 |
| &nbsp;&nbsp;&nbsp; Class B 4.90% 2/25/36 | 210000 | 209787 |
| &nbsp;&nbsp;&nbsp; Class C 5.20% 2/25/36 | 210000 | 209733 |
| &nbsp;&nbsp;&nbsp; Class D 5.56% 2/25/36 | 210000 | 209769 |
| SoFi Personal Loan Trust  |  |  |
| ^ Class R1 0.00% 11/12/30 | 19306 | 257671 |
| ^ Class A 0.00% 2/12/31 | 15000 | 288465 |
| &nbsp;&nbsp;&nbsp; Class A 6.00% 11/12/30 | 522609 | 525511 |
| &nbsp;&nbsp;&nbsp; Class A 6.06% 2/12/31 | 216174 | 216378 |
| &nbsp;&nbsp; Subway Funding LLC 6.27% <br> 7/30/54<br>| 619163 | 624541 |
| &nbsp;&nbsp; Summit Issuer LLC 5.21% <br> 11/20/55<br>| 995000 | 992502 |
| &nbsp;&nbsp; Taco Bell Funding LLC 4.82% <br> 8/25/55<br>| 995000 | 979713 |
| &nbsp;&nbsp; Truist Bank Auto <br> Credit-Linked Notes 4.73% <br> 9/26/33<br>| 415404 | 415279 |
| &nbsp;&nbsp; ♦Upgrade Master Pass-Through <br> Trust 4.61% 10/15/32<br>| 224212 | 224253 |
| &nbsp;&nbsp; ♦Upgrade Master Pass-Thru <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class A 4.55% 11/15/32 | 571029 | 571123 |
| &nbsp;&nbsp;&nbsp; Class B 4.98% 11/15/32 | 293000 | 292857 |
| &nbsp;&nbsp; UPX HIL Issuer Trust 5.16% <br> 1/25/47<br>| 861345 | 857770 |
|  |  | **37978732** |
| **Total Non-Agency Asset-Backed Securities** <br>**(Cost $73,506,451)** | **Total Non-Agency Asset-Backed Securities** <br>**(Cost $73,506,451)** | **72285216** |
| **ΔNON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.38%** | **ΔNON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.38%** | **ΔNON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.38%** |
| **United States–0.38%** | **United States–0.38%** | **United States–0.38%** |
| •Ajax Mortgage Loan Trust  |  |  |
| &nbsp;&nbsp;&nbsp; Class A1 1.74% 12/25/60 | 1075528 | 955233 |
| &nbsp;&nbsp;&nbsp; Class A2 2.69% 12/25/60 | 208229 | 165523 |
| &nbsp;&nbsp;&nbsp; Class B1 3.73% 12/25/60 | 137618 | 97037 |
| &nbsp;&nbsp; •CSMC Trust 7.11% (1 mo. USD <br> Term SOFR + 3.44%) <br> 2/15/27<br>| 802080 | 793266 |
| •JP Morgan Mortgage Trust  |  |  |
| &nbsp;&nbsp;&nbsp; Class A2A 2.50% 12/25/51 | 880607 | 731730 |
| &nbsp;&nbsp;&nbsp; Class A3A 2.50% 2/25/52 | 1291857 | 1164345 |
| &nbsp;&nbsp;&nbsp; Class A4A 2.50% 2/25/52 | 672085 | 458227 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **ΔNON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **ΔNON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| =•MCM TR VFN1 2.50% 1/1/59 | 1071120 | $1029281 |
| =π^MCM Trust 0.00% 8/25/28 | 747684 | 575206 |
| &nbsp;&nbsp; MCR Mortgage Trust 8.73% <br> 6/12/39<br>| 244000 | 244697 |
| TVC DSCR  |  |  |
| =π^ 0.00% 2/1/51 | 472941 | 360095 |
| = 2.38% 2/1/51 | 727123 | 686351 |
| &nbsp;&nbsp; •Wells Fargo Commercial <br> Mortgage Trust 4.95% <br> 7/15/35<br>| 316000 | 317352 |
| **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $8,114,503)** | **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $8,114,503)** | **7578343** |
| **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.19%** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.19%** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.19%** |
| **Cayman Islands–0.06%** | **Cayman Islands–0.06%** | **Cayman Islands–0.06%** |
| &nbsp;&nbsp; •AREIT Ltd. 5.07% (1 mo. USD <br> Term SOFR + 1.39%) <br> 12/17/29<br>| 790000 | 789481 |
| &nbsp;&nbsp; •MF1 Trust 7.04% (1 mo. USD <br> Term SOFR + 3.37%) <br> 12/15/34<br>| 371266 | 370284 |
|  |  | **1159765** |
| **United States–1.13%** | **United States–1.13%** | **United States–1.13%** |
| &nbsp;&nbsp; •1211 Avenue of the Americas <br> Trust 4.14% 8/10/35<br>| 508000 | 459998 |
| •1301 Trust 5.06% 8/11/42 | 400000 | 400948 |
| &nbsp;&nbsp; Arbor Multifamily Mortgage <br> Securities Trust 1.75% <br> 5/15/53<br>| 224482 | 185101 |
| &nbsp;&nbsp; •Atrium Hotel Portfolio Trust <br> 5.32% (1 mo. USD Term <br> SOFR + 1.65%) 8/15/42<br>| 200000 | 200304 |
| •BAHA Trust 7.01% 12/10/41 | 610000 | 627479 |
| &nbsp;&nbsp; •BAMLL Trust 8.92% (1 mo. <br> USD Term SOFR + 5.25%) <br> 2/15/42<br>| 968000 | 972961 |
| &nbsp;&nbsp; •BAY Mortgage Trust 5.47% (1 <br> mo. USD Term SOFR + <br> 1.80%) 5/15/35<br>| 190000 | 190356 |
| &nbsp;&nbsp; •Bayview Commercial Asset <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class M1 4.30% (1 mo. USD <br> Term SOFR + 0.62%) <br> 10/25/36<br>| 6327 | 6115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class M6 4.84% (1 mo. USD <br> Term SOFR + 1.16%) <br> 11/25/35<br>| 7603 | 8448 |
| &nbsp;&nbsp; •BBCMS Mortgage Trust 4.99% <br> (1 mo. USD Term SOFR + <br> 1.32%) 3/15/37<br>| 188000 | 169669 |
| &nbsp;&nbsp; \*•Benchmark Mortgage Trust <br> 1.25% 2/15/54<br>| 6086539 | 267969 |

---

*LVIP BlackRock Global Allocation Fund–29*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; •BFLD Commercial Mortgage <br> Trust 7.91% 10/10/42<br>| 660000 | $675658 |
| &nbsp;&nbsp; •BHMS Commercial Mortgage <br> Trust 5.52% (1 mo. USD <br> Term SOFR + 1.85%) <br> 8/15/42<br>| 450000 | 450000 |
| &nbsp;&nbsp; •BMP Trust 7.06% (1 mo. USD <br> Term SOFR + 3.39%) <br> 6/15/41<br>| 282000 | 280943 |
| &nbsp;&nbsp; BWAY Mortgage Trust 3.63% <br> 3/10/33<br>| 487544 | 438893 |
| &nbsp;&nbsp; BX Commercial Mortgage <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class A 2.84% 3/9/44 | 100708 | 93037 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 5.06% (1 mo. USD <br> Term SOFR + 1.39%) <br> 3/15/41<br>| 433402 | 433537 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 5.21% (1 mo. USD <br> Term SOFR + 1.54%) <br> 5/15/34<br>| 355322 | 355322 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class B 5.31% (1 mo. USD <br> Term SOFR + 1.64%) <br> 12/15/39<br>| 983293 | 983292 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 5.31% (1 mo. USD <br> Term SOFR + 1.64%) <br> 5/15/41<br>| 216662 | 216662 |
| •BX Trust  |  |  |
| &nbsp;&nbsp;&nbsp; Class D 3.94% 12/9/41 | 317000 | 298836 |
| &nbsp;&nbsp;&nbsp; Class E 3.94% 12/9/41 | 1319000 | 1216660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.11% (1 mo. USD <br> Term SOFR + 1.44%) <br> 4/15/41<br>| 543990 | 543990 |
| &nbsp;&nbsp;&nbsp; Class A 5.88% 6/13/47 | 145000 | 142895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 6.56% (1 mo. USD <br> Term SOFR + 2.89%) <br> 6/15/41<br>| 308000 | 304771 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 6.61% (1 mo. USD <br> Term SOFR + 2.94%) <br> 3/15/30<br>| 558281 | 556188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class F 7.61% (1 mo. USD <br> Term SOFR + 3.94%) <br> 6/15/41<br>| 771000 | 770998 |
| &nbsp;&nbsp; •CD Mortgage Trust 3.91% <br> 11/13/50<br>| 33602 | 32046 |
| &nbsp;&nbsp; CFSP Mortgage Trust 6.50% <br> 4/15/37<br>| 619127 | 599775 |
| &nbsp;&nbsp; •CONE Trust 7.56% (1 mo. USD <br> Term SOFR + 3.89%) <br> 8/15/41<br>| 360000 | 358787 |
| &nbsp;&nbsp; •CSAIL Commercial Mortgage <br> Trust 4.40% 11/15/48<br>| 8245 | 8072 |
| &nbsp;&nbsp; •DBSG Mortgage Trust 5.56% <br> (1 mo. USD Term SOFR + <br> 1.88%) 8/15/34<br>| 160000 | 159800 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; •DGWD Trust 5.27% (1 mo. <br> USD Term SOFR + 1.60%) <br> 8/15/35<br>| 648000 | $648977 |
| •ELM Trust 7.27% 6/10/39 | 686000 | 688494 |
| &nbsp;&nbsp; •FS Rialto Issuer LLC 5.06% (1 <br> mo. USD Term SOFR + <br> 1.39%) 8/19/42<br>| 630000 | 629733 |
| &nbsp;&nbsp; •GS Mortgage Securities Corp. <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.09% (1 mo. USD <br> Term SOFR + 1.41%) <br> 5/15/26<br>| 209172 | 199655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 6.33% (1 mo. USD <br> Term SOFR + 2.65%) <br> 11/25/41<br>| 887000 | 887334 |
| &nbsp;&nbsp; GS Mortgage Securities Trust <br> 2.73% 5/12/53<br>| 515232 | 470051 |
| &nbsp;&nbsp; •HILT Commercial Mortgage <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.21% (1 mo. USD <br> Term SOFR + 1.54%) <br> 5/15/37<br>| 616000 | 615615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 6.86% (1 mo. USD <br> Term SOFR + 3.19%) <br> 5/15/37<br>| 726000 | 725545 |
| &nbsp;&nbsp; •JP Morgan Chase Commercial <br> Mortgage Securities Trust <br> 3.45% 1/5/39<br>| 310000 | 259078 |
| &nbsp;&nbsp; •JW Commercial Mortgage <br> Trust 6.86% (1 mo. USD <br> Term SOFR + 3.19%) <br> 6/15/39<br>| 260000 | 260000 |
| &nbsp;&nbsp; •KSL Commercial Mortgage <br> Trust 5.21% (1 mo. USD <br> Term SOFR + 1.54%) <br> 12/15/39<br>| 434019 | 433205 |
| &nbsp;&nbsp; •LoanCore Issuer LLC 5.06% <br> (1 mo. USD Term SOFR + <br> 1.39%) 8/17/42<br>| 640000 | 639562 |
| &nbsp;&nbsp; •MHC Commercial Mortgage <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 5.89% (1 mo. USD <br> Term SOFR + 2.22%) <br> 4/15/38<br>| 14407 | 14398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class F 6.39% (1 mo. USD <br> Term SOFR + 2.72%) <br> 4/15/38<br>| 99425 | 99363 |
| &nbsp;&nbsp; •MHP Trust 6.54% (1 mo. USD <br> Term SOFR + 2.86%) <br> 7/15/38<br>| 387313 | 387071 |
| &nbsp;&nbsp; •Morgan Stanley Capital I <br> Trust 4.28% 7/11/40<br>| 234000 | 216683 |

---

*LVIP BlackRock Global Allocation Fund–30*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; •NYC Commercial Mortgage <br> Trust 4.89% (1 mo. USD <br> Term SOFR + 1.21%) <br> 2/15/42<br>|  | 325000 | $323476 |
| &nbsp;&nbsp; •ONNI Commerical Mortgage <br> Trust 5.20% 7/15/39<br>|  | 320000 | 322372 |
| &nbsp;&nbsp; •PENN Commercial Mortgage <br> Trust 5.34% 8/10/42<br>|  | 343000 | 347456 |
| &nbsp;&nbsp; •PKHL Commercial Mortgage <br> Trust 7.14% (1 mo. USD <br> Term SOFR + 3.46%) <br> 7/15/38<br>|  | 108752 | 44403 |
| •PRM5 Trust 5.25% 3/10/33 |  | 700000 | 695875 |
| &nbsp;&nbsp; •SCG Commercial Mortgage <br> Trust 6.62% (1 mo. USD <br> Term SOFR + 2.95%) <br> 3/15/35<br>|  | 410000 | 405900 |
| &nbsp;&nbsp; •SREIT Trust 6.41% (1 mo. <br> USD Term SOFR + 2.73%) <br> 11/15/36<br>|  | 220754 | 220616 |
| &nbsp;&nbsp; UBS Commercial Mortgage <br> Trust 2.92% 10/15/52<br>|  | 137681 | 129762 |
| •VNDO Trust 3.90% 1/10/35 |  | 267100 | 266655 |
| &nbsp;&nbsp; Wells Fargo Commercial <br> Mortgage Trust <br>|  |  |  |
| \*• Class XA 1.48% 4/15/54 |  | 2754342 | 145415 |
| \*• Class XA 1.79% 7/15/53 |  | 3281392 | 199923 |
| • Class A 3.75% 6/15/36 |  | 169000 | 158877 |
|  |  |  | **22845004** |
| **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $24,139,759)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $24,139,759)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $24,139,759)** | **24004769** |
| **ΔSOVEREIGN BONDS–3.10%** | **ΔSOVEREIGN BONDS–3.10%** | **ΔSOVEREIGN BONDS–3.10%** | **ΔSOVEREIGN BONDS–3.10%** |
| **Angola–0.01%** | **Angola–0.01%** | **Angola–0.01%** | **Angola–0.01%** |
| &nbsp;&nbsp; Angolan Government <br> International Bonds 8.75% <br> 4/14/32<br>|  | 212000 | 205972 |
|  |  |  | **205972** |
| **Argentina–0.01%** | **Argentina–0.01%** | **Argentina–0.01%** | **Argentina–0.01%** |
| &nbsp;&nbsp; φArgentina Republic <br> Government International <br> Bonds 0.75% 7/9/30<br>|  | 87840 | 73434 |
| &nbsp;&nbsp; ^Argentina Treasury Bonds <br> BONCER 0.00% 12/15/27<br>| ARS | 52243000 | 93716 |
|  |  |  | **167150** |
| **Barbados–0.01%** | **Barbados–0.01%** | **Barbados–0.01%** | **Barbados–0.01%** |
| &nbsp;&nbsp; Barbados Government <br> International Bonds 8.00% <br> 6/26/35<br>|  | 165000 | 167076 |
|  |  |  | **167076** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Benin–0.01%** | **Benin–0.01%** | **Benin–0.01%** | **Benin–0.01%** |
| &nbsp;&nbsp; Benin Government <br> International Bonds 7.96% <br> 2/13/38<br>|  | 200000 | $196211 |
|  |  |  | **196211** |
| **Brazil–0.23%** | **Brazil–0.23%** | **Brazil–0.23%** | **Brazil–0.23%** |
| &nbsp;&nbsp; ^Brazil Letras do Tesouro <br> Nacional <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00% 7/1/26 | BRL | 2870000 | 535796 |
| &nbsp;&nbsp;&nbsp; 0.00% 10/1/26 | BRL | 11515000 | 2079278 |
| &nbsp;&nbsp; Brazil Notas do Tesouro <br> Nacional 10.00% 1/1/27<br>| BRL | 10608000 | 2047285 |
|  |  |  | **4662359** |
| **Canada–0.18%** | **Canada–0.18%** | **Canada–0.18%** | **Canada–0.18%** |
| &nbsp;&nbsp; Canada Government Bonds <br> 2.75% 3/1/30<br>| CAD | 5194000 | 3696025 |
|  |  |  | **3696025** |
| **Chile–0.01%** | **Chile–0.01%** | **Chile–0.01%** | **Chile–0.01%** |
| &nbsp;&nbsp; Chile Government <br> International Bonds 4.34% <br> 3/7/42<br>|  | 252000 | 220374 |
|  |  |  | **220374** |
| **China–0.02%** | **China–0.02%** | **China–0.02%** | **China–0.02%** |
| &nbsp;&nbsp; China Government Bonds <br> 2.11% 8/25/34<br>| CNY | 2940000 | 438096 |
|  |  |  | **438096** |
| **Colombia–0.12%** | **Colombia–0.12%** | **Colombia–0.12%** | **Colombia–0.12%** |
| Colombia TES  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 11/3/27 | COP | 4815500000 | 1163708 |
| &nbsp;&nbsp;&nbsp; 7.00% 6/30/32 | COP | 388700000 | 77760 |
| &nbsp;&nbsp;&nbsp; 7.25% 10/26/50 | COP | 626600000 | 100496 |
| &nbsp;&nbsp;&nbsp; 7.75% 9/18/30 | COP | 4172200000 | 913247 |
| &nbsp;&nbsp;&nbsp; 12.50% 2/27/30 | COP | 771300000 | 200282 |
|  |  |  | **2455493** |
| **Czech Republic–0.04%** | **Czech Republic–0.04%** | **Czech Republic–0.04%** | **Czech Republic–0.04%** |
| &nbsp;&nbsp; Czech Republic Government <br> Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 4/4/44 | CZK | 4400000 | 177763 |
| &nbsp;&nbsp;&nbsp; 4.50% 11/11/32 | CZK | 13000000 | 605592 |
|  |  |  | **783355** |
| **Dominican Republic–0.03%** | **Dominican Republic–0.03%** | **Dominican Republic–0.03%** | **Dominican Republic–0.03%** |
| &nbsp;&nbsp; Dominican Republic <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 1/30/30 |  | 263000 | 249600 |
| &nbsp;&nbsp;&nbsp; 7.05% 2/3/31 |  | 151000 | 156165 |
| &nbsp;&nbsp;&nbsp; 10.75% 6/1/36 | DOP | 17350000 | 300714 |
|  |  |  | **706479** |

---

*LVIP BlackRock Global Allocation Fund–31*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Egypt–0.05%** | **Egypt–0.05%** | **Egypt–0.05%** | **Egypt–0.05%** |
| Egypt Government Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 21.38% 2/4/28 | EGP | 5931000 | $105434 |
| &nbsp;&nbsp;&nbsp; 23.44% 7/1/28 | EGP | 5470000 | 100965 |
| &nbsp;&nbsp;&nbsp; 24.14% 12/3/27 | EGP | 579000 | 10593 |
| &nbsp;&nbsp;&nbsp; 24.46% 10/1/27 | EGP | 4833000 | 88306 |
| &nbsp;&nbsp; Egypt Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63% 4/16/30 | EUR | 144000 | 155339 |
| &nbsp;&nbsp;&nbsp; 8.50% 1/31/47 |  | 220000 | 189742 |
| &nbsp;&nbsp; ^Egypt Treasury Bills 0.00% <br> 6/23/26<br>| EGP | 17975000 | 311967 |
|  |  |  | **962346** |
| **France–0.05%** | **France–0.05%** | **France–0.05%** | **France–0.05%** |
| &nbsp;&nbsp; French Republic Government <br> Bonds O.A.T. 3.20% 5/25/35<br>| EUR | 877000 | 977114 |
|  |  |  | **977114** |
| **Gabon–0.01%** | **Gabon–0.01%** | **Gabon–0.01%** | **Gabon–0.01%** |
| &nbsp;&nbsp; Gabon Government <br> International Bonds 9.50% <br> 2/18/29<br>|  | 200000 | 187410 |
|  |  |  | **187410** |
| **Guatemala–0.01%** | **Guatemala–0.01%** | **Guatemala–0.01%** | **Guatemala–0.01%** |
| &nbsp;&nbsp; Guatemala Government <br> Bonds 7.05% 10/4/32<br>|  | 200000 | 214200 |
|  |  |  | **214200** |
| **Hungary–0.04%** | **Hungary–0.04%** | **Hungary–0.04%** | **Hungary–0.04%** |
| &nbsp;&nbsp; Hungary Government Bonds <br> 7.00% 10/24/35<br>| HUF | 141350000 | 419603 |
| &nbsp;&nbsp; Hungary Government <br> International Bonds 5.25% <br> 6/16/29<br>|  | 244000 | 244384 |
| &nbsp;&nbsp; Magyar Export-Import Bank <br> Zrt 6.00% 5/16/29<br>| EUR | 128000 | 154889 |
|  |  |  | **818876** |
| **Indonesia–0.05%** | **Indonesia–0.05%** | **Indonesia–0.05%** | **Indonesia–0.05%** |
| &nbsp;&nbsp; Indonesia Government <br> International Bonds 4.65% <br> 9/20/32<br>|  | 200000 | 195782 |
| &nbsp;&nbsp; Indonesia Treasury Bonds <br> 7.00% 5/15/27<br>| IDR | 13392000000 | 795903 |
|  |  |  | **991685** |
| **Ireland–0.37%** | **Ireland–0.37%** | **Ireland–0.37%** | **Ireland–0.37%** |
| &nbsp;&nbsp; Ireland Government Bonds <br> 2.60% 10/18/34<br>| EUR | 6638716 | 7380032 |
|  |  |  | **7380032** |
| **Italy–0.16%** | **Italy–0.16%** | **Italy–0.16%** | **Italy–0.16%** |
| &nbsp;&nbsp; Italy Buoni Poliennali Del <br> Tesoro 2.95% 7/1/30<br>| EUR | 2880000 | 3298889 |
|  |  |  | **3298889** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Ivory Coast–0.02%** | **Ivory Coast–0.02%** | **Ivory Coast–0.02%** | **Ivory Coast–0.02%** |
| &nbsp;&nbsp; Ivory Coast Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88% 10/17/31 | EUR | 176000 | $198637 |
| &nbsp;&nbsp;&nbsp; 8.08% 4/1/36 |  | 200000 | 203056 |
|  |  |  | **401693** |
| **Japan–0.02%** | **Japan–0.02%** | **Japan–0.02%** | **Japan–0.02%** |
| &nbsp;&nbsp; Japan Government Thirty <br> Year Bonds 3.20% 9/20/55<br>| JPY | 83200000 | 479871 |
|  |  |  | **479871** |
| **Jordan–0.01%** | **Jordan–0.01%** | **Jordan–0.01%** | **Jordan–0.01%** |
| &nbsp;&nbsp; Jordan Government <br> International Bonds 5.85% <br> 7/7/30<br>|  | 200000 | 196547 |
|  |  |  | **196547** |
| **Kazakhstan–0.01%** | **Kazakhstan–0.01%** | **Kazakhstan–0.01%** | **Kazakhstan–0.01%** |
| &nbsp;&nbsp; Development Bank of <br> Kazakhstan JSC 13.49% <br> 5/23/28<br>| KZT | 101000000 | 197442 |
|  |  |  | **197442** |
| **Kenya–0.01%** | **Kenya–0.01%** | **Kenya–0.01%** | **Kenya–0.01%** |
| &nbsp;&nbsp; Republic of Kenya <br> Government International <br> Bonds 9.75% 2/16/31<br>|  | 200000 | 205213 |
|  |  |  | **205213** |
| **Latvia–0.01%** | **Latvia–0.01%** | **Latvia–0.01%** | **Latvia–0.01%** |
| &nbsp;&nbsp; Latvia Government <br> International Bonds 5.13% <br> 7/30/34<br>|  | 200000 | 201195 |
|  |  |  | **201195** |
| **Luxembourg–0.01%** | **Luxembourg–0.01%** | **Luxembourg–0.01%** | **Luxembourg–0.01%** |
| &nbsp;&nbsp; Eagle Funding Luxco SARL <br> 5.50% 8/17/30<br>|  | 250000 | 251312 |
|  |  |  | **251312** |
| **Mexico–0.21%** | **Mexico–0.21%** | **Mexico–0.21%** | **Mexico–0.21%** |
| Mexico Bonos  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 9/3/26 | MXN | 30965100 | 1726966 |
| &nbsp;&nbsp;&nbsp; 7.75% 11/13/42 | MXN | 18268400 | 845842 |
| &nbsp;&nbsp;&nbsp; 8.50% 3/1/29 | MXN | 11412100 | 637799 |
| &nbsp;&nbsp; Mexico Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38% 3/22/33 |  | 200000 | 195300 |
| &nbsp;&nbsp;&nbsp; 6.13% 2/9/38 |  | 200000 | 194900 |
| &nbsp;&nbsp;&nbsp; 7.38% 5/13/55 |  | 515000 | 540904 |
|  |  |  | **4141711** |

---

*LVIP BlackRock Global Allocation Fund–32*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Morocco–0.01%** | **Morocco–0.01%** | **Morocco–0.01%** | **Morocco–0.01%** |
| &nbsp;&nbsp; Morocco Government <br> International Bonds 5.95% <br> 3/8/28<br>|  | 200000 | $203200 |
|  |  |  | **203200** |
| **Oman–0.01%** | **Oman–0.01%** | **Oman–0.01%** | **Oman–0.01%** |
| &nbsp;&nbsp; Oman Government <br> International Bonds 6.75% <br> 1/17/48<br>|  | 200000 | 208459 |
|  |  |  | **208459** |
| **Paraguay–0.01%** | **Paraguay–0.01%** | **Paraguay–0.01%** | **Paraguay–0.01%** |
| &nbsp;&nbsp; Paraguay Government <br> International Bonds 8.50% <br> 4/4/38<br>| PYG | 1462000000 | 220170 |
|  |  |  | **220170** |
| **Peru–0.02%** | **Peru–0.02%** | **Peru–0.02%** | **Peru–0.02%** |
| &nbsp;&nbsp; Peru Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.78% 1/23/31 |  | 142000 | 129270 |
| &nbsp;&nbsp;&nbsp; 7.60% 8/12/39 | PEN | 466000 | 138323 |
| &nbsp;&nbsp;&nbsp; 7.60% 8/12/39 | PEN | 432000 | 128230 |
| &nbsp;&nbsp; Peruvian Government <br> International Bonds 1.86% <br> 12/1/32<br>|  | 59000 | 48398 |
|  |  |  | **444221** |
| **Philippines–0.13%** | **Philippines–0.13%** | **Philippines–0.13%** | **Philippines–0.13%** |
| &nbsp;&nbsp; Philippines Government <br> Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00% 8/20/30 | PHP | 60595000 | 971072 |
| &nbsp;&nbsp;&nbsp; 6.38% 7/27/30 | PHP | 35850000 | 580224 |
| &nbsp;&nbsp;&nbsp; 6.38% 4/28/35 | PHP | 58250000 | 914414 |
| &nbsp;&nbsp; Philippines Government <br> International Bonds 6.38% <br> 1/15/32<br>|  | 133000 | 142760 |
|  |  |  | **2608470** |
| **Poland–0.15%** | **Poland–0.15%** | **Poland–0.15%** | **Poland–0.15%** |
| &nbsp;&nbsp; Republic of Poland <br> Government Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 7/25/29 | PLN | 1986000 | 531842 |
| &nbsp;&nbsp;&nbsp; 5.00% 10/25/34 | PLN | 2177000 | 557752 |
| &nbsp;&nbsp;&nbsp; 5.00% 10/25/35 | PLN | 3000000 | 756473 |
| &nbsp;&nbsp;&nbsp; 5.75% 4/25/29 | PLN | 3379000 | 931820 |
| &nbsp;&nbsp; Republic of Poland <br> Government International <br> Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 10/4/33 |  | 40000 | 39974 |
| &nbsp;&nbsp;&nbsp; 5.50% 4/4/53 |  | 127000 | 117557 |
|  |  |  | **2935418** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Romania–0.03%** | **Romania–0.03%** | **Romania–0.03%** | **Romania–0.03%** |
| &nbsp;&nbsp; Romania Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.12% 7/16/31 | EUR | 97000 | $96316 |
| &nbsp;&nbsp;&nbsp; 4.63% 3/4/33 | EUR | 89000 | 96106 |
| &nbsp;&nbsp;&nbsp; 5.25% 11/25/27 |  | 80000 | 79785 |
| &nbsp;&nbsp;&nbsp; 6.25% 9/10/34 | EUR | 153000 | 179597 |
| &nbsp;&nbsp;&nbsp; 6.50% 10/7/45 | EUR | 91000 | 100612 |
| &nbsp;&nbsp;&nbsp; 6.75% 7/11/39 | EUR | 65000 | 74892 |
|  |  |  | **627308** |
| **Serbia–0.01%** | **Serbia–0.01%** | **Serbia–0.01%** | **Serbia–0.01%** |
| &nbsp;&nbsp; Serbia International Bonds <br> 6.00% 6/12/34<br>|  | 200000 | 200392 |
|  |  |  | **200392** |
| **South Africa–0.25%** | **South Africa–0.25%** | **South Africa–0.25%** | **South Africa–0.25%** |
| &nbsp;&nbsp; Republic of South Africa <br> Government Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 2/28/31 | ZAR | 29072067 | 1609742 |
| &nbsp;&nbsp;&nbsp; 8.00% 1/31/30 | ZAR | 36862398 | 2154539 |
| &nbsp;&nbsp;&nbsp; 8.50% 1/31/37 | ZAR | 16834000 | 929109 |
| &nbsp;&nbsp; Republic of South Africa <br> Government International <br> Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 10/12/46 |  | 300000 | 215932 |
| &nbsp;&nbsp;&nbsp; 5.75% 9/30/49 |  | 251000 | 194071 |
|  |  |  | **5103393** |
| **Spain–0.33%** | **Spain–0.33%** | **Spain–0.33%** | **Spain–0.33%** |
| Spain Government Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.60% 5/31/31 | EUR | 1682000 | 1906875 |
| &nbsp;&nbsp;&nbsp; 2.70% 1/31/30 | EUR | 3309000 | 3799492 |
| &nbsp;&nbsp;&nbsp; 3.15% 4/30/35 | EUR | 748000 | 846708 |
|  |  |  | **6553075** |
| **Turkey–0.02%** | **Turkey–0.02%** | **Turkey–0.02%** | **Turkey–0.02%** |
| Turkiye Government Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 27.70% 9/27/34 | TRY | 6398000 | 127700 |
| &nbsp;&nbsp;&nbsp; 30.00% 9/12/29 | TRY | 2820000 | 55342 |
| &nbsp;&nbsp;&nbsp; 31.08% 11/8/28 | TRY | 4970000 | 100954 |
| &nbsp;&nbsp; Turkiye Government <br> International Bonds 7.13% <br> 2/12/32<br>|  | 200000 | 200142 |
|  |  |  | **484138** |
| **Ukraine–0.00%** | **Ukraine–0.00%** | **Ukraine–0.00%** | **Ukraine–0.00%** |
| &nbsp;&nbsp; Ukraine Government <br> International Bonds <br>|  |  |  |
| φ^ 0.00% 2/1/30 |  | 5252 | 3072 |
| φ^ 0.00% 2/1/34 |  | 19626 | 8400 |
| φ^ 0.00% 2/1/35 |  | 16585 | 7684 |
| φ^ 0.00% 2/1/36 |  | 13821 | 6409 |
| φ 4.50% 2/1/29 |  | 57688 | 40599 |
| φ 4.50% 2/1/34 |  | 38458 | 20519 |
|  |  |  | **86683** |

---

*LVIP BlackRock Global Allocation Fund–33*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **United Kingdom–0.39%** | **United Kingdom–0.39%** | **United Kingdom–0.39%** | **United Kingdom–0.39%** |
| U.K. Gilts 4.38% 3/7/30 | GBP | 5912000 | $7810962 |
|  |  |  | **7810962** |
| **Uruguay–0.02%** | **Uruguay–0.02%** | **Uruguay–0.02%** | **Uruguay–0.02%** |
| &nbsp;&nbsp; Oriental Republic of Uruguay <br> 5.25% 9/10/60<br>|  | 75245 | 68232 |
| &nbsp;&nbsp; Uruguay Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00% 10/29/35 | UYU | 6132000 | 152552 |
| &nbsp;&nbsp;&nbsp; 9.75% 7/20/33 | UYU | 4102188 | 111939 |
|  |  |  | **332723** |
| **Uzbekistan–0.01%** | **Uzbekistan–0.01%** | **Uzbekistan–0.01%** | **Uzbekistan–0.01%** |
| &nbsp;&nbsp; Republic of Uzbekistan <br> International Bonds 5.38% <br> 5/29/27<br>| EUR | 135000 | 157520 |
|  |  |  | **157520** |
| **Total Sovereign Bonds** <br>**(Cost $61,891,066)** | **Total Sovereign Bonds** <br>**(Cost $61,891,066)** | **Total Sovereign Bonds** <br>**(Cost $61,891,066)** | **62580258** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **EXCHANGE-TRADED FUNDS–1.95%** | **EXCHANGE-TRADED FUNDS–1.95%** | **EXCHANGE-TRADED FUNDS–1.95%** |
| &nbsp;&nbsp;&nbsp; iShares Broad USD High <br> Yield Corporate Bond ETF <br>| 56993 | 2099622 |
| &nbsp;&nbsp;&nbsp; iShares China Large-Cap <br> ETF <br>| 116064 | 4166698 |
| &nbsp;&nbsp; iShares MSCI Brazil ETF  | 26620 | 1021942 |
| &nbsp;&nbsp; iShares MSCI China ETF  | 16664 | 936183 |
| &nbsp;&nbsp; iShares Russell 2000 ETF  | 17800 | 4414400 |
| &nbsp;&nbsp;&nbsp; KraneShares CSI China <br> Internet ETF <br>| 57160 | 1625059 |
| &nbsp;&nbsp; SPDR<sup>®</sup> Gold Shares  | 49014 | 21090234 |
| &nbsp;&nbsp;&nbsp; State Street Blackstone <br> Senior Loan ETF <br>| 24781 | 994709 |
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P <br> Regional Banking ETF <br>| 22354 | 1456363 |
| &nbsp;&nbsp; VanEck Semiconductor ETF  | 3929 | 1506379 |
| **Total Exchange-Traded Funds** <br>**(Cost $36,973,436)** | **Total Exchange-Traded Funds** <br>**(Cost $36,973,436)** | **39311589** |
| **MONEY MARKET FUND–4.81%** | **MONEY MARKET FUND–4.81%** | **MONEY MARKET FUND–4.81%** |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 96998827 | 96998827 |
| **Total Money Market Fund** <br>**(Cost $96,998,827)** | **Total Money Market Fund** <br>**(Cost $96,998,827)** | **96998827** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **SHORT-TERM INVESTMENTS–7.27%** | **SHORT-TERM INVESTMENTS–7.27%** | **SHORT-TERM INVESTMENTS–7.27%** |
| **U.S. TREASURY OBLIGATIONS–7.27%** | **U.S. TREASURY OBLIGATIONS–7.27%** | **U.S. TREASURY OBLIGATIONS–7.27%** |
| ≠U.S. Treasury Bills | ≠U.S. Treasury Bills | ≠U.S. Treasury Bills |
| &nbsp;&nbsp; 3.60% 4/9/26 | 8000000 | $7993751 |
| &nbsp;&nbsp; 3.60% 5/5/26 | 8000000 | 7973442 |
| &nbsp;&nbsp; 3.64% 4/28/26 | 7300000 | 7280523 |
| &nbsp;&nbsp; 3.65% 4/16/26 | 250000 | 249629 |
| &nbsp;&nbsp; 3.65% 5/12/26 | 7000000 | 6971611 |
| &nbsp;&nbsp; 3.66% 5/7/26 | 7000000 | 6974975 |
| &nbsp;&nbsp; 3.66% 5/21/26 | 7200000 | 7164300 |
| &nbsp;&nbsp; 3.66% 6/23/26 | 13300000 | 13190362 |
| &nbsp;&nbsp; 3.67% 4/21/26 | 9000000 | 8981950 |
| &nbsp;&nbsp; 3.67% 4/23/26 | 1000000 | 997806 |
| &nbsp;&nbsp; 3.67% 6/2/26 | 6000000 | 5962679 |
| &nbsp;&nbsp; 3.67% 6/4/26 | 5800000 | 5762738 |
| &nbsp;&nbsp; 3.68% 4/2/26 | 8000000 | 7999198 |
| &nbsp;&nbsp; 3.68% 4/16/26 | 6500000 | 6490201 |
| &nbsp;&nbsp; 3.68% 4/23/26 | 8200000 | 8181897 |
| &nbsp;&nbsp; 3.68% 5/14/26 | 7000000 | 6969917 |
| &nbsp;&nbsp; 3.68% 5/21/26 | 5600000 | 5572000 |
| &nbsp;&nbsp; 3.69% 4/7/26 | 6000000 | 5996380 |
| &nbsp;&nbsp; 3.69% 4/14/26 | 4200000 | 4194506 |
| &nbsp;&nbsp; 3.69% 6/11/26 | 6200000 | 6156013 |
| &nbsp;&nbsp; 3.70% 4/21/26 | 1500000 | 1496979 |
| &nbsp;&nbsp; 3.70% 5/26/26 | 6000000 | 5966771 |
| &nbsp;&nbsp; 3.70% 6/18/26 | 6000000 | 5953239 |
| &nbsp;&nbsp; 4.09% 4/16/26 | 2000000 | 1996762 |
|  |  | **146477629** |
| **Total Short-Term Investments** <br>**(Cost $146,477,751)** | **Total Short-Term Investments** <br>**(Cost $146,477,751)** | **146477629** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Notional** <br>**Amount**<br>|  |
| **OPTIONS PURCHASED–0.23%** | **OPTIONS PURCHASED–0.23%** | **OPTIONS PURCHASED–0.23%** |
| **Over-The-Counter–0.01%** | **Over-The-Counter–0.01%** | **Over-The-Counter–0.01%** |
| **Call Swaptions–0.00%** | **Call Swaptions–0.00%** | **Call Swaptions–0.00%** |
| &nbsp;&nbsp; 1 Year Interest Rate Swap, <br> expiration date 6/8/26, <br> notional amount $81,661,259 <br> GS<br>| 81661259 | $22389 |
| &nbsp;&nbsp; 2 Year Interest Rate Swap, <br> expiration date 7/13/26, <br> notional amount $1,840,000 <br> GS<br>| 1840000 | 5029 |
| &nbsp;&nbsp; 30 Year Interest Rate Swap, <br> expiration date 4/30/26, <br> notional amount $16,649,000 <br> BOA<br>| 16649000 | 2739 |
|  |  | **30157** |
| **Put Swaption–0.00%** | **Put Swaption–0.00%** | **Put Swaption–0.00%** |
| &nbsp;&nbsp; CDX.NA.HY.S45, expiration <br> date 4/15/26, notional <br> amount $2,380,000 MSC<br>| 2380000 | 7097 |
|  |  | **7097** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*LVIP BlackRock Global Allocation Fund–34*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Over-The-Counter (continued)** | **Over-The-Counter (continued)** | **Over-The-Counter (continued)** |
| **Call Options–0.01%** | **Call Options–0.01%** | **Call Options–0.01%** |
| &nbsp;&nbsp; EUR vs BRL Strike price <br> EUR6.29, expiration date <br> 4/9/26, notional amount <br> EUR1,767,490 CITI<br>| 281000 | $150 |
| &nbsp;&nbsp; Korea Stock Exchange KOSPI <br> 200 Mini Index Strike price <br> KRW870, expiration date <br> 5/14/26, notional amount <br> KRW3,262,500,000 JPM<br>| 15 | 38975 |
| &nbsp;&nbsp; USD vs AUD Strike price <br> $0.685, expiration date <br> 7/6/26, notional amount <br> $421,960 GS<br>| 616000 | 10600 |
| &nbsp;&nbsp; USD vs BRL Strike price <br> BRL5.45, expiration date <br> 4/27/26, notional amount <br> BRL4,294,600 UBS<br>| 788000 | 3139 |
| &nbsp;&nbsp; USD vs CLP Strike price <br> CLP910, expiration date <br> 4/13/26, notional amount <br> CLP212,940,000 HSBC<br>| 234000 | 5939 |
| &nbsp;&nbsp; USD vs COP Strike price <br> COP3,850, expiration date <br> 5/22/26, notional amount <br> COP1,797,950,000 MSC<br>| 467000 | 4518 |
| &nbsp;&nbsp; USD vs COP Strike price <br> COP3,920, expiration date <br> 5/27/26, notional amount <br> COP1,960,000,000 UBS<br>| 500000 | 3506 |
| &nbsp;&nbsp; USD vs MXN Strike price <br> MXN18.1, expiration date <br> 4/22/26, notional amount <br> MXN5,334,070 JPM<br>| 294700 | 2760 |
| &nbsp;&nbsp; USD vs NOK Strike price <br> NOK10, expiration date <br> 5/15/26, notional amount <br> NOK29,146,950 BNP<br>| 2914695 | 16797 |
| &nbsp;&nbsp; USD vs THB Strike price <br> THB32, expiration date <br> 4/9/26, notional amount <br> THB7,264,000 MSC<br>| 227000 | 4466 |
| &nbsp;&nbsp; USD vs THB Strike price <br> THB33, expiration date <br> 4/22/26, notional amount <br> THB9,273,000 SCB<br>| 281000 | 1883 |
| &nbsp;&nbsp; USD vs ZAR Strike price <br> ZAR16.6, expiration date <br> 4/1/26, notional amount <br> ZAR10,391,600 MSC<br>| 626000 | 12039 |
|  |  | **104772** |
| **Put Options–0.00%** | **Put Options–0.00%** | **Put Options–0.00%** |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.14, expiration date <br> 4/15/26, notional amount <br> EUR747,840 SGN<br>| 656000 | 1641 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Over-The-Counter (continued)** | **Over-The-Counter (continued)** | **Over-The-Counter (continued)** |
| **Put Options (continued)** | **Put Options (continued)** | **Put Options (continued)** |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.14, expiration date <br> 4/28/26, notional amount <br> EUR3,501,982 BNP<br>| 3071914 | $12083 |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.165, expiration date <br> 4/1/26, notional amount <br> EUR1,012,385 GSI<br>| 869000 | 7791 |
| &nbsp;&nbsp; USD vs AUD Strike price <br> $0.67, expiration date <br> 5/1/26, notional amount <br> $2,881,000 HSBC<br>| 4300000 | 13781 |
| &nbsp;&nbsp; USD vs CLP Strike price <br> CLP850, expiration date <br> 4/13/26, notional amount <br> CLP198,900,000 DB<br>| 234000 | 53 |
| &nbsp;&nbsp; USD vs HUF Strike price <br> HUF333, expiration date <br> 4/1/26, notional amount <br> HUF206,793,000 HSBC<br>| 621000 | 2901 |
| &nbsp;&nbsp; USD vs HUF Strike price <br> HUF333, expiration date <br> 4/28/26, notional amount <br> HUF206,793,000 BRC<br>| 621000 | 14261 |
| &nbsp;&nbsp; USD vs HUF Strike price <br> HUF335, expiration date <br> 4/8/26, notional amount <br> HUF304,180,000 MSC<br>| 908000 | 14641 |
| &nbsp;&nbsp; USD vs IDR Strike price <br> IDR16,400, expiration date <br> 5/4/26, notional amount <br> IDR26,994,400,000 HSBC<br>| 1646000 | 336 |
| &nbsp;&nbsp; USD vs INR Strike price <br> INR92.4, expiration date <br> 1/8/27, notional amount <br> INR71,794,800 HSBC<br>| 777000 | 3944 |
|  |  | **71432** |
| **Barrier Options–0.00%** | **Barrier Options–0.00%** | **Barrier Options–0.00%** |
| &nbsp;&nbsp; EUR vs MXN, one touch, <br> barrier price MXN19.80, <br> Strike price MXN19.8, <br> expiration date 5/14/26, <br> notional amount <br> MXN673,200 BOA<br>| 34000 | 1472 |
| &nbsp;&nbsp; EUR vs USD, one touch, <br> barrier price EUR1.13, <br> Strike price EUR1.125, <br> expiration date 6/4/26, <br> notional amount <br> EUR103,950 DB<br>| 92400 | 14754 |

---

*LVIP BlackRock Global Allocation Fund–35*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Over-The-Counter (continued)** | **Over-The-Counter (continued)** | **Over-The-Counter (continued)** |
| **Barrier Options (continued)** | **Barrier Options (continued)** | **Barrier Options (continued)** |
| &nbsp;&nbsp; USD vs INR, one touch, <br> barrier price INR89.00, <br> Strike price INR89, <br> expiration date 5/11/26, <br> notional amount <br> INR7,031,000 SCB<br>| 79000 | $791 |
| &nbsp;&nbsp; USD vs KRW, one touch, <br> barrier price KRW1,415.00, <br> Strike price KRW1,415, <br> expiration date 4/9/26, <br> notional amount <br> KRW89,145,000 HSBC<br>| 63000 | 176 |
|  |  | **17193** |
|  |  | **230651** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Centrally Cleared–0.22%** | **Centrally Cleared–0.22%** | **Centrally Cleared–0.22%** |
| **Call Options–0.11%** | **Call Options–0.11%** | **Call Options–0.11%** |
| &nbsp;&nbsp; Abbott Laboratories Strike <br> price $120, expiration date <br> 5/15/26, notional amount <br> $420,000<br>| 35 | 1085 |
| &nbsp;&nbsp; AbbVie, Inc. Strike price <br> $250, expiration date <br> 5/15/26, notional amount <br> $425,000<br>| 17 | 1598 |
| &nbsp;&nbsp; Advanced Micro Devices, Inc. <br> Strike price $220, expiration <br> date 5/15/26, notional <br> amount $1,078,000<br>| 49 | 48020 |
| &nbsp;&nbsp; Alphabet, Inc. Strike price <br> $340, expiration date <br> 5/15/26, notional amount <br> $2,550,000<br>| 75 | 7725 |
| &nbsp;&nbsp; Amazon.com, Inc. Strike <br> price $215, expiration date <br> 4/17/26, notional amount <br> $7,697,000<br>| 358 | 118140 |
| &nbsp;&nbsp; Amazon.com, Inc. Strike <br> price $235, expiration date <br> 5/15/26, notional amount <br> $987,000<br>| 42 | 12390 |
| &nbsp;&nbsp; Apple, Inc. Strike price $275, <br> expiration date 5/15/26, <br> notional amount $2,090,000<br>| 76 | 20748 |
| &nbsp;&nbsp; Bank of America Corp. Strike <br> price $50, expiration date <br> 5/15/26, notional amount <br> $400,000<br>| 80 | 13600 |
| &nbsp;&nbsp; Boeing Co. Strike price $235, <br> expiration date 5/15/26, <br> notional amount $423,000<br>| 18 | 2844 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| &nbsp;&nbsp; Broadcom, Inc. Strike price <br> $380, expiration date <br> 5/15/26, notional amount <br> $874,000<br>| 23 | $4761 |
| &nbsp;&nbsp; Cameco Corp. Strike price <br> $125, expiration date <br> 5/15/26, notional amount <br> $425,000<br>| 34 | 12308 |
| &nbsp;&nbsp; Caterpillar, Inc. Strike price <br> $780, expiration date <br> 5/15/26, notional amount <br> $390,000<br>| 5 | 8575 |
| &nbsp;&nbsp; Cheniere Energy, Inc. Strike <br> price $320, expiration date <br> 6/18/26, notional amount <br> $1,312,000<br>| 41 | 38130 |
| &nbsp;&nbsp; Cisco Systems, Inc. Strike <br> price $85, expiration date <br> 5/15/26, notional amount <br> $425,000<br>| 50 | 5450 |
| &nbsp;&nbsp; Citizens Financial Group, Inc. <br> Strike price $65, expiration <br> date 4/17/26, notional <br> amount $955,500<br>| 147 | 5880 |
| &nbsp;&nbsp; CSX Corp. Strike price $45, <br> expiration date 5/15/26, <br> notional amount $432,000<br>| 96 | 4320 |
| &nbsp;&nbsp; Delta Air Lines, Inc. Strike <br> price $75, expiration date <br> 4/17/26, notional amount <br> $3,600,000<br>| 480 | 38400 |
| &nbsp;&nbsp; Edwards Lifesciences Corp. <br> Strike price $95, expiration <br> date 5/15/26, notional <br> amount $437,000<br>| 46 | 2070 |
| &nbsp;&nbsp; Eli Lilly & Co. Strike price <br> $1,000, expiration date <br> 5/15/26, notional amount <br> $2,900,000<br>| 29 | 77575 |
| &nbsp;&nbsp; Eli Lilly & Co. Strike price <br> $1,100, expiration date <br> 5/15/26, notional amount <br> $880,000<br>| 8 | 6120 |
| &nbsp;&nbsp; EssilorLuxottica SA Strike <br> price EUR280, expiration <br> date 4/17/26, notional <br> amount EUR1,176,000<br>| 42 | 1359 |
| &nbsp;&nbsp; GE Vernova, Inc. Strike price <br> $860, expiration date <br> 5/15/26, notional amount <br> $3,956,000<br>| 46 | 347070 |
| &nbsp;&nbsp; GE Vernova, Inc. Strike price <br> $930, expiration date <br> 5/15/26, notional amount <br> $465,000<br>| 5 | 22250 |

---

*LVIP BlackRock Global Allocation Fund–36*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| &nbsp;&nbsp; General Electric Co. Strike <br> price $350, expiration date <br> 5/15/26, notional amount <br> $420,000<br>| 12 | $1440 |
| &nbsp;&nbsp; Home Depot, Inc. Strike price <br> $385, expiration date <br> 5/15/26, notional amount <br> $423,500<br>| 11 | 473 |
| &nbsp;&nbsp; Home Depot, Inc. Strike price <br> $400, expiration date <br> 4/17/26, notional amount <br> $1,080,000<br>| 27 | 135 |
| &nbsp;&nbsp; Honeywell International, Inc. <br> Strike price $260, expiration <br> date 5/15/26, notional <br> amount $416,000<br>| 16 | 1200 |
| &nbsp;&nbsp; Intel Corp. Strike price $52.5, <br> expiration date 5/15/26, <br> notional amount $425,250<br>| 81 | 12150 |
| &nbsp;&nbsp; Intuitive Surgical, Inc. Strike <br> price $540, expiration date <br> 5/15/26, notional amount <br> $432,000<br>| 8 | 3360 |
| &nbsp;&nbsp; Invesco QQQ Trust Strike <br> price $608, expiration date <br> 4/10/26, notional amount <br> $11,795,200<br>| 194 | 6984 |
| &nbsp;&nbsp; Invesco QQQ Trust Strike <br> price $615, expiration date <br> 4/17/26, notional amount <br> $4,858,500<br>| 79 | 3871 |
| &nbsp;&nbsp; iShares Expanded <br> Tech-Software Sector ETF <br> Strike price $85, expiration <br> date 5/15/26, notional <br> amount $5,015,000<br>| 590 | 110330 |
| &nbsp;&nbsp; iShares Expanded <br> Tech-Software Sector ETF <br> Strike price $90, expiration <br> date 4/17/26, notional <br> amount $2,412,000<br>| 268 | 4020 |
| &nbsp;&nbsp; iShares MSCI Emerging <br> Markets ETF Strike price <br> $65, expiration date 4/17/26, <br> notional amount $4,426,500<br>| 681 | 2043 |
| &nbsp;&nbsp; JPMorgan Chase & Co. Strike <br> price $315, expiration date <br> 5/15/26, notional amount <br> $409,500<br>| 13 | 5824 |
| &nbsp;&nbsp; Lam Research Corp. Strike <br> price $240, expiration date <br> 5/15/26, notional amount <br> $432,000<br>| 18 | 18864 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| &nbsp;&nbsp; Lionsgate Studios Corp. <br> Strike price $12, expiration <br> date 6/18/26, notional <br> amount $156,000<br>| 130 | $7800 |
| &nbsp;&nbsp; Lowe's Cos., Inc. Strike price <br> $300, expiration date <br> 4/17/26, notional amount <br> $1,290,000<br>| 43 | 43 |
| &nbsp;&nbsp; Mastercard, Inc. Strike price <br> $555, expiration date <br> 5/15/26, notional amount <br> $444,000<br>| 8 | 2856 |
| &nbsp;&nbsp; McKesson Corp. Strike price <br> $1,020, expiration date <br> 5/15/26, notional amount <br> $408,000<br>| 4 | 1880 |
| &nbsp;&nbsp; Merck & Co., Inc. Strike price <br> $130, expiration date <br> 5/15/26, notional amount <br> $442,000<br>| 34 | 6358 |
| &nbsp;&nbsp; Meta Platforms, Inc. Strike <br> price $720, expiration date <br> 5/15/26, notional amount <br> $576,000<br>| 8 | 1720 |
| &nbsp;&nbsp; Micron Technology, Inc. <br> Strike price $460, expiration <br> date 5/15/26, notional <br> amount $460,000<br>| 10 | 4600 |
| &nbsp;&nbsp; Microsoft Corp. Strike price <br> $445, expiration date <br> 5/15/26, notional amount <br> $1,869,000<br>| 42 | 5376 |
| &nbsp;&nbsp; MongoDB, Inc. Strike price <br> $300, expiration date <br> 5/15/26, notional amount <br> $420,000<br>| 14 | 5810 |
| &nbsp;&nbsp; Netflix, Inc. Strike price $105, <br> expiration date 5/15/26, <br> notional amount $430,500<br>| 41 | 8979 |
| &nbsp;&nbsp; Nikkei 225 Index Strike price <br> JPY56,000, expiration date <br> 5/8/26, notional amount <br> JPY336,000,000<br>| 6 | 31568 |
| &nbsp;&nbsp; NVIDIA Corp. Strike price <br> $200, expiration date <br> 5/15/26, notional amount <br> $2,860,000<br>| 143 | 20735 |
| &nbsp;&nbsp; Oracle Corp. Strike price <br> $180, expiration date <br> 5/15/26, notional amount <br> $432,000<br>| 24 | 4056 |
| &nbsp;&nbsp; Palantir Technologies, Inc. <br> Strike price $165, expiration <br> date 5/15/26, notional <br> amount $429,000<br>| 26 | 13728 |

---

*LVIP BlackRock Global Allocation Fund–37*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| &nbsp;&nbsp; Philip Morris International, <br> Inc. Strike price $185, <br> expiration date 5/15/26, <br> notional amount $425,500<br>| 23 | $4140 |
| &nbsp;&nbsp; Rockwell Automation, Inc. <br> Strike price $370, expiration <br> date 5/15/26, notional <br> amount $1,702,000<br>| 46 | 76360 |
| &nbsp;&nbsp; Sabre Corp. Strike price $2, <br> expiration date 4/17/26, <br> notional amount $35,200<br>| 176 | 880 |
| &nbsp;&nbsp; Sabre Corp. Strike price $3, <br> expiration date 4/17/26, <br> notional amount $32,400<br>| 108 | 2160 |
| &nbsp;&nbsp; Safran SA Strike price <br> EUR350, expiration date <br> 4/17/26, notional amount <br> EUR1,330,000<br>| 38 | 88 |
| &nbsp;&nbsp; SPDR Gold Shares Strike <br> price $495, expiration date <br> 5/15/26, notional amount <br> $79,150,500<br>| 1599 | 639600 |
| &nbsp;&nbsp; SPDR Gold Shares Strike <br> price $520, expiration date <br> 4/17/26, notional amount <br> $62,452,000<br>| 1201 | 42035 |
| &nbsp;&nbsp; State Street SPDR S&P 500 <br> ETF Trust Strike price $700, <br> expiration date 4/17/26, <br> notional amount <br> $15,120,000<br>| 216 | 2160 |
| &nbsp;&nbsp; Tesla, Inc. Strike price $450, <br> expiration date 5/15/26, <br> notional amount $540,000<br>| 12 | 3804 |
| &nbsp;&nbsp; Thermo Fisher Scientific, Inc. <br> Strike price $540, expiration <br> date 5/15/26, notional <br> amount $432,000<br>| 8 | 6000 |
| &nbsp;&nbsp; Trane Technologies PLC <br> Strike price $470, expiration <br> date 5/15/26, notional <br> amount $423,000<br>| 9 | 3240 |
| &nbsp;&nbsp; UniCredit SpA Strike price <br> EUR68, expiration date <br> 5/15/26, notional amount <br> EUR748,000<br>| 22 | 13732 |
| &nbsp;&nbsp; United Airlines Holdings, Inc. <br> Strike price $115, expiration <br> date 4/17/26, notional <br> amount $391,000<br>| 34 | 1496 |
| &nbsp;&nbsp; United Airlines Holdings, Inc. <br> Strike price $115, expiration <br> date 5/15/26, notional <br> amount $2,760,000<br>| 240 | 40800 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| &nbsp;&nbsp; Vertiv Holdings Co. Strike <br> price $260, expiration date <br> 4/17/26, notional amount <br> $7,670,000<br>| 295 | $284675 |
| &nbsp;&nbsp; Vertiv Holdings Co. Strike <br> price $300, expiration date <br> 5/15/26, notional amount <br> $420,000<br>| 14 | 10486 |
| &nbsp;&nbsp; Vistra Corp. Strike price $175, <br> expiration date 5/15/26, <br> notional amount $420,000<br>| 24 | 10320 |
| &nbsp;&nbsp; Walmart, Inc. Strike price <br> $135, expiration date <br> 5/15/26, notional amount <br> $837,000<br>| 62 | 6820 |
| &nbsp;&nbsp; Walt Disney Co. Strike price <br> $110, expiration date <br> 4/17/26, notional amount <br> $3,300,000<br>| 300 | 1800 |
| &nbsp;&nbsp; Walt Disney Co. Strike price <br> $110, expiration date <br> 5/15/26, notional amount <br> $418,000<br>| 38 | 3154 |
| &nbsp;&nbsp; Wells Fargo & Co. Strike price <br> $85, expiration date 5/15/26, <br> notional amount $433,500<br>| 51 | 9435 |
| &nbsp;&nbsp; Williams Cos., Inc. Strike <br> price $75, expiration date <br> 4/17/26, notional amount <br> $1,230,000<br>| 164 | 13448 |
|  |  | **2263254** |
| **Put Options–0.11%** | **Put Options–0.11%** | **Put Options–0.11%** |
| &nbsp;&nbsp; ASML Holding NV Strike <br> price EUR1,120, expiration <br> date 6/19/26, notional <br> amount EUR3,360,000<br>| 30 | 366953 |
| &nbsp;&nbsp; iShares Russell <br> 2000 ETF Strike price $215, <br> expiration date 4/17/26, <br> notional amount $1,806,000<br>| 84 | 3696 |
| &nbsp;&nbsp; Micron Technology, Inc. <br> Strike price $380, expiration <br> date 5/15/26, notional <br> amount $2,242,000<br>| 59 | 346330 |
| &nbsp;&nbsp; NVIDIA Corp. Strike price <br> $170, expiration date <br> 6/18/26, notional amount <br> $6,851,000<br>| 403 | 431210 |
| &nbsp;&nbsp; NVIDIA Corp. Strike price <br> $180, expiration date <br> 7/17/26, notional amount <br> $8,226,000<br>| 457 | 776900 |

---

*LVIP BlackRock Global Allocation Fund–38*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Put Options (continued)** | **Put Options (continued)** | **Put Options (continued)** |
| &nbsp;&nbsp; SPDR Gold Shares Strike <br> price $380, expiration date <br> 4/17/26, notional amount <br> $36,518,000<br>| 961 | $182590 |
| &nbsp;&nbsp; State Street SPDR S&P 500 <br> ETF Trust Strike price $650, <br> expiration date 4/17/26, <br> notional amount $4,485,000<br>| 69 | 79764 |
| &nbsp;&nbsp; Walmart, Inc. Strike price <br> $125, expiration date <br> 4/17/26, notional amount <br> $2,087,500<br>| 167 | 50935 |
|  |  | **2238378** |
|  |  | **4501632** |
| **Total Options Purchased** <br>**(Cost $12,909,929)** | **Total Options Purchased** <br>**(Cost $12,909,929)** | **4732283** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–97.55% (Cost $1,647,879,256)** | **$1966499151** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Notional** <br>**Amount**<br>| **Value** <br>**(U.S. $)**<br>|
| **OPTIONS WRITTEN–(0.70)%** | **OPTIONS WRITTEN–(0.70)%** | **OPTIONS WRITTEN–(0.70)%** |
| **Over-The-Counter–(0.20)%** | **Over-The-Counter–(0.20)%** | **Over-The-Counter–(0.20)%** |
| **Call Swaptions–(0.00)%** | **Call Swaptions–(0.00)%** | **Call Swaptions–(0.00)%** |
| 1 Year Interest Rate Swap, expiration date 6/8/26, notional amount $(81661259) GS | (81661259)<br>| $(6815)<br>|
| 10 Year Interest Rate Swap, expiration date 12/16/26, notional amount $(6415000) CBK | (6415000)<br>| (33952)<br>|
| 2 Year Interest Rate Swap, expiration date 7/13/26, notional amount $(2760000) GS | (2760000)<br>| (3853)<br>|
| 30 Year Interest Rate Swap, expiration date 4/30/26, notional amount $(16649000) BOA | (16649000)<br>| (286)<br>|
| iTraxx Europe Crossover S44, expiration date 6/17/26, notional amount EUR(4101000) JPM | (4101000)<br>| (38122)<br>|
|  |  | **(83028)**<br>|
| **Put Swaptions–(0.11)%** | **Put Swaptions–(0.11)%** | **Put Swaptions–(0.11)%** |
| 1 Year Interest Rate Swap, expiration date 6/8/26, notional amount $(81661259) GS | (81661259)<br>| (240038)<br>|
| 10 Year Interest Rate Swap, expiration date 4/23/26, notional amount EUR(16166000) JPM | (16166000)<br>| (269341)<br>|
| 10 Year Interest Rate Swap, expiration date 12/16/26, notional amount $(3207500) CBK | (3207500)<br>| (22319)<br>|
| 2 Year Interest Rate Swap, expiration date 8/3/26, notional amount $(65941000) MSC | (65941000)<br>| (258467)<br>|
| 2 Year Interest Rate Swap, expiration date 6/15/26, notional amount $(2020000) MSC | (2020000)<br>| (4723)<br>|
| 2 Year Interest Rate Swap, expiration date 9/14/26, notional amount $(63771000) DB | (63771000)<br>| (238301)<br>|
| 2 Year Interest Rate Swap, expiration date 10/21/26, notional amount $(78815000) GS | (78815000)<br>| (300134)<br>|
| 2 Year Interest Rate Swap, expiration date 6/30/26, notional amount $(66377000) DB | (66377000)<br>| (97221)<br>|
| 2 Year Interest Rate Swap, expiration date 12/8/27, notional amount $(34383688) DB | (34383688)<br>| (202697)<br>|
| 2 Year Interest Rate Swap, expiration date 9/20/27, notional amount $(90005000) GS | (90005000)<br>| (350868)<br>|
| 2 Year Interest Rate Swap, expiration date 12/16/27, notional amount $(51747000) DB | (51747000)<br>| (185753)<br>|
| CDX.NA.HY.S45, expiration date 4/15/26, notional amount $(2380000) MSC | (2380000)<br>| (1384)<br>|
| iTraxx Europe Crossover S44, expiration date 6/17/26, notional amount EUR(4101000) JPM | (4101000)<br>| (106135)<br>|
|  |  | **(2277381)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Contracts**<br>|  |
| **Call Options–(0.02)%** | **Call Options–(0.02)%** | **Call Options–(0.02)%** |
| EUR vs BRL Strike price EUR6.29, expiration date 4/09/26, notional amount EUR(1767490) HSBC | (281000)<br>| (150)<br>|
| EUR vs HUF Strike price EUR410, expiration date 6/08/26, notional amount EUR(107420000) MSI | (262000)<br>| (2236)<br>|
| EUR vs MXN Strike price EUR20.55, expiration date 5/15/26, notional amount EUR(43052250) DB | (2095000)<br>| (50358)<br>|

---

*LVIP BlackRock Global Allocation Fund–39*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** |
| **Over-The-Counter (continued)** | **Over-The-Counter (continued)** | **Over-The-Counter (continued)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| EUR vs MXN Strike price EUR20.9, expiration date 5/14/26, notional amount EUR(6917900) BOA | (331000)<br>| $(4844)<br>|
| USD vs AUD Strike price $0.725, expiration date 7/06/26, notional amount $(892475) GS | (1231000)<br>| (4101)<br>|
| USD vs BRL Strike price BRL10.7,expiration date 6/29/26,notional amount BRL(15536400) MSC | (2904000)<br>| (67457)<br>|
| USD vs BRL Strike price BRL5.65, expiration date 5/04/26, notional amount BRL(24802410) BRC | (4389807)<br>| (10496)<br>|
| USD vs BRL Strike price BRL5.7, expiration date 4/27/26, notional amount BRL(6737400) UBS | (1182000)<br>| (1386)<br>|
| USD vs CLP Strike price CLP905, expiration date 5/15/26, notional amount CLP(948440000) HSBC | (1048000)<br>| (38092)<br>|
| USD vs CNY Strike price CNY6.88, expiration date 4/23/26, notional amount CNY(4327520) SGN | (629000)<br>| (2139)<br>|
| USD vs COP Strike price COP4,000, expiration date 5/22/26, notional amount COP(934000000) MSC | (233500)<br>| (880)<br>|
| USD vs COP Strike price COP4,200, expiration date 5/27/26, notional amount COP(3150000000) UBS | (750000)<br>| (956)<br>|
| USD vs INR Strike price INR92.8, expiration date 5/14/26, notional amount INR(41945600) SCB | (452000)<br>| (8955)<br>|
| USD vs KRW Strike price KRW1,480, expiration date 4/09/26, notional amount KRW(464720000) HSBC | (314000)<br>| (5883)<br>|
| USD vs MXN Strike price MXN18.05, expiration date 5/04/26, notional amount MXN(79236016) MSC | (4389807)<br>| (59499)<br>|
| USD vs NOK Strike price NOK10.25, expiration date 5/15/26, notional amount NOK(29875624) BNP | (2914695)<br>| (7526)<br>|
| USD vs ZAR Strike price ZAR16.74, expiration date 5/04/26, notional amount ZAR(73488600) BOA | (4390000)<br>| (111199)<br>|
| USD vs ZAR Strike price ZAR17.5, expiration date 5/15/26, notional amount ZAR(27510000) HSBC | (1572000)<br>| (19356)<br>|
|  |  | **(395513)**<br>|
| **Put Options–(0.07)%** | **Put Options–(0.07)%** | **Put Options–(0.07)%** |
| EUR vs BRL Strike price EUR6.15, expiration date 4/23/26, notional amount EUR(2029500) GSI | (330000)<br>| (10579)<br>|
| EUR vs MXN Strike price EUR20.55, expiration date 5/15/26, notional amount EUR(43052250) DB | (2095000)<br>| (17379)<br>|
| EUR vs USD Strike price EUR1.12, expiration date 4/28/26, notional amount EUR(3440543) BNP | (3071914)<br>| (4353)<br>|
| EUR vs USD Strike price EUR1.12, expiration date 5/14/26, notional amount EUR(367360) SGN | (328000)<br>| (810)<br>|
| &nbsp;&nbsp; Korea Stock Exchange KOSPI 200 Mini Index Strike price KRW750, expiration date 5/14/26, notional amount <br> KRW(2812500000) JPM<br>| (15)<br>| (148243)<br>|
| SK hynix, Inc. Strike price KRW800,000, expiration date 9/10/26, notional amount KRW(9045600000) MSC | (11307)<br>| (964652)<br>|
| USD vs AUD Strike price $0.65, expiration date 5/01/26, notional amount $(2795000) HSBC | (4300000)<br>| (4708)<br>|
| USD vs BRL Strike price BRL5.15, expiration date 5/04/26, notional amount BRL(22607506) BRC | (4389807)<br>| (47643)<br>|
| USD vs BRL Strike price BRL5.25, expiration date 6/29/26, notional amount BRL(1795500) MSC | (342000)<br>| (8184)<br>|
| USD vs BRL Strike price BRL5.35, expiration date 6/29/26, notional amount BRL(13706700) MSC | (2562000)<br>| (90618)<br>|
| USD vs CLP Strike price CLP850, expiration date 4/13/26, notional amount CLP(198900000) HSBC | (234000)<br>| (53)<br>|
| USD vs CLP Strike price CLP905, expiration date 5/15/26, notional amount CLP(948440000) HSBC | (1048000)<br>| (14378)<br>|
| USD vs COP Strike price COP3,520, expiration date 5/04/26, notional amount COP(3861440000) BRC | (1097000)<br>| (1571)<br>|
| USD vs COP Strike price COP3,600, expiration date 5/22/26, notional amount COP(840600000) MSC | (233500)<br>| (1941)<br>|
| USD vs COP Strike price COP3,700, expiration date 4/16/26, notional amount COP(1050800000) HSBC | (284000)<br>| (3728)<br>|
| USD vs HUF Strike price HUF330, expiration date 5/18/26, notional amount HUF(204930000) UBS | (621000)<br>| (12714)<br>|
| USD vs HUF Strike price HUF333, expiration date 4/01/26, notional amount HUF(206793000) BRC | (621000)<br>| (2901)<br>|
| USD vs IDR Strike price IDR16,400, expiration date 5/04/26, notional amount IDR(26994400000) BRC | (1646000)<br>| (336)<br>|
| USD vs KRW Strike price KRW1,445, expiration date 4/09/26, notional amount KRW(453730000) HSBC | (314000)<br>| (78)<br>|
| USD vs MXN Strike price MXN17.55, expiration date 5/14/26, notional amount MXN(90553525) UBS | (5159745)<br>| (33982)<br>|
| USD vs THB Strike price THB32, expiration date 5/22/26, notional amount THB(8992000) SCB | (281000)<br>| (2530)<br>|
| USD vs ZAR Strike price ZAR16.3, expiration date 5/14/26, notional amount ZAR(84297667) MSC | (5171636)<br>| (27637)<br>|
|  |  | **(1399018)**<br>|
|  |  | **(4154940)**<br>|
| **Centrally Cleared–(0.50)%** | **Centrally Cleared–(0.50)%** | **Centrally Cleared–(0.50)%** |
| **Put Options–(0.47)%** | **Put Options–(0.47)%** | **Put Options–(0.47)%** |
| Abbott Laboratories Strike price $95, expiration date 6/18/26, notional amount $(332500) | (35)<br>| (9660)<br>|
| AbbVie, Inc. Strike price $185, expiration date 5/15/26, notional amount $(869500) | (47)<br>| (8460)<br>|
| AbbVie, Inc. Strike price $195, expiration date 6/18/26, notional amount $(331500) | (17)<br>| (8585)<br>|
| Alphabet, Inc. Strike price $210, expiration date 9/18/26, notional amount $(1449000) | (69)<br>| (37536)<br>|
| Alphabet, Inc. Strike price $260, expiration date 5/15/26, notional amount $(1638000) | (63)<br>| (33579)<br>|
| Alphabet, Inc. Strike price $260, expiration date 6/18/26, notional amount $(1950000) | (75)<br>| (61275)<br>|
| Alphabet, Inc. Strike price $265, expiration date 5/15/26, notional amount $(1325000) | (50)<br>| (33000)<br>|
| Amazon.com, Inc. Strike price $155, expiration date 9/18/26, notional amount $(1410500) | (91)<br>| (38038)<br>|

---

*LVIP BlackRock Global Allocation Fund–40*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Put Options (continued)** | **Put Options (continued)** | **Put Options (continued)** |
| Amazon.com, Inc. Strike price $180, expiration date 6/18/26, notional amount $(756000) | (42)<br>| $(20790)<br>|
| Amazon.com, Inc. Strike price $185, expiration date 5/15/26, notional amount $(2608500) | (141)<br>| (58515)<br>|
| Apollo Global Management, Inc. Strike price $105, expiration date 5/15/26, notional amount $(808500) | (77)<br>| (41580)<br>|
| Apollo Global Management, Inc. Strike price $105, expiration date 6/18/26, notional amount $(2625000) | (250)<br>| (172500)<br>|
| Apple, Inc. Strike price $220, expiration date 6/18/26, notional amount $(1672000) | (76)<br>| (30932)<br>|
| Apple, Inc. Strike price $235, expiration date 5/15/26, notional amount $(1363000) | (58)<br>| (26100)<br>|
| ASML Holding NV Strike price EUR920, expiration date 6/19/26, notional amount EUR(4048000) | (44)<br>| (168465)<br>|
| Bank of America Corp. Strike price $40, expiration date 6/18/26, notional amount $(320000) | (80)<br>| (5040)<br>|
| Bank of America Corp. Strike price $45, expiration date 6/18/26, notional amount $(823500) | (183)<br>| (27267)<br>|
| Boeing Co. Strike price $180, expiration date 6/18/26, notional amount $(324000) | (18)<br>| (11718)<br>|
| Boston Scientific Corp. Strike price $65, expiration date 5/15/26, notional amount $(832000) | (128)<br>| (61056)<br>|
| Boston Scientific Corp. Strike price $70, expiration date 5/15/26, notional amount $(924000) | (132)<br>| (121836)<br>|
| Boston Scientific Corp. Strike price $75, expiration date 4/17/26, notional amount $(990000) | (132)<br>| (171600)<br>|
| Broadcom, Inc. Strike price $210, expiration date 9/18/26, notional amount $(1323000) | (63)<br>| (49833)<br>|
| Broadcom, Inc. Strike price $250, expiration date 5/15/26, notional amount $(1525000) | (61)<br>| (21960)<br>|
| Broadcom, Inc. Strike price $280, expiration date 6/18/26, notional amount $(644000) | (23)<br>| (35420)<br>|
| Broadcom, Inc. Strike price $280, expiration date 9/18/26, notional amount $(1680000) | (60)<br>| (164040)<br>|
| Cameco Corp. Strike price $80, expiration date 6/18/26, notional amount $(1008000) | (126)<br>| (27720)<br>|
| Cameco Corp. Strike price $85, expiration date 6/18/26, notional amount $(773500) | (91)<br>| (26481)<br>|
| Cameco Corp. Strike price $90, expiration date 6/18/26, notional amount $(1071000) | (119)<br>| (58310)<br>|
| Cameco Corp. Strike price $95, expiration date 6/18/26, notional amount $(323000) | (34)<br>| (21760)<br>|
| Capital One Financial Corp. Strike price $190, expiration date 6/18/26, notional amount $(874000) | (46)<br>| (79580)<br>|
| Caterpillar, Inc. Strike price $600, expiration date 6/18/26, notional amount $(300000) | (5)<br>| (10055)<br>|
| Cheniere Energy, Inc. Strike price $260, expiration date 6/18/26, notional amount $(1066000) | (41)<br>| (45961)<br>|
| Cisco Systems, Inc. Strike price $65, expiration date 6/18/26, notional amount $(325000) | (50)<br>| (6200)<br>|
| Cisco Systems, Inc. Strike price $70, expiration date 6/18/26, notional amount $(875000) | (125)<br>| (27125)<br>|
| Citigroup, Inc. Strike price $100, expiration date 5/15/26, notional amount $(860000) | (86)<br>| (19694)<br>|
| Citizens Financial Group, Inc. Strike price $57.5, expiration date 4/17/26, notional amount $(845250) | (147)<br>| (16905)<br>|
| Costco Wholesale Corp. Strike price $860, expiration date 5/15/26, notional amount $(946000) | (11)<br>| (3674)<br>|
| CRH PLC Strike price $105, expiration date 5/15/26, notional amount $(882000) | (84)<br>| (54600)<br>|
| CSX Corp. Strike price $35, expiration date 6/18/26, notional amount $(336000) | (96)<br>| (5760)<br>|
| Delta Air Lines, Inc. Strike price $60, expiration date 5/15/26, notional amount $(882000) | (147)<br>| (33516)<br>|
| Delta Air Lines, Inc. Strike price $65, expiration date 4/17/26, notional amount $(3120000) | (480)<br>| (136320)<br>|
| DR Horton, Inc. Strike price $135, expiration date 5/15/26, notional amount $(850500) | (63)<br>| (56070)<br>|
| Edwards Lifesciences Corp. Strike price $70, expiration date 5/15/26, notional amount $(882000) | (126)<br>| (17010)<br>|
| Edwards Lifesciences Corp. Strike price $70, expiration date 6/18/26, notional amount $(322000) | (46)<br>| (7360)<br>|
| Eli Lilly & Co. Strike price $840, expiration date 5/15/26, notional amount $(2436000) | (29)<br>| (78590)<br>|
| Eli Lilly & Co. Strike price $850, expiration date 6/18/26, notional amount $(680000) | (8)<br>| (32200)<br>|
| Eli Lilly & Co. Strike price $900, expiration date 6/18/26, notional amount $(900000) | (10)<br>| (60000)<br>|
| EssilorLuxottica SA Strike price EUR240, expiration date 4/17/26, notional amount EUR(864000) | (36)<br>| (173100)<br>|
| Estee Lauder Cos., Inc. Strike price $85, expiration date 6/18/26, notional amount $(2031500) | (239)<br>| (388375)<br>|
| Exxon Mobil Corp. Strike price $125, expiration date 5/15/26, notional amount $(875000) | (70)<br>| (2450)<br>|
| Fifth Third Bancorp Strike price $45, expiration date 5/15/26, notional amount $(837000) | (186)<br>| (37200)<br>|
| Freeport-McMoRan, Inc. Strike price $50, expiration date 5/15/26, notional amount $(820000) | (164)<br>| (23780)<br>|
| GE Vernova, Inc. Strike price $700, expiration date 5/15/26, notional amount $(3220000) | (46)<br>| (75440)<br>|
| GE Vernova, Inc. Strike price $700, expiration date 6/18/26, notional amount $(1260000) | (18)<br>| (49770)<br>|
| GE Vernova, Inc. Strike price $780, expiration date 5/15/26, notional amount $(1092000) | (14)<br>| (48104)<br>|
| General Electric Co. Strike price $260, expiration date 5/15/26, notional amount $(858000) | (33)<br>| (25575)<br>|
| General Electric Co. Strike price $260, expiration date 6/18/26, notional amount $(312000) | (12)<br>| (13080)<br>|
| Goldman Sachs Group, Inc. Strike price $760, expiration date 5/15/26, notional amount $(836000) | (11)<br>| (26235)<br>|
| Hilton Worldwide Holdings, Inc. Strike price $260, expiration date 6/18/26, notional amount $(858000) | (33)<br>| (15510)<br>|
| Home Depot, Inc. Strike price $300, expiration date 6/18/26, notional amount $(330000) | (11)<br>| (9460)<br>|
| Home Depot, Inc. Strike price $325, expiration date 5/15/26, notional amount $(845000) | (26)<br>| (28860)<br>|

---

*LVIP BlackRock Global Allocation Fund–41*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Put Options (continued)** | **Put Options (continued)** | **Put Options (continued)** |
| Home Depot, Inc. Strike price $355, expiration date 4/17/26, notional amount $(958500) | (27)<br>| $(81540)<br>|
| Honeywell International, Inc. Strike price $200, expiration date 6/18/26, notional amount $(320000) | (16)<br>| (5920)<br>|
| Intel Corp. Strike price $35, expiration date 6/18/26, notional amount $(1991500) | (569)<br>| (85919)<br>|
| Intel Corp. Strike price $36, expiration date 6/18/26, notional amount $(291600) | (81)<br>| (14580)<br>|
| Intuitive Surgical, Inc. Strike price $400, expiration date 5/15/26, notional amount $(880000) | (22)<br>| (15840)<br>|
| Intuitive Surgical, Inc. Strike price $420, expiration date 6/18/26, notional amount $(336000) | (8)<br>| (12000)<br>|
| Invesco QQQ Trust Strike price $580, expiration date 4/17/26, notional amount $(4582000) | (79)<br>| (102384)<br>|
| &nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF Strike price $70, expiration date 5/15/26, notional amount <br> $(4130000)<br>| (590)<br>| (69030)<br>|
| &nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF Strike price $72, expiration date 4/17/26, notional amount <br> $(3787200)<br>| (526)<br>| (26300)<br>|
| &nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF Strike price $75, expiration date 6/18/26, notional amount <br> $(2010000)<br>| (268)<br>| (76648)<br>|
| iShares MSCI Emerging Markets ETF Strike price $59, expiration date 4/17/26, notional amount $(4017900) | (681)<br>| (224730)<br>|
| iShares Russell 2000 ETF Strike price $175, expiration date 4/17/26, notional amount $(1470000) | (84)<br>| (546)<br>|
| JPMorgan Chase & Co. Strike price $245, expiration date 6/18/26, notional amount $(318500) | (13)<br>| (5070)<br>|
| JPMorgan Chase & Co. Strike price $270, expiration date 5/15/26, notional amount $(864000) | (32)<br>| (17568)<br>|
| Lam Research Corp. Strike price $155, expiration date 6/18/26, notional amount $(759500) | (49)<br>| (31115)<br>|
| Lam Research Corp. Strike price $165, expiration date 6/18/26, notional amount $(973500) | (59)<br>| (47731)<br>|
| Lam Research Corp. Strike price $170, expiration date 6/18/26, notional amount $(306000) | (18)<br>| (16740)<br>|
| Lowe's Cos., Inc. Strike price $260, expiration date 4/17/26, notional amount $(1118000) | (43)<br>| (105565)<br>|
| Mastercard, Inc. Strike price $430, expiration date 6/18/26, notional amount $(344000) | (8)<br>| (5896)<br>|
| McKesson Corp. Strike price $800, expiration date 6/18/26, notional amount $(320000) | (4)<br>| (9300)<br>|
| MercadoLibre, Inc. Strike price $1,700, expiration date 5/15/26, notional amount $(850000) | (5)<br>| (49500)<br>|
| Merck & Co., Inc. Strike price $100, expiration date 6/18/26, notional amount $(340000) | (34)<br>| (5440)<br>|
| Meta Platforms, Inc. Strike price $550, expiration date 6/18/26, notional amount $(440000) | (8)<br>| (25200)<br>|
| Meta Platforms, Inc. Strike price $570, expiration date 5/15/26, notional amount $(912000) | (16)<br>| (53184)<br>|
| Micron Technology, Inc. Strike price $270, expiration date 5/15/26, notional amount $(2403000) | (89)<br>| (74760)<br>|
| Micron Technology, Inc. Strike price $270, expiration date 6/18/26, notional amount $(702000) | (26)<br>| (38298)<br>|
| Micron Technology, Inc. Strike price $320, expiration date 6/18/26, notional amount $(320000) | (10)<br>| (32150)<br>|
| Microsoft Corp. Strike price $345, expiration date 6/18/26, notional amount $(1449000) | (42)<br>| (49980)<br>|
| Microsoft Corp. Strike price $350, expiration date 5/15/26, notional amount $(1085000) | (31)<br>| (29543)<br>|
| MongoDB, Inc. Strike price $210, expiration date 6/18/26, notional amount $(294000) | (14)<br>| (22750)<br>|
| MongoDB, Inc. Strike price $250, expiration date 5/15/26, notional amount $(775000) | (31)<br>| (68510)<br>|
| Netflix, Inc. Strike price $80, expiration date 6/18/26, notional amount $(328000) | (41)<br>| (6806)<br>|
| Nikkei 225 Index Strike price JPY50,000, expiration date 5/08/26, notional amount JPY(300000000) | (6)<br>| (72966)<br>|
| NVIDIA Corp. Strike price $125, expiration date 9/18/26, notional amount $(1425000) | (114)<br>| (42750)<br>|
| NVIDIA Corp. Strike price $140, expiration date 6/18/26, notional amount $(5642000) | (403)<br>| (119691)<br>|
| NVIDIA Corp. Strike price $140, expiration date 7/17/26, notional amount $(9590000) | (685)<br>| (267150)<br>|
| NVIDIA Corp. Strike price $150, expiration date 6/18/26, notional amount $(2685000) | (179)<br>| (84488)<br>|
| NVIDIA Corp. Strike price $150, expiration date 9/18/26, notional amount $(1440000) | (96)<br>| (87360)<br>|
| NVIDIA Corp. Strike price $155, expiration date 6/18/26, notional amount $(2216500) | (143)<br>| (84370)<br>|
| Oracle Corp. Strike price $130, expiration date 6/18/26, notional amount $(312000) | (24)<br>| (20760)<br>|
| Palantir Technologies, Inc. Strike price $125, expiration date 6/18/26, notional amount $(325000) | (26)<br>| (16380)<br>|
| Philip Morris International, Inc. Strike price $140, expiration date 6/18/26, notional amount $(322000) | (23)<br>| (5566)<br>|
| Rockwell Automation, Inc. Strike price $320, expiration date 5/15/26, notional amount $(2752000) | (86)<br>| (73530)<br>|
| Safran SA Strike price EUR310, expiration date 4/17/26, notional amount EUR(1178000) | (38)<br>| (137828)<br>|
| SPDR Gold Shares Strike price $425, expiration date 5/15/26, notional amount $(38845000) | (914)<br>| (1593102)<br>|
| &nbsp;&nbsp; State Street SPDR S&P 500 ETF Trust Strike price $610, expiration date 6/18/26, notional amount <br> $(11102000)<br>| (182)<br>| (226408)<br>|
| &nbsp;&nbsp; State Street SPDR S&P 500 ETF Trust Strike price $625, expiration date 6/18/26, notional amount <br> $(12750000)<br>| (204)<br>| (318240)<br>|
| &nbsp;&nbsp; State Street SPDR S&P 500 ETF Trust Strike price $630, expiration date 4/17/26, notional amount <br> $(4347000)<br>| (69)<br>| (39330)<br>|

---

*LVIP BlackRock Global Allocation Fund–42*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Contracts**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Put Options (continued)** | **Put Options (continued)** | **Put Options (continued)** |
| &nbsp;&nbsp; State Street SPDR S&P 500 ETF Trust Strike price $635, expiration date 5/15/26, notional amount <br> $(4191000)<br>| (66)<br>| $(86196)<br>|
| &nbsp;&nbsp; State Street SPDR S&P 500 ETF Trust Strike price $640, expiration date 4/17/26, notional amount <br> $(15936000)<br>| (249)<br>| (204180)<br>|
| &nbsp;&nbsp; State Street SPDR S&P 500 ETF Trust Strike price $645, expiration date 4/17/26, notional amount <br> $(28831500)<br>| (447)<br>| (435825)<br>|
| &nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd. Strike price $240, expiration date 9/18/26, notional amount <br> $(1368000)<br>| (57)<br>| (46626)<br>|
| Tesla, Inc. Strike price $320, expiration date 5/15/26, notional amount $(800000) | (25)<br>| (18025)<br>|
| Tesla, Inc. Strike price $330, expiration date 5/15/26, notional amount $(1584000) | (48)<br>| (43200)<br>|
| Tesla, Inc. Strike price $335, expiration date 6/18/26, notional amount $(402000) | (12)<br>| (18660)<br>|
| Thermo Fisher Scientific, Inc. Strike price $420, expiration date 6/18/26, notional amount $(336000) | (8)<br>| (6960)<br>|
| Trane Technologies PLC Strike price $370, expiration date 6/18/26, notional amount $(333000) | (9)<br>| (10080)<br>|
| Uber Technologies, Inc. Strike price $60, expiration date 5/15/26, notional amount $(810000) | (135)<br>| (13095)<br>|
| UniCredit SpA Strike price EUR56, expiration date 5/15/26, notional amount EUR(616000) | (22)<br>| (31387)<br>|
| United Airlines Holdings, Inc. Strike price $87.5, expiration date 5/15/26, notional amount $(831250) | (95)<br>| (58425)<br>|
| United Airlines Holdings, Inc. Strike price $95, expiration date 4/17/26, notional amount $(323000) | (34)<br>| (24480)<br>|
| United Airlines Holdings, Inc. Strike price $100, expiration date 5/15/26, notional amount $(2400000) | (240)<br>| (309600)<br>|
| VanEck Semiconductor ETF Strike price $320, expiration date 6/18/26, notional amount $(2496000) | (78)<br>| (67470)<br>|
| Vertex Pharmaceuticals, Inc. Strike price $380, expiration date 6/18/26, notional amount $(836000) | (22)<br>| (16500)<br>|
| Vertiv Holdings Co. Strike price $200, expiration date 6/18/26, notional amount $(800000) | (40)<br>| (42200)<br>|
| Vertiv Holdings Co. Strike price $220, expiration date 6/18/26, notional amount $(308000) | (14)<br>| (23828)<br>|
| Vistra Corp. Strike price $130, expiration date 6/18/26, notional amount $(312000) | (24)<br>| (17220)<br>|
| Walmart, Inc. Strike price $110, expiration date 5/15/26, notional amount $(869000) | (79)<br>| (7979)<br>|
| Walmart, Inc. Strike price $110, expiration date 6/18/26, notional amount $(682000) | (62)<br>| (13516)<br>|
| Walt Disney Co. Strike price $85, expiration date 6/18/26, notional amount $(323000) | (38)<br>| (7828)<br>|
| Walt Disney Co. Strike price $95, expiration date 4/17/26, notional amount $(2850000) | (300)<br>| (52500)<br>|
| Walt Disney Co. Strike price $95, expiration date 5/15/26, notional amount $(902500) | (95)<br>| (36100)<br>|
| Wells Fargo & Co. Strike price $65, expiration date 6/18/26, notional amount $(331500) | (51)<br>| (6528)<br>|
| Wells Fargo & Co. Strike price $80, expiration date 5/15/26, notional amount $(872000) | (109)<br>| (47960)<br>|
| Williams Cos., Inc. Strike price $65, expiration date 4/17/26, notional amount $(2119000) | (326)<br>| (6520)<br>|
|  |  | **(9413965)**<br>|
| **Call Options–(0.03)%** | **Call Options–(0.03)%** | **Call Options–(0.03)%** |
| Advanced Micro Devices, Inc. Strike price $250, expiration date 5/15/26, notional amount $(2450000) | (98)<br>| (30870)<br>|
| ASML Holding NV Strike price EUR1,480, expiration date 6/19/26, notional amount EUR(6512000) | (44)<br>| (70183)<br>|
| Delta Air Lines, Inc. Strike price $90, expiration date 4/17/26, notional amount $(4320000) | (480)<br>| (2400)<br>|
| Eli Lilly & Co. Strike price $1,080, expiration date 5/15/26, notional amount $(3132000) | (29)<br>| (31726)<br>|
| GE Vernova, Inc. Strike price $1,000, expiration date 5/15/26, notional amount $(3200000) | (32)<br>| (75104)<br>|
| iShares MSCI Emerging Markets ETF Strike price $70, expiration date 4/17/26, notional amount $(4767000) | (681)<br>| (681)<br>|
| NVIDIA Corp. Strike price $210, expiration date 6/18/26, notional amount $(8463000) | (403)<br>| (104780)<br>|
| NVIDIA Corp. Strike price $240, expiration date 9/18/26, notional amount $(9912000) | (413)<br>| (135051)<br>|
| Safran SA Strike price EUR380, expiration date 4/17/26, notional amount EUR(1444000) | (38)<br>| (1406)<br>|
| SPDR Gold Shares Strike price $545, expiration date 4/17/26, notional amount $(65454500) | (1201)<br>| (20417)<br>|
| SPDR Gold Shares Strike price $570, expiration date 5/15/26, notional amount $(91143000) | (1599)<br>| (127920)<br>|
| Vertiv Holdings Co. Strike price $290, expiration date 4/17/26, notional amount $(1218000) | (42)<br>| (9240)<br>|
| Vertiv Holdings Co. Strike price $310, expiration date 4/17/26, notional amount $(9145000) | (295)<br>| (21535)<br>|
| Walmart, Inc. Strike price $140, expiration date 4/17/26, notional amount $(2338000) | (167)<br>| (1169)<br>|
|  |  | **(632482)**<br>|
|  |  | **(10046447)**<br>|
| **Total Options Written** <br>**(Premiums received $(13870129))** | **Total Options Written** <br>**(Premiums received $(13870129))** | **(14201387)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*LVIP BlackRock Global Allocation Fund–43*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | |
|:---|:---|
| **RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–3.15%** | **63521193** |
| **NET ASSETS APPLICABLE TO 152,867,982 SHARES OUTSTANDING–100.00%** | **$2015818957** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| |
|:---|
| ΔSecurities have been classified by country of origin. |
| †Non-income producing. |
| =The value of this security was determined using significant unobservable inputs. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; •Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at March 31, 2026. For securities based on a <br> published reference rate and spread, the reference rate and spread are indicated in their description above and may be subject to caps <br> and/or floors or include a multiplier. Certain variable rate securities are not based on a published reference rate and spread but are <br> determined by the issuer or agent and are based on current market conditions such as changes in current interest rate and prepayments <br> on the underlying pool of assets. These securities do not indicate a reference rate and spread in their description above. |
| °Principal amount shown is stated in U.S. dollars unless noted that the security is denominated in another currency. |
| ^Zero coupon security. |
| @PIK. 100% of the income received was in the form of additional par. |
| ‡Non-income producing security. Security is currently in default. No interest income is being accrued during the bankruptcy proceedings. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; \*Interest only security. An interest only security is the interest only portion of a fixed income security which is sold separately from the <br> principal portion of the security. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ♦Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the <br> counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes. |
| μFixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2026. Rate will reset at a future date. |
| φStep coupon bond. Coupon increases/decreases periodically based on predetermined schedule. Stated rate in effect at March 31, 2026. |
| +Delayed settlement. Interest rate to be determined upon settlement date. |
| ☐Rate is less than 0.01%. |
| ≠The rate shown is the effective yield at the time of purchase. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; πRestricted Security. These investments are in securities not registered under the Securities Act of 1933, as amended, or have certain <br> restrictions on resale which may limit their liquidity. At March 31, 2026, the aggregate value of restricted securities was $36,972,191, which <br> represented 1.83% of the Fund's net assets. The Fund has various registration rights (exercisable under a variety of circumstances) with <br> respect to these securities. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | **Restricted Securities** | **Restricted Securities** | **Restricted Securities** |
| **Investment** | **Date of Acquisition/In-kind Transfer** | **Cost** | **Value** |
| 10X Future Technologies Services Ltd. Series D | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; $966416 | &nbsp;&nbsp; $163460 |
| Breeze Aviation Group, Inc. Series B | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 814265 | &nbsp;&nbsp;&nbsp;&nbsp; 245994 |
| Bytedance Ltd. Series E1 | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; 3886481 | &nbsp;&nbsp;&nbsp; 6786713 |
| Crown PropTech Acquisitions | &nbsp;&nbsp; 2/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Databricks, Inc. Series F | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; 3699435 | &nbsp;&nbsp; 11495190 |
| Databricks, Inc. Series G | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; 1010938 | &nbsp;&nbsp;&nbsp; 3141270 |
| Dream Finders Homes, Inc. | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; 2327696 | &nbsp;&nbsp;&nbsp; 2387921 |
| Epic Games, Inc. | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; 2952750 | &nbsp;&nbsp;&nbsp; 1602169 |
| Exo, Inc. | 5/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 407022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383 |
| Exo, Inc. Series D | 5/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 31327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35624 |
| Fanatics Holdings, Inc. | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; 2573239 | &nbsp;&nbsp;&nbsp; 3318963 |
| Farmers Business Network, Inc. | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; 1258125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23656 |
| Grand Rounds, Inc. | 4/29/2019 | &nbsp;&nbsp; 1804027 | &nbsp;&nbsp;&nbsp;&nbsp; 745235 |
| Jawbone, Inc. | 4/29/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Jumpcloud, Inc. Series E-1 Series E1 | &nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; 2531915 | &nbsp;&nbsp;&nbsp;&nbsp; 899690 |

---

*LVIP BlackRock Global Allocation Fund–44*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities (continued)** | **Restricted Securities (continued)** | **Restricted Securities (continued)** | **Restricted Securities (continued)** |
| **Investment** | **Date of Acquisition/In-kind Transfer** | **Cost** | **Value** |
| Jumpcloud, Inc. Series F Series F | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp; $166530 | &nbsp;&nbsp; $78900 |
| Loadsmart, Inc. Series C Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1759432 | &nbsp;&nbsp;&nbsp;&nbsp; 617919 |
| Loadsmart, Inc. Series D Series D | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 155855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83896 |
| MCM Trust Class A2B | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 710912 | &nbsp;&nbsp;&nbsp;&nbsp; 575206 |
| Mythic AI, Inc. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 391278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Neon Pagamentos SA | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1403856 | &nbsp;&nbsp;&nbsp; 1308684 |
| Noodle Partners, Inc. Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 424114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| PsiQuantum Corp. Series D | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 379300 | &nbsp;&nbsp;&nbsp;&nbsp; 610988 |
| Quintis Australia Pty. Ltd. | &nbsp;&nbsp; 4/29/2019 | &nbsp;&nbsp;&nbsp;&nbsp; 967514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Relativity Space, Inc. | &nbsp;&nbsp; 3/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 555650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| RSA Security LLC | &nbsp;&nbsp; 1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| RSA Security LLC Series A | &nbsp;&nbsp; 1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| RSA Security LLC Series B | &nbsp;&nbsp; 1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Salt Pay Co. Ltd. Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 465535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74905 |
| SambaNova Systems, Inc. Series C Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1364826 | &nbsp;&nbsp;&nbsp;&nbsp; 515870 |
| SambaNova Systems, Inc. Series D Series D | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 434237 | &nbsp;&nbsp;&nbsp;&nbsp; 197439 |
| Snorkel AI, Inc. Series B | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32431 |
| Snorkel AI, Inc. Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 148614 | &nbsp;&nbsp;&nbsp;&nbsp; 139825 |
| Sonder Holdings, Inc. | 12/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Sonder Holdings, Inc. | &nbsp;&nbsp; 4/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| TVC DSCR | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 578502 | &nbsp;&nbsp;&nbsp;&nbsp; 360095 |
| Ursa Major Technologies, Inc. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 470678 | &nbsp;&nbsp;&nbsp;&nbsp; 495396 |
| Verger Capital Fund LLC | &nbsp;&nbsp; 7/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 513271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17289 |
| Vita Global FinCo Ltd. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 734234 | &nbsp;&nbsp;&nbsp;&nbsp; 603727 |
| Vita Global FinCo Ltd. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 534245 | &nbsp;&nbsp;&nbsp;&nbsp; 412933 |
| Voltage, Inc. Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 174273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| **Total** |  | &nbsp;&nbsp; $36637979 | &nbsp;&nbsp; $36972191 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The following foreign currency exchange contracts, futures contracts and swap contracts were outstanding at March 31, 2026:<br>

**Foreign Currency Exchange Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| BNP | BRL | &nbsp;&nbsp; (37098162)<br>| USD | &nbsp;&nbsp; 7090642 | 4/2/26 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(68805)<br>|
| BNP | BRL | &nbsp;&nbsp; 37098162 | USD | &nbsp;&nbsp; (7082167)<br>| 4/2/26 | &nbsp;&nbsp; 77280 | &nbsp;&nbsp; — |
| BNP | BRL | &nbsp;&nbsp; 14959307 | USD | &nbsp;&nbsp; (2831068)<br>| 5/5/26 | &nbsp;&nbsp; 36590 | &nbsp;&nbsp; — |
| BNP | BRL | &nbsp;&nbsp; (22232422)<br>| USD | &nbsp;&nbsp; 4207514 | 5/5/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (54380)<br>|
| BNP | CAD | &nbsp;&nbsp; 43984284 | USD | &nbsp;&nbsp; (32528647)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (802932)<br>|
| BNP | EUR | &nbsp;&nbsp; (10247461)<br>| USD | &nbsp;&nbsp; 11953231 | 6/17/26 | &nbsp;&nbsp; 66527 | &nbsp;&nbsp; — |
| BNP | EUR | &nbsp;&nbsp; (5709067)<br>| USD | &nbsp;&nbsp; 6584016 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (38306)<br>|
| BNP | GBP | &nbsp;&nbsp; (592496)<br>| USD | &nbsp;&nbsp; 795237 | 6/17/26 | &nbsp;&nbsp; 11195 | &nbsp;&nbsp; — |
| BNP | HKD | &nbsp;&nbsp; 48431945 | USD | &nbsp;&nbsp; (6216776)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (15077)<br>|
| BNP | IDR | &nbsp;&nbsp; (22422654546)<br>| USD | &nbsp;&nbsp; 1322917 | 4/27/26 | &nbsp;&nbsp; 2283 | &nbsp;&nbsp; — |
| BNP | JPY | &nbsp;&nbsp; 300000000 | USD | &nbsp;&nbsp; (1876936)<br>| 6/17/26 | &nbsp;&nbsp; 25743 | &nbsp;&nbsp; — |
| BNP | KRW | &nbsp;&nbsp; 225389215 | USD | &nbsp;&nbsp; (153460)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3295)<br>|
| BNP | NZD | &nbsp;&nbsp; 1752447 | USD | &nbsp;&nbsp; (1044453)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (34652)<br>|
| BNP | ZAR | &nbsp;&nbsp; (10413741)<br>| USD | &nbsp;&nbsp; 635553 | 6/17/26 | &nbsp;&nbsp; 23756 | &nbsp;&nbsp; — |
| BOA | AUD | &nbsp;&nbsp; (162250)<br>| USD | &nbsp;&nbsp; 113448 | 4/24/26 | &nbsp;&nbsp; 1538 | &nbsp;&nbsp; — |
| BOA | CHF | &nbsp;&nbsp; 185548 | USD | &nbsp;&nbsp; (236000)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3295)<br>|
| BOA | EUR | &nbsp;&nbsp; (8432245)<br>| USD | &nbsp;&nbsp; 9795352 | 6/17/26 | &nbsp;&nbsp; 14237 | &nbsp;&nbsp; — |
| BOA | EUR | &nbsp;&nbsp; 1943219 | USD | &nbsp;&nbsp; (2272357)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (18289)<br>|
| BOA | EUR | &nbsp;&nbsp; 3938100 | USD | &nbsp;&nbsp; (4553507)<br>| 6/17/26 | &nbsp;&nbsp; 14554 | &nbsp;&nbsp; — |
| BOA | JPY | &nbsp;&nbsp; 37225410 | USD | &nbsp;&nbsp; (235000)<br>| 4/24/26 | &nbsp;&nbsp; 111 | &nbsp;&nbsp; — |
| BRC | AUD | &nbsp;&nbsp; (302000)<br>| USD | &nbsp;&nbsp; 208348 | 4/24/26 | &nbsp;&nbsp; 46 | &nbsp;&nbsp; — |

---

*LVIP BlackRock Global Allocation Fund–45*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| BRC | BRL | &nbsp;&nbsp; 1635112 | USD | &nbsp;&nbsp; (313000)<br>| 4/2/26 | &nbsp;&nbsp; $2555 | &nbsp;&nbsp; $— |
| BRC | BRL | &nbsp;&nbsp; (1635112)<br>| USD | &nbsp;&nbsp; 313276 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2279)<br>|
| BRC | BRL | &nbsp;&nbsp; 40076206 | USD | &nbsp;&nbsp; (7768287)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (163927)<br>|
| BRC | CAD | &nbsp;&nbsp; 13968152 | USD | &nbsp;&nbsp; (10330404)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (255223)<br>|
| BRC | EUR | &nbsp;&nbsp; 477198 | USD | &nbsp;&nbsp; (553116)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (878)<br>|
| BRC | EUR | &nbsp;&nbsp; (9237910)<br>| USD | &nbsp;&nbsp; 10929773 | 6/17/26 | &nbsp;&nbsp; 214114 | &nbsp;&nbsp; — |
| BRC | EUR | &nbsp;&nbsp; (2216031)<br>| USD | &nbsp;&nbsp; 2553492 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (17027)<br>|
| BRC | HUF | &nbsp;&nbsp; 68979100 | USD | &nbsp;&nbsp; (206000)<br>| 4/24/26 | &nbsp;&nbsp; 1054 | &nbsp;&nbsp; — |
| BRC | MYR | &nbsp;&nbsp; 12161767 | USD | &nbsp;&nbsp; (3108836)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (102510)<br>|
| BRC | PHP | &nbsp;&nbsp; (16711260)<br>| USD | &nbsp;&nbsp; 274000 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1379)<br>|
| BRC | PHP | &nbsp;&nbsp; 4013154 | USD | &nbsp;&nbsp; (67870)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1754)<br>|
| BRC | THB | &nbsp;&nbsp; 39617686 | USD | &nbsp;&nbsp; (1279015)<br>| 4/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (76067)<br>|
| BRC | THB | &nbsp;&nbsp; 21081147 | USD | &nbsp;&nbsp; (666722)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (26050)<br>|
| BRC | TRY | &nbsp;&nbsp; 26498199 | USD | &nbsp;&nbsp; (572600)<br>| 4/27/26 | &nbsp;&nbsp; 2452 | &nbsp;&nbsp; — |
| BRC | TRY | &nbsp;&nbsp; 81707035 | USD | &nbsp;&nbsp; (1699539)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (15130)<br>|
| CBK | ARS | &nbsp;&nbsp; 170577000 | USD | &nbsp;&nbsp; (110000)<br>| 4/23/26 | &nbsp;&nbsp; 11252 | &nbsp;&nbsp; — |
| CBK | BRL | &nbsp;&nbsp; (17179813)<br>| USD | &nbsp;&nbsp; 3317175 | 4/2/26 | &nbsp;&nbsp; 1701 | &nbsp;&nbsp; — |
| CBK | BRL | &nbsp;&nbsp; 11114593 | USD | &nbsp;&nbsp; (2146068)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1100)<br>|
| CBK | BRL | &nbsp;&nbsp; 18248589 | USD | &nbsp;&nbsp; (3495530)<br>| 4/2/26 | &nbsp;&nbsp; 26203 | &nbsp;&nbsp; — |
| CBK | BRL | &nbsp;&nbsp; (12183369)<br>| USD | &nbsp;&nbsp; 2334247 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (16980)<br>|
| CBK | BRL | &nbsp;&nbsp; (1800391)<br>| USD | &nbsp;&nbsp; 342000 | 5/5/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3130)<br>|
| CBK | BRL | &nbsp;&nbsp; (21899040)<br>| USD | &nbsp;&nbsp; 4128000 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (27288)<br>|
| CBK | CLP | &nbsp;&nbsp; (261100000)<br>| USD | &nbsp;&nbsp; 280000 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2021)<br>|
| CBK | COP | &nbsp;&nbsp; (1163809605)<br>| USD | &nbsp;&nbsp; 307647 | 7/7/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2144)<br>|
| CBK | EGP | &nbsp;&nbsp; (5521587)<br>| USD | &nbsp;&nbsp; 100667 | 5/21/26 | &nbsp;&nbsp; 3848 | &nbsp;&nbsp; — |
| CBK | EUR | &nbsp;&nbsp; (88932)<br>| USD | &nbsp;&nbsp; 104260 | 4/16/26 | &nbsp;&nbsp; 1386 | &nbsp;&nbsp; — |
| CBK | EUR | &nbsp;&nbsp; (940279)<br>| USD | &nbsp;&nbsp; 1095679 | 6/17/26 | &nbsp;&nbsp; 4988 | &nbsp;&nbsp; — |
| CBK | EUR | &nbsp;&nbsp; (5156814)<br>| USD | &nbsp;&nbsp; 5950331 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (31396)<br>|
| CBK | EUR | &nbsp;&nbsp; 906284 | USD | &nbsp;&nbsp; (1046232)<br>| 6/17/26 | &nbsp;&nbsp; 5026 | &nbsp;&nbsp; — |
| CBK | IDR | &nbsp;&nbsp; 33300013655 | USD | &nbsp;&nbsp; (1967551)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6118)<br>|
| CBK | IDR | &nbsp;&nbsp; 6146207592 | USD | &nbsp;&nbsp; (362612)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (617)<br>|
| CBK | INR | &nbsp;&nbsp; (178601832)<br>| USD | &nbsp;&nbsp; 1884781 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (13152)<br>|
| CBK | INR | &nbsp;&nbsp; (42695694)<br>| USD | &nbsp;&nbsp; 452000 | 5/27/26 | &nbsp;&nbsp; 903 | &nbsp;&nbsp; — |
| CBK | INR | &nbsp;&nbsp; 179624326 | USD | &nbsp;&nbsp; (1884781)<br>| 5/27/26 | &nbsp;&nbsp; 13022 | &nbsp;&nbsp; — |
| CBK | INR | &nbsp;&nbsp; 19683300 | USD | &nbsp;&nbsp; (206000)<br>| 7/6/26 | &nbsp;&nbsp; 844 | &nbsp;&nbsp; — |
| CBK | MXN | &nbsp;&nbsp; (23019109)<br>| USD | &nbsp;&nbsp; 1277881 | 6/17/26 | &nbsp;&nbsp; 2204 | &nbsp;&nbsp; — |
| CBK | NGN | &nbsp;&nbsp; 209195206 | USD | &nbsp;&nbsp; (140047)<br>| 7/28/26 | &nbsp;&nbsp; 4461 | &nbsp;&nbsp; — |
| CBK | PEN | &nbsp;&nbsp; 1317497 | USD | &nbsp;&nbsp; (394000)<br>| 5/4/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (16114)<br>|
| CBK | PHP | &nbsp;&nbsp; (61951913)<br>| USD | &nbsp;&nbsp; 1042014 | 4/27/26 | &nbsp;&nbsp; 21361 | &nbsp;&nbsp; — |
| CBK | PHP | &nbsp;&nbsp; 10242433 | USD | &nbsp;&nbsp; (169268)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (525)<br>|
| CBK | SGD | &nbsp;&nbsp; 5198914 | USD | &nbsp;&nbsp; (4113365)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (47638)<br>|
| CBK | THB | &nbsp;&nbsp; 12464199 | USD | &nbsp;&nbsp; (402267)<br>| 4/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (23805)<br>|
| CBK | THB | &nbsp;&nbsp; (9029670)<br>| USD | &nbsp;&nbsp; 274000 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (346)<br>|
| CBK | ZAR | &nbsp;&nbsp; 4696977 | USD | &nbsp;&nbsp; (278000)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (947)<br>|
| CIBC | CHF | &nbsp;&nbsp; 35667636 | USD | &nbsp;&nbsp; (46311140)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1322710)<br>|
| CIBC | CZK | &nbsp;&nbsp; (2045898)<br>| USD | &nbsp;&nbsp; 99174 | 4/27/26 | &nbsp;&nbsp; 2791 | &nbsp;&nbsp; — |
| CIBC | EUR | &nbsp;&nbsp; 9805 | USD | &nbsp;&nbsp; (11492)<br>| 4/16/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (150)<br>|
| CIBC | EUR | &nbsp;&nbsp; 206000 | USD | &nbsp;&nbsp; (239238)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (845)<br>|
| CIBC | EUR | &nbsp;&nbsp; 1441225 | USD | &nbsp;&nbsp; (1668547)<br>| 6/17/26 | &nbsp;&nbsp; 3224 | &nbsp;&nbsp; — |
| CIBC | EUR | &nbsp;&nbsp; (12472200)<br>| USD | &nbsp;&nbsp; 14433149 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (34176)<br>|
| CIBC | EUR | &nbsp;&nbsp; 7824931 | USD | &nbsp;&nbsp; (9112670)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (36018)<br>|
| CIBC | GBP | &nbsp;&nbsp; (1096662)<br>| USD | &nbsp;&nbsp; 1459049 | 6/17/26 | &nbsp;&nbsp; 7851 | &nbsp;&nbsp; — |
| CIBC | HUF | &nbsp;&nbsp; (80580221)<br>| USD | &nbsp;&nbsp; 239238 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2639)<br>|
| CIBC | JPY | &nbsp;&nbsp; 18848744011 | USD | &nbsp;&nbsp; (120355771)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (812080)<br>|
| CIBC | JPY | &nbsp;&nbsp; 2280942626 | USD | &nbsp;&nbsp; (14433149)<br>| 6/17/26 | &nbsp;&nbsp; 33190 | &nbsp;&nbsp; — |
| CIBC | PLN | &nbsp;&nbsp; 5979489 | USD | &nbsp;&nbsp; (1621085)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (10386)<br>|
| CIBC | ZAR | &nbsp;&nbsp; 29158428 | USD | &nbsp;&nbsp; (1723198)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3277)<br>|
| CIBC | ZAR | &nbsp;&nbsp; (78816364)<br>| USD | &nbsp;&nbsp; 4837419 | 4/28/26 | &nbsp;&nbsp; 189895 | &nbsp;&nbsp; — |
| DB | BRL | &nbsp;&nbsp; (6443000)<br>| USD | &nbsp;&nbsp; 1152656 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (90757)<br>|
| DB | BRL | &nbsp;&nbsp; 6443000 | USD | &nbsp;&nbsp; (1234433)<br>| 4/2/26 | &nbsp;&nbsp; 8980 | &nbsp;&nbsp; — |
| DB | COP | &nbsp;&nbsp; (385809525)<br>| USD | &nbsp;&nbsp; 100224 | 7/7/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2474)<br>|

---

*LVIP BlackRock Global Allocation Fund–46*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| DB | CZK | &nbsp;&nbsp; (2042796)<br>| USD | &nbsp;&nbsp; 99314 | 4/27/26 | &nbsp;&nbsp; $3077 | &nbsp;&nbsp; $— |
| DB | PEN | &nbsp;&nbsp; (724490)<br>| USD | &nbsp;&nbsp; 207000 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (910)<br>|
| DB | PLN | &nbsp;&nbsp; (11186148)<br>| USD | &nbsp;&nbsp; 3123671 | 4/27/26 | &nbsp;&nbsp; 110468 | &nbsp;&nbsp; — |
| DB | SEK | &nbsp;&nbsp; 69439192 | USD | &nbsp;&nbsp; (7618977)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (254993)<br>|
| GSI | CNH | &nbsp;&nbsp; 241534555 | USD | &nbsp;&nbsp; (35346342)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (88509)<br>|
| GSI | HKD | &nbsp;&nbsp; (146635780)<br>| USD | &nbsp;&nbsp; 18822594 | 6/17/26 | &nbsp;&nbsp; 45916 | &nbsp;&nbsp; — |
| GSI | IDR | &nbsp;&nbsp; (69611343089)<br>| USD | &nbsp;&nbsp; 4120282 | 6/17/26 | &nbsp;&nbsp; 28979 | &nbsp;&nbsp; — |
| GSI | PHP | &nbsp;&nbsp; 7173709 | USD | &nbsp;&nbsp; (118672)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (485)<br>|
| GSI | ZAR | &nbsp;&nbsp; 5438782 | USD | &nbsp;&nbsp; (325241)<br>| 4/28/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (4536)<br>|
| HSBC | BRL | &nbsp;&nbsp; 2088082 | USD | &nbsp;&nbsp; (394000)<br>| 4/2/26 | &nbsp;&nbsp; 8972 | &nbsp;&nbsp; — |
| HSBC | BRL | &nbsp;&nbsp; (2088082)<br>| USD | &nbsp;&nbsp; 400062 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2910)<br>|
| HSBC | CNH | &nbsp;&nbsp; (3942607)<br>| USD | &nbsp;&nbsp; 571000 | 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2654)<br>|
| HSBC | CNH | &nbsp;&nbsp; 19804700 | USD | &nbsp;&nbsp; (2898651)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7674)<br>|
| HSBC | COP | &nbsp;&nbsp; 1055344000 | USD | &nbsp;&nbsp; (284000)<br>| 4/24/26 | &nbsp;&nbsp; 1297 | &nbsp;&nbsp; — |
| HSBC | CZK | &nbsp;&nbsp; 17154261 | USD | &nbsp;&nbsp; (811812)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3694)<br>|
| HSBC | CZK | &nbsp;&nbsp; (14981560)<br>| USD | &nbsp;&nbsp; 725824 | 4/27/26 | &nbsp;&nbsp; 20031 | &nbsp;&nbsp; — |
| HSBC | EUR | &nbsp;&nbsp; 3552262 | USD | &nbsp;&nbsp; (4105094)<br>| 6/17/26 | &nbsp;&nbsp; 15408 | &nbsp;&nbsp; — |
| HSBC | GBP | &nbsp;&nbsp; (1037890)<br>| USD | &nbsp;&nbsp; 1386671 | 6/17/26 | &nbsp;&nbsp; 13245 | &nbsp;&nbsp; — |
| HSBC | HUF | &nbsp;&nbsp; (144613342)<br>| USD | &nbsp;&nbsp; 441907 | 4/27/26 | &nbsp;&nbsp; 7922 | &nbsp;&nbsp; — |
| HSBC | HUF | &nbsp;&nbsp; 770101997 | USD | &nbsp;&nbsp; (2303683)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (204)<br>|
| HSBC | KRW | &nbsp;&nbsp; 353926840 | USD | &nbsp;&nbsp; (236000)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (566)<br>|
| HSBC | MXN | &nbsp;&nbsp; (5732059)<br>| USD | &nbsp;&nbsp; 323441 | 6/17/26 | &nbsp;&nbsp; 5780 | &nbsp;&nbsp; — |
| HSBC | MXN | &nbsp;&nbsp; (38824000)<br>| USD | &nbsp;&nbsp; 2178370 | 8/18/26 | &nbsp;&nbsp; 38519 | &nbsp;&nbsp; — |
| HSBC | PHP | &nbsp;&nbsp; (126925550)<br>| USD | &nbsp;&nbsp; 2141607 | 4/27/26 | &nbsp;&nbsp; 50518 | &nbsp;&nbsp; — |
| HSBC | PLN | &nbsp;&nbsp; (156856)<br>| USD | &nbsp;&nbsp; 42441 | 4/27/26 | &nbsp;&nbsp; 189 | &nbsp;&nbsp; — |
| HSBC | PLN | &nbsp;&nbsp; 13207782 | USD | &nbsp;&nbsp; (3602221)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (45279)<br>|
| HSBC | THB | &nbsp;&nbsp; 77881851 | USD | &nbsp;&nbsp; (2382291)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (16031)<br>|
| HSBC | UYU | &nbsp;&nbsp; (6280192)<br>| USD | &nbsp;&nbsp; 164021 | 4/27/26 | &nbsp;&nbsp; 9088 | &nbsp;&nbsp; — |
| HSBC | ZAR | &nbsp;&nbsp; (5683652)<br>| USD | &nbsp;&nbsp; 342642 | 4/28/26 | &nbsp;&nbsp; 7497 | &nbsp;&nbsp; — |
| JPM | BRL | &nbsp;&nbsp; (9980391)<br>| USD | &nbsp;&nbsp; 1862709 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (63372)<br>|
| JPM | BRL | &nbsp;&nbsp; 9980391 | USD | &nbsp;&nbsp; (1905430)<br>| 4/2/26 | &nbsp;&nbsp; 20652 | &nbsp;&nbsp; — |
| JPM | BRL | &nbsp;&nbsp; (1377524)<br>| USD | &nbsp;&nbsp; 247387 | 6/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (14942)<br>|
| JPM | CAD | &nbsp;&nbsp; (538995)<br>| USD | &nbsp;&nbsp; 393000 | 4/24/26 | &nbsp;&nbsp; 5131 | &nbsp;&nbsp; — |
| JPM | EUR | &nbsp;&nbsp; (146285)<br>| USD | &nbsp;&nbsp; 171448 | 4/16/26 | &nbsp;&nbsp; 2230 | &nbsp;&nbsp; — |
| JPM | EUR | &nbsp;&nbsp; 15004289 | USD | &nbsp;&nbsp; (17520736)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (116276)<br>|
| JPM | EUR | &nbsp;&nbsp; (39497699)<br>| USD | &nbsp;&nbsp; 46126041 | 6/17/26 | &nbsp;&nbsp; 310065 | &nbsp;&nbsp; — |
| JPM | EUR | &nbsp;&nbsp; 2076481 | USD | &nbsp;&nbsp; (2406443)<br>| 6/17/26 | &nbsp;&nbsp; 2204 | &nbsp;&nbsp; — |
| JPM | GBP | &nbsp;&nbsp; 27479231 | USD | &nbsp;&nbsp; (36898934)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (536029)<br>|
| JPM | GBP | &nbsp;&nbsp; (21196412)<br>| USD | &nbsp;&nbsp; 28471599 | 6/17/26 | &nbsp;&nbsp; 422666 | &nbsp;&nbsp; — |
| JPM | INR | &nbsp;&nbsp; 176637891 | USD | &nbsp;&nbsp; (1884781)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7718)<br>|
| JPM | INR | &nbsp;&nbsp; (28225098)<br>| USD | &nbsp;&nbsp; 303688 | 6/17/26 | &nbsp;&nbsp; 6337 | &nbsp;&nbsp; — |
| JPM | MXN | &nbsp;&nbsp; (2748476)<br>| USD | &nbsp;&nbsp; 152212 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (829)<br>|
| JPM | MXN | &nbsp;&nbsp; (15315000)<br>| USD | &nbsp;&nbsp; 863975 | 6/17/26 | &nbsp;&nbsp; 15245 | &nbsp;&nbsp; — |
| JPM | PHP | &nbsp;&nbsp; 7174246 | USD | &nbsp;&nbsp; (118749)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (554)<br>|
| JPM | THB | &nbsp;&nbsp; 6250663 | USD | &nbsp;&nbsp; (201732)<br>| 4/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (11938)<br>|
| JPM | THB | &nbsp;&nbsp; (78439730)<br>| USD | &nbsp;&nbsp; 2526320 | 4/27/26 | &nbsp;&nbsp; 142477 | &nbsp;&nbsp; — |
| MSC | AUD | &nbsp;&nbsp; 12409036 | USD | &nbsp;&nbsp; (8803959)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (252159)<br>|
| MSC | AUD | &nbsp;&nbsp; (2844605)<br>| USD | &nbsp;&nbsp; 1961076 | 6/17/26 | &nbsp;&nbsp; 691 | &nbsp;&nbsp; — |
| MSC | BRL | &nbsp;&nbsp; (4521272)<br>| USD | &nbsp;&nbsp; 858366 | 6/17/26 | &nbsp;&nbsp; 466 | &nbsp;&nbsp; — |
| MSC | CHF | &nbsp;&nbsp; (16943777)<br>| USD | &nbsp;&nbsp; 21948930 | 6/17/26 | &nbsp;&nbsp; 577344 | &nbsp;&nbsp; — |
| MSC | CNH | &nbsp;&nbsp; (3090240)<br>| USD | &nbsp;&nbsp; 446104 | 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3530)<br>|
| MSC | COP | &nbsp;&nbsp; 1792723345 | USD | &nbsp;&nbsp; (479658)<br>| 4/24/26 | &nbsp;&nbsp; 4978 | &nbsp;&nbsp; — |
| MSC | COP | &nbsp;&nbsp; (8735934092)<br>| USD | &nbsp;&nbsp; 2317992 | 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (41521)<br>|
| MSC | DKK | &nbsp;&nbsp; 68797449 | USD | &nbsp;&nbsp; (10763632)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (76227)<br>|
| MSC | EUR | &nbsp;&nbsp; (752524)<br>| USD | &nbsp;&nbsp; 881949 | 4/16/26 | &nbsp;&nbsp; 11455 | &nbsp;&nbsp; — |
| MSC | EUR | &nbsp;&nbsp; 56664149 | USD | &nbsp;&nbsp; (66112076)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (383608)<br>|
| MSC | EUR | &nbsp;&nbsp; (7966337)<br>| USD | &nbsp;&nbsp; 9352980 | 6/17/26 | &nbsp;&nbsp; 112302 | &nbsp;&nbsp; — |
| MSC | EUR | &nbsp;&nbsp; 6233751 | USD | &nbsp;&nbsp; (7213335)<br>| 6/17/26 | &nbsp;&nbsp; 17602 | &nbsp;&nbsp; — |
| MSC | HUF | &nbsp;&nbsp; 342552865 | USD | &nbsp;&nbsp; (1014967)<br>| 4/24/26 | &nbsp;&nbsp; 13272 | &nbsp;&nbsp; — |
| MSC | JPY | &nbsp;&nbsp; (499956600)<br>| USD | &nbsp;&nbsp; 3171258 | 6/17/26 | &nbsp;&nbsp; 402 | &nbsp;&nbsp; — |
| MSC | JPY | &nbsp;&nbsp; (308698750)<br>| USD | &nbsp;&nbsp; 1939187 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (18661)<br>|

---

*LVIP BlackRock Global Allocation Fund–47*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| MSC | JPY | &nbsp;&nbsp; 896068825 | USD | &nbsp;&nbsp; (5662744)<br>| 6/17/26 | &nbsp;&nbsp; $20361 | &nbsp;&nbsp; $— |
| MSC | MXN | &nbsp;&nbsp; 34718256 | USD | &nbsp;&nbsp; (1941665)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (8478)<br>|
| MSC | MXN | &nbsp;&nbsp; (4776094)<br>| USD | &nbsp;&nbsp; 264788 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1155)<br>|
| MSC | MXN | &nbsp;&nbsp; 12954865 | USD | &nbsp;&nbsp; (745467)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (24294)<br>|
| MSC | MXN | &nbsp;&nbsp; 134377823 | USD | &nbsp;&nbsp; (7639661)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (192686)<br>|
| MSC | MXN | &nbsp;&nbsp; 38824000 | USD | &nbsp;&nbsp; (2061751)<br>| 8/18/26 | &nbsp;&nbsp; 78100 | &nbsp;&nbsp; — |
| MSC | NOK | &nbsp;&nbsp; (87192057)<br>| USD | &nbsp;&nbsp; 9047489 | 6/17/26 | &nbsp;&nbsp; 48675 | &nbsp;&nbsp; — |
| MSC | NOK | &nbsp;&nbsp; 105384292 | USD | &nbsp;&nbsp; (10943105)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (66728)<br>|
| MSC | THB | &nbsp;&nbsp; 5123215 | USD | &nbsp;&nbsp; (155000)<br>| 4/24/26 | &nbsp;&nbsp; 657 | &nbsp;&nbsp; — |
| MSC | ZAR | &nbsp;&nbsp; 3517944 | USD | &nbsp;&nbsp; (206000)<br>| 4/24/26 | &nbsp;&nbsp; 1507 | &nbsp;&nbsp; — |
| MSC | ZAR | &nbsp;&nbsp; (21876939)<br>| USD | &nbsp;&nbsp; 1277881 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7368)<br>|
| NWMP | AUD | &nbsp;&nbsp; (1700000)<br>| USD | &nbsp;&nbsp; 1214317 | 6/18/26 | &nbsp;&nbsp; 42768 | &nbsp;&nbsp; — |
| NWMP | EUR | &nbsp;&nbsp; (1369405)<br>| USD | &nbsp;&nbsp; 1595651 | 6/17/26 | &nbsp;&nbsp; 7188 | &nbsp;&nbsp; — |
| RBC | IDR | &nbsp;&nbsp; 3466238497 | USD | &nbsp;&nbsp; (203991)<br>| 4/27/26 | &nbsp;&nbsp; 161 | &nbsp;&nbsp; — |
| SCB | EUR | &nbsp;&nbsp; (1468614)<br>| USD | &nbsp;&nbsp; 1707771 | 6/17/26 | &nbsp;&nbsp; 4229 | &nbsp;&nbsp; — |
| SCB | EUR | &nbsp;&nbsp; (2045178)<br>| USD | &nbsp;&nbsp; 2366247 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6089)<br>|
| SCB | GBP | &nbsp;&nbsp; (228500)<br>| USD | &nbsp;&nbsp; 305680 | 4/24/26 | &nbsp;&nbsp; 3247 | &nbsp;&nbsp; — |
| SGN | AUD | &nbsp;&nbsp; 41107126 | USD | &nbsp;&nbsp; (29283352)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (954003)<br>|
| SGN | BRL | &nbsp;&nbsp; (1188986)<br>| USD | &nbsp;&nbsp; 226000 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3458)<br>|
| SGN | BRL | &nbsp;&nbsp; 1188986 | USD | &nbsp;&nbsp; (227801)<br>| 4/2/26 | &nbsp;&nbsp; 1657 | &nbsp;&nbsp; — |
| SGN | CAD | &nbsp;&nbsp; (5011316)<br>| USD | &nbsp;&nbsp; 3706168 | 6/17/26 | &nbsp;&nbsp; 91523 | &nbsp;&nbsp; — |
| SGN | EGP | &nbsp;&nbsp; 11786072 | USD | &nbsp;&nbsp; (239798)<br>| 4/20/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (28792)<br>|
| SGN | JPY | &nbsp;&nbsp; (1007841962)<br>| USD | &nbsp;&nbsp; 6443752 | 6/17/26 | &nbsp;&nbsp; 51753 | &nbsp;&nbsp; — |
| SGN | JPY | &nbsp;&nbsp; 285498441 | USD | &nbsp;&nbsp; (1803389)<br>| 6/17/26 | &nbsp;&nbsp; 7317 | &nbsp;&nbsp; — |
| SGN | MXN | &nbsp;&nbsp; (4771784)<br>| USD | &nbsp;&nbsp; 269282 | 4/27/26 | &nbsp;&nbsp; 3646 | &nbsp;&nbsp; — |
| SGN | PEN | &nbsp;&nbsp; (2220371)<br>| USD | &nbsp;&nbsp; 660510 | 4/27/26 | &nbsp;&nbsp; 23418 | &nbsp;&nbsp; — |
| SGN | PEN | &nbsp;&nbsp; 1516853 | USD | &nbsp;&nbsp; (451664)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (16433)<br>|
| UBS | AUD | &nbsp;&nbsp; (5515811)<br>| USD | &nbsp;&nbsp; 3903375 | 6/17/26 | &nbsp;&nbsp; 102104 | &nbsp;&nbsp; — |
| UBS | BRL | &nbsp;&nbsp; (22972597)<br>| USD | &nbsp;&nbsp; 4321000 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (37993)<br>|
| UBS | CHF | &nbsp;&nbsp; (2032700)<br>| USD | &nbsp;&nbsp; 2639322 | 6/17/26 | &nbsp;&nbsp; 75429 | &nbsp;&nbsp; — |
| UBS | CLP | &nbsp;&nbsp; 1182712320 | USD | &nbsp;&nbsp; (1278000)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (520)<br>|
| UBS | CNH | &nbsp;&nbsp; 16341420 | USD | &nbsp;&nbsp; (2374462)<br>| 4/24/26 | &nbsp;&nbsp; 2660 | &nbsp;&nbsp; — |
| UBS | EUR | &nbsp;&nbsp; 888360 | USD | &nbsp;&nbsp; (1032949)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2481)<br>|
| UBS | EUR | &nbsp;&nbsp; (4402448)<br>| USD | &nbsp;&nbsp; 5168821 | 6/17/26 | &nbsp;&nbsp; 62132 | &nbsp;&nbsp; — |
| UBS | GBP | &nbsp;&nbsp; (2699895)<br>| USD | &nbsp;&nbsp; 3594167 | 6/17/26 | &nbsp;&nbsp; 21430 | &nbsp;&nbsp; — |
| UBS | JPY | &nbsp;&nbsp; 620500000 | USD | &nbsp;&nbsp; (3903375)<br>| 6/17/26 | &nbsp;&nbsp; 31999 | &nbsp;&nbsp; — |
| UBS | MXN | &nbsp;&nbsp; (78014271)<br>| USD | &nbsp;&nbsp; 4428540 | 4/27/26 | &nbsp;&nbsp; 85628 | &nbsp;&nbsp; — |
| UBS | MXN | &nbsp;&nbsp; 8333733 | USD | &nbsp;&nbsp; (465580)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1656)<br>|
| UBS | MXN | &nbsp;&nbsp; 3833884 | USD | &nbsp;&nbsp; (211551)<br>| 4/27/26 | &nbsp;&nbsp; 1874 | &nbsp;&nbsp; — |
| UBS | TWD | &nbsp;&nbsp; 283700111 | USD | &nbsp;&nbsp; (8929812)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (102298)<br>|
| UBS | ZAR | &nbsp;&nbsp; 84225931 | USD | &nbsp;&nbsp; (5168821)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (220627)<br>|
| **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | &nbsp;&nbsp; $3639053 | &nbsp;&nbsp; $(7840956)<br>|

---

*LVIP BlackRock Global Allocation Fund–48*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Futures Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Buy (Sell)** | **Contracts to Buy (Sell)** | **Notional** <br>**Amount**<br>| **Notional** <br>**Cost (Proceeds)**<br>| **Expiration** <br>**Date**<br>| **Value/** <br>**Unrealized** <br>**Appreciation**<sup>1</sup> <br>| **Value/** <br>**Unrealized** <br>**Depreciation**<sup>1</sup> <br>|
| **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** |
| (1025) | CBOT 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; $(113823047)<br>| &nbsp;&nbsp; $(115641697)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; $1818650 | &nbsp;&nbsp; $— |
| 2096 | CBOT 2 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 434805373 | &nbsp;&nbsp; 436671310 | &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1865937)<br>|
| (1640) | CBOT 5 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (177414688)<br>| &nbsp;&nbsp; (178073677)<br>| &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; 658989 | &nbsp;&nbsp; — |
| 99 | CBOT U.S. Long Bond Futures | &nbsp;&nbsp; 11273625 | &nbsp;&nbsp; 11583723 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (310098)<br>|
| 121 | Eurex 10 Year Euro BUND Futures | &nbsp;&nbsp; 17536779 | &nbsp;&nbsp; 17803098 | &nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (266319)<br>|
| 45 | Eurex 2 Year Euro SCHATZ Futures | &nbsp;&nbsp; 5500402 | &nbsp;&nbsp; 5546997 | &nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (46595)<br>|
| (8) | Eurex 30 Year Euro BUXL Futures | &nbsp;&nbsp; (1019552)<br>| &nbsp;&nbsp; (1031750)<br>| &nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp; 12198 | &nbsp;&nbsp; — |
| 409 | Eurex 5 Year Euro BOBL Futures | &nbsp;&nbsp; 54568695 | &nbsp;&nbsp; 55388223 | &nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (819528)<br>|
| 34 | Eurex Short-term Euro-BTP Futures | &nbsp;&nbsp; 4159789 | &nbsp;&nbsp; 4190969 | &nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (31180)<br>|
| 67 | Euro-BTP Italian Bond Futures | &nbsp;&nbsp; 9004952 | &nbsp;&nbsp; 9296170 | &nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (291218)<br>|
| 71 | French Government Bond Futures | &nbsp;&nbsp; 9740338 | &nbsp;&nbsp; 9989500 | &nbsp;&nbsp; 6/8/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (249162)<br>|
| 72 | Long Gilt Futures | &nbsp;&nbsp; 8366320 | &nbsp;&nbsp; 8657261 | &nbsp;&nbsp; 6/26/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (290941)<br>|
| 53 | SFE 10 Year Australian Bond Futures | &nbsp;&nbsp; 3940271 | &nbsp;&nbsp; 3978850 | &nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (38579)<br>|
| 297 | SFE 3 Year Australian Bond Futures | &nbsp;&nbsp; 21240465 | &nbsp;&nbsp; 21350890 | &nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (110425)<br>|
| 113 | Three-Month SOFR Futures | &nbsp;&nbsp; 27288088 | &nbsp;&nbsp; 27316298 | &nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp; — | &nbsp;&nbsp; (28210)<br>|
| 113 | Three-Month SOFR Futures | &nbsp;&nbsp; 27261250 | &nbsp;&nbsp; 27254120 | &nbsp;&nbsp; 3/20/29 | &nbsp;&nbsp; 7130 | &nbsp;&nbsp; — |
| 16 | TSE Japanese 10 Year Bond Futures | &nbsp;&nbsp; 13137330 | &nbsp;&nbsp; 13294800 | &nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (157470)<br>|
| (1624) | Ultra 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (184349375)<br>| &nbsp;&nbsp; (187843642)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 3494267 | &nbsp;&nbsp; — |
| 508 | Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp; 59213750 | &nbsp;&nbsp; 60559475 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1345725)<br>|
|  |  |  |  |  | &nbsp;&nbsp; 5991234 | &nbsp;&nbsp; (5851387)<br>|
| **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** |
| (1) | CBOE Volatility Index Futures | &nbsp;&nbsp; (25022)<br>| &nbsp;&nbsp; (21247)<br>| &nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3775)<br>|
| (2) | CBOE Volatility Index Futures | &nbsp;&nbsp; (48824)<br>| &nbsp;&nbsp; (49384)<br>| &nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp; 560 | &nbsp;&nbsp; — |
| 3 | CBOE Volatility Index Futures | &nbsp;&nbsp; 73500 | &nbsp;&nbsp; 68209 | &nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp; 5291 | &nbsp;&nbsp; — |
| (300) | CME E-mini NASDAQ 100 Index Futures | &nbsp;&nbsp; (143490000)<br>| &nbsp;&nbsp; (149304182)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 5814182 | &nbsp;&nbsp; — |
| 134 | CME E-mini Russell 2000 Index Futures | &nbsp;&nbsp; 16831740 | &nbsp;&nbsp; 16890320 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (58580)<br>|
| 73 | CME E-mini S&P 500 Index Futures | &nbsp;&nbsp; 23983238 | &nbsp;&nbsp; 24553782 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (570544)<br>|
| 54 | Eurex EURO STOXX 50 Futures | &nbsp;&nbsp; 3429755 | &nbsp;&nbsp; 3574639 | &nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (144884)<br>|
| 322 | Eurex EURO STOXX Banks Index Futures | &nbsp;&nbsp; 4348037 | &nbsp;&nbsp; 4472838 | &nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (124801)<br>|
| (17) | FTSE 100 Index Futures | &nbsp;&nbsp; (2294898)<br>| &nbsp;&nbsp; (2345378)<br>| &nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp; 50480 | &nbsp;&nbsp; — |
| 95 | IFSC NIFTY 50 Index Futures | &nbsp;&nbsp; 4271485 | &nbsp;&nbsp; 4347550 | &nbsp;&nbsp; 4/28/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (76065)<br>|
| 98 | KFE KOSPI 200 Index Futures | &nbsp;&nbsp; 11984869 | &nbsp;&nbsp; 13245225 | &nbsp;&nbsp; 6/11/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1260356)<br>|
| 112 | OSE Nikkei 225 Index Futures | &nbsp;&nbsp; 36104219 | &nbsp;&nbsp; 38212954 | &nbsp;&nbsp; 6/11/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2108735)<br>|
| (6) | SGX Nikkei 225 Stock Index Futures | &nbsp;&nbsp; (970291)<br>| &nbsp;&nbsp; (1014414)<br>| &nbsp;&nbsp; 6/11/26 | &nbsp;&nbsp; 44123 | &nbsp;&nbsp; — |
|  |  |  |  |  | &nbsp;&nbsp; 5914636 | &nbsp;&nbsp; (4347740)<br>|
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp; $11905870 | &nbsp;&nbsp; $(10199127)<br>|

---

**Swap Contracts**

**Credit Default Swap (CDS) Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared:** |  |  |  |  |  |  |  |
| **Protection Purchased** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; AVIS Budget Group 4.75 - <br> 04/01/2028- Quarterly<br>| 431000 | (5.00%) | 12/20/26 | $(13322) | $(8965) | $— | $(4357) |
| CDX.NA.HY.44 - Quarterly<sup>3</sup> <br>| 4938120 | (5.00%) | 6/20/30 | (296050) | (306242) | 10192 |  |
| CDX.NA.HY.44 - Quarterly | EUR 3,182,400 | (5.00%) | 12/20/30 | (273048) | (334922) | 61874 |  |
| CDX.NA.HY.45 - Quarterly<sup>3</sup> <br>| 3676860 | (5.00%) | 12/20/30 | (199757) | (240699) | 40942 |  |
| CDX.NA.HY.45 - Quarterly | EUR 3,853,416 | (5.00%) | 6/20/31 | (286713) | (281582) |  | (5131) |
| CDX.NA.IG.44 - Quarterly<sup>4</sup> <br>| 2498481 | (1.00%) | 6/20/30 | (45569) | (48017) | 2448 |  |
|  |  |  |  |  | (1220427) | 115456 | (9488) |
| **Protection Sold** |  |  |  |  |  |  |  |
| CDX.NA.HY.39- Quarterly<sup>3</sup> <br>| 1954835 | (5.00%) | 12/20/27 | 84172 | (10168) | 94340 |  |

---

*LVIP BlackRock Global Allocation Fund–49*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Credit Default Swap (CDS) Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup><br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup><br>| **Unrealized**<br> **Depreciation**<sup>1</sup><br>|
| **Centrally Cleared:**<br> **(continued)** |  |  |  |  |  |  |  |
| **Protection Sold**<br> **(continued)** |  |  |  |  |  |  |  |
| CDX.NA.HY.41- Quarterly<sup>3</sup> <br>| 3773088 | (5.00%) | 12/20/28 | $198915 | $77493 | $121422 | $— |
| CDX.NA.IG.39- Quarterly<sup>4</sup> <br>| 1578595 | (1.00%) | 12/20/27 | 19774 | 845 | 18929 |  |
| &nbsp;&nbsp; ITRAXX Europe.42- Quar-<br> terly<sup>5</sup> <br>| EUR 8,354,706 | (5.00%) | 12/20/29 | 707628 | 542418 | 165210 |  |
| &nbsp;&nbsp; ITRAXX Europe.42- Quar-<br> terly<sup>5</sup> <br>| EUR 1,212,240 | (5.00%) | 6/20/30 | 112246 | 118461 |  | (6215) |
|  |  |  |  |  | 729049 | 399901 | (6215) |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:** |  |  |  |  |  |  |  |
| **Protection Purchased** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; JPM Ally Financial, Inc. 5.54 <br> - 01/17/2031 - Quarterly<br>| 130000 | (5.00%) | 12/20/30 | $(18339) | $(19146) | $807 | $— |
| &nbsp;&nbsp; GS Ally Financial, Inc. 5.54 - <br> 01/17/2031 - Quarterly<br>| 275000 | (5.00%) | 12/20/30 | (38794) | (39694) | 900 |  |
| &nbsp;&nbsp; MSC American Airlines <br> Group, Inc. 6.50 - 07/01/2026 <br> - Quarterly<br>| 55000 | (5.00%) | 6/20/31 | 1728 | 1378 | 350 |  |
| &nbsp;&nbsp; MSC American Airlines <br> Group, Inc. 6.50 - 07/01/2026 <br> - Quarterly<br>| 85000 | (5.00%) | 6/20/31 | 2671 | 2129 | 542 |  |
| &nbsp;&nbsp; DB Boeing Co. 2.60 - <br> 10/30/2025 - Quarterly<br>| 900000 | (1.00%) | 12/20/28 | (12401) | (2399) |  | (10002) |
| &nbsp;&nbsp; JPM Boeing Co. 2.60 - <br> 10/30/2025 - Quarterly<br>| 900000 | (1.00%) | 6/20/29 | (13308) | 6962 |  | (20270) |
| &nbsp;&nbsp; BNP BorgWarner, Inc. 3.38 - <br> 03/15/2025 - Quarterly<br>| 45000 | (1.00%) | 12/20/27 | (611) | 215 |  | (826) |
| &nbsp;&nbsp; GS Community Health Sys-<br> tems, Inc. 6.88 - 04/01/2028 - <br> Quarterly<br>| 30000 | (5.00%) | 6/20/26 | (289) | 237 |  | (526) |
| &nbsp;&nbsp; GS Community Health Sys-<br> tems, Inc. 6.88 - 04/01/2028 - <br> Quarterly<br>| 65000 | (5.00%) | 6/20/26 | (627) | 665 |  | (1292) |
| &nbsp;&nbsp; JPM Credit Suisse Group 5.00 <br> - 07/29/2019 - Quarterly<br>| EUR 840,000 | (1.00%) | 6/20/28 | (14834) | 12522 |  | (27356) |
| &nbsp;&nbsp; JPM DXC Technology Co. 1.80 <br> - 09/15/2026 - Quarterly<br>| 85000 | (5.00%) | 6/20/29 | (9952) | (6139) |  | (3813) |
| &nbsp;&nbsp; JPM DXC Technology Co. 1.80 <br> - 09/15/2026 - Quarterly<br>| 170000 | (5.00%) | 12/20/30 | (21058) | (23502) | 2444 |  |
| &nbsp;&nbsp; BRC Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 50000 | (1.00%) | 12/20/27 | 178 | 4476 |  | (4298) |
| &nbsp;&nbsp; GS Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 55000 | (1.00%) | 12/20/27 | 195 | 4926 |  | (4731) |
| &nbsp;&nbsp; CBK Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 30000 | (1.00%) | 12/20/27 | 107 | 2827 |  | (2720) |
| &nbsp;&nbsp; CBK Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 40000 | (1.00%) | 12/20/27 | 142 | 3879 |  | (3737) |

---

*LVIP BlackRock Global Allocation Fund–50*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Credit Default Swap (CDS) Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup><br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:**<br> **(continued)** |  |  |  |  |  |  |  |
| **Protection Purchased**<br> **(continued)** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; BOA Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 80000 | (1.00%) | 12/20/27 | $284 | $7359 | $— | $(7075) |
| &nbsp;&nbsp; JPM Simon Property <br> Group LP 2.65 - 07/15/2030 - <br> Quarterly<br>| 460000 | (1.00%) | 6/20/28 | (7399) | 4700 |  | (12099) |
| &nbsp;&nbsp; BNP Simon Property <br> Group LP 2.65 - 07/15/2030 - <br> Quarterly<br>| 125000 | (1.00%) | 6/20/30 | (2554) | (564) |  | (1990) |
| &nbsp;&nbsp; GS Southwest Airlines Co. <br> 5.13 - 06/15/2027 - Quarterly<br>| 915000 | (1.00%) | 6/20/31 | 11577 | 13856 |  | (2279) |
| &nbsp;&nbsp; JPM Xerox Corp. 3.80 - <br> 05/15/2024 - Quarterly<br>| 90000 | (1.00%) | 12/20/27 | 39053 | 3629 | 35424 |  |
| &nbsp;&nbsp; BRC Xerox Corp. 6.75 - <br> 12/15/2039 - Quarterly<br>| 35000 | (1.00%) | 12/20/26 | 5189 | 6373 |  | (1184) |
|  |  |  |  |  | (15311) | 40467 | (104198) |
| **Protection Sold** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; JPM Altice France SA 4.75 - <br> 10/15/2030 - Quarterly<br>| EUR 476,000 | (5.00%) | 6/20/27 | 18139 | 9652 | 8487 |  |
| &nbsp;&nbsp; MSI Altice France SA 4.75 - <br> 10/15/2030 - Quarterly<br>| EUR 145,000 | (5.00%) | 6/20/27 | 5526 | 3921 | 1605 |  |
| &nbsp;&nbsp; MSI Altice France SA 4.75 - <br> 10/15/2030 - Quarterly<br>| EUR 121,000 | (5.00%) | 12/20/27 | 6089 | 4615 | 1474 |  |
| &nbsp;&nbsp; JPM Altice France SA 4.75 - <br> 10/15/2030 - Quarterly<br>| EUR 222,000 | (5.00%) | 12/20/27 | 11171 | 10658 | 513 |  |
| &nbsp;&nbsp; BNP Eutelsat SA 2.25 - <br> 07/13/2027 - Quarterly<br>| EUR 212,000 | (5.00%) | 12/20/30 | 35293 | 25879 | 9414 |  |
| &nbsp;&nbsp; JPM Eutelsat SA 2.25 - <br> 07/13/2027 - Quarterly<br>| EUR 238,907 | (5.00%) | 12/20/30 | 39772 | 30538 | 9234 |  |
| &nbsp;&nbsp; JPM Forvia SE 2.38 - <br> 06/15/2026 - Quarterly<br>| EUR 113,000 | (5.00%) | 12/20/30 | 10831 | 10290 | 541 |  |
| &nbsp;&nbsp; BNP ITRAXX.XO.42 - Quar-<br> terly<sup>6</sup> <br>| EUR 743,000 | (5.00%) | 12/20/29 | 89860 | 68653 | 21207 |  |
| &nbsp;&nbsp; BNP ITRAXX.XO.42 - Quar-<br> terly<sup>6</sup> <br>| EUR 425,000 | (5.00%) | 12/20/29 | 3192 | 23718 |  | (20525) |
| &nbsp;&nbsp; BNP ITRAXX.XO.42 - Quar-<br> terly<sup>6</sup> <br>| EUR 425,000 | (5.00%) | 12/20/29 | 3192 | 24408 |  | (21216) |
| &nbsp;&nbsp; JPM Virgin Media Finance <br> PLC 3.75 - 07/15/20230 - <br> Quarterly<br>| EUR 218,000 | (5.00%) | 12/20/28 | 13189 | 17959 |  | (4770) |
| &nbsp;&nbsp; GSI Virgin Media Finance <br> PLC 3.75 - 07/15/20230 - <br> Quarterly<br>| EUR 131,000 | (5.00%) | 12/20/28 | 7925 | 10398 |  | (2473) |
| &nbsp;&nbsp; JPM Vistra Operations Co. <br> LLC 5.50 - 09/01/2026 - <br> Quarterly<br>| 85000 | (5.00%) | 12/20/30 | 14263 | 14683 |  | (420) |
| &nbsp;&nbsp; JPM Vistra Operations Co. <br> LLC 5.50 - 09/01/2026 - <br> Quarterly<br>| 45000 | (5.00%) | 12/20/30 | 7551 | 7774 |  | (223) |

---

*LVIP BlackRock Global Allocation Fund–51*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Credit Default Swap (CDS) Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup><br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:**<br> **(continued)** |  |  |  |  |  |  |  |
| **Protection Sold**<br> **(continued)** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; DB ZF Europe Finance BV <br> 2.50 10/23/2027 - Quarterly<br>| EUR 214,000 | (5.00%) | 12/20/28 | $16040 | $14054 | $1986 | $— |
| &nbsp;&nbsp; DB Ziggo Bond Co. BV 5.13 - <br> 02/28/20230 - Quarterly<br>| EUR 241,000 | (5.00%) | 12/20/30 | (7703) | 6764 |  | (14467) |
|  |  |  |  |  | 283964 | 54461 | (64094) |
|  |  |  |  |  | 268653 | 94928 | (168292) |
| **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | $(222725) | $610285 | $(183995) |

---

**Swap Contract**

**Inflation Swap Contract** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Notional**<br> **Amount**<sup>2</sup> <br>| **Fixed**<br> **Interest**<br> **Rate Paid**<br> **(Received)**<br>| **Termination**<br> **Date**<br>| **Value** | **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared:** |  |  |  |  |  |  |
| &nbsp;&nbsp; Pay amounts based on Inflation <br> EU-CPI-U Index and receive <br> fixed rate coupon at maturity<br>| EUR 1,585,000 | (2.69%) | 8/15/32 | $19155 | $19155 | $— |

---

**Swap Contracts**

**Interest Rate Swap (IRS) Contracts** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional**<br> **Amount**<sup>2</sup> <br>| **Fixed**<br> **Interest**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Pay/Receive**<br> **Floating**<br> **Rate**<br>| **Payment**<br> **Frequency (Fixed**<br> **Rate/Floating Rate)**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared** |  |  |  |  |  |  |  |  |  |
| GBP 95,425,000 | 3.18 | SONIA12M | Pay | At Maturity | 2/10/28 | $(1329213) | $173 | $— | $(1329386) |
| EUR 3,655,837 | 0.02 | EURIBOR06M | Receive | Annual/Semiannual | 8/26/31 | 607920 | 44 | 607876 |  |
| ZAR 32,110,438 | 9.90 | JIBAR03M | Pay | Quarterly | 9/20/33 | 202509 | 22 | 202487 |  |
| ZAR 16,055,219 | 9.92 | JIBAR03M | Pay | Quarterly | 9/20/33 | 102479 | 14 | 102465 |  |
| ZAR 16,055,220 | 9.90 | JIBAR03M | Pay | Quarterly | 9/20/33 | 101309 | 14 | 101295 |  |
| 1669600 | 4.25 | SOFR12M | Receive | Annual | 9/29/43 | (26489) | 999 |  | (27488) |
| EUR 8,364,000 | 2.34 | 1 day EUR STR | Pay | Annual | 1/19/33 | (179932) | 80 |  | (180012) |
| GBP 7,195,000 | 4.86 | SONIA12M | Pay | Annual | 6/20/28 | 190971 | (9) | 190980 |  |
| 5872019 | 3.65 | SOFR12M | Receive | Annual | 11/3/53 | 491447 | 174 | 491273 |  |
| 5476382 | 3.46 | SOFR12M | Receive | Annual | 12/15/36 | 203558 | 91 | 203467 |  |
| 27046000 | 3.27 | SOFR12M | Receive | Annual | 2/5/28 | 198700 | 54 | 198646 |  |
| 26837722 | 3.45 | SOFR12M | Receive | Annual | 1/26/28 | 107484 | 53 | 107431 |  |
| ZAR 33,758,284 | 8.15 | JIBAR03M | Receive | Quarterly | 5/7/26 | (7916) |  |  | (7916) |
| ZAR 1,079,735 | 6.92 | JIBAR03M | Receive | Quarterly | 9/23/26 | 3 |  | 3 |  |
| ZAR 13,258,493 | 7.25 | JIBAR03M | Receive | Quarterly | 3/19/27 | (458) | 3 |  | (461) |
| 47945300 | 3.65 | SOFR12M | Receive | Annual | 11/2/54 | 4025300 | 14535 | 4010765 |  |
| PLN 5,448,860 | 5.24 | WIBOR06M | Receive | Annual/Semiannual | 9/19/26 | (48660) | 1 |  | (48661) |
| MXN 7,001,881 | 8.97 | MTIIE01M | Receive | Monthly | 12/14/29 | (12606) | 3 |  | (12609) |
| PLN 4,544,998 | 5.14 | WIBOR06M | Receive | Annual/Semiannual | 3/19/27 | (11981) | 2 |  | (11983) |
| PLN 2,726,998 | 5.13 | WIBOR06M | Receive | Annual/Semiannual | 3/19/27 | (7097) | 1 |  | (7098) |
| ZAR 25,090,581 | 7.94 | JIBAR03M | Receive | Quarterly | 3/19/30 | (19950) | 10 |  | (19960) |
| ZAR 25,450,216 | 6.94 | JIBAR03M | Receive | Quarterly | 9/17/26 | (173) | 1 |  | (174) |
| ZAR 5,839,261 | 6.99 | JIBAR03M | Receive | Quarterly | 9/17/27 | 1341 | 1 | 1340 |  |
| ZAR 11,050,309 | 7.60 | JIBAR03M | Receive | Quarterly | 9/17/30 | 331 | 5 | 326 |  |
| PLN 3,202,709 | 3.97 | WIBOR06M | Receive | Annual/Semiannual | 9/17/27 | (13507) | 3 |  | (13510) |
| PLN 2,399,768 | 4.21 | WIBOR03M | Receive | At Maturity/Quarterly | 9/17/26 | (14648) | 1 |  | (14649) |
| 11231000 | 4.20 | SOFR12M | Pay | Annual | 10/23/27 | 107832 | 20 | 107812 |  |

---

*LVIP BlackRock Global Allocation Fund–52*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Interest Rate Swap (IRS) Contracts (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional**<br> **Amount**<sup>2</sup><br>| **Fixed**<br> **Interest**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Pay/Receive**<br> **Floating**<br> **Rate**<br>| **Payment**<br> **Frequency (Fixed**<br> **Rate/Floating Rate)**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup><br>| **Unrealized**<br> **Depreciation**<sup>1</sup><br>|
| **Centrally Cleared:**<br> **(continued)** |  |  |  |  |  |  |  |  |  |
| GBP 6,812,320 | 4.12 | SONIA12M | Pay | Annual | 11/17/28 | $(12739) | $167 | $— | $(12906) |
| GBP 6,858,000 | 4.12 | SONIA12M | Pay | Annual | 11/21/28 | (12693) | 171 |  | (12864) |
| 26837722 | 4.00 | SOFR12M | Pay | Annual | 1/26/28 | 178157 | 52 | 178104 |  |
| EUR 17,369,716 | 3.00 | EURIBOR06M | Pay | Annual/Semiannual | 3/5/29 | 127413 |  | 127413 |  |
| JPY 327,470,000 | 1.45 | TONAR12M | Pay | Annual | 3/6/54 | (619438) | 71 |  | (619509) |
| JPY 327,470,000 | 1.45 | TONAR12M | Pay | Annual | 3/11/54 | (619091) | 73 |  | (619164) |
| 149684400 | 4.73 | SOFR12M | Pay | Annual | 4/26/27 | 2530795 | 29249 | 2501546 |  |
| 128216200 | 4.93 | SOFR12M | Pay | Annual | 4/26/26 | 1155821 | 836 | 1154985 |  |
| 201791100 | 4.50 | SOFR12M | Pay | Annual | 4/26/29 | 6192896 | 140217 | 6052679 |  |
| 142128400 | 4.35 | SOFR12M | Pay | Annual | 4/26/34 | 6078173 | 214264 | 5863909 |  |
| 5854900 | 4.07 | SOFR12M | Pay | Annual | 4/26/54 | (77382) | 23787 |  | (101169) |
| EUR 19,803,303 | 2.90 | EURIBOR06M | Pay | Annual/Semiannual | 4/30/29 | 447078 | 124 | 446954 |  |
| 28228500 | 4.00 | SOFR12M | Pay | Annual | 5/6/29 | 326910 | 162 | 326748 |  |
| 28181000 | 4.50 | SOFR12M | Pay | Annual | 5/8/26 | 135227 | 6 | 135221 |  |
| 33768180 | 4.15 | SOFR12M | Pay | Annual | 5/30/27 | 198939 | 62 | 198877 |  |
| 33768180 | 4.10 | SOFR12M | Pay | Annual | 5/30/27 | 165564 | 58 | 165506 |  |
| EUR 14,337,950 | 2.87 | EURIBOR06M | Pay | Annual/Semiannual | 6/11/29 | 288987 | 95 | 288892 |  |
| 12384311 | 4.35 | SOFR12M | Pay | Annual | 7/22/26 | 54212 | 8 | 54204 |  |
| 13979605 | 3.66 | SOFR12M | Pay | Annual | 10/10/29 | 21772 | 93 | 21679 |  |
| 9414413 | 3.66 | SOFR12M | Pay | Annual | 10/10/34 | (104528) | 132 |  | (104660) |
| 43538712 | 4.00 | SOFR12M | Pay | Annual | 10/28/26 | 103687 | 57 | 103630 |  |
| GBP 5,400,000 | 4.10 | SONIA12M | Pay | Annual | 11/7/54 | (781027) | 24666 |  | (805693) |
| MXN 106,952,390 | 9.26 | MTIIE01M | Pay | Monthly | 11/18/26 | 98482 | 7 | 98475 |  |
| MXN 98,015,509 | 9.04 | MTIIE01M | Pay | Monthly | 11/14/29 | 188650 | 32 | 188618 |  |
| 15196881 | 3.67 | SOFR12M | Pay | Annual | 12/26/34 | (159458) | 218 |  | (159676) |
| GBP 14,863,600 | 4.00 | SONIA12M | Pay | Annual | 1/16/30 | (123942) | 389 |  | (124331) |
| CZK 12,648,096 | 3.46 | PRIBOR06M | Pay | Annual/Semiannual | 3/19/30 | (19214) | 5 |  | (19219) |
| HUF 135,981,220 | 6.50 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 3/19/27 | (1734) | 1 |  | (1735) |
| HUF 54,004,106 | 6.55 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 3/19/30 | (3266) | 1 |  | (3267) |
| CZK 5,649,630 | 3.66 | PRIBOR06M | Pay | Annual/Semiannual | 6/18/30 | (2042) | 533 |  | (2575) |
| CZK 3,150,321 | 3.56 | PRIBOR06M | Pay | Annual/Semiannual | 6/18/30 | (1835) | 2 |  | (1837) |
| HUF 319,000,000 | 5.76 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 9/17/27 | 9757 | 2 | 9755 |  |
| HUF 200,381,316 | 5.68 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 9/17/27 | 5220 | 2 | 5218 |  |
| HUF 23,784,309 | 5.96 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 9/17/30 | (1058) | 1 |  | (1059) |
| CZK 9,446,078 | 3.41 | PRIBOR06M | Pay | Annual/Semiannual | 9/17/30 | (9561) | 4 |  | (9565) |
| EUR 3,472,601 | 2.20 | EURIBOR06M | Pay | Annual/Semiannual | 6/4/30 | (58124) | 33 |  | (58157) |
| CZK 13,851,000 | 3.55 | PRIBOR06M | Pay | Annual/Semiannual | 9/17/30 | (9651) | 6 |  | (9657) |
| MXN 6,909,000 | 7.82 | MTIIE01M | Pay | Monthly | 6/7/30 | (3341) | 3 |  | (3344) |
| 40431000 | 3.23 | SOFR12M | Pay | At Maturity | 12/11/27 | (151138) | 45 |  | (151183) |
| MXN 4,531,122 | 8.27 | MTIIE01M | Pay | Monthly | 12/5/35 | (3232) | 4 |  | (3236) |
| MXN 6,902,039 | 8.65 | MTIIE01M | Receive | Monthly | 2/7/30 | (8349) | 3 |  | (8352) |
| MXN 3,039,773 | 7.73 | MTIIE01M | Receive | Monthly | 5/6/30 | 1973 | 1 | 1972 |  |
| MXN 36,182,000 | 7.73 | MTIIE01M | Receive | Monthly | 6/19/26 | (4376) |  |  | (4376) |
| BRL 10,007,573 | 13.88 | BRL-CDI 1 Day | Receive | At Maturity | 1/4/27 | 9318 | 6 | 9312 |  |
| MXN 46,428,761 | 6.91 | MTIIE01M | Receive | Monthly | 9/11/26 | (1170) | 3 |  | (1173) |
| 12000000 | 3.70 | SOFR12M | Pay | Annual | 1/6/35 | (99746) | 174 |  | (99920) |
| 39265000 | 4.07 | SOFR12M | Pay | Annual | 1/14/27 | 138290 | 70 | 138220 |  |
| 14863600 | 4.00 | SOFR12M | Pay | Annual | 1/23/30 | 225530 | 107 | 225423 |  |
| 15688892 | 3.23 | SOFR12M | Pay | Annual | 2/19/30 | (215587) | 115 |  | (215702) |
| 12597022 | 3.90 | SOFR12M | Pay | Annual | 2/24/30 | 144196 | 93 | 144103 |  |
| 11860000 | 3.75 | SOFR12M | Pay | Annual | 3/27/35 | (64158) | 176 |  | (64334) |
| MXN 14,868,939 | 7.73 | MTIIE01M | Pay | Monthly | 5/11/26 | 1161 |  | 1161 |  |
| MXN 4,391,000 | 7.72 | MTIIE01M | Pay | Monthly | 6/24/30 | (3046) | 2 |  | (3048) |
| 5901374 | 3.75 | SOFR12M | Pay | Annual | 7/9/35 | (50480) | 89 |  | (50569) |
| MXN 25,841,000 | 7.69 | MTIIE01M | Pay | Monthly | 7/30/30 | (20568) | 10 |  | (20578) |
| 26455278 | 3.50 | SOFR12M | Pay | Annual | 8/20/28 | (137522) | 161 |  | (137683) |
| BRL 2,319,000 | 13.14 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (10130) | 4 |  | (10134) |
| BRL 4,724,000 | 13.01 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (23472) | 6 |  | (23478) |
| BRL 1,775,000 | 13.18 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/31 | (7264) | 3 |  | (7267) |
| BRL 2,177,000 | 13.80 | BRL-CDI 1 Day | Pay | At Maturity | 1/3/28 | 399 | 2 | 397 |  |
| MXN 8,621,422 | 8.05 | MTIIE01M | Pay | Monthly | 3/21/31 | (1416) | 4 |  | (1420) |
| MXN 7,750,149 | 8.09 | MTIIE01M | Pay | Monthly | 3/24/31 | (603) | 4 |  | (607) |
| MXN 1,519,076 | 8.17 | MTIEF01M | Pay | Monthly | 3/31/31 | 1 | 1 |  |  |

---

*LVIP BlackRock Global Allocation Fund–53*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Interest Rate Swap (IRS) Contracts (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional**<br> **Amount**<sup>2</sup><br>| **Fixed**<br> **Interest**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Pay/Receive**<br> **Floating**<br> **Rate**<br>| **Payment**<br> **Frequency (Fixed**<br> **Rate/Floating Rate)**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup><br>| **Unrealized**<br> **Depreciation**<sup>1</sup><br>|
| **Centrally Cleared:**<br> **(continued)** |  |  |  |  |  |  |  |  |  |
| PLN 1,204,830 | 4.08 | WIBOR06M | Receive | Annual/Semiannual | 12/17/30 | $6275 | $3 | $6272 | $— |
| PLN 1,223,085 | 4.08 | WIBOR06M | Receive | Annual/Semiannual | 12/17/30 | 6341 | 3 | 6338 |  |
| PLN 1,223,085 | 4.10 | WIBOR06M | Receive | Annual/Semiannual | 12/17/30 | 6121 | 3 | 6118 |  |
| THB 1,284,110 | 1.35 | 1 day THB THOR | Receive | Quarterly | 9/17/35 | 2511 | 872 | 1639 |  |
| CZK 2,198,700 | 3.62 | PRIBOR06M | Receive | Annual/Semiannual | 3/18/31 | 3542 | 1 | 3541 |  |
| CZK 2,191,895 | 3.58 | PRIBOR06M | Receive | Annual/Semiannual | 3/18/31 | 3696 | 1 | 3695 |  |
| MYR 3,198,000 | 3.33 | KLIBOR03M | Receive | Quarterly | 3/18/28 | 1322 | 3 | 1319 |  |
| PLN 1,866,000 | 4.12 | WIBOR06M | Receive | Annual/Semiannual | 6/17/31 | 10872 | 6 | 10866 |  |
| PLN 1,858,000 | 4.40 | WIBOR06M | Receive | Annual/Semiannual | 6/17/31 | 4712 | 6 | 4706 |  |
| JPY 626,095,010 | 1.32 | TONAR12M | Receive | Annual | 3/30/28 | 2787 | 18 | 2769 |  |
| JPY 616,250,505 | 1.32 | TONAR12M | Receive | Annual | 3/30/28 | 2915 | 18 | 2897 |  |
| JPY 619,627,558 | 1.34 | TONAR12M | Receive | Annual | 3/30/28 | 1414 | 19 | 1395 |  |
| JPY 619,917,442 | 1.39 | TONAR12M | Receive | Annual | 3/30/28 | (2429) | 19 |  | (2448) |
| JPY 572,231,485 | 1.38 | TONAR12M | Receive | Annual | 3/30/28 | (1817) | 17 |  | (1834) |
| CNY 8,263,000 | 1.45 | 7 day CNY Repo Fixing | Pay | Quarterly | 9/17/30 | (7170) | 11 |  | (7181) |
| THB 1,284,110 | 1.38 | 1 day THB THOR | Pay | Quarterly | 9/17/35 | (2425) |  |  | (2425) |
| CZK 25,010,015 | 3.91 | PRIBOR06M | Pay | Annual/Semiannual | 12/17/30 | (22104) | 13 |  | (22117) |
| JPY 29,450,000 | 2.58 | TONAR12M | Pay | Annual | 10/8/55 | (14478) | 7 |  | (14485) |
| CNY 10,998,000 | 1.59 | 7 day CNY Repo Fixing | Pay | Quarterly | 12/17/28 | 2785 | 13 | 2772 |  |
| GBP 2,686,100 | 4.45 | SONIA12M | Pay | Annual | 12/4/55 | (189423) | 80 |  | (189503) |
| THB 32,333,343 | 1.62 | 1 day THB THOR | Pay | Quarterly | 6/17/31 | (7312) | 11 |  | (7323) |
| JPY 178,257,397 | 2.89 | TONAR12M | Pay | Annual | 3/30/56 | (29599) | 40 |  | (29639) |
| JPY 176,907,331 | 2.87 | TONAR12M | Pay | Annual | 3/30/56 | (34470) | 40 |  | (34510) |
| JPY 177,108,205 | 2.88 | TONAR12M | Pay | Annual | 3/30/56 | (30882) | 39 |  | (30921) |
| JPY 176,779,290 | 2.95 | TONAR12M | Pay | Annual | 3/30/56 | (16341) | 40 |  | (16381) |
| JPY 208,360,777 | 2.98 | TONAR12M | Pay | Annual | 3/30/56 | (9925) | 46 |  | (9971) |
|  |  |  |  |  |  |  | $454296 | $24823494 | $(5516092) |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counter-**<br> **party**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Fixed**<br> **Interest**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Pay/Receive**<br> **Floating**<br> **Rate**<br>| **Payment**<br> **Frequency (Fixed**<br> **Rate/Floating Rate)**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter** |  |  |  |  |  |  |  |  |  |  |
| BNP | BRL 19,423,774 | 10.12 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | $(445576) | $— | $— | $(445576) |
| BNP | BRL 108,408 | 10.12 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (2489) |  |  | (2489) |
| BNP | BRL 14,282,031 | 10.03 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (336883) |  |  | (336883) |
| BNP | CLP 126,691,000 | 5.42 | 1 day CLP CAMARA | Receive | Semi-annual | 6/17/36 | (1197) |  |  | (1197) |
| BOA | BRL 20,244,680 | 10.12 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (464797) |  |  | (464797) |
| BOA | BRL 16,337,393 | 9.97 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (383568) |  |  | (383568) |
| BOA | BRL 34,608,328 | 13.12 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (183652) |  |  | (183652) |
| BOA | BRL 8,616,553 | 13.00 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (52336) |  |  | (52336) |
| BOA | BRL 7,403,883 | 12.95 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (47682) |  |  | (47682) |
| BRC | BRL 1,750,821 | 14.03 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | 2601 |  | 2601 |  |
| BRC | BRL 771,090 | 13.33 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (3333) |  |  | (3333) |
| BRC | BRL 3,577,000 | 13.34 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (13978) |  |  | (13978) |
| BRC | BRL 13,256,236 | 13.00 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (80516) |  |  | (80516) |
| GS | COP 700,024,894 | 9.36 | COP-IBR 1 Day | Receive | Quarterly | 12/17/29 | 13758 |  | 13758 |  |
| GS | COP 697,971,853 | 9.42 | COP-IBR 1 Day | Receive | Quarterly | 12/17/29 | 13374 |  | 13374 |  |
| GS | CLP 1,239,062,000 | 4.44 | 1 day CLP CAMARA | Receive | Semi-annual | 12/17/27 | 10942 |  | 10942 |  |
| GS | COP 1,262,050,394 | 9.31 | COP-IBR 1 Day | Pay | Quarterly | 12/17/27 | (15059) |  |  | (15059) |
| GS | COP 1,252,807,688 | 9.37 | COP-IBR 1 Day | Pay | Quarterly | 12/17/27 | (14625) |  |  | (14625) |
| MSC | COP 1,368,780,339 | 9.54 | COP-IBR 1 Day | Receive | Quarterly | 12/17/29 | 24881 |  | 24881 |  |
| MSC | COP 2,487,286,037 | 9.54 | COP-IBR 1 Day | Pay | Quarterly | 12/17/27 | (27220) |  |  | (27220) |
|  |  |  |  |  |  |  |  |  | 65556 | (2072911) |
| **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | $454296 | $24889050 | $(7589003) |

---

*LVIP BlackRock Global Allocation Fund–54*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Total Return Swap (TRS) Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Swap Obligation**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Floating**<br> **Interest**<br> **Paid (Received)**<br>| **Termination**<br> **Date**<br>| **Value** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:** |  |  |  |  |  |  |
| &nbsp;&nbsp; DB- Receive amounts based on <br> Deutsche Bank Variable No-<br> tional Long-Short Credit Index <br> and pay variable quarterly pay-<br> ments based on 3 mo. U.S. T-Bill <br> Rate<br>| 2325 | 3.62% | 12/11/26 | $979 | $979 | $— |
| &nbsp;&nbsp; JPM- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> JPMorgan Emerging Markets FX <br> Volatility Carry Index<br>| 871 | (1.00%) | 12/18/26 | 58 | 58 |  |
| &nbsp;&nbsp; CBK- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> Citi Equity U.S. 1W Volatility <br> Carry Index<br>| 670 | (1.00%) | 12/18/26 | 1876 | 1876 |  |
| &nbsp;&nbsp; GS- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> Goldman GSVLTYI2 Index<br>| 714 | (3.62%) | 12/18/26 | (278) |  | (278) |
| &nbsp;&nbsp; GS- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> Goldman Sachs Systematic <br> Skew Index<br>| 591 | (3.62%) | 12/18/26 | 3203 | 3203 |  |
| &nbsp;&nbsp; BNP- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> BNP Paribas Commodity Time-<br> Series Backwardation ex-AL <br> Index<br>| 350 | (1.00%) | 12/18/26 | 375 | 375 |  |
| &nbsp;&nbsp; JPM- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> Microsoft Corp.<br>| (1496) | (3.88%) | 6/18/26 | 33165 | 33165 |  |
| &nbsp;&nbsp; CITI- Receive variable amounts <br> based on 1 day EUR STR and <br> pay at maturity payments based <br> on Rheinmetall AG<br>| EUR (1360) | (1.93%) | 6/19/26 | 99263 | 99263 |  |
| &nbsp;&nbsp; CBK- Receive variable amounts <br> based on SOFR12M and pay at <br> maturity payments based on <br> iShares iBoxx USD High Yield <br> Corporate Bond ETF<br>| (41908) | (2.28%) | 6/22/26 | (24936) |  | (24936) |
| &nbsp;&nbsp; BNP- Receive amounts based on <br> iShares iBoxx USD High Yield <br> Corporate Bond ETF and pay <br> variable at maturity payments <br> based on SOFR12M<br>| 30843 | 2.83% | 6/22/26 | 18017 | 18017 |  |
| &nbsp;&nbsp; BNP- Receive amounts based on <br> iShares iBoxx USD High Yield <br> Corporate Bond ETF and pay <br> variable at maturity payments <br> based on SOFR12M<br>| 82163 | 2.83% | 6/22/26 | 47997 | 47997 |  |

---

*LVIP BlackRock Global Allocation Fund–55*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Total Return Swap (TRS) Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Swap Obligation**<br>| **Notional**<br> **Amount**<sup>2</sup><br>| **Floating**<br> **Interest**<br> **Paid (Received)**<br>| **Termination**<br> **Date**<br>| **Value** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:**<br> **(continued)** |  |  |  |  |  |  |
| &nbsp;&nbsp; MSC- Receive amounts based on <br> iShares iBoxx USD High Yield <br> Corporate Bond ETF and pay <br> variable at maturity payments <br> based on SOFR12M<br>| 28159 | 2.63% | 6/22/26 | $16561 | $16561 | $— |
| &nbsp;&nbsp; BNP- Receive amounts based on <br> iShares Broad USD High Yield <br> Corporate Bond ETF and pay <br> variable at maturity payments <br> based on SOFR12M<br>| 19784 | 3.84% | 6/22/26 | 5241 | 5241 |  |
| &nbsp;&nbsp; JPM- Receive amounts based on <br> iShares iBoxx USD High Yield <br> Corporate Bond ETF and pay <br> variable at maturity payments <br> based on SOFR12M<br>| 31094 | 2.93% | 6/22/26 | 18103 | 18103 |  |
| &nbsp;&nbsp; JPM- Receive amounts based on <br> iShares Broad USD High Yield <br> Corporate Bond ETF and pay <br> variable at maturity payments <br> based on SOFR12M<br>| 74549 | 3.63% | 6/22/26 | 19893 | 19893 |  |
| **Total TRS Contracts** | **Total TRS Contracts** | **Total TRS Contracts** | **Total TRS Contracts** | **Total TRS Contracts** | $264731 | $(25214) |

---

**Swap Contracts**

**Contracts For Difference (CFD) Swap Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference Entity/**<br> **Payment Frequency**<br>| **Number of**<br> **Contracts**<br>| **Financing**<br> **Rate**<sup>7</sup> <br>| **Termination**<br> **Date**<sup>8</sup> <br>| **Notional**<br> **Amount**<sup>2</sup>  | **Notional**<br> **Amount**<sup>2</sup>  | **Value** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:** | **Over-The-Counter:** | **Over-The-Counter:** | **Over-The-Counter:** | **Over-The-Counter:** | **Over-The-Counter:** | **Over-The-Counter:** | **Over-The-Counter:** | **Over-The-Counter:** |
| **Long Equities** | **Long Equities** | **Long Equities** | **Long Equities** | **Long Equities** | **Long Equities** | **Long Equities** | **Long Equities** | **Long Equities** |
| **Brazil** |  |  |  |  |  |  |  |  |
| JPM - Paramount Skydance Corp. - Monthly | 3141 | 3.84% | 4/8/2026 |  | 35148 | $(6816) | $— | $(6816) |
| **Hong Kong** |  |  |  |  |  |  |  |  |
| JPM - Alibaba Group Holding Ltd. - Monthly | 6500 | 2.92% | 4/8/2026 | HKD | 105158 | (3274) |  | (3274) |
| JPM - Baidu, Inc. - Monthly | 6750 | 2.92% | 4/8/2026 | HKD | 99802 | (5450) |  | (5450) |
| JPM - Bilibili, Inc. - Monthly | 2400 | 2.77% | 4/8/2026 | HKD | 59595 | (5496) |  | (5496) |
| JPM - JD.com, Inc. - Monthly | 6400 | 2.92% | 4/8/2026 | HKD | 86217 | 8122 | 8122 |  |
| JPM - Kuaishou Technology - Monthly | 7500 | 3.48% | 4/8/2026 | HKD | 56124 | (11946) |  | (11946) |
| CBK RESET- Meituan - Monthly | 38400 | 3.94% | 4/22/2026 |  | 375482 | 43548 | 43548 |  |
| JPM - NetEase, Inc. - Monthly | 3500 | 2.92% | 4/8/2026 | HKD | 81453 | (3246) |  | (3246) |
| JPM - Ningbo Joyson Electronic Corp. - Monthly | 21000 | 2.92% | 4/8/2026 | HKD | 41919 | (1695) |  | (1695) |
| JPM - Sunny Optical Technology Group Co. Ltd. - Monthly | 7800 | 2.88% | 4/8/2026 | HKD | 54275 | 109 | 109 |  |
| JPM - Tencent Holdings Ltd. - Monthly | 1600 | 3.45% | 4/8/2026 | HKD | 104632 | (3716) |  | (3716) |
| JPM - Xiaomi Corp. - Monthly | 19000 | 2.92% | 4/8/2026 | HKD | 80809 | (2327) |  | (2327) |
| JPM - XPeng, Inc. - Monthly | 5800 | 2.77% | 4/8/2026 | HKD | 52197 | (2621) |  | (2621) |
| **Netherlands** |  |  |  |  |  |  |  |  |
| JPM RESET- CSG NV - Monthly | 46984 | 2.19% | 4/8/2026 | EUR | 1776174 | (508661) |  | (508661) |
| **Saudi Arabia** |  |  |  |  |  |  |  |  |
| JPM - Derayah Financial Co. - Monthly | 10647 | 4.39% | 4/8/2026 |  | 64294 | (2259) |  | (2259) |
| JPM - Rasan Information Technology Co. - Monthly | 7354 | 4.39% | 4/8/2026 |  | 254461 | 12398 | 12398 |  |
| **Spain** |  |  |  |  |  |  |  |  |
| JPM - Cirsa Enterprises SA - Monthly | 10694 | 2.19% | 4/8/2026 | EUR | 172462 | (4110) |  | (4110) |
| JPM CITIESMXXXX- Ferrovial SE - Monthly | 1510 | 2.19% | 4/8/2026 | EUR | 97432 | 803 | 803 |  |
| JPM - Iberdrola SA - Monthly | 22200 | 3.90% | 4/8/2026 |  | 492081 | 16169 | 16169 |  |
| **Switzerland** |  |  |  |  |  |  |  |  |
| JPM GB102183- Galderma Group AG - Monthly | 468 | 0.19% | 4/8/2026 | CHF | 517364 | 5597 | 5597 |  |
| JPM - SMG Swiss Marketplace Group AG - Monthly | 339 | 3.90% | 4/8/2026 |  | 13691 | (1846) |  | (1846) |

---

*LVIP BlackRock Global Allocation Fund–56*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Contracts For Difference (CFD) Swap Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference Entity/**<br> **Payment Frequency**<br>| **Number of**<br> **Contracts**<br>| **Financing**<br> **Rate**<sup>7</sup><br>| **Termination**<br> **Date**<sup>8</sup><br>| **Notional**<br> **Amount**<sup>2</sup> | **Notional**<br> **Amount**<sup>2</sup> | **Value** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **United Arab Emirates** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp; JPM - Emirates Integrated Telecommunications Co. PJSC - <br> Monthly<br>| 111139 | 4.39% | 4/8/2026 |  | 304088 | $1345 | $1345 | $— |
| **United Kingdom** |  |  |  |  |  |  |  |  |
| JPM - RELX PLC - Monthly | 993 | 3.98% | 4/8/2026 | GBP | 35288 | (2755) |  | (2755) |
| **United States** |  |  |  |  |  |  |  |  |
| JPM - AMC Networks, Inc. - Monthly | 20226 | 3.84% | 4/8/2026 |  | 162819 | (25485) |  | (25485) |
| CBK HUB ADJ- Amcor PLC - Monthly | 1 | 3.84% | 4/22/2026 |  | 39 |  |  |  |
| JPM 00000352- CRH PLC - Monthly | 950 | 3.84% | 4/8/2026 |  | 96850 | 3014 | 3014 |  |
| JPM - Eagle Bancorp, Inc. - Monthly | 3766 | 3.84% | 4/8/2026 |  | 94075 | (414) |  | (414) |
| JPM - Flagstar Bank NA - Monthly | 68567 | 3.84% | 4/8/2026 |  | 859145 | 43883 | 43883 |  |
| JPM RESET- Lionsgate Studios Corp. - Monthly | 1991 | 3.84% | 4/8/2026 |  | 20906 | (1812) |  | (1812) |
| Total Long Equities |  |  |  |  |  |  | $134988 | $(593929) |
| **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** |
| **Australia** |  |  |  |  |  |  |  |  |
| JPM - Iluka Resources Ltd. - Monthly | (91910) | 3.39% | 4/8/2026 |  | (386941) | (45140) |  | (45140) |
| JPM - Lynas Rare Earths Ltd. - Monthly | (42233) | 3.39% | 4/8/2026 |  | (850881) | (65160) |  | (65160) |
| JPM - Mineral Resources Ltd. - Monthly | (10433) | 3.39% | 4/8/2026 |  | (396915) | (3846) |  | (3846) |
| JPM - Northern Star Resources Ltd. - Monthly | (59180) | 3.39% | 4/8/2026 |  | (1114787) | 188953 | 188953 |  |
| JPM - SGH Ltd. - Monthly | (10132) | 3.39% | 4/8/2026 |  | (295113) | 6847 | 6847 |  |
| JPM - Sigma Healthcare Ltd. - Monthly | (439058) | 3.39% | 4/8/2026 |  | (833488) | 22127 | 22127 |  |
| **Brazil** |  |  |  |  |  |  |  |  |
| CBK - Alexandria Real Estate Equities, Inc. - Monthly | (34247) | 3.49% | 4/22/2026 |  | (1648993) | 59247 | 59247 |  |
| CBK - Baxter International, Inc. - Monthly | (71701) | 3.49% | 4/22/2026 |  | (1365193) | (13623) |  | (13623) |
| JPM - Cosan SA - Monthly | 207850 | 3.24% | 4/8/2026 |  | 229016 | 13536 | 13536 |  |
| CBK - Cosan SA - Monthly | 557370 | 3.34% | 4/22/2026 |  | 568593 | (9238) |  | (9238) |
| CBK - Expand Energy Corp. - Monthly | (11551) | 3.49% | 4/22/2026 |  | (1331399) | (24719) |  | (24719) |
| CBK - International Paper Co. - Monthly | (64388) | 3.49% | 4/22/2026 |  | (2290887) | (7765) |  | (7765) |
| JPM - Localiza Rent a Car SA - Monthly | (3) | 2.64% | 4/8/2026 |  | (26) | (1) |  | (1) |
| JPM - Natura Cosmeticos SA - Monthly | 1819 | 2.79% | 4/8/2026 |  | 3052 | (600) |  | (600) |
| CBK - Natura Cosmeticos SA - Monthly | 35579 | 3.23% | 4/22/2026 |  | 67163 | (4271) |  | (4271) |
| CBK - PRIO SA - Monthly | (28466) | 2.36% | 4/22/2026 |  | (459056) | (6330) |  | (6330) |
| CBK - Super Micro Computer, Inc. - Monthly | (18660) | 3.49% | 4/22/2026 |  | (485010) | (22205) |  | (22205) |
| **Canada** |  |  |  |  |  |  |  |  |
| CBK - Alamos Gold, Inc. - Monthly | (9310) | 3.44% | 4/22/2026 |  | (374712) | (39490) |  | (39490) |
| CBK - Descartes Systems Group, Inc. - Monthly | (5179) | 3.44% | 4/22/2026 |  | (379987) | 9032 | 9032 |  |
| CBK - Gildan Activewear, Inc. - Monthly | (16285) | 3.44% | 4/22/2026 |  | (928131) | 21223 | 21223 |  |
| JPM - Power Corp. of Canada - Monthly | (2608) | 3.39% | 4/8/2026 |  | (125362) | (192) |  | (192) |
| CBK - Restaurant Brands International, Inc. - Monthly | (11762) | 3.44% | 4/22/2026 |  | (980099) | 12245 | 12245 |  |
| CBK - Tourmaline Oil Corp. - Monthly | (33551) | 3.44% | 4/22/2026 |  | (1665193) | 59395 | 59395 |  |
| **China** |  |  |  |  |  |  |  |  |
| CBK - Zijin Mining Group Co. Ltd. - Monthly | (74000) | 3.34% | 4/22/2026 |  | (307394) | (25495) |  | (25495) |
| **Denmark** |  |  |  |  |  |  |  |  |
| CBK - Pandora AS - Monthly | (5964) | 3.38% | 4/22/2026 |  | (445196) | 18926 | 18926 |  |
| **Finland** |  |  |  |  |  |  |  |  |
| CBK - Neste OYJ - Monthly | (9511) | 3.38% | 4/22/2026 |  | (362523) | (6393) |  | (6393) |
| **France** |  |  |  |  |  |  |  |  |
| JPM - Aeroports de Paris SA - Monthly | (241) | 1.67% | 4/8/2026 | EUR | (29548) | 106 | 106 |  |
| CBK - Alstom SA - Monthly | (16203) | 3.38% | 4/22/2026 |  | (449777) | (13600) |  | (13600) |
| CBK - Kering SA - Monthly | (3276) | 3.64% | 4/22/2026 |  | (930634) | (64167) |  | (64167) |
| JPM - Sartorius Stedim Biotech - Monthly | (1567) | 3.38% | 4/8/2026 |  | (295111) | (10082) |  | (10082) |
| CBK - STMicroelectronics NV - Monthly | (6479) | 3.38% | 4/22/2026 |  | (211573) | (8898) |  | (8898) |
| CBK - Teleperformance SE - Monthly | (3185) | 3.38% | 4/22/2026 |  | (338538) | (4469) |  | (4469) |
| **Germany** |  |  |  |  |  |  |  |  |
| JPM - Brenntag SE - Monthly | 2490 | 3.38% | 4/8/2026 |  | 159085 | (9583) |  | (9583) |
| CBK - Brenntag SE - Monthly | 2264 | 3.38% | 4/22/2026 |  | 134505 | (18854) |  | (18854) |
| CBK - Continental AG - Monthly | (8559) | 3.38% | 4/22/2026 |  | (592384) | (5096) |  | (5096) |
| CBK - Delivery Hero SE - Monthly | (19220) | 3.38% | 4/22/2026 |  | (367411) | 10281 | 10281 |  |
| JPM - Lanxess AG - Monthly | (13485) | 1.93% | 4/8/2026 | EUR | (188267) | (109873) |  | (109873) |
| **Hong Kong** |  |  |  |  |  |  |  |  |
| CBK - BeOne Medicines Ltd. - Monthly | (41600) | 3.59% | 4/22/2026 |  | (862303) | (70885) |  | (70885) |
| CBK - China Merchants Bank Co. Ltd. - Monthly | (73000) | 3.34% | 4/22/2026 |  | (440127) | (23731) |  | (23731) |
| CBK - China Railway Group Ltd. - Monthly | (468000) | 3.49% | 4/22/2026 |  | (239122) | (3916) |  | (3916) |
| JPM - China Resources Power Holdings Co. Ltd. - Monthly | 1866 | 3.34% | 4/8/2026 |  | 4442 | 83 | 83 |  |

---

*LVIP BlackRock Global Allocation Fund–57*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Contracts For Difference (CFD) Swap Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference Entity/**<br> **Payment Frequency**<br>| **Number of**<br> **Contracts**<br>| **Financing**<br> **Rate**<sup>7</sup><br>| **Termination**<br> **Date**<sup>8</sup><br>| **Notional**<br> **Amount**<sup>2</sup> | **Notional**<br> **Amount**<sup>2</sup> | **Value** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** |
| **Hong Kong (continued)** |  |  |  |  |  |  |  |  |
| CBK - China Resources Power Holdings Co. Ltd. - Monthly | 201450 | 3.34% | 4/22/2026 |  | 479652 | $9063 | $9063 | $— |
| JPM - CMOC Group Ltd. - Monthly | (18000) | 2.32% | 4/8/2026 | HKD | (109026) | 8869 | 8869 |  |
| JPM - Horizon Robotics - Monthly | 20400 | 2.13% | 4/8/2026 |  | 19064 | 1396 | 1396 |  |
| CBK - Horizon Robotics - Monthly | 289200 | 2.37% | 4/22/2026 |  | 264130 | 13662 | 13662 |  |
| JPM - HUTCHMED China Ltd. - Monthly | 14500 | 3.34% | 4/8/2026 |  | 41004 | (1223) |  | (1223) |
| CBK - HUTCHMED China Ltd. - Monthly | 35000 | 2.99% | 4/22/2026 |  | 97015 | (4911) |  | (4911) |
| CBK - Li Auto, Inc. - Monthly | (133700) | 3.34% | 4/22/2026 |  | (1115950) | (64180) |  | (64180) |
| CBK - MMG Ltd. - Monthly | (504000) | 3.34% | 4/22/2026 |  | (458378) | (19137) |  | (19137) |
| CBK - Postal Savings Bank of China Co. Ltd. - Monthly | (709000) | 3.34% | 4/22/2026 |  | (438334) | (7067) |  | (7067) |
| CBK - Shandong Gold Mining Co. Ltd. - Monthly | (121500) | 2.99% | 4/22/2026 |  | (469794) | (42664) |  | (42664) |
| JPM - Xinyi Glass Holdings Ltd. - Monthly | 30568 | 2.88% | 4/8/2026 |  | 41267 | 2914 | 2914 |  |
| CBK - Xinyi Glass Holdings Ltd. - Monthly | 195524 | 1.64% | 4/22/2026 |  | 251253 | 5934 | 5934 |  |
| JPM - ZTO Express Cayman, Inc. - Monthly | (16650) | 2.21% | 4/8/2026 | HKD | (586151) | (18867) |  | (18867) |
| **Italy** |  |  |  |  |  |  |  |  |
| CBK - Banca Monte dei Paschi di Siena SpA - Monthly | (95566) | 3.38% | 4/22/2026 |  | (804844) | (29019) |  | (29019) |
| CBK - Davide Campari-Milano NV - Monthly | (31920) | 3.52% | 4/22/2026 |  | (218631) | (9427) |  | (9427) |
| JPM - Infrastrutture Wireless Italiane SpA - Monthly | 2829 | 2.79% | 4/8/2026 |  | 27484 | 4907 | 4907 |  |
| CBK - Infrastrutture Wireless Italiane SpA - Monthly | 28574 | 3.38% | 4/22/2026 |  | 207565 | (20464) |  | (20464) |
| **Japan** |  |  |  |  |  |  |  |  |
| CBK - DMG Mori Co. Ltd. - Monthly | (19824) | 3.54% | 4/22/2026 |  | (295283) | (10962) |  | (10962) |
| CBK - Food & Life Cos. Ltd. - Monthly | (15900) | 3.49% | 4/22/2026 |  | (939267) | (9292) |  | (9292) |
| CBK - Fujikura Ltd. - Monthly | (10800) | 3.49% | 4/22/2026 |  | (284794) | (12228) |  | (12228) |
| CBK - Honda Motor Co. Ltd. - Monthly | (129100) | 3.54% | 4/22/2026 |  | (1043095) | (1784) |  | (1784) |
| CBK - Hoya Corp. - Monthly | (3400) | 3.49% | 4/22/2026 |  | (590499) | 1074 | 1074 |  |
| CBK - Kadokawa Corp. - Monthly | (12500) | 3.54% | 4/22/2026 |  | (266031) | (36251) |  | (36251) |
| CBK - Kobayashi Pharmaceutical Co. Ltd. - Monthly | (3400) | 3.54% | 4/22/2026 |  | (119479) | (7466) |  | (7466) |
| CBK - M3, Inc. - Monthly | (57000) | 3.54% | 4/22/2026 |  | (559590) | (25479) |  | (25479) |
| CBK - MatsukiyoCocokara & Co. - Monthly | (27100) | 3.39% | 4/22/2026 |  | (404934) | (26399) |  | (26399) |
| JPM - Mercari, Inc. - Monthly | 3 | 3.39% | 4/8/2026 |  | 66 | (5) |  | (5) |
| CBK - Mercari, Inc. - Monthly | 39837 | 3.49% | 4/22/2026 |  | 849327 | (88627) |  | (88627) |
| CBK - Mitsui OSK Lines Ltd. - Monthly | (18100) | 3.49% | 4/22/2026 |  | (843656) | (28545) |  | (28545) |
| CBK - Nintendo Co. Ltd. - Monthly | (8500) | 3.54% | 4/22/2026 |  | (555467) | 17056 | 17056 |  |
| JPM - Nippon Steel Corp. - Monthly | 307 | 0.48% | 4/8/2026 | JPY | 182575 | 1651 | 1651 |  |
| BRC - Nippon Steel Corp. - Monthly | 373 | 0.73% | 4/22/2026 |  | 218452 | (236) |  | (236) |
| JPM - Nissan Motor Co. Ltd. - Monthly | (68000) | 3.49% | 4/8/2026 |  | (220580) | 12528 | 12528 |  |
| CBK - Ono Pharmaceutical Co. Ltd. - Monthly | (15500) | 3.54% | 4/22/2026 |  | (226457) | (22318) |  | (22318) |
| CBK - Panasonic Holdings Corp. - Monthly | (59500) | 3.49% | 4/22/2026 |  | (934825) | (63071) |  | (63071) |
| CBK - Renesas Electronics Corp. - Monthly | (63400) | 3.49% | 4/22/2026 |  | (906803) | 359 | 359 |  |
| JPM - Sapporo Holdings Ltd. - Monthly | (20500) | 3.39% | 4/8/2026 |  | (217169) | (3894) |  | (3894) |
| JPM - Sharp Corp. - Monthly | 36000 | 3.01% | 4/8/2026 |  | 138202 | 4557 | 4557 |  |
| CBK - Sharp Corp. - Monthly | 7000 | 3.39% | 4/22/2026 |  | 24796 | (1191) |  | (1191) |
| CBK - Shiseido Co. Ltd. - Monthly | (27200) | 3.54% | 4/22/2026 |  | (501006) | (54697) |  | (54697) |
| CBK - TIS, Inc. - Monthly | (12900) | 3.54% | 4/22/2026 |  | (273251) | (2570) |  | (2570) |
| CBK - TOPPAN Holdings, Inc. - Monthly | (18100) | 3.54% | 4/22/2026 |  | (513806) | 36424 | 36424 |  |
| CBK - Yakult Honsha Co. Ltd. - Monthly | (29400) | 3.39% | 4/22/2026 |  | (476139) | (15820) |  | (15820) |
| CBK - Zensho Holdings Co. Ltd. - Monthly | (3200) | 3.54% | 4/22/2026 |  | (219194) | (2241) |  | (2241) |
| **Mexico** |  |  |  |  |  |  |  |  |
| JPM - Sigma Foods SAB de CV - Monthly | 38126 | 3.14% | 4/8/2026 |  | 37855 | (286) |  | (286) |
| CBK - Sigma Foods SAB de CV - Monthly | 70895 | 2.80% | 4/22/2026 |  | 67289 | (3633) |  | (3633) |
| **Netherlands** |  |  |  |  |  |  |  |  |
| CBK - CSG NV - Monthly | (17586) | 1.67% | 4/22/2026 | EUR | (571041) | 96614 | 96614 |  |
| CBK - IMCD NV - Monthly | (5114) | 3.38% | 4/22/2026 |  | (438437) | (96722) |  | (96722) |
| CBK - InPost SA - Monthly | (23207) | 3.38% | 4/22/2026 |  | (401953) | (8903) |  | (8903) |
| **Poland** |  |  |  |  |  |  |  |  |
| CBK - ORLEN SA - Monthly | (9104) | 3.14% | 4/22/2026 |  | (315477) | (14400) |  | (14400) |
| **Republic of Korea** |  |  |  |  |  |  |  |  |
| CBK - LG Energy Solution Ltd. - Monthly | (1018) | 0.57% | 4/22/2026 |  | (238874) | (39621) |  | (39621) |
| JPM - POSCO Future M Co. Ltd. - Monthly | 1782 | 5.11% | 4/8/2026 |  | 241294 | (4875) |  | (4875) |
| CBK - POSCO Future M Co. Ltd. - Monthly | 1315 | 0.95% | 4/22/2026 |  | 161563 | (20093) |  | (20093) |
| **Singapore** |  |  |  |  |  |  |  |  |
| JPM - SATS Ltd. - Monthly | (26200) | 3.34% | 4/8/2026 |  | (71758) | (444) |  | (444) |
| JPM - Seatrium Ltd. - Monthly | 117200 | 2.89% | 4/8/2026 |  | 208510 | (8736) |  | (8736) |
| CBK - Seatrium Ltd. - Monthly | 121700 | 2.64% | 4/22/2026 |  | 219006 | (6582) |  | (6582) |

---

*LVIP BlackRock Global Allocation Fund–58*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Contracts For Difference (CFD) Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference Entity/**<br> **Payment Frequency**<br>| **Number of**<br> **Contracts**<br>| **Financing**<br> **Rate**<sup>7</sup><br>| **Termination**<br> **Date**<sup>8</sup><br>| **Notional**<br> **Amount**<sup>2</sup> | **Value** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** |
| **Singapore (continued)** |  |  |  |  |  |  |  |
| JPM - Sembcorp Industries Ltd. - Monthly | 29300 | 3.34% | 4/8/2026 | 130319 | $(21841) | $— | $(21841) |
| CBK - Sembcorp Industries Ltd. - Monthly | 38400 | 3.34% | 4/22/2026 | 188762 | (10656) |  | (10656) |
| **South Africa** |  |  |  |  |  |  |  |
| JPM - Sasol Ltd. - Monthly | (76246) | 3.24% | 4/8/2026 | (729308) | (276390) |  | (276390) |
| **Spain** |  |  |  |  |  |  |  |
| CBK - Cellnex Telecom SA - Monthly | (7488) | 3.64% | 4/22/2026 | (220090) | (20684) |  | (20684) |
| CBK - Grifols SA - Monthly | (35474) | 3.38% | 4/22/2026 | (362150) | (8980) |  | (8980) |
| **Switzerland** |  |  |  |  |  |  |  |
| CBK - Adecco Group AG - Monthly | (17500) | 3.38% | 4/22/2026 | (593367) | (15734) |  | (15734) |
| JPM - Barry Callebaut AG - Monthly | (471) | 3.38% | 4/8/2026 | (908507) | 27516 | 27516 |  |
| CBK - SIG Group AG - Monthly | (39484) | 3.38% | 4/22/2026 | (559332) | (32547) |  | (32547) |
| CBK - Temenos AG - Monthly | (2928) | 3.38% | 4/22/2026 | (298949) | 10972 | 10972 |  |
| **Taiwan** |  |  |  |  |  |  |  |
| JPM - Chailease Holding Co. Ltd. - Monthly | 10000 | 2.79% | 4/8/2026 | 31392 | (3262) |  | (3262) |
| CBK - Chailease Holding Co. Ltd. - Monthly | 74644 | 3.29% | 4/22/2026 | 242305 | (16368) |  | (16368) |
| CBK - E Ink Holdings, Inc. - Monthly | (14000) | 2.14% | 4/22/2026 | (62407) | 1339 | 1339 |  |
| JPM - Unimicron Technology Corp. - Monthly | (1000) | 2.64% | 4/8/2026 | (15855) | 1223 | 1223 |  |
| **United Kingdom** |  |  |  |  |  |  |  |
| CBK - Airtel Africa PLC - Monthly | (81044) | 3.39% | 4/22/2026 | (386945) | 13223 | 13223 |  |
| CBK - Barratt Redrow PLC - Monthly | (144874) | 3.39% | 4/22/2026 | (517963) | 14079 | 14079 |  |
| CBK - Entain PLC - Monthly | (55164) | 3.39% | 4/22/2026 | (434769) | 20354 | 20354 |  |
| JPM - International Paper Co. - Monthly | (11551) | 3.14% | 4/8/2026 | (430895) | 17785 | 17785 |  |
| JPM - JD Sports Fashion PLC - Monthly | 42517 | 3.39% | 4/8/2026 | 41881 | 1555 | 1555 |  |
| CBK - JD Sports Fashion PLC - Monthly | 421730 | 3.39% | 4/22/2026 | 391429 | (8565) |  | (8565) |
| CBK - Schroders PLC - Monthly | (81941) | 3.39% | 4/22/2026 | (627802) | (3107) |  | (3107) |
| CBK - UNITE Group PLC - Monthly | (15366) | 3.39% | 4/22/2026 | (264214) | 485 | 485 |  |
| CBK - Whitbread PLC - Monthly | (8865) | 3.39% | 4/22/2026 | (276294) | 3737 | 3737 |  |
| CBK - Wise PLC - Monthly | (17903) | 3.39% | 4/22/2026 | (211603) | (3989) |  | (3989) |
| **United States** |  |  |  |  |  |  |  |
| CBK - Alimentation Couche-Tard, Inc. - Monthly | (9208) | 3.44% | 4/22/2026 | (530007) | 8081 | 8081 |  |
| CBK - ARES Management Corp. - Monthly | (10113) | 3.49% | 4/22/2026 | (1082370) | (20958) |  | (20958) |
| JPM - Brandywine Realty Trust - Monthly | (574) | 3.49% | 4/8/2026 | (1762) | 207 | 207 |  |
| CBK - Bunge Global SA - Monthly | (7244) | 3.49% | 4/22/2026 | (990724) | (46217) |  | (46217) |
| CBK - BXP, Inc. - Monthly | (7738) | 3.49% | 4/22/2026 | (517936) | 8821 | 8821 |  |
| CBK - Campbell's Co. - Monthly | (70247) | 2.81% | 4/22/2026 | (1475994) | (88407) |  | (88407) |
| CBK - Carnival Corp. - Monthly | (26986) | 3.49% | 4/22/2026 | (684170) | (14228) |  | (14228) |
| CBK - Charles River Laboratories International, Inc. - Monthly | (3041) | 3.49% | 4/22/2026 | (493592) | (44094) |  | (44094) |
| CBK - Cloudflare, Inc. - Monthly | (2087) | 3.49% | 4/22/2026 | (460190) | 29558 | 29558 |  |
| JPM - Community Financial System, Inc. - Monthly | (1576) | 3.49% | 4/8/2026 | (91881) | (552) |  | (552) |
| CBK - Constellation Brands, Inc. - Monthly | (6044) | 3.49% | 4/22/2026 | (921271) | 14671 | 14671 |  |
| JPM - CoreWeave, Inc. - Monthly | (2572) | 3.49% | 4/8/2026 | (205203) | 5950 | 5950 |  |
| CBK - Corning, Inc. - Monthly | (581) | 3.49% | 4/22/2026 | (74296) | (4703) |  | (4703) |
| CBK - Corpay, Inc. - Monthly | (4369) | 3.49% | 4/22/2026 | (1281467) | 10132 | 10132 |  |
| CBK - CoStar Group, Inc. - Monthly | (22878) | 3.49% | 4/22/2026 | (976117) | 53219 | 53219 |  |
| CBK - Croda International PLC - Monthly | (7916) | 3.39% | 4/22/2026 | (285773) | (11494) |  | (11494) |
| CBK - Crown Castle, Inc. - Monthly | (8024) | 3.49% | 4/22/2026 | (652592) | 160 | 160 |  |
| JPM - CVB Financial Corp. - Monthly | (4077) | 3.49% | 4/8/2026 | (78441) | (612) |  | (612) |
| CBK - Danaher Corp. - Monthly | (4872) | 3.49% | 4/22/2026 | (1100290) | 1949 | 1949 |  |
| CBK - Dexcom, Inc. - Monthly | 5645 | 3.49% | 4/22/2026 | 371719 | 17213 | 17213 |  |
| BRC - Dexcom, Inc. - Monthly | 14600 | 3.64% | 4/22/2026 | 962724 | 45844 | 45844 |  |
| CBK - Equifax, Inc. - Monthly | (1808) | 3.49% | 4/22/2026 | (335586) | (759) |  | (759) |
| BRC - Expedia Group, Inc. - Monthly | 2992 | 3.64% | 4/22/2026 | 708057 | 17234 | 17234 |  |
| CBK - F5, Inc. - Monthly | (3910) | 3.49% | 4/22/2026 | (1131367) | 87 | 87 |  |
| CBK - Gartner, Inc. - Monthly | (3282) | 3.49% | 4/22/2026 | (533620) | 13949 | 13949 |  |
| CBK - Generac Holdings, Inc. - Monthly | (3909) | 3.49% | 4/22/2026 | (836063) | 25487 | 25487 |  |
| CBK - General Mills, Inc. - Monthly | (10672) | 3.49% | 4/22/2026 | (392306) | (4906) |  | (4906) |
| JPM - H & M Hennes & Mauritz AB - Monthly | 26998 | 3.04% | 4/8/2026 | 512132 | 7030 | 7030 |  |
| CBK - H & M Hennes & Mauritz AB - Monthly | 10734 | 2.89% | 4/22/2026 | 197721 | (3099) |  | (3099) |
| CBK - HCA Healthcare, Inc. - Monthly | (2332) | 3.49% | 4/22/2026 | (1236450) | 49765 | 49765 |  |
| CBK - Hewlett Packard Enterprise Co. - Monthly | (4363) | 3.49% | 4/22/2026 | (98238) | (5645) |  | (5645) |
| CBK - Humana, Inc. - Monthly | (2323) | 3.49% | 4/22/2026 | (395235) | (7550) |  | (7550) |
| CBK - International Flavors & Fragrances, Inc. - Monthly | (9381) | 3.49% | 4/22/2026 | (641866) | (38725) |  | (38725) |
| CBK - iShares iBoxx $ High Yield Corporate Bond ETF - Monthly | (21859) | 0.37% | 4/22/2026 | (1736479) | (2623) |  | (2623) |

---

*LVIP BlackRock Global Allocation Fund–59*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**Swap Contracts**

**Contracts For Difference (CFD) Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference Entity/**<br> **Payment Frequency**<br>| **Number of**<br> **Contracts**<br>| **Financing**<br> **Rate**<sup>7</sup><br>| **Termination**<br> **Date**<sup>8</sup><br>| **Notional**<br> **Amount**<sup>2</sup> | **Value** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** | **Short Equities (continued)** |
| **United States (continued)** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; JPM - iShares iBoxx $ Investment Grade Corporate Bond ETF - <br> Monthly<br>| (24355) | 0.38% | 4/8/2026 | (2699021) | $44570 | $44570 | $— |
| CBK - Jack Henry & Associates, Inc. - Monthly | (1413) | 3.49% | 4/22/2026 | (230743) | 7432 | 7432 |  |
| CBK - Johnson Controls International PLC - Monthly | (19696) | 3.49% | 4/22/2026 | (2632655) | 53464 | 53464 |  |
| CBK - Kimberly-Clark Corp. - Monthly | (4244) | 3.49% | 4/22/2026 | (804749) | 12647 | 12647 |  |
| CBK - Leidos Holdings, Inc. - Monthly | (3539) | 3.49% | 4/22/2026 | (575229) | 24844 | 24844 |  |
| CBK - Lennar Corp. - Monthly | (2952) | 3.49% | 4/22/2026 | (272803) | 16451 | 16451 |  |
| CBK - Lululemon Athletica, Inc. - Monthly | (11527) | 3.49% | 4/22/2026 | (1886107) | 121323 | 121323 |  |
| CBK - Molina Healthcare, Inc. - Monthly | (432) | 3.49% | 4/22/2026 | (747201) | 838 | 838 |  |
| JPM - Nebius Group NV - Monthly | 1119 | 2.88% | 4/8/2026 | 128210 | 12103 | 12103 |  |
| CBK - Nebius Group NV - Monthly | 1553 | 2.70% | 4/22/2026 | 177275 | 16136 | 16136 |  |
| CBK - NIKE, Inc. - Monthly | (28555) | 3.49% | 4/22/2026 | (1506577) | (1698) |  | (1698) |
| CBK - Norwegian Cruise Line Holdings Ltd. - Monthly | (14218) | 3.49% | 4/22/2026 | (285816) | 19940 | 19940 |  |
| JPM - Pagaya Technologies Ltd. - Monthly | 9045 | 3.49% | 4/8/2026 | 104741 | (633) |  | (633) |
| BRC - Pagaya Technologies Ltd. - Monthly | 17964 | 3.64% | 4/22/2026 | 210179 | 898 | 898 |  |
| CBK - PayPal Holdings, Inc. - Monthly | (45027) | 3.61% | 4/22/2026 | (2422433) | 11707 | 11707 |  |
| CBK - PulteGroup, Inc. - Monthly | (1075) | 3.49% | 4/22/2026 | (193265) | 1107 | 1107 |  |
| CBK - Quanta Services, Inc. - Monthly | (1238) | 3.49% | 4/22/2026 | (844933) | 22816 | 22816 |  |
| CBK - Sea Ltd. - Monthly | (4520) | 3.49% | 4/22/2026 | (371343) | (13650) |  | (13650) |
| CBK - Seagate Technology Holdings PLC - Monthly | (702) | 3.49% | 4/22/2026 | (309479) | 8607 | 8607 |  |
| CBK - Simon Property Group, Inc. - Monthly | (4460) | 3.49% | 4/22/2026 | (901279) | (22478) |  | (22478) |
| CBK - Smurfit WestRock PLC - Monthly | (28840) | 3.49% | 4/22/2026 | (1133639) | (33166) |  | (33166) |
| CBK - Teledyne Technologies, Inc. - Monthly | (620) | 3.49% | 4/22/2026 | (424184) | 11650 | 11650 |  |
| CBK - Teradyne, Inc. - Monthly | (1173) | 3.49% | 4/22/2026 | (358162) | 10415 | 10415 |  |
| CBK - TKO Group Holdings, Inc. - Monthly | (1644) | 3.49% | 4/22/2026 | (319396) | (12116) |  | (12116) |
| CBK - Trade Desk, Inc. - Monthly | (70063) | 3.49% | 4/22/2026 | (1678009) | 88279 | 88279 |  |
| CBK - UDR, Inc. - Monthly | (34853) | 3.49% | 4/22/2026 | (1193202) | 15867 | 15867 |  |
| CBK - W.R. Berkley Corp. - Monthly | (7864) | 3.49% | 4/22/2026 | (531938) | (5741) |  | (5741) |
| CBK - Willis Towers Watson PLC - Monthly | (4181) | 3.49% | 4/22/2026 | (1226831) | 11414 | 11414 |  |
| CBK - Workday, Inc. - Monthly | (3667) | 3.49% | 4/22/2026 | (501677) | 25260 | 25260 |  |
| Total Short Equities | Total Short Equities | Total Short Equities | Total Short Equities | Total Short Equities | Total Short Equities | $1598402 | $(2258129) |
| **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | $1733390 | $(2852058) |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The use of foreign currency exchange contracts, futures contracts and swap contracts involves elements of market risk and risks in excess of the <br> amounts recognized in the consolidated financial statements. The foreign currency exchange contracts and notional amounts presented above <br> represent the Fund's total exposure in such contracts, whereas only the net unrealized appreciation (depreciation) is reflected in the Fund's <br> net assets.<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>1</sup> Includes cumulative appreciation (depreciation) of futures and centrally cleared swap contracts from the date the contracts were opened <br> through March 31, 2026. |
| &nbsp;&nbsp;&nbsp;&nbsp; <sup>2</sup> Notional amount shown is stated in U.S. dollars unless noted that the swap is denominated in another currency. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>3</sup> Markit's North American High Yield CDX Index, or the CDX.NA.HY Index, is composed of 100 of the most liquid North American entities with <br> high yield credit ratings that trade in the CDS market. Constituents for the index can be found at www.markit.com/Documentation. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>4</sup> Markit's North America Investment Grade Index, or CDX.NA.IG Index, is composed of 125 of the most liquid North American entities with <br> investment grade credit ratings that trade in the CDS market. Constituents for the index can be found at www.markit.com/Documentation. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>5</sup> The Markit iTraxx Europe index, or ITRAXX Europe comprises 125 equally-weighted European names. Constituents for the index can be <br> found at www.markit.com/Documentation. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>6</sup> The Markit iTraxx Crossover Index, or ITRAXX.XO Index comprises the 75 most liquid sub-investment grade entities. Constituents for the <br> index can be found at www.markit.com/Documentation. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>7</sup> Financing Rates are based on multiple financing rate benchmarks. The Fund pays or receives a variable rate of interest, based on a specified <br> benchmark, plus or minus a spread in a range of 15-150 basis points. The benchmark and spread are determined based upon the country <br> and/or currency of the individual underlying positions. The specified benchmarks used in determining the variable rate of interest are the <br> 1-Day USD Overnight Bank Funding Rate. |

---

*LVIP BlackRock Global Allocation Fund–60*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

&nbsp;&nbsp;&nbsp;&nbsp; <sup>8</sup> Date reflected is the next payment date. Contracts have an open-ended maturity date.<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Summary of Abbreviations:** |
| ADR–American Depositary Receipt |
| ARS–Argentine Peso |
| AUD–Australian Dollar |
| BAMLL–Bank of America Merrill Lynch Large Loan |
| BIBOR–Budapest Interbank Offered Rate |
| BNP–BNP Paribas |
| BOA–Bank of America |
| BOBL–Bundesobligationen |
| BRC–Barclays Bank |
| BRL–Brazilian Real |
| BRL-CDI 1 Day–Brazilian Overnight Interbank Deposit Rate |
| BTP–Buoni del Tesoro Poliennali |
| BUXL–Bundesanleihe |
| CA–Credit Agricole |
| CAD–Canadian Dollar |
| CBK–Citibank NA |
| CBOT–Chicago Board of Trade |
| CDI–Chess Depository Interest |
| CDX.NA.HY–Credit Default Swap Index North America High Yield |
| CDX.NA.IG–Credit Default Swap Index North American Investment Grade |
| CHF–Swiss Franc |
| CIBC–Canadian Imperial Bank of Commerce |
| CITI–Citigroup Global Markets |
| CLO–Collateralized Loan Obligation |
| CLP–Chilean Peso |
| CME–Chicago Mercantile Exchange |
| CNH–Chinese Yuan Renminbi |
| CNY–Chinese Yuan |
| COP–Colombia Peso |
| COP-IBR 1 Day–Colombia Overnight Interbank Rate |
| CVR–Contingent Value Rights |
| CZK–Czech Koruna |
| DB–Deutsche Bank |
| DKK–Danish Krone |
| DOP–Dominican Republic Peso |
| EGP–Egyptian Pound |
| ETF–Exchange-Traded Fund |
| EU-CPI-U–Eurpoean Union Consumer Price Index for All Urban Consumers |
| EUR–Euro |
| EURIBOR–Euro Interbank Offer Rate |
| FTSE–Financial Times Stock Exchange |
| GBP–British Pound Sterling |
| GDR–Global Depository Receipt |
| GS–Goldman Sachs |
| GSI–Goldman Sachs International |
| HKD–Hong Kong Dollar |
| HSBC–Hong Kong and Shanghai Banking Corporation |
| HUF–Hungarian Forint |
| IBR–Interbank Rate |
| IDR–Indonesia Rupiah |
| IFSC–International Financial Service Centre |
| INR–Indian Rupee |
| IRS–Interest Rate Swap |
| ITRAXX Europe–Markit iTraxx Europe Index |
| JPM–JPMorgan Chase Bank NA |
| JPY–Japanese Yen |
| KFE–Kore Futures Exchange |
| KOSPI–Korea Composite Stock Price Index |
| KRW–South Korean Won |
| LNG–Liquefied Natural Gas |
| MSC–Morgan Stanley & Co. |
| MSCI–Morgan Stanley Capital International |

---

*LVIP BlackRock Global Allocation Fund–61*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| |
|:---|
| **Summary of Abbreviations: (continued)** |
| MTIIE01M–28-day Interbank Equilibrium Interest Rate |
| GSVLTYI2–Goldman Sachs TY Weekly Volatility Carry Index |
| JIBAR03M–Johannesburg Interbank Average Rate ZAR 3 Month |
| EURIBOR06M–Euro InterBank Offered Rate EUR 6 Month |
| MXN–Mexican Peso |
| MYR–Malaysian Ringgit |
| NGN–Nigerian Naira |
| NOK–Norwegian Krone |
| NVDR–Non-Voting Depository Receipt |
| NWMP–Natwest Markets PLC |
| NZD–New Zealand Dollar |
| O.A.T.–Obligations Assimilables du Trésor (French Treasury Bond) |
| OSE–Osaka Securities Exchange |
| PEN–Peruvian Nuevo Sol |
| PHP–Philippine Peso |
| PIK–Payment-in-kind |
| PJSC–Public Joint Stock Company |
| PLN–Polish Zloty |
| PRIBOR06M–Prague Interbank Offered Rate 6 Month |
| Prime Rate–Interest rate charged by banks to their most credit worthy customers |
| RBC–Royal Bank of Canada |
| REMIC–Real Estate Mortgage Investment Conduits |
| S&P–Standard & Poor's |
| SCB–Standard Chartered Bank |
| SEK–Swedish Krona |
| SFE–Sydney Futures Exchange |
| SGD–Singapore Dollar |
| SGN–Societe Generale |
| SGX–Singapore Stock Exchange |
| SOFR–Secured Overnight Financing Rate |
| SONIA–Sterling Overnight Index Average |
| SONIA12M–Sterling Overnight Index Average Offered Rate GBP 12 Month |
| SOFR12M–Secured Overnight Financing Rate 12 Months |
| SPDR–Standard & Poor's Depositary Receipt |
| STACR–Structured Agency Credit Risk |
| STR–Short-Term Rate |
| TBA–To be announced |
| THB–Thailand Baht |
| THOR–Thai Overnight Repurchase Rate |
| TONAR12M–Tokyo Overnight Average Rate 12 Month |
| TRY–Turkish New Lira |
| TSE–Tokyo Stock Exchange |
| TWD–Taiwan New Dollar |
| USD–United States Dollar |
| UYU–Uruguay Peso |
| WIBOR03M–Warsaw Interbank Offered Rate 3 Month. |
| WIBOR06M–Warsaw Interbank Offered Rate 6 Month |
| ZAR–South African Rand |

---

*LVIP BlackRock Global Allocation Fund–62*

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** LVIP BlackRock Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000065355

- **c. LEI of Series:** 5493001AWC45RK50G262

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3085558677.45

**Total Liabilities:** $1069505757.45

**Net Assets:** $2016052920.00

**Amount of Assets Invested in Other Investment Companies:** $27125176.12

**Delayed Delivery Securities:** $2267573.84

**Cash Not Reported:** $40487501.96

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -315.54000000 | **1-Year:** -4222.49000000 | **5-Year:** -15659.45000000 | **10-Year:** -8732.30000000 | **30-Year:** -3193.55000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -878.30000000 | **1-Year:** -19420.17000000 | **5-Year:** -47052.43000000 | **10-Year:** -11940.84000000 | **30-Year:** -7797.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211424 | 2.65%                | 1.19%                | -6.35%               |
| Class ID C000211425 | 2.63%                | 1.16%                | -6.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15904145.98             | $26236597.23                               |
| Month 2  | $37958912.02             | $-28405138.45                              |
| Month 3  | $1078040.98              | $-112799646.71                             |

**Designated Index Information**

- **Index Name:** 36% S&P 500, 24% FTSE World (Ex US) Idx, 24% BBgBarc US Treasury Bills Idx, 16% FTSE Non-US Dollar World Government Bond Idx

- **Index Identifier:** 36% SPX, 24% FTWIWXUS, 24% LUATTRUU, 16% SBNUU

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES ANDES SA                                              | AES Andes SA                                                                                                         | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $209939.08    | 0.01%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                              | AES Corp                                                                                                             | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       27654 | NS      | $389644.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                                                         | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93297.94     | 0.00%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                          | AMC Networks Inc                                                                                                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       10929 | NS      | $74207.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                          | AMC Networks Inc                                                                                                     | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      595000 | PA      | $501277.03    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                          | AMC Networks Inc                                                                                                     | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      417000 | PA      | $369566.25    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                          | AMC Networks Inc                                                                                                     | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98692.41     | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                           | AREIT 2025-CRE10 Ltd                                                                                                 | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $789480.97    | 0.04%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                        | APLD ComputeCo LLC                                                                                                   | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103032.20    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                             | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       52000 | PA      | $67894.34     | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       21356 | NS      | $2192620.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       20979 | NS      | $4562722.71   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                                                             | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86350.26     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                                                             | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13630.54     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                                                             | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102382.44    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                                  | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $49079.66     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                                  | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96362.31     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                    | Adient Global Holdings Ltd                                                                                           | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $101329.20    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        1947 | NS      | $473276.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts Inc                                                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101304.68    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       10394 | NS      | $2114451.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                             | Advanced Drainage Systems Inc                                                                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        2258 | NS      | $309639.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2025-X2                                                                            | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      599243 | PA      | $599685.77    | 0.03%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2025-X2                                                                            | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      128000 | PA      | $127905.40    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       11155 | NS      | $1271446.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                                                               | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        4257 | NS      | $864099.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO Ltd.                                              | AGL Core CLO 31 Ltd                                                                                                  | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750145.50    | 0.04%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                    | Air Canada 2020-1 Class C Pass Through Trust                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      664000 | PA      | $671321.66    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                                                           | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       14426 | NS      | $1821715.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies Inc                                                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        3577 | NS      | $410818.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                  | Ajax Mortgage Loan Trust 2021-E                                                                                      | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075528 | PA      | $955232.84    | 0.05%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                  | Ajax Mortgage Loan Trust 2021-E                                                                                      | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      208229 | PA      | $165523.17    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                  | Ajax Mortgage Loan Trust 2021-E                                                                                      | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137618 | PA      | $97036.97     | 0.00%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                            | Albemarle Corp                                                                                                       | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        3210 | NS      | $576291.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131628.00    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                   | British Land Co PLC/The                                                                                              | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |       36761 | NS      | $173892.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                   | Alexander Funding Trust II                                                                                           | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $152676.42    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                    | Algoma Steel Group Inc                                                                                               | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       67032 | NS      | $276842.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                                                                                            | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        7680 | NS      | $963532.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                            | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      490000 | PA      | $679630.00    | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                   | ATI Inc                                                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      180000 | PA      | $186654.42    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Diploma PLC                                               | Diploma PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |        7947 | NS      | $634504.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                       | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $70700.23     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                       | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $198090.24    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                          | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $289883.04    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                               | Allied Universal Holdco LLC 2025 USD Term Loan B                                                                     | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      492384 | PA      | $492113.49    | 0.02%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14543000 | PA      | $13330754.13  | 0.66%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      153188 | NS      | $43943509.68  | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Altar Bidco Inc                                           | Altar Bidco Inc 2021 2nd Lien Term Loan                                                                              | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1680278 | PA      | $1575260.63   | 0.08%             | 2030-02-01      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       24481 | NS      | $1615501.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      130116 | NS      | $27099259.32  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Government Services Holdings LLC                  | Amentum Government Services Holdings LLC 2024 Term Loan B                                                            | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      543780 | PA      | $543328.66    | 0.03%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                                                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1720 | NS      | $189062.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                    | American Airlines 2025-1 Class B Pass Through Trust                                                                  | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      221000 | PA      | $221966.48    | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                   | American Axle & Manufacturing Inc                                                                                    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98974.30     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                   | American National Group Inc                                                                                          | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94832.20     | 0.00%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                                                      | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      293055 | NS      | $8591933.59   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       99182 | NS      | $5758388.13   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                    | AmeriGas Partners LP / AmeriGas Finance Corp                                                                         | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102663.10    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                          | AmWINS Group Inc                                                                                                     | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       86000 | PA      | $86498.03     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                                                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       22446 | NS      | $2836052.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         587 | NS      | $186748.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                       | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      208000 | PA      | $201076.75    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                        | Angolan Government International Bond                                                                                | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      212000 | PA      | $205972.39    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                     | Antero Resources Corp                                                                                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       27770 | NS      | $1178558.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                  | APA Corp                                                                                                             | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       80403 | NS      | $3412303.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      141082 | NS      | $35805200.78  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        1865 | NS      | $637438.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                                                        | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        2441 | NS      | $971518.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                  | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      220000 | PA      | $189742.23    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust               | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                                                 | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224482 | PA      | $185100.67    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                          | Arches Buyer Inc                                                                                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       77000 | PA      | $74134.72     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                | Arcosa Inc                                                                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112710.73    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                                                      | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     1603389 | PA      | $1347407.95   | 0.07%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                    | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                          | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $190214.92    | 0.01%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                        | Ardonagh Finco Ltd                                                                                                   | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $202343.40    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                                                      | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $104855.90    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       87840 | PA      | $73434.24     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                          | Aretec Group Inc                                                                                                     | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      103000 | PA      | $109402.96    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       12924 | NS      | $1586808.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                    | Arsenal AIC Parent LLC                                                                                               | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      114000 | PA      | $123177.23    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                   | Asbury Automotive Group Inc                                                                                          | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      126000 | PA      | $121419.12    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                       | Ascendis Pharma A/S                                                                                                  | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |        1337 | NS      | $305812.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                               | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99907.41     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                  | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                       | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      248000 | PA      | $239254.43    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                                                  | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       14031 | NS      | $568926.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                  | Aston Martin Capital Holdings Ltd                                                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      331000 | PA      | $249077.50    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                              | Atrium Hotel Portfolio Trust 2025-ATRM                                                                               | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $200303.72    | 0.01%             | 2042-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        3621 | NS      | $866867.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        3975 | NS      | $807640.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         621 | NS      | $2097601.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Inc                                                 | Avaya Inc 2023 Exit Term Loan                                                                                        | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |        3874 | PA      | $3435.38      | 0.00%             | 2028-08-01      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| AVAYA HLDGS CORP                                          | AVAYA HLDGS CORP                                                                                                     | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         121 | NS      | $1796.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                           | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17785.93     | 0.00%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                   | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                 | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99451.21     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                            | Azorra Finance Ltd                                                                                                   | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $102997.10    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                            | BAHA Trust 2024-MAR                                                                                                  | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $627479.00    | 0.03%             | 2041-12-10      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust 2025-ASHF                                                                                                | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      968000 | PA      | $972961.10    | 0.05%             | 2042-02-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                  | Azule Energy Finance Plc                                                                                             | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $503562.54    | 0.02%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                  | Azule Energy Finance Plc                                                                                             | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      368000 | PA      | $370129.42    | 0.02%             | 2033-01-22      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE Inc                                                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       53792 | NS      | $1357270.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS 2018-TALL Mortgage Trust                                                                                       | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188000 | PA      | $169668.70    | 0.01%             | 2037-03-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                 | BMP 2024-MF23                                                                                                        | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282000 | PA      | $280942.81    | 0.01%             | 2041-06-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-ROIC                                                                                                   | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      558281 | PA      | $556187.69    | 0.03%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                       | BWAY 2013-1515 Mortgage Trust                                                                                        | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487544 | PA      | $438892.76    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                        | BX Trust 2019-OC11                                                                                                   | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317000 | PA      | $298836.44    | 0.01%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                        | BX Trust 2019-OC11                                                                                                   | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1319000 | PA      | $1216659.58   | 0.06%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2020-VIV4                                                                               | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100708 | PA      | $93036.80     | 0.00%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-XL5                                                                                | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      433402 | PA      | $433537.50    | 0.02%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-CNYN                                                                                                   | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      543990 | PA      | $543989.93    | 0.03%             | 2041-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-KING                                                                               | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355322 | PA      | $355321.93    | 0.02%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-VLT4                                                                                                   | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      308000 | PA      | $304771.45    | 0.02%             | 2041-06-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-VLT4                                                                                                   | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      771000 | PA      | $770998.00    | 0.04%             | 2041-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-LIFE                                                                                                   | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $142894.93    | 0.01%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                 | Ball Corp                                                                                                            | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101437.50    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                             | Ballyrock CLO 14 Ltd                                                                                                 | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2500762.50   | 0.12%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                  | Banco Mercantil del Norte SA/Grand Cayman                                                                            | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $205500.00    | 0.01%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      161176 | NS      | $7857330.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       13883 | NS      | $962758.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARBADOS GOVT OF                                          | Barbados Government International Bond                                                                               | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      165000 | PA      | $167075.70    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                       | Barrick Mining Corp                                                                                                  | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       31326 | NS      | $1280197.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                                       | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       46531 | NS      | $646925.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                        | Bausch + Lomb Corp                                                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      217000 | PA      | $224052.50    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                  | BAY 2025-LIVN Mortgage Trust                                                                                         | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $190355.97    | 0.01%             | 2035-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                   | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                                                           | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $79799.88     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                            | Bayview Commercial Asset Trust 2006-3                                                                                | CUSIP: 07324NAC7<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |        6327 | PA      | $6115.00      | 0.00%             | 2036-10-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                            | Bayview Commercial Asset Trust 2005-3                                                                                | CUSIP: 07324SCJ9<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |        7603 | PA      | $8447.94      | 0.00%             | 2035-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| St James's Place PLC                                      | St James's Place PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |       40847 | NS      | $644509.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                      | Beignet Investor LLC                                                                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3598000 | PA      | $3699305.83   | 0.18%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                           | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $126416.50    | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      202597 | NS      | $1585687.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2021-B23 Mortgage Trust                                                                                    | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6086540 | PA      | $267969.04    | 0.01%             | 2054-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                                                                  | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $196211.04    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         835 | NS      | $400132.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                                                      | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        2715 | NS      | $174303.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      382919 | NS      | $474602.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD Commercial Mortgage Trust 2025-5MW                                                                              | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660000 | PA      | $675658.24    | 0.03%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                       | BHMS Commercial Mortgage Trust 2025-ATLS                                                                             | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $450000.05    | 0.02%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        1038 | NS      | $190296.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        3594 | NS      | $413274.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                                                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       47569 | NS      | $9467658.07   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                            | Bombardier Inc                                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $130989.63    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                              | SM Energy Co                                                                                                         | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      328000 | PA      | $327465.27    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         868 | NS      | $3654557.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                      | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       25091 | NS      | $4906292.81   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       99487 | NS      | $6242809.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                          | Boyd Gaming Corp                                                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66556.98     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                                     | Bracelet Holdings Inc                                                                                                | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1136795.40   | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                     | Breakwater Energy Holdings Sarl                                                                                      | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $262546.00    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       23066 | NS      | $1398952.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      331000 | PA      | $315526.31    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions Inc                                                                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       12686 | NS      | $2061221.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       73061 | NS      | $22613110.11  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99868.41     | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       77000 | PA      | $70696.16     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                       | Buckeye Partners LP                                                                                                  | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      118000 | PA      | $121777.30    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource Inc                                                                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        3218 | NS      | $264937.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      140000 | PA      | $138210.37    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores Inc                                                                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        1279 | NS      | $416161.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-GPA3                                                                               | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      983293 | PA      | $983292.16    | 0.05%             | 2039-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-MDHS                                                                               | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216662 | PA      | $216662.32    | 0.01%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $280343.58    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      306000 | PA      | $266410.79    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $85895.87     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                         | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101797.38    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                         | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40110.17     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD 2017-CD6 Mortgage Trust                                                                                           | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33602 | PA      | $32046.08     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                       | Churchill Downs Inc                                                                                                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       97000 | PA      | $95929.37     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        1733 | NS      | $225012.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                   | CGI Inc                                                                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       11399 | NS      | $833353.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      281000 | PA      | $259060.58    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                     | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       78000 | PA      | $73513.62     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                          | CIFC Funding 2014-III Ltd                                                                                            | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $946765.25    | 0.05%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                          | CIFC Funding 2021-V Ltd                                                                                              | CUSIP: 12565EAJ0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $699008.80    | 0.03%             | 2038-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                          | CPV Fairview LLC 2025 Term Loan                                                                                      | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |      519496 | PA      | $516680.09    | 0.03%             | 2031-08-14      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                          | CSC Holdings LLC                                                                                                     | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $346957.64    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                          | CSC Holdings LLC                                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $163428.80    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                          | CSC Holdings LLC                                                                                                     | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      363000 | PA      | $262501.64    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2016-C5 Commercial Mortgage Trust                                                                              | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |        8245 | PA      | $8071.52      | 0.00%             | 2048-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      127100 | NS      | $5217455.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2022-LION                                                                                                       | CUSIP: 12660TAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      802080 | PA      | $793266.50    | 0.04%             | 2027-02-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                            | CVR Energy Inc                                                                                                       | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       69000 | PA      | $69515.22     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103058.80    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       11562 | NS      | $3212732.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                 | Caesars Entertainment Inc 2024 Term Loan B1                                                                          | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     1008982 | PA      | $977451.79    | 0.05%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                 | Caesars Entertainment Inc                                                                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       10015 | NS      | $264696.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                                                            | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202470.00    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                  | California Resources Corp                                                                                            | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      396000 | PA      | $399232.11    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp                                                                                                          | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       66303 | NS      | $7201168.83   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                              | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5194000 | PA      | $3696025.16   | 0.18%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                                                   | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        5321 | NS      | $504292.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        8514 | NS      | $876309.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                                                                       | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       20170 | NS      | $983923.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         745 | NS      | $157425.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                                                                  | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        6421 | NS      | $361566.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                | Carvana Co                                                                                                           | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         978 | NS      | $307463.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        4856 | NS      | $3440281.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                             | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       78000 | PA      | $82452.49     | 0.00%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                             | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102596.29    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                         | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      434000 | PA      | $426324.58    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                                                                   | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |      186893 | NS      | $4958271.29   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                   | Century Communities Inc                                                                                              | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        6492 | NS      | $372510.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFSP Mortgage Trust                                       | CFSP 2024-AHP1 Mortgage Trust                                                                                        | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      619127 | PA      | $599775.47    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                  | Charles River Laboratories International Inc                                                                         | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      123000 | PA      | $116558.44    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                                                           | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        3503 | NS      | $756227.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                               | Chemours Co/The                                                                                                      | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23762.99     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                               | Chemours Co/The                                                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       98000 | PA      | $91900.01     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        7171 | NS      | $2034842.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      252000 | PA      | $220374.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                       | Churchill Downs Inc                                                                                                  | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44942.63     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                                                                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        2284 | NS      | $886717.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                          | CIFC Funding 2019-IV Ltd                                                                                             | CUSIP: 17182XAW1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001138.00   | 0.10%             | 2038-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                          | CIFC Funding 2019-IV Ltd                                                                                             | CUSIP: 17182XBC4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $700084.00    | 0.03%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                          | Cinemark USA Inc                                                                                                     | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      126000 | PA      | $129463.36    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                        | Cipher Compute LLC                                                                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $63197.77     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       91731 | NS      | $7117408.29   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                        | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     1080000 | PA      | $1026004.32   | 0.05%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       91811 | NS      | $10412285.51  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital XIII                                    | Citigroup Capital XIII                                                                                               | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       51122 | NS      | $1500430.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54401.01     | 0.00%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54381.13     | 0.00%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       52051 | NS      | $3121498.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                              | SM Energy Co                                                                                                         | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      263000 | PA      | $277487.62    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      152000 | PA      | $153216.00    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                         | Clean Harbors Inc                                                                                                    | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        1201 | NS      | $344362.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       24000 | PA      | $25144.69     | 0.00%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106430.75    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99745.75     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      188000 | PA      | $181358.64    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                             | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      342000 | PA      | $324364.74    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                                                                  | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      248000 | PA      | $231402.33    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                       | Clydesdale Acquisition Holdings Inc Term Loan B                                                                      | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      648177 | PA      | $616869.93    | 0.03%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                    | Cogent Communications Group LLC / Cogent Finance Inc                                                                 | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       69000 | PA      | $67957.62     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global Inc                                                                                                  | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        2101 | NS      | $366855.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                                                      | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      186000 | PA      | $186212.23    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      234000 | PA      | $246313.08    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                    | Columbus McKinnon Corp/NY                                                                                            | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11994.48     | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                                   | Comfort Systems USA Inc                                                                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         198 | NS      | $273040.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                                     | Vistance Networks Inc                                                                                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       23523 | NS      | $428118.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                        | Compass Datacenters Issuer II LLC                                                                                    | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      976000 | PA      | $960568.17    | 0.05%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                    | Comstock Resources Inc                                                                                               | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98815.08     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                                                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       26777 | NS      | $420934.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Music Royalties, LLC                              | Concord Music Royalties LLC                                                                                          | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315000 | PA      | $316220.94    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CART                                                      | CONE Trust 2024-DFW1                                                                                                 | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $358786.73    | 0.02%             | 2041-08-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                  | Connect Finco SARL / Connect US Finco LLC                                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      227000 | PA      | $238472.58    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                           | ConnectWise LLC 2021 Term Loan B                                                                                     | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      424246 | PA      | $390658.60    | 0.02%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                                                    | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         504 | NS      | $884740.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                                                                  | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78044.41     | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos Inc/The                                                                                                   | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        6915 | NS      | $494422.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                             | CoreWeave Inc                                                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       67000 | PA      | $65101.18     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                             | CoreWeave Inc                                                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      109000 | PA      | $103715.56    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                             | CoreWeave Inc                                                                                                        | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130143.00    | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                       | Core Scientific Inc                                                                                                  | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      104000 | PA      | $113620.00    | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                   | Vale SA                                                                                                              | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       16654 | NS      | $265153.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       13758 | NS      | $13708883.94  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                            | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $203055.70    | 0.01%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                      | Reworld Holding Corp                                                                                                 | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42185.74     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                      | Fomento Economico Mexicano SAB de CV                                                                                 | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |        4723 | NS      | $52344.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSCOUNTRY INTER                                        | CrossCountry Intermediate HoldCo LLC                                                                                 | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $94095.05     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                                                             | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        2358 | NS      | $920586.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                        | Banco do Brasil SA                                                                                                   | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |      103150 | NS      | $459210.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Master Finance LLC                                     | DB Master Finance LLC                                                                                                | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      848872 | PA      | $840785.04    | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                       | DBGS 2024-SBL                                                                                                        | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $159799.79    | 0.01%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       31521 | NS      | $4325311.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD Trust                                                | DGWD Trust 2025-INFL                                                                                                 | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      648000 | PA      | $648977.51    | 0.03%             | 2035-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        4212 | NS      | $825720.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                               | Datadog Inc                                                                                                          | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       31382 | NS      | $3704645.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                | DaVita Inc                                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192303.04    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV        | Promotora y Operadora de Infraestructura SAB de CV                                                                   | CUSIP: 000000000<br>LEI: 52990035X6RK8DBUWA73 | Long             | EC               | CORP              | MX        |        3931 | NS      | $63690.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                        | Grupo Financiero Banorte SAB de CV                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      123256 | NS      | $1364804.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                                                                                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       13912 | NS      | $1392452.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                                                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       77094 | NS      | $5125209.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                                       | DENTSPLY SIRONA Inc                                                                                                  | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97652.97     | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                   | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   101000000 | PA      | $197441.63    | 0.01%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                                                                    | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       27178 | NS      | $1367596.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                                                                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        1030 | NS      | $204238.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |       11465 | NS      | $2066107.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DirecTV Financing LLC                                     | DirecTV Financing LLC 2025 Term Loan B                                                                               | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      714000 | PA      | $713757.24    | 0.04%             | 2031-02-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                     | Directv Financing LLC                                                                                                | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99533.99     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       86000 | PA      | $87791.32     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                                                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       95886 | NS      | $9241492.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                                                         | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72298.00     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                                                         | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73282.00     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                         | DISH Network Corp                                                                                                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      195000 | PA      | $187980.00    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                     | Directv Financing LLC                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $75830.92     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                                                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       14435 | NS      | $1713867.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMAIN GREENBOUGH                                         | DOMAIN GREENBOUGH                                                                                                    | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      388994 | PA      | $388994.00    | 0.02%             | 2032-01-23      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      263000 | PA      | $249600.15    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      151000 | PA      | $156164.20    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    17350000 | PA      | $300714.17    | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                                                         | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        2406 | NS      | $361260.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-90756.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-55449.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $78099.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       16995 | NS      | $707841.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                 | Grupo Aeroportuario del Sureste SAB de CV                                                                            | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       16310 | NS      | $550006.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                     | ECL Entertainment LLC 2025 Term Loan B                                                                               | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     1239789 | PA      | $1230490.44   | 0.06%             | 2030-08-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                        | Petroleo Brasileiro SA - Petrobras                                                                                   | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |      186489 | NS      | $1749015.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elm CLO Ltd                                               | ELM Trust 2024-ELM                                                                                                   | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      686000 | PA      | $688493.61    | 0.03%             | 2039-06-10      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        3928 | NS      | $567870.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       70145 | NS      | $4464027.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                                             | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $103452.97    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $251312.50    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD COP                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2474.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-14941.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2167.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2661.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2229.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $4455.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2169.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED EGP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |           1 | NC      | $-28792.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PHP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $21361.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $11252.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD UYU                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $9088.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD IDR                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2282.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD COP                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-41520.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD PEN                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $23418.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED IDR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | ID        |           1 | NC      | $160.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED IDR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-617.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED PEN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |           1 | NC      | $-10507.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED PEN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |           1 | NC      | $-5925.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD PHP                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $50518.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1383.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1069.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CZK                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $20031.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $85628.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD HUF                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $7922.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CNH                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3529.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD THB                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $91808.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD THB                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $50669.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD PLN                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $110468.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED NGN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $4460.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD COP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1463.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED PEN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-8011.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED PEN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-8101.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-26049.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CZK                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3076.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD COP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-680.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED USD / SOLD CZK                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $2790.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CNH                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2653.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-22507.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-1787.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1701.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-1100.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-5745.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-6022.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-11822.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-12393.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-5828.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-6109.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-6177.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-5892.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-5876.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-6160.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-19422.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-20360.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1385.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $2554.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4987.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-2481.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $13127.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $8356.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $14719.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PHP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |           1 | NC      | $-1753.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3033.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $11202.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $1537.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $-18289.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED NZD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $-34651.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-116275.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-97899.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CAD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-714668.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $282687.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-36042.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD NOK                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $48674.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD HKD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $45915.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED SEK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-254992.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $422666.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED EUR / SOLD CHF                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $242953.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED DKK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |           1 | NC      | $-58422.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NOK / SOLD CHF                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $253600.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CAD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-88263.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ZAR                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $23755.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $466.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-85202.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CNH / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |           1 | NC      | $-88508.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |           1 | NC      | $-45278.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED SGD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $-47638.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED ZAR / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $-158495.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CNH / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-7673.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-89752.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-369545.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $15245.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $51808.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $-224448.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CHF                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $75429.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-284955.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED DKK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |           1 | NC      | $-17804.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD INR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6336.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KRW / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-3294.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD IDR                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $28978.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED HKD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HK        |           1 | NC      | $-15076.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED HUF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $-203.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $44387.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED TWD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |           1 | NC      | $-102297.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD AUD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $134103.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $402.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-7502.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-7626.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-3458.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-27288.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2707.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED IDR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-6118.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $-23395.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $-22977.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2299.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $5026.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-28688.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $3910.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED ZAR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $-4535.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED COP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $1296.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $-102509.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-37992.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $3645.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $3224.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5799.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17027.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD ZAR                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $7496.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED AUD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |           1 | NC      | $-954003.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | JP        |           1 | NC      | $-122502.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD CAD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $91523.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CAD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-255222.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED JPY / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | JP        |           1 | NC      | $-986.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD AUD                                                                                             | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $42767.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-36018.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-87.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $10351.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $7850.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-61.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $19745.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $15408.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | JP        |           1 | NC      | $-664533.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED USD / SOLD ZAR                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $189895.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | JP        |           1 | NC      | $-25043.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $38519.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $13244.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED CHF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CH        |           1 | NC      | $-1322709.59  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5780.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $20085.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-16030.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD ZAR                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-7368.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2203.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED KRW / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |           1 | NC      | $-566.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $8971.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-7718.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CLP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-520.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED COP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $4977.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $2259.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $10775.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD PLN                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $188.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CNH / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $2660.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $111.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-8477.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5130.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED EUR / SOLD HUF                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-3483.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CHF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |           1 | NC      | $-3295.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD AUD                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1537.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED PLN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | PL        |           1 | NC      | $-10385.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED HUF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $13272.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $11194.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED ZAR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | ZA        |           1 | NC      | $-3276.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $3247.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-878.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $7187.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |           1 | NC      | $657.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $1569.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EGP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3848.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD AUD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $17140.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD INR                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $903.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $4819.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CZK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |           1 | NC      | $-3694.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ZAR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-946.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CLP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2021.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED JPY / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $7449.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |           1 | NC      | $2579.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $4229.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-1655.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $2203.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $1874.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD PEN                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-910.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED PHP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |           1 | NC      | $-554.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PHP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |           1 | NC      | $-485.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED PHP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |           1 | NC      | $-525.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1154.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-829.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-20012.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |           1 | NC      | $4738.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD AUD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $46.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-37820.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $36590.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $56562.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-54380.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3129.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-345.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD PHP                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1378.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-6089.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED INR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $13021.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD INR                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13152.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                                                      | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      215000 | PA      | $215183.33    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       18673 | NS      | $1699616.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                             | EchoStar Corp                                                                                                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       10828 | NS      | $1267633.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40390.32     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $43210.03     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                         | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      157000 | PA      | $165246.76    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       42206 | NS      | $3379856.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                     | EG Global Finance PLC                                                                                                | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      487000 | PA      | $521066.62    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp                                        | Eldorado Gold Corp                                                                                                   | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        8572 | NS      | $294276.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         589 | NS      | $434864.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                                                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        9705 | NS      | $1271549.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                            | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101705.90    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                    | Energizer Holdings Inc                                                                                               | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       58000 | PA      | $55187.82     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                   | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      131000 | PA      | $130285.59    | 0.01%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                  | Endo Finance Holdings LP                                                                                             | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $64918.59     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                              | Entegris Inc                                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100630.80    | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                    | EquipmentShare.com Inc                                                                                               | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104375.90    | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp                                           | ERO Copper Corp                                                                                                      | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |        3193 | NS      | $85157.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                                  | EVgo Inc                                                                                                             | CUSIP: 30052F118<br>LEI: 254900NJU5Y3D9R42S26 | N/A              | DE               |  | US        |       16129 | NS      | $387.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       77557 | NS      | $13158320.62  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                  | FMC Corp                                                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      194000 | PA      | $124908.78    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                  | Fortescue Treasury Pty Ltd                                                                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $94484.45     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       31272 | NS      | $17891649.36  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                                                                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        5872 | NS      | $1274165.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                                                      | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         580 | NS      | $619173.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                           | Fair Isaac Corp                                                                                                      | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      123000 | PA      | $119362.26    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNZ Group Services Ltd                                    | FNZ Group Services Ltd 2024 GBP Term Loan B                                                                          | CUSIP: 30339HAC5<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | NZ        |     1000000 | PA      | $1072116.37   | 0.05%             | 2031-11-05      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                      | FS Rialto 2025-FL10 Issuer LLC                                                                                       | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $629733.38    | 0.03%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FNA Trust                                                 | FNA 8 LLC                                                                                                            | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      663665 | PA      | $660902.69    | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                                                          | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       31317 | NS      | $1453108.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                                 | Forvia SE                                                                                                            | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $195277.96    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1675410 | PA      | $62507.19     | 0.00%             | 2030-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      918014 | PA      | $29874.38     | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5630546 | PA      | $106538.94    | 0.01%             | 2029-05-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      531255 | PA      | $27889.50     | 0.00%             | 2030-04-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      258572 | PA      | $13907.93     | 0.00%             | 2030-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      270157 | PA      | $13025.42     | 0.00%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                | Fertitta Entertainment LLC 2022 Term Loan B                                                                          | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      727207 | PA      | $712029.81    | 0.04%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                    | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $186810.48    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |       10906 | NS      | $530674.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      152972 | NS      | $7107079.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                                                     | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         386 | NS      | $727478.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                  | First Citizens BancShares Inc/NC                                                                                     | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1301456.72   | 0.06%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                        | First Horizon Corp                                                                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       21163 | NS      | $481669.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd                                                                                           | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       13240 | NS      | $316556.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        4900 | NS      | $966574.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                             | FirstCash Inc                                                                                                        | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101921.80    | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                   | Five Point Operating Co LP                                                                                           | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $59858.81     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                          | Flatiron CLO 28 Ltd                                                                                                  | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249547.75    | 0.01%             | 2036-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                              | FLOURISHING TRADE + INVT LTD                                                                                         | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     2802671 | PA      | $2876381.25   | 0.14%             | 2030-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      206511 | NS      | $2383136.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      259000 | PA      | $257816.37    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      363000 | PA      | $363854.65    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      278000 | PA      | $278574.43    | 0.01%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199719.95    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis Inc/Canada                                                                                                    | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       34808 | NS      | $1941951.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        2737 | NS      | $223667.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS                                   | FTAI Aviation Investors LLC                                                                                          | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      129000 | PA      | $128954.42    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                  | Foundation Finance Trust 2025-3                                                                                      | CUSIP: 35042TAA0<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      968333 | PA      | $960712.84    | 0.05%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources Inc                                                                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       19745 | NS      | $466376.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                              | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |      138145 | PA      | $140330.29    | 0.01%             | 2042-01-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      182000 | PA      | $179032.36    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      153253 | NS      | $9008211.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                   | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      430000 | PA      | $430537.93    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                   | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80478.56     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                   | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      976000 | PA      | $1001459.94   | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                    | Full House Resorts Inc                                                                                               | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       27000 | PA      | $24570.00     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                          | GGAM Finance Ltd                                                                                                     | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $102224.50    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                      | Frontier Florida LLC                                                                                                 | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      874000 | PA      | $902780.82    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                        | Frontier North Inc                                                                                                   | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      354000 | PA      | $366036.00    | 0.02%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2020-GC47                                                                               | CUSIP: 36258RBE2<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |      515232 | PA      | $470051.10    | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2021-ROSS                                                                          | CUSIP: 36264YAA8<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      209172 | PA      | $199654.82    | 0.01%             | 2026-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2025-800D                                                                          | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      887000 | PA      | $887333.78    | 0.04%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                      | Garda World Security Corp                                                                                            | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $200135.80    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                                                                                       | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        8857 | NS      | $7731275.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       37375 | NS      | $10605903.75  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        4913 | NS      | $366018.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       19455 | NS      | $2711443.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                    | Global Atlantic Fin Co                                                                                               | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94256.23     | 0.00%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        6243 | NS      | $5281515.57   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                 | GoodLeap Home Improvement Solutions Trust 2024-1                                                                     | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1073859 | PA      | $1082316.53   | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust          | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                     | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      291608 | PA      | $225784.96    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                    | Goodyear Tire & Rubber Co/The                                                                                        | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      142000 | PA      | $124510.51    | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                            | GoTo Group Inc 2024 First Out Term Loan                                                                              | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       90909 | PA      | $74318.46     | 0.00%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                            | GoTo Group Inc 2024 Second Out Term Loan                                                                             | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       78965 | PA      | $23433.67     | 0.00%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                            | GoTo Group Inc                                                                                                       | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      132700 | PA      | $103800.59    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                            | GoTo Group Inc                                                                                                       | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      202700 | PA      | $56756.00     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                    | Gran Tierra Energy Inc                                                                                               | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      200000 | PA      | $173526.00    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                                                       | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       33000 | PA      | $35067.47     | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                                                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99993.65     | 0.00%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                               | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      563376 | PA      | $571436.72    | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                               | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90314 | PA      | $91481.34     | 0.00%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |        3205 | NS      | $185751.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                | Grupo Aeromexico SAB de CV                                                                                           | CUSIP: 40054J109<br>LEI: 529900BECKHBL62WD126 | Long             | EC               | CORP              | MX        |        4161 | NS      | $58295.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS FINANCE CORP                                           | GS Finance Corp                                                                                                      | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     2930000 | PA      | $2812041.13   | 0.14%             | 2031-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                           | GS Finance Corp                                                                                                      | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     1314000 | PA      | $1276286.89   | 0.06%             | 2031-02-17      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                           | GS Finance Corp                                                                                                      | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     2728000 | PA      | $2655017.82   | 0.13%             | 2031-02-17      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                                                            | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       24755 | NS      | $4680498.51   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                     | Guatemala Government Bond                                                                                            | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $214200.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                              | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      616000 | PA      | $615614.69    | 0.03%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                              | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      726000 | PA      | $725545.23    | 0.04%             | 2037-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                                                           | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |         636 | NS      | $259672.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                  | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        7434 | NS      | $4063791.27   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       13972 | NS      | $544768.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                  | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     1519607 | NS      | $9190407.71   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                                                            | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        3706 | NS      | $1086766.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                                                         | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        2894 | NS      | $341487.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                    | Harvest Midstream I LP                                                                                               | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100970.10    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                | Hasbro Inc                                                                                                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        6229 | NS      | $583034.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                         | Herc Holdings Inc                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      190000 | PA      | $194820.11    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                                                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        2291 | NS      | $476275.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                  | Hess Midstream Operations LP                                                                                         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100641.60    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                  | Hilcorp Energy I LP / Hilcorp Finance Co                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104333.20    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                  | Hilcorp Energy I LP / Hilcorp Finance Co                                                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99691.45     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                     | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      159000 | PA      | $159970.70    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                  | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                            | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $90235.49     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       18296 | NS      | $5563447.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                        | Hippo Holdings Inc                                                                                                   | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       12653 | NS      | $125.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       27554 | NS      | $9062235.06   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                                                                   | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        4928 | NS      | $407888.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       14158 | NS      | $3200132.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts Inc                                                                                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       36246 | NS      | $694473.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                   | Howard Midstream Energy Partners LLC                                                                                 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $100302.56    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       14485 | NS      | $3338213.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                     | HUB International Ltd                                                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      189000 | PA      | $193612.36    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      244000 | PA      | $244383.62    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                   | Kestrel Acquisition LLC 2025 Term Loan                                                                               | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |      444740 | PA      | $444646.32    | 0.02%             | 2031-11-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                                                         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       57204 | NS      | $895242.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                               | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      304166 | PA      | $305037.38    | 0.02%             | 2032-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                               | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      216094 | PA      | $216676.45    | 0.01%             | 2033-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                                                         | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       10872 | NS      | $1330645.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                    | ITG Communications LLC Term Loan B                                                                                   | CUSIP: 45045PAQ9<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |     1017600 | PA      | $966720.00    | 0.05%             | 2031-07-09      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                          | ITT Holdings LLC                                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97233.82     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                  | iHeartCommunications Inc                                                                                             | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      200000 | PA      | $159230.28    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                           | iHeartMedia Inc                                                                                                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         721 | NS      | $2105.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka AS                                         | Komercni Banka AS                                                                                                    | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |        2656 | NS      | $135510.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        8085 | NS      | $2104444.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IMOLA MERGER CORP                                         | Imola Merger Corp                                                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      156000 | PA      | $151621.66    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        8388 | NS      | $789478.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                   | Crescent Energy Finance LLC                                                                                          | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      263000 | PA      | $262934.07    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                   | Crescent Energy Finance LLC                                                                                          | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104540.00    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                             | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $195781.99    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                         | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $385209.08    | 0.02%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                  | Infinity Natural Resources LLC                                                                                       | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175924.00    | 0.01%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                                                          | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |       16038 | NS      | $312076.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                                                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        1274 | NS      | $267336.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                                                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       45333 | NS      | $2000545.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                                                                | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        5371 | NS      | $973274.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                                                      | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       21925 | NS      | $1080520.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        7124 | NS      | $3080275.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       14546 | NS      | $6705560.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ION PLAT FIN US/SARL                                      | ION Platform Finance US Inc / ION Platform Finance SARL                                                              | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $284656.41    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                 | ION Platform Finance SARL EUR Term Loan                                                                              | CUSIP: 46206RAD7<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | LON              | CORP              | LU        |     1023530 | PA      | $944462.21    | 0.05%             | 2032-10-07      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                 | Ionis Pharmaceuticals Inc                                                                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        1365 | NS      | $102497.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                                                            | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204183.80    | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      110000 | PA      | $108828.03    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                                                    | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      100000 | PA      | $97077.10     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                                                    | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      100000 | PA      | $93904.29     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                                   | iShares MSCI Brazil ETF                                                                                              | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |       26620 | NS      | $1021941.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares China Large-Cap ETF                               | iShares China Large-Cap ETF                                                                                          | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |      116064 | NS      | $4166697.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                                  | iShares Russell 2000 ETF                                                                                             | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |       17800 | NS      | $4414400.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI China ETF                                    | iShares MSCI China ETF                                                                                               | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             | EC               | RF                | US        |       16664 | NS      | $936183.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF           | iShares Broad USD High Yield Corporate Bond ETF                                                                      | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |       56993 | NS      | $2099622.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHACA ENERGY NORTH                                       | Ithaca Energy North Sea PLC                                                                                          | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205079.20    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                  | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                                                    | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      396159 | PA      | $390711.86    | 0.02%             | 2030-04-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       40532 | NS      | $11922893.12  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        2013 | NS      | $534713.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Ohio Finance LLC                                     | Jack Ohio Finance LLC 2025 Term Loan B                                                                               | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      162360 | PA      | $159924.60    | 0.01%             | 2032-02-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | J.P. Morgan Mortgage Trust 2021-INV5                                                                                 | CUSIP: 46653XAE0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      880607 | PA      | $731729.67    | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | J.P. Morgan Mortgage Trust 2021-INV7                                                                                 | CUSIP: 46654CAH8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1291857 | PA      | $1164345.12   | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | J.P. Morgan Mortgage Trust 2021-INV7                                                                                 | CUSIP: 46654CAL9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      672085 | PA      | $458227.49    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                                                      | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $259077.88    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                    | JW Commercial Mortgage Trust 2024-MRCO                                                                               | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $259999.95    | 0.01%             | 2039-06-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                      | Jacobs Solutions Inc                                                                                                 | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        3773 | NS      | $480227.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                  | Jaguar Land Rover Automotive PLC                                                                                     | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      212000 | PA      | $206205.78    | 0.01%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                  | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $205591.20    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |       16404 | NS      | $562393.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                                                          | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |        9468 | NS      | $166520.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                               | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       13413 | NS      | $902410.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      157000 | PA      | $148374.16    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                   | JetBlue 2019-1 Class AA Pass Through Trust                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115130 | PA      | $102032.34    | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       43180 | NS      | $10554919.20  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50280.62     | 0.00%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        1796 | NS      | $2644448.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                                                                | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        1929 | NS      | $525424.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                              | Kaspi.KZ JSC                                                                                                         | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        3511 | NS      | $260059.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                                                                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        3660 | NS      | $189405.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                  | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $102022.90    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                | Kenvue Inc                                                                                                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       35950 | NS      | $619778.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                                                      | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $205212.81    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      107524 | NS      | $2831106.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                              | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       34149 | NS      | $747913.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                                                    | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       26729 | NS      | $817183.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                      | Kioxia Holdings Corp                                                                                                 | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $203225.79    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                        | Kohl's Corp                                                                                                          | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75263.87     | 0.00%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                        | KraneShares CSI China Internet ETF                                                                                   | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |       57160 | NS      | $1625058.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Resorts                                               | KSL Commercial Mortgage Trust 2024-HT2                                                                               | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      434019 | PA      | $433205.05    | 0.02%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                     | Bath & Body Works Inc                                                                                                | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100942.20    | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                             | LGI Homes Inc                                                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      520000 | PA      | $482158.20    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                  | LCM Investments Holdings II LLC                                                                                      | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      112000 | PA      | $116339.44    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                  | LD Celulose International GmbH                                                                                       | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $205533.96    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA               | Hellenic Telecommunications Organization SA                                                                          | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       11959 | NS      | $225588.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                   | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $103372.60    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                                                             | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       16220 | NS      | $750632.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                                                              | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        6447 | NS      | $1360552.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       40219 | NS      | $8593191.54   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                                                                 | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         632 | NS      | $479026.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                   | Crescent Energy Finance LLC                                                                                          | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       71000 | PA      | $72537.65     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp                                                                                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        9291 | NS      | $500599.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                                 | Latch Inc                                                                                                            | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       20232 | NS      | $105.21       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                                                                 | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      200000 | PA      | $201194.57    | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                                                             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       10038 | NS      | $720427.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        2170 | NS      | $4110741.40   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2025-3                                                                                        | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      994000 | PA      | $987105.42    | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                                | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      173000 | PA      | $176169.56    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                                | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      334000 | PA      | $348499.51    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                            | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |        1231 | NS      | $777427.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                   | Light & Wonder International Inc                                                                                     | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       51000 | PA      | $52341.30     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       21092 | NS      | $19399788.84  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                  | Starz Capital Holdings 1 Inc                                                                                         | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1725817.50   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp                                    | Lionsgate Studios Corp                                                                                               | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       88085 | NS      | $844735.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                                    | Starz Capital Holdings LLC                                                                                           | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      126000 | PA      | $102690.00    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                         | Lithia Motors Inc                                                                                                    | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98676.85     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment Inc                                                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       36069 | NS      | $5500883.19   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                                                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      280000 | PA      | $278259.60    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                           | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                   | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $639562.43    | 0.03%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        2791 | NS      | $1686852.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                | Bank Polska Kasa Opieki SA                                                                                           | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |        7458 | NS      | $441916.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                                                         | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       51384 | NS      | $813787.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         338 | NS      | $79862.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                                                   | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       67659 | NS      | $1461404.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold Inc                                                                                                      | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |        4436 | NS      | $339005.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                           | Lyra Music Assets Delaware LP                                                                                        | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      897091 | PA      | $901955.17    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2021-W10X                                                                                                        | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      371266 | PA      | $370284.08    | 0.02%             | 2034-12-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                                               | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       13598 | NS      | $835772.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merit                                                     | MHP 2021-STOR                                                                                                        | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387313 | PA      | $387070.97    | 0.02%             | 2038-07-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MCM TR 2021 VFN1                                          | MCM TR 2021 VFN1                                                                                                     | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1071120 | PA      | $1029280.73   | 0.05%             | 2059-01-01      | Variable      | 2.50%                 | No            |                  3 | On Loan: No      |
| MGM RESORTS INTL                                          | MGM Resorts International                                                                                            | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      156000 | PA      | $156318.08    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                          | MGM Resorts International                                                                                            | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40330.20     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                             | MHC Commercial Mortgage Trust 2021-MHC                                                                               | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14407 | PA      | $14397.59     | 0.00%             | 2038-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                             | MHC Commercial Mortgage Trust 2021-MHC                                                                               | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99425 | PA      | $99362.66     | 0.00%             | 2038-04-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                                         | MP Materials Corp                                                                                                    | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       10720 | NS      | $517347.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                    | Discovery Global Holdings Inc                                                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1050955.36   | 0.05%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                    | Discovery Global Holdings Inc                                                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       62000 | PA      | $54870.00     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                              | Magnera Corp                                                                                                         | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      107000 | PA      | $99039.20     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                                                               | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        3081 | NS      | $928295.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group SA                                                                                              | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |        7649 | NS      | $228984.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        5298 | NS      | $1293665.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maricopa County Industrial Development Authority          | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                           | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      395000 | PA      | $416423.38    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                                                            | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       40889 | NS      | $1150962.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        3129 | NS      | $233699.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       64390 | NS      | $6218127.45   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                            | Mariner Finance Issuance Trust 2024-A                                                                                | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      632000 | PA      | $637093.35    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                            | Mariner Finance Issuance Trust 2024-A                                                                                | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $106719.25    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                            | Mariner Finance Issuance Trust 2025-B                                                                                | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      848000 | PA      | $843831.06    | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                  | Marriott Ownership Resorts Inc                                                                                       | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95083.84     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                                                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       32713 | NS      | $5674069.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                                                        | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         255 | NS      | $83402.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                                           | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       14836 | NS      | $3614555.70   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       28364 | NS      | $844114.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                                | MasTec Inc                                                                                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        1088 | NS      | $350053.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       13379 | NS      | $6684951.14   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                      | Matador Resources Co                                                                                                 | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100094.00    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                    | Mauser Packaging Solutions Holding Co                                                                                | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      223000 | PA      | $207204.42    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                       | Maverick Gaming LLC 2024 Second Out Term Loan                                                                        | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      334301 | PA      | $183865.29    | 0.01%             | 2028-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                               | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                             | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      873723 | PA      | $777613.20    | 0.04%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       24314 | NS      | $7556548.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                     | McGraw-Hill Education Inc                                                                                            | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25469.68     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                      | Koninklijke Vopak NV                                                                                                 | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |        2183 | NS      | $118155.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       10007 | NS      | $8659657.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MCR Mortgage Trust                                        | MCR 2024-TWA Mortgage Trust                                                                                          | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      244000 | PA      | $244696.94    | 0.01%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                                  | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       45220 | NS      | $1687758.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                     | Melco Resorts Finance Ltd                                                                                            | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $191956.15    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         236 | NS      | $408048.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       41666 | NS      | $5012003.14   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                       | Meritage Homes Corp                                                                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        5121 | NS      | $316682.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corp                                             | Methanex Corp                                                                                                        | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       10504 | NS      | $625408.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       16196 | NS      | $1145381.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2025-FL20 LLC                                                                                                    | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770000 | PA      | $770830.06    | 0.04%             | 2043-02-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                      | Michaels Cos Inc/The                                                                                                 | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97349.40     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       75207 | NS      | $27839375.19  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       34248 | NS      | $11570344.32  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                   | Stagwell Global LLC                                                                                                  | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       44000 | PA      | $41890.31     | 0.00%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                                                      | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       87088 | NS      | $992823.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       89214 | NS      | $6514128.96   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                            | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        3463 | NS      | $2447712.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                    | Accton Technology Corp                                                                                               | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |       11000 | NS      | $542708.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                   | Millrose Properties Inc                                                                                              | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $99968.89     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                     | Mineral Resources Ltd                                                                                                | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      384000 | PA      | $394675.41    | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                                                                     | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |       30800 | NS      | $301361.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                            | Ayala Land Inc                                                                                                       | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      255600 | NS      | $68347.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc                                               | Moderna Inc                                                                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       26974 | NS      | $1370279.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                   | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                              | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      154000 | PA      | $160432.12    | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| LY Corp                                                   | LY Corp                                                                                                              | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      294900 | NS      | $711042.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                     | Molina Healthcare Inc                                                                                                | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      122000 | PA      | $105971.80    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       43952 | NS      | $628056.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc                                               | MongoDB Inc                                                                                                          | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        6997 | NS      | $1712655.69   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         746 | NS      | $815639.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd                                   | Mahindra & Mahindra Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |       78550 | NS      | $2463842.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IndusInd Bank Ltd                                         | IndusInd Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800JDVJ8HSXG9G512 | Long             | EC               | CORP              | IN        |       10438 | NS      | $83615.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Circuit Electronics Ltd                              | Gold Circuit Electronics Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        5000 | NS      | $140989.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                            | GAIL India Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |       71522 | NS      | $104827.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       15200 | NS      | $368925.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       40558 | NS      | $1467490.99   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                              | Mirvac Group                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      305177 | NS      | $377065.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2018-MP                                                                               | CUSIP: 61691DAA5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      234000 | PA      | $216682.88    | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| KT&G Corp                                                 | KT&G Corp                                                                                                            | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        5461 | NS      | $587235.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                                                                | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $203200.23    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp                                 | DigiPlus Interactive Corp                                                                                            | CUSIP: 000000000<br>LEI: 254900M9EXJ3M6S66M06 | Long             | EC               | CORP              | PH        |      200410 | NS      | $52716.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        1030 | NS      | $446989.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      114126 | NS      | $1113280.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                               | Infosys Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       12594 | NS      | $169865.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                          | Lenovo Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      760000 | NS      | $914060.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        5277 | NS      | $599538.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial International Bank - Egypt (CIB)               | Commercial International Bank - Egypt (CIB)                                                                          | CUSIP: 000000000<br>LEI: 213800FIIXJAMEVRIH48 | Long             | EC               | CORP              | EG        |      162128 | NS      | $360119.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                                    | Mueller Industries Inc                                                                                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        2639 | NS      | $292401.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                       | Medline Borrower LP                                                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96736.18     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co Ltd                                    | Sumitomo Pharma Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |       24900 | NS      | $339696.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                | Daiwa Securities Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       84100 | NS      | $796880.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                     | Delta Electronics Inc                                                                                                | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       10000 | NS      | $450903.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                       | Muthoot Finance Ltd                                                                                                  | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      415000 | PA      | $409765.05    | 0.02%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                       | Muthoot Finance Ltd                                                                                                  | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $191897.78    | 0.01%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nanya Technology Corp                                     | Nanya Technology Corp                                                                                                | CUSIP: 000000000<br>LEI: 254900STKVKJBRRO0835 | Long             | EC               | CORP              | TW        |       37000 | NS      | $246624.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                            | NCR Voyix Corp                                                                                                       | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34686.96     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                            | NCR Voyix Corp                                                                                                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      180000 | PA      | $172162.33    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      136000 | PA      | $134968.13    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk PT                                | Ciputra Development Tbk PT                                                                                           | CUSIP: 000000000<br>LEI: 2549000JMJUYB9U5Y204 | Long             | EC               | CORP              | ID        |     1845900 | NS      | $77200.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        5030 | NS      | $735084.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99005.75     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94801.32     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99090.71     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                                  | Doosan Enerbility Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |        2439 | NS      | $153261.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                     | Elite Material Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $341385.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        1700 | NS      | $671680.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                                                                   | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |       78061 | NS      | $1321878.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                  | Navoi Mining & Metallurgical Combinat                                                                                | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $208592.70    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                            | NCR Atleos Corp                                                                                                      | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      470000 | PA      | $503107.91    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                              | Navient Refinance Loan Trust 2025-C                                                                                  | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      515485 | PA      | $512748.15    | 0.03%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-D                                                                     | CUSIP: 63942CAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      486044 | PA      | $473968.69    | 0.02%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-D                                                                     | CUSIP: 63942CAB8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      146632 | PA      | $131005.01    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-D                                                                     | CUSIP: 63942CAC6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      384836 | PA      | $358655.37    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2024-A                                                                     | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     1141290 | PA      | $1157212.72   | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                              | Navient Refinance Loan Trust 2025-B                                                                                  | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      749167 | PA      | $744233.79    | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                           | Nebius Group NV                                                                                                      | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      289000 | PA      | $269376.90    | 0.01%             | 2033-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-A                                                                                     | CUSIP: 64033XAE4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1249420 | PA      | $1246309.79   | 0.06%             | 2057-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-B                                                                                     | CUSIP: 64034QAD0<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      690108 | PA      | $609624.64    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-A                                                                                     | CUSIP: 64035DAE6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      762000 | PA      | $689486.56    | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-A                                                                                     | CUSIP: 64035DAG1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      655600 | PA      | $597833.51    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-C                                                                                     | CUSIP: 64035UAB4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      826843 | PA      | $832640.72    | 0.04%             | 2065-06-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-C                                                                                     | CUSIP: 64035UAE8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      524000 | PA      | $511064.38    | 0.03%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                      | Neptune Bidco US Inc                                                                                                 | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      191000 | PA      | $192720.53    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                          | CSC Holdings LLC 2019 Term Loan B5                                                                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      206044 | PA      | $181124.92    | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                                | Harmony Gold Mining Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |       22425 | NS      | $342583.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        6798 | NS      | $696047.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       67563 | NS      | $6496182.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman CLO XXI Ltd                                                                                         | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |     3400000 | PA      | $3389776.20   | 0.17%             | 2039-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |        4900 | NS      | $143743.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                         | Hon Hai Precision Industry Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |       49000 | NS      | $299525.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd       | HD Korea Shipbuilding & Offshore Engineering Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |        1889 | NS      | $437808.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                              | SK hynix Inc                                                                                                         | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        7216 | NS      | $4094104.09   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                          | Hyundai Motor Co                                                                                                     | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |         387 | NS      | $119219.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co Ltd                               | TS Financial Holding Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 254900NDEO99JV07HK17 | Long             | EC               | CORP              | TW        |      225000 | NS      | $165496.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                         | Japan Tobacco Inc                                                                                                    | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       47100 | NS      | $1806938.19   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education & Technology Group Inc             | New Oriental Education & Technology Group Inc                                                                        | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |        8979 | NS      | $508480.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp                                               | Kajima Corp                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       15400 | NS      | $587489.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                                       | Kansai Paint Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |       10271 | NS      | $153976.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                  | Kia Corp                                                                                                             | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |        1537 | NS      | $151749.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        4100 | NS      | $1459219.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                          | Flagstar Bank NA                                                                                                     | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       69920 | NS      | $920846.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                                                        | CUSIP: 000000000<br>LEI: 5299008UY0JUHZ3SAQ87 | Long             | EC               | CORP              | JP        |        6100 | NS      | $1357698.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                                                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       68000 | PA      | $65074.91     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                                                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95991.46     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co                              | Metropolitan Bank & Trust Co                                                                                         | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |       78460 | NS      | $82011.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd                             | Geely Automobile Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |      262000 | NS      | $699005.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       97292 | NS      | $9036480.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                         | Nexstar Media Inc                                                                                                    | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79961.95     | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                | BYD Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      239332 | NS      | $3271986.61   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Engineering & Construction Corp                        | GS Engineering & Construction Corp                                                                                   | CUSIP: 000000000<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |       10074 | NS      | $169873.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                              | Asia Vital Components Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $132098.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                            | Abu Dhabi Commercial Bank PJSC                                                                                       | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |       29411 | NS      | $100415.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                                                                  | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $272358.87    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                       | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       71000 | PA      | $69675.72     | 0.00%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Worley Ltd                                                | Worley Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |       41874 | NS      | $328931.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                                                                  | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       12600 | NS      | $414291.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd                                    | Manappuram Finance Ltd                                                                                               | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |       26879 | NS      | $71078.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |        8500 | NS      | $344111.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group Inc                                          | MISUMI Group Inc                                                                                                     | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |       22600 | NS      | $387404.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                           | Mitsubishi Heavy Industries Ltd                                                                                      | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |       29500 | NS      | $810561.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Kinzoku Co Ltd                                     | Mitsui Kinzoku Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |        4200 | NS      | $796675.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                             | FirstRand Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      158628 | NS      | $812066.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |        6200 | NS      | $139110.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                | NIDEC CORP                                                                                                           | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       92500 | NS      | $1174584.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp                                      | Nissan Chemical Corp                                                                                                 | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |       10500 | NS      | $408305.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                               | Bank Mandiri Persero Tbk PT                                                                                          | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |     3458800 | NS      | $970893.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                    | Northern Oil & Gas Inc                                                                                               | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      167000 | PA      | $172787.05    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                                                                        | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |       19600 | NS      | $474721.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                                                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        1678 | NS      | $234198.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                           | Gen Digital Inc                                                                                                      | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100967.80    | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                                            | Kakaku.com Inc                                                                                                       | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       13700 | NS      | $180347.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                       | NOVA Chemicals Corp                                                                                                  | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99847.50     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                              | Novelis Corp                                                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100867.10    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                                                           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        3225 | NS      | $545347.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      273211 | NS      | $47647998.40  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                              | Nuvalent Inc                                                                                                         | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1534 | NS      | $157158.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                               | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $210406.99    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO 2017-13 Ltd                                                                                                  | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300045.30    | 0.01%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-3BP                                                                               | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325000 | PA      | $323476.47    | 0.02%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                  | OHA Credit Funding 15-R Ltd                                                                                          | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $700382.90    | 0.03%             | 2038-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                   | OAK-Eagle Acquireco Inc                                                                                              | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |       81000 | PA      | $83923.65     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PLS Group Ltd                                             | PLS Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |      253146 | NS      | $926902.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                                   | Phison Electronics Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $198937.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       48500 | NS      | $566381.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                                      | Weichai Power Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |      108000 | NS      | $382992.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                         | International Games System Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        8000 | NS      | $191095.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                                                                            | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       30031 | NS      | $1952015.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners XVI LTD                       | Octagon Investment Partners XVI Ltd                                                                                  | CUSIP: 67590BAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000513.00   | 0.05%             | 2030-07-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                     | Valterra Platinum Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |        5630 | NS      | $473245.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                    | Offerpad Solutions Inc                                                                                               | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       22210 | NS      | $171.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       94611 | NS      | $11065824.92  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| OH Partners LLC                                           | OH Partners LLC Term Loan                                                                                            | CUSIP: 67742MAB9<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |      420834 | PA      | $421886.03    | 0.02%             | 2032-11-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                              | Santen Pharmaceutical Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |       24363 | NS      | $274094.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      146487 | NS      | $801803.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                              | Shimizu Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |       33900 | NS      | $608203.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                                                        | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      224000 | PA      | $211689.41    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                                                      | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       36600 | NS      | $762843.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101616.50    | 0.01%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                        | 1301 Trust 2025-AOA                                                                                                  | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $400947.72    | 0.02%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49539.84     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                            | ONNI Commerical Mortgage Trust 2024-APT                                                                              | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $322372.16    | 0.02%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                            | Open Text Corp                                                                                                       | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      114000 | PA      | $109766.48    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       24289 | NS      | $3573154.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                                                                    | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       78600 | NS      | $958033.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                                                             | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       16000 | NS      | $207844.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       13100 | NS      | $1807886.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                                                            | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      517000 | NS      | $29900449.36  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       36567 | NS      | $2818584.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                        | Toyota Tsusho Corp                                                                                                   | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |        9100 | NS      | $352686.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                                                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $126700.61    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                                                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $57889.56     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                            | Owens-Brockway Glass Container Inc                                                                                   | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15031.04     | 0.00%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                              | United Microelectronics Corp                                                                                         | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |      261000 | NS      | $467868.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                             | UOL Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |       22394 | NS      | $170036.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                            | PBF Energy Inc                                                                                                       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        7651 | NS      | $364340.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98679.21     | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                                                 | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        4615 | NS      | $960335.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PKHL Commercial Mortgage Trust                            | PKHL Commercial Mortgage Trust 2021-MF                                                                               | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108752 | PA      | $44402.72     | 0.00%             | 2038-07-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                            | PENN Commercial Mortgage Trust 2025-P11                                                                              | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343000 | PA      | $347456.26    | 0.02%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                | PRM5 Trust 2025-PRM5                                                                                                 | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $695874.62    | 0.03%             | 2033-03-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                           | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95553.89     | 0.00%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                                                            | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       32281 | NS      | $4722064.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Winbond Electronics Corp                                  | Winbond Electronics Corp                                                                                             | CUSIP: 000000000<br>LEI: 254900STBMBTLA91J410 | Long             | EC               | CORP              | TW        |      215000 | NS      | $652780.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        1177 | NS      | $188696.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       11168 | NS      | $282017.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                     | Panther Escrow Issuer LLC                                                                                            | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $70235.13     | 0.00%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                                                               | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  1462000000 | PA      | $220170.37    | 0.01%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp                                   | Paramount Skydance Corp                                                                                              | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        4180 | NS      | $37703.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                   | Park River Holdings Inc                                                                                              | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92103.32     | 0.00%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        6427 | NS      | $5753707.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                       | Peninsula Pacific Entertainment LLC 2025 Term Loan B                                                                 | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      961596 | PA      | $956788.52    | 0.05%             | 2032-10-01      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                       | Peninsula Pacific Entertainment LLC 2025 Delayed Draw Term Loan                                                      | CUSIP: 70715SAD9<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      173577 | PA      | $172709.41    | 0.01%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                     | PennyMac Financial Services Inc                                                                                      | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187167.69    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                                          | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        7335 | NS      | $1125880.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn AG                                                 | Allwyn AG                                                                                                            | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | LU        |        6232 | NS      | $94290.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        3640 | NS      | $295960.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        5778 | NS      | $477620.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                            | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        6096 | NS      | $597962.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                    | LPP SA                                                                                                               | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |          47 | NS      | $284982.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                                                          | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        6303 | NS      | $268535.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       24448 | NS      | $3796529.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                  | Performance Food Group Inc                                                                                           | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96449.24     | 0.00%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                  | Perrigo Finance Unlimited Co                                                                                         | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $91243.09     | 0.00%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      142000 | PA      | $129269.70    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                  | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       59000 | PA      | $48397.70     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                                                               | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      466000 | PA      | $138322.78    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                  | Petrobras Global Finance BV                                                                                          | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       81000 | PA      | $78601.75     | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                  | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      168000 | PA      | $160620.27    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      148156 | PA      | $155745.70    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       78427 | NS      | $2202230.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       32688 | NS      | $5404633.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippines Government International Bonds                | Philippines Government International Bonds                                                                           | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      133000 | PA      | $142760.05    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       14221 | NS      | $3313850.37   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                | Pinnacle West Capital Corp                                                                                           | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       11820 | NS      | $1190865.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                          | Pitney Bowes Inc                                                                                                     | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      639000 | PA      | $638156.58    | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                          | Planet Fitness Master Issuer LLC                                                                                     | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      727000 | PA      | $717718.39    | 0.04%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                  | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                        | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      105000 | PA      | $109059.51    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        4306 | NS      | $410205.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                    | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       40000 | PA      | $39973.41     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                    | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      127000 | PA      | $117556.78    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                             | OTP Bank Nyrt                                                                                                        | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |        4195 | NS      | $449820.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                               | Popular Inc                                                                                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        2405 | NS      | $322678.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Port of Beaumont Navigation District                      | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                    | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      585000 | PA      | $585497.54    | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                         | Post Holdings Inc                                                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      192000 | PA      | $193985.09    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                         | Post Holdings Inc                                                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14688.09     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp of Canada                                                                                                 | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |       11797 | NS      | $567928.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE BRANDS INC                                       | Prestige Brands Inc                                                                                                  | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      201000 | PA      | $184238.49    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group Inc                                                                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        5394 | NS      | $486053.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIO LUX HLD SARL                                         | PRIO Luxembourg Holding Sarl                                                                                         | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $194550.00    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       14196 | NS      | $2050470.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       35541 | NS      | $7045647.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2021-SFR3                                                                                       | CUSIP: 74333VAN4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      300515 | PA      | $299313.27    | 0.01%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       17956 | NS      | $2373424.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                     | Unique Pub Finance Co PLC/The                                                                                        | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |      328661 | PA      | $446736.15    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                              | Protagonist Therapeutics Inc                                                                                         | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1093 | NS      | $115202.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       22316 | NS      | $2180050.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QTS ISSUER ABS II LLC                                     | QTS Issuer ABS II LLC                                                                                                | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      914000 | PA      | $895279.00    | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                     | Qnity Electronics Inc                                                                                                | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |        3537 | NS      | $408099.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                     | Quikrete Holdings Inc                                                                                                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202800.60    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty Ltd                                                                                            | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6870789 | PA      | $738609.82    | 0.04%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty Ltd                                                                                            | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6149065 | PA      | $0.61         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| REI AGRO LTD                                              | REI Agro Ltd                                                                                                         | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      599000 | PA      | $0.06         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                  | RHP Hotel Properties LP / RHP Finance Corp                                                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $102098.50    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RH                                                        | RH                                                                                                                   | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |         961 | NS      | $134367.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                         | Rakuten Group Inc                                                                                                    | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $198343.74    | 0.01%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                         | Ralph Lauren Corp                                                                                                    | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        2367 | NS      | $814224.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                                                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         914 | NS      | $132338.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |         612 | NS      | $118054.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        1577 | NS      | $1218453.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta 31 Funding Ltd.                                   | Regatta 31 Funding Ltd                                                                                               | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $995823.00    | 0.05%             | 2038-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                    | REGIONAL MGMT ISSUANCE                                                                                               | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1711000 | PA      | $1681057.50   | 0.08%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Regional Management Issuance Trust                        | Regional Management Issuance Trust 2025-2                                                                            | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1191000 | PA      | $1177909.96   | 0.06%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                           | Republic Finance Issuance Trust 2024-A                                                                               | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      977000 | PA      | $980653.69    | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                           | Republic Finance Issuance Trust 2025-A                                                                               | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1091000 | PA      | $1086163.71   | 0.05%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                                                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        1549 | NS      | $339261.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                  | Uruguay Government International Bond                                                                                | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4102188 | PA      | $111938.41    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                              | Oriental Republic of Uruguay                                                                                         | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       75245 | PA      | $68232.17     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                  | Uruguay Government International Bond                                                                                | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     6132000 | PA      | $152552.27    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        1350 | NS      | $303048.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                    | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                       | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $171885.43    | 0.01%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                 | Retained Vantage Data Centers Issuer LLC                                                                             | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      777000 | PA      | $759762.88    | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                           | RingCentral Inc                                                                                                      | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1014793.63   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive Inc                                                                                                | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |        5648 | NS      | $85002.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                                                                | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        7739 | NS      | $536312.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                                       | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101074.40    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                                       | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      166000 | PA      | $171101.68    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        7976 | NS      | $2862426.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                            | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98777.74     | 0.00%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                               | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       80000 | PA      | $79784.74     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |         686 | NS      | $148608.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCG Hotel Issuer Inc                                      | SCG Commercial Mortgage Trust 2025-DLFN                                                                              | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $405900.25    | 0.02%             | 2035-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                              | State Street Institutional US Government Money Market Fund                                                           | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    96998827 | NS      | $96998826.97  | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        5424 | NS      | $2307044.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                                                              | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         596 | NS      | $102577.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                   | SBA Communications Corp                                                                                              | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      100000 | PA      | $98982.53     | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                    | SCIH Salt Holdings Inc                                                                                               | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49429.67     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                  | SLM Corp                                                                                                             | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      114000 | PA      | $111915.27    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Private Education Loan Trust 2010-C                                                                              | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      310965 | PA      | $326174.70    | 0.02%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2021-A                                                                              | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97136 | PA      | $94922.04     | 0.00%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2021-A                                                                              | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1228851 | PA      | $1083193.10   | 0.05%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2021-A                                                                              | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157236 | PA      | $142392.53    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                              | SM Energy Co                                                                                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       18763 | NS      | $585030.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                              | SM Energy Co                                                                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177650.73    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                          | SPDR Gold Shares                                                                                                     | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |       49014 | NS      | $21090234.06  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                | State Street SPDR S&P Regional Banking ETF                                                                           | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |       22354 | NS      | $1456363.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                   | State Street Blackstone Senior Loan ETF                                                                              | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |       24781 | NS      | $994709.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Room Holdings Inc                                 | Digital Room Holdings Inc 2021 Term Loan                                                                             | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      348194 | PA      | $335860.88    | 0.02%             | 2028-12-21      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                  | SoFi Personal Loan Trust 2023-1                                                                                      | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19306 | PA      | $257671.18    | 0.01%             | 2030-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                  | SoFi Personal Loan Trust 2023-1                                                                                      | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      522609 | PA      | $525511.22    | 0.03%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                   | SV RNO Property Owner 1 LLC                                                                                          | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      149000 | PA      | $147285.39    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                            | Sabre GLBL Inc                                                                                                       | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      172000 | PA      | $146930.14    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                            | Sabre GLBL Inc                                                                                                       | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      211000 | PA      | $177344.64    | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                                  | Sabre Financial Borrower LLC                                                                                         | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $409329.20    | 0.02%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                      | Samarco Mineracao SA                                                                                                 | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       11881 | PA      | $11689.80     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                         | Palladyne AI Corp                                                                                                    | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       44727 | NS      | $2804.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp                                         | Palladyne AI Corp                                                                                                    | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2338 | NS      | $14191.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                   | SLB Ltd                                                                                                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        7805 | NS      | $401098.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STOR                                         | Seagate Data Storage Technology Pte Ltd                                                                              | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      100000 | PA      | $101644.00    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                   | SEAGATE DATA STOR                                                                                                    | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      681000 | PA      | $715178.03    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                   | SEAGATE DATA STOR                                                                                                    | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      362000 | PA      | $379537.45    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                   | SEAGATE DATA STORAGE TECH                                                                                            | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      560000 | PA      | $622388.48    | 0.03%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                       | Select Medical Corp                                                                                                  | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      163000 | PA      | $155354.95    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $200392.39    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                                                             | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     1170000 | PA      | $1159631.65   | 0.06%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                                                             | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      489000 | PA      | $444889.89    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       32327 | NS      | $3379787.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                                          | ServiceTitan Inc                                                                                                     | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35878 | NS      | $2276817.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 720 East CLO Ltd.                                         | 720 East CLO VII Ltd                                                                                                 | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $319246.40    | 0.02%             | 2037-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98334.50     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                     | Silver Point CLO 7 LTD                                                                                               | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250071.25    | 0.01%             | 2038-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                   | QXO Inc                                                                                                              | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |        8201 | NS      | $159263.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       83000 | PA      | $82884.14     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                                                                  | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99661.73     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90791.87     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                              | Six Flags Entertainment Corp                                                                                         | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |       11921 | NS      | $211597.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                  | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                        | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | PA      | $212342.03    | 0.01%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                | Sixth Street CLO XX Ltd                                                                                              | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1999010.00   | 0.10%             | 2038-07-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions Inc                                                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       33577 | NS      | $1798048.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-D                                                                              | CUSIP: 83207QAB5<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      774393 | PA      | $772806.49    | 0.04%             | 2053-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2021-C                                                                              | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85158 | PA      | $83163.27     | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2021-C                                                                              | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56928 | PA      | $51369.83     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                        | J M Smucker Co/The                                                                                                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        5885 | NS      | $567549.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                  | Smyrna Ready Mix Concrete LLC                                                                                        | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103120.00    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                  | Snap Inc                                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       71000 | PA      | $67043.18     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                                                        | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        3334 | NS      | $502833.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | Sofi Consumer Loan Program 2026-B Trust                                                                              | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1989000 | PA      | $1988964.00   | 0.10%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | Sofi Consumer Loan Program 2026-B Trust                                                                              | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $209786.72    | 0.01%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | Sofi Consumer Loan Program 2026-B Trust                                                                              | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $209732.84    | 0.01%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | Sofi Consumer Loan Program 2026-B Trust                                                                              | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $209768.52    | 0.01%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024 1                                    | SOFI PERS LN TR 2024 1                                                                                               | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $288465.08    | 0.01%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                  | SoFi Personal Loan Trust 2024-1                                                                                      | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      216174 | PA      | $216378.07    | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                         | Solaris Energy Infrastructure Inc                                                                                    | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        3315 | NS      | $187330.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                  | Solaris Energy Infrastructure Inc                                                                                    | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      558000 | PA      | $1324134.00   | 0.07%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                  | Solaris Energy Infrastructure Inc                                                                                    | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     1841000 | PA      | $2298948.75   | 0.11%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                              | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      300000 | PA      | $215932.17    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      251000 | PA      | $194070.65    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        7019 | NS      | $677473.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                                      | Southern Copper Corp                                                                                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        3640 | NS      | $626298.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        9414 | NS      | $353683.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                   | Spirit Airlines Pass Through Trust 2015-1A                                                                           | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16333 | PA      | $16031.65     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                  | Spirit Airlines Pass Through Trust 2017-1AA                                                                          | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185517 | PA      | $173365.10    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                   | Spirit Airlines Pass Through Trust 2017-1A                                                                           | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485684 | PA      | $443790.60    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                                                            | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        1822 | NS      | $109647.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                            | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198894.82    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                               | SREIT Trust 2021-MFP2                                                                                                | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220754 | PA      | $220616.07    | 0.01%             | 2036-11-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                  | Standard Building Solutions Inc                                                                                      | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      102000 | PA      | $100853.06    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89636.65     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        2610 | NS      | $233829.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                                                          | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       56000 | PA      | $55717.00     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                                  | Starz Entertainment Corp                                                                                             | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        3456 | NS      | $39744.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM INC                                                  | Stem Inc                                                                                                             | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       73000 | PA      | $29888.75     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                      | Stillwater Mining Co                                                                                                 | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187874.17    | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                        | STL Holding Co LLC                                                                                                   | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      156000 | PA      | $161169.06    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       30384 | NS      | $9983878.56   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBWAY FUNDING LLC                                        | Subway Funding LLC                                                                                                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      619162 | PA      | $624541.41    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                        | Summit Issuer LLC                                                                                                    | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      995000 | PA      | $992502.05    | 0.05%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                                                                    | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |       82949 | NS      | $5486404.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                                                            | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      298000 | PA      | $304265.75    | 0.02%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                                                            | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298623.99    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                       | Suzano Austria GmbH                                                                                                  | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       45000 | PA      | $39573.97     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        1706 | NS      | $676394.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                            | TD SYNNEX Corp                                                                                                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        2351 | NS      | $396637.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                                                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       14120 | NS      | $960442.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW Gem Ltd                                               | TCW CLO 2023-1 Ltd                                                                                                   | CUSIP: 872373AS4<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000883.00   | 0.05%             | 2038-03-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       60672 | NS      | $9689318.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Taco Bell Funding, LLC                                    | Taco Bell Funding LLC                                                                                                | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      995000 | PA      | $979713.22    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                                                                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        4353 | NS      | $859717.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                   | Talen Energy Supply LLC                                                                                              | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      450000 | PA      | $472084.65    | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                         | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | PA      | $57509.35     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      172000 | PA      | $169732.94    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       15253 | NS      | $2152350.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                                                                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       13598 | NS      | $3409426.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd                                                                                                   | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       18989 | NS      | $984190.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ARGENTINA SA                                      | Telecom Argentina SA                                                                                                 | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       75387 | PA      | $77989.17     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                    | Telecom Italia Capital SA                                                                                            | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       73000 | PA      | $81299.15     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                              | Teleflex Inc                                                                                                         | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99121.88     | 0.00%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                           | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $103037.70    | 0.01%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                                                                 | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         166 | NS      | $10494.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaska Westmoreland Management LLC                       | Tenaska Westmoreland Management LLC Term Loan B                                                                      | CUSIP: 88032VAB4<br>LEI: 549300CB8VIHF2XGYM96 | Long             | LON              | CORP              | US        |      345000 | PA      | $343275.00    | 0.02%             | 2033-02-18      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                                | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      240000 | PA      | $237851.44    | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100650.20    | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                               | Tenneco Inc                                                                                                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      103000 | PA      | $102633.66    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       34946 | NS      | $12991175.50  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd                                                                                   | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       26185 | NS      | $788692.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FIN IV                                         | Teva Pharmaceutical Finance Netherlands IV BV                                                                        | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $202538.20    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                  | Texas Capital Bancshares Inc                                                                                         | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      879000 | PA      | $877547.09    | 0.04%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                  | Texas Capital Bancshares Inc                                                                                         | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      505000 | PA      | $497907.31    | 0.02%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                               | Texas Debt Capital CLO 2023-I Ltd                                                                                    | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $694636.60    | 0.03%             | 2038-07-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        6095 | NS      | $533678.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       10628 | NS      | $5223980.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        5398 | NS      | $783951.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group Inc                                  | Cloud Software Group Inc 2025 Term Loan B (2032)                                                                     | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      378980 | PA      | $345614.71    | 0.02%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                             | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      289000 | PA      | $281939.82    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                         | Toll Brothers Inc                                                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        4554 | NS      | $621484.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                             | TopBuild Corp                                                                                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         559 | NS      | $196376.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                   | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                            | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      417598 | PA      | $368792.99    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2072 | NS      | $2401365.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407465.20    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99466.83     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                  | Transocean International Ltd                                                                                         | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      166000 | PA      | $171520.16    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                                                                | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        4059 | NS      | $1183929.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO LTD                                          | TRESTLES CLO III LTD                                                                                                 | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $748969.50    | 0.04%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                     | Trivium Packaging Finance BV                                                                                         | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $324812.70    | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                      | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                                   | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      415404 | PA      | $415279.26    | 0.02%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                                                                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        2028 | NS      | $93227.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                  | Turkcell Iletisim Hizmetleri AS                                                                                      | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $203679.03    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                    | Turkiye Government International Bonds                                                                               | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $200141.95    | 0.01%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                         | 1211 Avenue of the Americas Trust 2015-1211                                                                          | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      508000 | PA      | $459998.52    | 0.02%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies Inc                                                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        2605 | NS      | $891899.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust                                                                                        | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137681 | PA      | $129761.75    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                   | UKG Inc                                                                                                              | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97731.54     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                              | US Foods Inc                                                                                                         | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      143000 | PA      | $139238.44    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                                                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       11504 | NS      | $598323.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN PROPTECH FOUNDERS UNVEST                            | CROWN PROPTECH FOUNDERS UNVEST                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9077 | NS      | $0.09         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FARMERS BUS NETWORK BRYRHM7J9                             | FARMERS BUS NETWORK BRYRHM7J9                                                                                        | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       24139 | NS      | $23656.22     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PROJECT SKYE SERIES D                                     | PROJECT SKYE SERIES D                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       46779 | NS      | $163460.10    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                        | Sunrise FinCo I BV                                                                                                   | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $580744.40    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                          | UWM Holdings LLC                                                                                                     | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $69212.10     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       26032 | NS      | $1872481.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       57688 | PA      | $40598.80     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       38458 | PA      | $20519.58     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        5252 | PA      | $3071.60      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       19626 | PA      | $8400.23      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       16585 | PA      | $7683.87      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       13821 | PA      | $6408.93      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        2263 | NS      | $1182892.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       17922 | NS      | $4348235.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                   | United Airlines 2019-2 Class A Pass Through Trust                                                                    | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       79056 | PA      | $75738.48     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       19676 | NS      | $1811569.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      515000 | PA      | $540904.50    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                 | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $195300.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                 | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $194900.00    | 0.01%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                   | United Rentals North America Inc                                                                                     | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      169000 | PA      | $168040.08    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8750000 | PA      | $8736592.40   | 0.43%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7000000 | PA      | $6969916.73   | 0.35%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6200000 | PA      | $6156012.98   | 0.31%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8000000 | PA      | $7999197.76   | 0.40%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8000000 | PA      | $7993751.12   | 0.40%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     9200000 | PA      | $9179703.46   | 0.46%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7000000 | PA      | $6974975.00   | 0.35%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    12800000 | PA      | $12736300.02  | 0.63%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5800000 | PA      | $5762737.84   | 0.29%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6000000 | PA      | $5953239.00   | 0.30%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6000000 | PA      | $5996380.02   | 0.30%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4200000 | PA      | $4194505.90   | 0.21%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10500000 | PA      | $10478929.12  | 0.52%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7300000 | PA      | $7280522.72   | 0.36%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8000000 | PA      | $7973442.24   | 0.40%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7000000 | PA      | $6971610.94   | 0.35%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6000000 | PA      | $5966770.86   | 0.30%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6000000 | PA      | $5962679.46   | 0.30%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                  | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    13300000 | PA      | $13190361.58  | 0.65%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                  | United Wholesale Mortgage LLC                                                                                        | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      187000 | PA      | $175029.40    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       10070 | NS      | $2724841.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                   | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                      | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      153000 | PA      | $152204.34    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                                                         | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170829.60    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                                                         | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21642.92     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2025-ST6                                                                       | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      224212 | PA      | $224252.56    | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2025-ST7                                                                       | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      571028 | PA      | $571123.10    | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2025-ST7                                                                       | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      293000 | PA      | $292857.05    | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                               | UPX HIL 2025-1 Issuer Trust                                                                                          | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      861345 | PA      | $857769.63    | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA Rare Earth Inc                                        | USA Rare Earth Inc                                                                                                   | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18237 | NS      | $276017.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                                  | USA Compression Partners LP / USA Compression Finance Corp                                                           | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $25918.23     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VNO Mortgage Trust                                        | VNDO Trust 2016-350P                                                                                                 | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      267100 | PA      | $266654.90    | 0.01%             | 2035-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                   | VZ Secured Financing BV                                                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      407000 | PA      | $348878.77    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Highspring Holdings LLC                                   | Highspring Holdings LLC 2022 Term Loan                                                                               | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      173104 | PA      | $112012.15    | 0.01%             | 2029-01-22      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                                                    | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       39000 | PA      | $39495.30     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                   | Vale SA                                                                                                              | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       48233 | NS      | $767387.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       15838 | NS      | $3913253.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Semiconductor ETF                                  | VanEck Semiconductor ETF                                                                                             | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |        3929 | NS      | $1506378.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                                                     | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209078.25    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       19991 | NS      | $1634863.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                   | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      218000 | PA      | $230895.14    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd                                       | Sammaan Capital Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | EC               | CORP              | IN        |       66526 | NS      | $105681.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92760.55     | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                    | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102282.20    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56249.66     | 0.00%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103997.53    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214797.60    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      184000 | PA      | $187873.75    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      345000 | PA      | $343635.93    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp                                                                                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       12813 | NS      | $1132925.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       74017 | NS      | $3715653.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Verifone Systems Inc                                      | Verifone Systems Inc 2025 Term Loan                                                                                  | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |      936761 | PA      | $879618.71    | 0.04%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                   | Versant Media Group Inc                                                                                              | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32748.83     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        6804 | NS      | $3038258.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                                                                   | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       21998 | NS      | $5512258.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                                | Viasat Inc                                                                                                           | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99324.49     | 0.00%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                     | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $134000.00    | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                               | Viatris Inc                                                                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      116383 | NS      | $1572334.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties Inc                                                                                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       76472 | NS      | $2089215.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                        | Viking Cruises Ltd                                                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $210989.00    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                     | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $191815.98    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        4281 | NS      | $1293889.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       26227 | NS      | $3942704.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                             | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1040999.17   | 0.05%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104748.16    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                  | Vista Energy Argentina SAU                                                                                           | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       40000 | PA      | $41818.00     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                   | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       95000 | PA      | $97712.87     | 0.00%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                   | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       67000 | PA      | $61325.90     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                    | Vmed O2 UK Financing I PLC                                                                                           | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $178689.06    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                  | Volcan Cia Minera SAA                                                                                                | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       79000 | PA      | $80098.10     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                             | VoltaGrid LLC                                                                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      529000 | PA      | $546355.96    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                              | Voya CLO 2018-2 Ltd                                                                                                  | CUSIP: 92917JAJ6<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299148.00    | 0.01%             | 2031-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                        | Voyager Parent LLC                                                                                                   | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124585.68    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                            | WSP Global Inc                                                                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |        1889 | NS      | $293989.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                                      | WR Grace Holdings LLC                                                                                                | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97117.50     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                             | LUXCO3 SHARES                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |         832 | NS      | $14160.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      119784 | NS      | $14886755.52  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA WALGREENS BOOTS                                    | CONTRA WALGREENS BOOTS                                                                                               | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |       30243 | NS      | $16028.79     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JAWBONE HEALTH HUB INC                                    | JAWBONE HEALTH HUB INC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32637 | NS      | $0.33         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                   | Equate Petrochemical Co KSCC                                                                                         | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |      200000 | PA      | $197862.56    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quintis PTY                                               | QUINTIS PTY LIMITED                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     3249491 | NS      | $22.42        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MCM 2021 VFN1                                             | MCM 2021 VFN1                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      747684 | PA      | $575205.79    | 0.03%             | 2028-08-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GRAND ROUNDS INC.                                         | GRAND ROUNDS INC.                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1035048 | NS      | $745234.56    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        2877 | NS      | $661105.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mythic Inc.                                               | Mythic Inc.                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         685 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER G CVT PFD                                  | DATABRICKS SER G CVT PFD                                                                                             | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       16533 | NS      | $3141270.00   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TVC DSCR 21 1 CERT                                        | TVC DSCR 21 1 CERT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472941 | PA      | $360095.30    | 0.02%             | 2051-02-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TVC DSCR 21 1 A                                           | TVC DSCR 21 1 A                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      727122 | PA      | $686350.98    | 0.03%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Vita Global FinCo Limited                                 | Vita Global FinCo Limited EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      683848 | PA      | $603727.19    | 0.03%             | 2029-06-08      | Floating      | 10.17%                | Yes           |                  3 | On Loan: No      |
| DREAM FINDERS HOMES INC                                   | DREAM FINDERS HOMES INC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2409 | NS      | $2387921.25   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vita Global FinCo Limited                                 | Vita Global FinCo Limited GBP Incremental Term Loan                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      425907 | PA      | $412933.11    | 0.02%             | 2029-06-08      | Floating      | 11.73%                | Yes           |                  3 | On Loan: No      |
| Hydrofarm Holdings LLC                                    | Hydrofarm Holdings LLC 2021 Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      248257 | PA      | $124128.45    | 0.01%             | 2028-10-25      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                               | Wayfair LLC                                                                                                          | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100759.19    | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLTA SERIES C                                            | VOLTA SERIES C                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |        1948 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FANATICS HOLDINGS INC.                                    | FANATICS HOLDINGS INC.                                                                                               | CUSIP: 000000000<br>LEI: 254900SDMEGPMGGZLF87 | Long             | EC               | CORP              | US        |       37931 | NS      | $3318962.50   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SALT PAY CO LTD., SERIES C                                | SALT PAY CO LTD., SERIES C                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         331 | NS      | $74905.30     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SNORKEL AI, INC., SERIES B                                | SNORKEL AI, INC., SERIES B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4461 | NS      | $32431.47     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BYTEDANCE LTD., SERIES E 1                                | BYTEDANCE LTD., SERIES E 1                                                                                           | CUSIP: 000000000<br>LEI: 54930057HU24VGK3CO92 | Long             | EP               | CORP              | US        |       23481 | NS      | $6786713.43   | 0.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BREEZE AVIATION GROUP SERIES B                            | BREEZE AVIATION GROUP SERIES B                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1998 | NS      | $245993.76    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES C                            | SAMBANOVA SYSTEMS INC SERIES C                                                                                       | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |       16831 | NS      | $515870.15    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES D                            | SAMBANOVA SYSTEMS INC SERIES D                                                                                       | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |        5355 | NS      | $197438.85    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LOADSMART, INC., SERIES C                                 | LOADSMART, INC., SERIES C                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       96249 | NS      | $617918.58    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JUMPCLOUD, INC., SERIES E 1                               | JUMPCLOUD, INC., SERIES E 1                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      491634 | NS      | $899690.22    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| URSA MAJOR TECHNOLOGIES, INC.                             | URSA MAJOR TECHNOLOGIES, INC.                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      102993 | NS      | $495396.33    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PSIQUANTUM CORP., SERIES D                                | PSIQUANTUM CORP., SERIES D                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       14776 | NS      | $610987.60    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SNORKEL AI, INC., SERIES C                                | SNORKEL AI, INC., SERIES C                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       15980 | NS      | $139825.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JUMPCLOUD, INC., SERIES F                                 | JUMPCLOUD, INC., SERIES F                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       32336 | NS      | $78899.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LOADSMART, INC., SERIES D                                 | LOADSMART, INC., SERIES D                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        8526 | NS      | $83895.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOODLE PARTNERS INC SERIES C                              | NOODLE PARTNERS INC SERIES C                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       69413 | NS      | $0.69         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wealthfront Corp                                          | Wealthfront Corp                                                                                                     | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |       23711 | NS      | $219326.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                  | Weekley Homes LLC / Weekley Finance Corp                                                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        7000 | PA      | $6778.31      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       91347 | NS      | $7272134.67   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                     | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         617 | NS      | $712635.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2018-1745                                                                      | CUSIP: 94990DAA4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      169000 | PA      | $158877.24    | 0.01%             | 2036-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2020-C58                                                                       | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3281392 | PA      | $199923.09    | 0.01%             | 2053-07-15      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                     | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      113000 | PA      | $113425.30    | 0.01%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2021-C59                                                                       | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2754342 | PA      | $145414.92    | 0.01%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                                      | CUSIP: 95003PAA9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      316000 | PA      | $317351.82    | 0.02%             | 2035-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings, LLC                        | West Deptford Energy Holdings LLC 2025 Term Loan                                                                     | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      405932 | PA      | $403395.42    | 0.02%             | 2032-07-24      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| True Corp PCL                                             | True Corp PCL                                                                                                        | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |      243400 | NS      | $107100.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services Inc                                                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         557 | NS      | $139606.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHESITY GLOBAL INC                                       | COHESITY GLOBAL INC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2783 | NS      | $54964.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXO SERIES D PREF EQ                                      | EXO SERIES D PREF EQ                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       48140 | NS      | $35623.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EXO COMMON                                                | EXO COMMON                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1035 | NS      | $382.95       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LESSEN HOLDINGS INC BYDFL3FX0                             | LESSEN HOLDINGS INC BYDFL3FX0                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       53911 | NS      | $0.54         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER WARRANTS                                           | SONDER WARRANTS                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        3371 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SONDER COMMON 5 YR WARRANTS                               | SONDER COMMON 5 YR WARRANTS                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       33652 | NS      | $0.34         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                     | WOM NEW HOLDCO COMMON                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         399 | NS      | $9177.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                                  | SOURCE GLOBAL PBC COMMON                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8696 | NS      | $695.66       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                            | SONDER 1L PIK NOTES 7 12/10/27                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1410276 | PA      | $0.14         | 0.00%             | 2027-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RELATIVITY SPACE INC (DRS)                                | RELATIVITY SPACE INC (DRS)                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         406 | NS      | $418.18       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RSA SECURITY COMMON                                       | RSA SECURITY COMMON                                                                                                  | CUSIP: 000000000<br>LEI: DDXF51QWGHQV97O29E54 | Long             | EC               | CORP              | US        |        2860 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COHESITY GLOBAL INC                                       | COHESITY GLOBAL INC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4028 | NS      | $79553.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |       12933 | NS      | $315953.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                            | Whirlpool Corp                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94742.85     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                        | Whitebox Clo V Ltd                                                                                                   | CUSIP: 96467PAA6<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001186.00   | 0.10%             | 2038-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                        | Whitebox Clo V Ltd                                                                                                   | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300700.80    | 0.01%             | 2038-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC.                                           | DATABRICKS INC.                                                                                                      | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       60501 | NS      | $11495190.00  | 0.57%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EPIC GAMES INC PP                                         | EPIC GAMES INC PP                                                                                                    | CUSIP: 000000000<br>LEI: 549300I2RHITL4UP9K78 | Long             | EC               | CORP              | US        |        3175 | NS      | $1602168.50   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BRW2ME3P8 NEON PAYMENTS                                   | BRW2ME3P8 NEON PAYMENTS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3076 | NS      | $1308684.20   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      110399 | NS      | $8034839.22   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI SERVICES LLC                                        | Uniti Services LLC                                                                                                   | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      205000 | PA      | $213128.59    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                             | Wolfspeed Inc                                                                                                        | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2852.50      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                             | Wolfspeed Inc                                                                                                        | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        7000 | PA      | $9983.75      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                             | Wolfspeed Inc                                                                                                        | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       14400 | PA      | $11412.00     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                             | Wolfspeed Inc                                                                                                        | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        1191 | NS      | $19437.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                      | WOM Chile Holdco SpA                                                                                                 | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      130200 | PA      | $118819.23    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                             | WOM Mobile SA                                                                                                        | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |        8965 | PA      | $9107.10      | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104824.50    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                          | Wynn Resorts Ltd                                                                                                     | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        3639 | NS      | $369540.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                                                       | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $196427.70    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                    | XPLR Infrastructure Operating Partners LP                                                                            | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211283.81    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                         | Xerox Corp                                                                                                           | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      966000 | PA      | $724500.00    | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                         | Xerox Corp                                                                                                           | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      105000 | PA      | $51712.50     | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                       | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                                                          | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |      430860 | PA      | $271441.53    | 0.01%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                    | YPF SA                                                                                                               | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |        5947 | NS      | $274870.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                           | Yum! Brands Inc                                                                                                      | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99202.92     | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                             | ZF North America Capital Inc                                                                                         | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152145.45    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                             | ZF North America Capital Inc                                                                                         | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295788.63    | 0.01%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                             | ZF North America Capital Inc                                                                                         | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190020.60    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        6314 | NS      | $746377.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29072067 | PA      | $1609741.84   | 0.08%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERGE COMMON EQ                                           | VERGE COMMON EQ                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y1L2KQEZ7TU221 | Long             | EC               | CORP              | US        |      108057 | NS      | $17289.12     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARESYNTAX COMMON EQ                                      | CARESYNTAX COMMON EQ                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2497 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW KLEO HOLDCO                                           | NEW KLEO HOLDCO                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       36225 | NS      | $54431.88     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RSA SECURITY PREF A                                       | RSA SECURITY PREF A                                                                                                  | CUSIP: 000000000<br>LEI: DDXF51QWGHQV97O29E54 | Long             | EC               | CORP              | US        |       30039 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RSA SECURITY PREF B                                       | RSA SECURITY PREF B                                                                                                  | CUSIP: 000000000<br>LEI: DDXF51QWGHQV97O29E54 | Long             | EC               | CORP              | US        |       90116 | NS      | $0.09         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCH Ltd.                                                  | Long: BRWRWGK52 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BRWRWGK52 IRS EUR P F   .02000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3655837 | OU      | $600440.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B92RFN899 CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: B92RFN899 CDS USD P F  5.00000 2 CCPCORPORATE           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      431000 | OU      | $-12603.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRY6B3GT1 IRS EUR R F  2.69300 2 CCPINFLATIONZERO / Short: SRY6B3GT1 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1585000 | OU      | $19176.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S95V4ZF37 CDS USD R F  1.00000 2 CCPCDX / Short: S95V4ZF37 CDS USD P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1578595 | OU      | $19247.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BRY7W6JY5 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7W6JY5 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       45000 | OU      | $-595.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S95VEAG06 CDS USD R F  5.00000 2 CCPCDX / Short: S95VEAG06 CDS USD P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1954835 | OU      | $80913.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYCS1K44 IRS EUR R F  2.34000 2 CCPOIS / Short: SRYCS1K44 IRS EUR P V 12MESTR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8364000 | OU      | $-179932.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BRYCY76C2 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYCY76C2 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       90000 | OU      | $39082.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BRYD0ADG3 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD0ADG3 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       50000 | OU      | $194.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BRYD1VT87 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD1VT87 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       55000 | OU      | $213.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Long: BRYD684R8 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD684R8 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       30000 | OU      | $116.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Long: BRYDAE2N1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYDAE2N1 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       40000 | OU      | $155.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | Long: BRYDN4ZA1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYDN4ZA1 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |       80000 | OU      | $310.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYDU0Y87 IRS GBP R F  3.18000 2 CCPOIS / Short: SRYDU0Y87 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    95425000 | OU      | $-1329212.91  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BRYFP78S8 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYFP78S8 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      460000 | OU      | $-7245.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BRYHTGHG6 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BRYHTGHG6 CDS EUR P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      840000 | OU      | $-14511.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYK8PPT5 IRS GBP R F  4.86000 2 CCPOIS / Short: SRYK8PPT5 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7195000 | OU      | $120346.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYKCBT42 IRS ZAR R F  9.89500 2 CCPVANILLA / Short: SRYKCBT42 IRS ZAR P V 03MJIBAR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32110438 | OU      | $200611.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYKCFDU2 IRS ZAR R F  9.91750 2 CCPVANILLA / Short: SRYKCFDU2 IRS ZAR P V 03MJIBAR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16055219 | OU      | $101523.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYKDJF07 IRS ZAR R F  9.89600 2 CCPVANILLA / Short: SRYKDJF07 IRS ZAR P V 03MJIBAR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16055220 | OU      | $100359.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BRYLQ0K22 IRS BRL R F 10.12250 2 NDFPREDISWAP / Short: BRYLQ0K22 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |    19423774 | OU      | $-445576.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BRYLQ22U6 IRS BRL R F 10.12000 2 NDFPREDISWAP / Short: BRYLQ22U6 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      108408 | OU      | $-2488.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BRYLRP945 IRS BRL R F 10.03250 2 NDFPREDISWAP / Short: BRYLRP945 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |    14282031 | OU      | $-336883.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | Long: BRYLPYKU7 IRS BRL R F 10.12000 2 NDFPREDISWAP / Short: BRYLPYKU7 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    20244680 | OU      | $-464796.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | Long: BRYMVMJV4 IRS BRL R F  9.96500 2 NDFPREDISWAP / Short: BRYMVMJV4 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    16337393 | OU      | $-383568.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S969ANHG4 CDS USD R F  5.00000 2 CCPCDX / Short: S969ANHG4 CDS USD P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3773088 | OU      | $192627.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BRYPSC2D1 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYPSC2D1 IRS USD P F  4.24500 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1669600 | OU      | $-23044.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SRYR20V07 IRS USD R F  4.19850 2 CCPOIS / Short: SRYR20V07 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11231000 | OU      | $87400.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BRYRGS6G4 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYRGS6G4 IRS USD P F  3.65000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5872019 | OU      | $488980.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYS8JUK5 IRS GBP R F  4.12244 2 CCPOIS / Short: SRYS8JUK5 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6812320 | OU      | $-24146.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYSBYRB2 IRS GBP R F  4.12330 2 CCPOIS / Short: SRYSBYRB2 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6858000 | OU      | $-24091.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BRYTH31F1 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYTH31F1 IRS USD P F  3.46013 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5476382 | OU      | $203557.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Long: BRYULJEU1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYULJEU1 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      900000 | OU      | $-12101.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BRYUT1K50 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYUT1K50 IRS USD P F  3.44590 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26837722 | OU      | $97243.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SRYUT18C9 IRS USD R F  3.99590 2 CCPOIS / Short: SRYUT18C9 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26837722 | OU      | $161746.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BRYRHGQP7 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYRHGQP7 IRS USD P F  3.27000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    27046000 | OU      | $182690.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYWJUGG4 IRS JPY R F  1.45000 2 CCPOIS / Short: SRYWJUGG4 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   327470000 | OU      | $-620497.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYWH1754 IRS EUR R F  3.00000 2 CCPVANILLA / Short: SRYWH1754 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17369716 | OU      | $115836.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SRYWQJHE5 IRS JPY R F  1.45200 2 CCPOIS / Short: SRYWQJHE5 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   327470000 | OU      | $-619948.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BRYXJGHV9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYXJGHV9 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       30000 | OU      | $-239.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD0JBTN5 IRS USD R F  4.93400 2 CCPOIS / Short: SYD0JBTN5 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   128216200 | OU      | $106470.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD0JBTK1 IRS USD R F  4.72900 2 CCPOIS / Short: SYD0JBTK1 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   149684400 | OU      | $1593845.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD0JBTR6 IRS USD R F  4.50300 2 CCPOIS / Short: SYD0JBTR6 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   201791100 | OU      | $5357963.34   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD0JBUE3 IRS USD R F  4.07100 2 CCPOIS / Short: SYD0JBUE3 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5854900 | OU      | $-77859.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD0JBUA1 IRS USD R F  4.35400 2 CCPOIS / Short: SYD0JBUA1 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   142128400 | OU      | $5688930.83   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYD0HUNK7 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD0HUNK7 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       65000 | OU      | $-518.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYD0KF807 IRS EUR R F  2.90000 2 CCPVANILLA / Short: SYD0KF807 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19803303 | OU      | $40485.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD11UT42 IRS USD R F  4.00000 2 CCPOIS / Short: SYD11UT42 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28228500 | OU      | $341079.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD15EXM9 IRS USD R F  4.50000 2 CCPOIS / Short: SYD15EXM9 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28181000 | OU      | $20483.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYD16Z4Z4 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD16Z4Z4 IRS ZAR P F  8.14500 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33758284 | OU      | $-2943.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYD18U7J6 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD18U7J6 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      900000 | OU      | $-13008.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYD307YV4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD307YV4 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       85000 | OU      | $-9810.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SRYW98XG5 IRS USD R F  4.14850 2 CCPOIS / Short: SRYW98XG5 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33768180 | OU      | $166736.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD322HB6 IRS USD R F  4.09850 2 CCPOIS / Short: SYD322HB6 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33768180 | OU      | $147713.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYD3KX5J4 IRS EUR R F  2.87000 2 CCPVANILLA / Short: SYD3KX5J4 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14337950 | OU      | $14333.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD614WU7 IRS USD R F  4.35000 2 CCPOIS / Short: SYD614WU7 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12384311 | OU      | $21541.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYD8X48Z4 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD8X48Z4 IRS ZAR P F  6.91600 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1079735 | OU      | $4.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank Europe SE                              | Long: BYD8YTQW5 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYD8YTQW5 CDS EUR P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 8IBZUGJ7JPLH368JE346 | N/A              | DCR              |  | DE        |      205000 | OU      | $-1709.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYD9LGMF6 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD9LGMF6 IRS ZAR P F  7.25100 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13258493 | OU      | $-335.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD9LUQ95 IRS USD R F  3.66000 2 CCPOIS / Short: SYD9LUQ95 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13979605 | OU      | $32435.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYD9LUQD6 IRS USD R F  3.66000 2 CCPOIS / Short: SYD9LUQD6 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9414413 | OU      | $-97346.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDA7X9P5 IRS USD R F  4.00000 2 CCPOIS / Short: SYDA7X9P5 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    43538712 | OU      | $61562.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BYDAHDEP2 IRS USD R V 12MSOFR 1 CCPOIS / Short: BYDAHDEP2 IRS USD P F  3.65000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    47945300 | OU      | $4005162.90   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S96RYU955 CDS EUR R F  5.00000 2 CCPCDX / Short: S96RYU955 CDS EUR P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8354706 | OU      | $691550.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDAUCLN6 IRS GBP R F  4.09500 2 CCPOIS / Short: SYDAUCLN6 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5400000 | OU      | $-789608.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDB5KAB2 IRS MXN R F  9.04000 2 CCPOIS / Short: SYDB5KAB2 IRS MXN P V 00MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    98015509 | OU      | $182073.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDB5B1F3 IRS MXN R F  9.25500 2 CCPOIS / Short: SYDB5B1F3 IRS MXN P V 00MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   106952390 | OU      | $90555.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BYDC7ANP5 IRS BRL R F 14.03000 2 NDFPREDISWAP / Short: BYDC7ANP5 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     1750821 | OU      | $2601.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDCFU2M2 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDCFU2M2 IRS PLN P F  5.23750 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5448860 | OU      | $-8814.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BYDCJGF60 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDCJGF60 IRS MXN P F  8.97000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7001881 | OU      | $-12196.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDCPP7Q8 IRS USD R F  3.67000 2 CCPOIS / Short: SYDCPP7Q8 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15196881 | OU      | $-159609.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDD0R3K6 IRS USD R F  3.70000 2 CCPOIS / Short: SYDD0R3K6 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12000000 | OU      | $-100999.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDD60642 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDD60642 IRS PLN P F  5.14000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4544998 | OU      | $-11374.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDD6YUP4 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDD6YUP4 IRS PLN P F  5.12700 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2726998 | OU      | $-6735.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDD80LJ0 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDD80LJ0 IRS ZAR P F  7.93625 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25090581 | OU      | $-19361.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDDBKUM5 IRS USD R F  4.07000 2 CCPOIS / Short: SYDDBKUM5 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    39265000 | OU      | $103398.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDDJLEY7 IRS GBP R F  4.00000 2 CCPOIS / Short: SYDDJLEY7 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14863600 | OU      | $-135167.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDDPT382 IRS USD R F  4.00000 2 CCPOIS / Short: SYDDPT382 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14863600 | OU      | $215872.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                           | Long: BYDDX7399 CDS EUR R F  5.00000 2 CDXTRANCHE / Short: BYDDX7399 CDS EUR P V 03MEVENT 1 CDXTRANCHE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      743000 | OU      | $88429.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDEF5Z47 IRS CZK R F  3.45500 2 CCPVANILLA / Short: SYDEF5Z47 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12648096 | OU      | $-19187.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDEN4RP3 IRS HUF R F  6.50000 2 CCPVANILLA / Short: SYDEN4RP3 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   135981220 | OU      | $-1744.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BYDENMMW3 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDENMMW3 IRS MXN P F  8.65000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6902039 | OU      | $-7992.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDEUBZ54 IRS USD R F  3.22500 2 CCPOIS / Short: SYDEUBZ54 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15688892 | OU      | $-207827.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDF0U183 IRS USD R F  3.90000 2 CCPOIS / Short: SYDF0U183 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12597022 | OU      | $141067.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDF2ES13 IRS HUF R F  6.55000 2 CCPVANILLA / Short: SYDF2ES13 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    54004106 | OU      | $-3272.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B96ZAV0E1 CDS USD R V 03MEVENT 1 CCPCDX / Short: B96ZAV0E1 CDS USD P F  1.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2498481 | OU      | $-44736.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S96ZAV0M3 CDS EUR R F  5.00000 2 CCPCDX / Short: S96ZAV0M3 CDS EUR P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1212240 | OU      | $109913.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDGJYTN0 IRS USD R F  3.75000 2 CCPOIS / Short: SYDGJYTN0 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11860000 | OU      | $-64345.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9707Z0K8 CDS USD R V 03MEVENT 1 CCPCDX / Short: B9707Z0K8 CDS USD P F  5.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4938120 | OU      | $-287819.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SYDGTQC46 IRS CZK R F 3.56000                             | Long: SYDGTQC46 IRS CZK R F  3.56000 2 CCPVANILLA / Short: SYDGTQC46 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3150321 | OU      | $-4551.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDGM89W5 IRS CZK R F  3.66000 2 CCPVANILLA / Short: SYDGM89W5 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5649630 | OU      | $-7129.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BYDHB0FU9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDHB0FU9 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      125000 | OU      | $-2512.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDHX1RP1 IRS HUF R F  5.75500 2 CCPVANILLA / Short: SYDHX1RP1 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   319000000 | OU      | $-17615.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BYDJQCJ13 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDJQCJ13 IRS MXN P F  7.72500 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3039773 | OU      | $2028.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDJQBZW9 IRS MXN R F  7.73000 2 CCPOIS / Short: SYDJQBZW9 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14868939 | OU      | $886.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BYDJQAA16 IRS BRL R F 13.33000 2 NDFPREDISWAP / Short: BYDJQAA16 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      771090 | OU      | $-3333.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDJTRCA4 IRS HUF R F  5.67500 2 CCPVANILLA / Short: SYDJTRCA4 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   200381316 | OU      | $-11712.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDJTREA2 IRS HUF R F  5.96100 2 CCPVANILLA / Short: SYDJTREA2 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23784309 | OU      | $-3178.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDJTZE71 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZE71 IRS ZAR P F  6.99400 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5839261 | OU      | $1374.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDJTZE30 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZE30 IRS ZAR P F  6.94400 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25450216 | OU      | $-57.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDJTZL16 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZL16 IRS ZAR P F  7.59750 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11050309 | OU      | $554.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDJU4QN0 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDJU4QN0 IRS PLN P F  3.97000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3202709 | OU      | $3985.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDJVW237 IRS CZK R F  3.40600 2 CCPVANILLA / Short: SYDJVW237 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9446078 | OU      | $-17318.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDJUAKA0 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDJUAKA0 IRS PLN P F  4.20500 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2399768 | OU      | $-703.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDKXF4W3 IRS EUR R F  2.20000 2 CCPVANILLA / Short: SYDKXF4W3 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3472601 | OU      | $-103383.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDL9GT41 IRS CZK R F  3.55000 2 CCPVANILLA / Short: SYDL9GT41 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13851000 | OU      | $-21547.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDLE8XY2 IRS MXN R F  7.82250 2 CCPOIS / Short: SYDLE8XY2 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6909000 | OU      | $-3449.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BYDLPBDH2 IRS BRL R F 13.34000 2 NDFPREDISWAP / Short: BYDLPBDH2 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     3577000 | OU      | $-13978.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BYDLRWHA5 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDLRWHA5 IRS MXN P F  7.73000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    36182000 | OU      | $-4149.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDM3DET3 IRS MXN R F  7.72000 2 CCPOIS / Short: SYDM3DET3 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4391000 | OU      | $-3162.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | Long: BYDM8LWY9 IRS BRL R F 13.11500 2 NDFPREDISWAP / Short: BYDM8LWY9 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    34608328 | OU      | $-183651.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BYDM8TTW0 IRS BRL R F 13.00000 2 NDFPREDISWAP / Short: BYDM8TTW0 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    13256236 | OU      | $-80516.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | Long: BYDM8ZH82 IRS BRL R F 13.00000 2 NDFPREDISWAP / Short: BYDM8ZH82 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     8616553 | OU      | $-52335.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | Long: BYDM92686 IRS BRL R F 12.94500 2 NDFPREDISWAP / Short: BYDM92686 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     7403883 | OU      | $-47681.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDMDFNE0 IRS CNY R F  1.44800 2 CCPNDF / Short: SYDMDFNE0 IRS CNY P V 00MCNRR 1 CCPNDF                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8263000 | OU      | $-7136.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDMNH661 IRS USD R F  3.75000 2 CCPOIS / Short: SYDMNH661 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5901374 | OU      | $-39931.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDNW11R3 IRS MXN R F  7.69000 2 CCPOIS / Short: SYDNW11R3 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25841000 | OU      | $-20991.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDQ3ZF80 IRS USD R F  3.50000 2 CCPOIS / Short: SYDQ3ZF80 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26455278 | OU      | $-66967.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDQZFLU3 IRS THB R F  1.37500 2 CCPNDFOIS / Short: SYDQZFLU3 IRS THB P V 12MTHOR 1 CCPNDFOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1284110 | OU      | $-2430.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDR4NKU9 IRS BRL R F 13.14000 2 CCPNDFPREDISWAP / Short: SYDR4NKU9 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2319000 | OU      | $-10129.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                           | Long: BYDRRCE19 CDS EUR R F  5.00000 2 CDXTRANCHE / Short: BYDRRCE19 CDS EUR P V 03MEVENT 1 CDXTRANCHE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      425000 | OU      | $2373.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B978T5JZ0 CDS EUR R V 03MEVENT 1 CCPCDX / Short: B978T5JZ0 CDS EUR P F  5.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3182400 | OU      | $-266923.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDS0ECW6 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDS0ECW6 IRS PLN P F  4.08000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1204830 | OU      | $6515.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDS0VLS7 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDS0VLS7 IRS PLN P F  4.08200 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1223085 | OU      | $6586.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDS297Y7 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDS297Y7 IRS PLN P F  4.09700 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1223085 | OU      | $6381.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDS11GA7 IRS BRL R F 13.01000 2 CCPNDFPREDISWAP / Short: SYDS11GA7 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4724000 | OU      | $-23471.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                           | Long: BYDS524K2 CDS EUR R F  5.00000 2 CDXTRANCHE / Short: BYDS524K2 CDS EUR P V 03MEVENT 1 CDXTRANCHE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      425000 | OU      | $2373.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                           | Long: BYDS6W9M6 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDS6W9M6 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      212000 | OU      | $34885.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9796YTF3 CDS USD R V 03MEVENT 1 CCPCDX / Short: B9796YTF3 CDS USD P F  5.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3676860 | OU      | $-193629.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDSD3P44 CDS USD R F  5.00000 2 CORPORATE / Short: BYDSD3P44 CDS USD P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       85000 | OU      | $14121.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDSD3P77 CDS USD R F  5.00000 2 CORPORATE / Short: BYDSD3P77 CDS USD P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       45000 | OU      | $7475.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Long: BYDS97UA0 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDS97UA0 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |      214000 | OU      | $15628.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDSFTN47 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDSFTN47 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      238907 | OU      | $39312.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDSKG5P2 IRS CZK R F  3.91000 2 CCPVANILLA / Short: SYDSKG5P2 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25010015 | OU      | $-23299.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDSMBG87 IRS JPY R F  2.57750 2 CCPOIS / Short: SYDSMBG87 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29450000 | OU      | $-16256.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDSU3000 IRS CNY R F  1.59000 2 CCPNDF / Short: SYDSU3000 IRS CNY P V 00MCNRR 1 CCPNDF                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10998000 | OU      | $2738.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDSUT3V2 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDSUT3V2 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      113000 | OU      | $10613.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDTGFYK6 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDTGFYK6 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      130000 | OU      | $-18122.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDR3RGY8 IRS THB R V 12MTHOR 1 CCPNDFOIS / Short: BYDR3RGY8 IRS THB P F  1.35000 2 CCPNDFOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1284110 | OU      | $2516.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BYDUAL0G2 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BYDUAL0G2 IRS BRL P F 13.88300 2 CCPNDFPREDISWAP     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10007573 | OU      | $9317.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYDUGB9L8 IRS COP R F  9.31000 2 NDFOIS / Short: BYDUGB9L8 IRS COP P V 03MCPIBR 1 NDFOIS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  1262050394 | OU      | $-15058.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYDUGBD66 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDUGBD66 IRS COP P F  9.36000 2 NDFOIS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   700024894 | OU      | $13757.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDUK84Y7 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDUK84Y7 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      476000 | OU      | $17223.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYDUKCUS2 IRS COP R F  9.37000 2 NDFOIS / Short: BYDUKCUS2 IRS COP P V 03MCPIBR 1 NDFOIS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  1252807688 | OU      | $-14625.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYDUKCY25 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDUKCY25 IRS COP P F  9.42000 2 NDFOIS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   697971853 | OU      | $13374.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | Long: BYDUMQ0J2 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDUMQ0J2 IRS COP P F  9.54000 2 NDFOIS                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  1368780339 | OU      | $24881.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | Long: BYDUMPZZ0 IRS COP R F  9.54000 2 NDFOIS / Short: BYDUMPZZ0 IRS COP P V 03MCPIBR 1 NDFOIS                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  2487286037 | OU      | $-27219.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYDUS12L4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDUS12L4 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      275000 | OU      | $-38335.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDUS23M9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDUS23M9 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      170000 | OU      | $-20775.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BYDUZ99Q1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDUZ99Q1 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       35000 | OU      | $5200.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYDV9BFD5 IRS CLP R V 06MCLICP 1 NDFCAMARAPROMEDIO / Short: BYDV9BFD5 IRS CLP P F  4.43500 2 NDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  1239062000 | OU      | $10236.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYDVP27D6 IRS GBP R F  4.45000 2 CCPOIS / Short: SYDVP27D6 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2686100 | OU      | $-197512.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDVWEWP7 IRS USD R F  3.22800 2 CCPOIS / Short: SYDVWEWP7 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    40431000 | OU      | $-151138.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYDW610H5 IRS MXN R F  8.27000 2 CCPOIS / Short: SYDW610H5 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4531122 | OU      | $-3421.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Long: BYDWF9NX8 TRS USD R E BYDWF9NY6 BONDTRS / Short: BYDWF9NX8 TRS USD P V 03MTBILL BYDWF9NZ3 BONDTRS              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |      240615 | OU      | $1462.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Long: BYDWFLWU7 TRS USD R E BYDWFLWV5 EQUITYTRS / Short: BYDWFLWU7 TRS USD P F   .00000 BYDWFLWW3 EQUITYTRS          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      138067 | OU      | $1876.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYDWFM5C5 TRS USD R E BYDWFM5D3 EQUITYTRS / Short: BYDWFM5C5 TRS USD P V 12MSOFR BYDWFM5E1 EQUITYTRS           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      105588 | OU      | $3203.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BYDWFM5G6 TRS USD R E BYDWFM5H4 EQUITYTRS / Short: BYDWFM5G6 TRS USD P F   .00000 BYDWFM5J0 EQUITYTRS          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       46722 | OU      | $374.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYDWFM568 TRS USD R E BYDWFM576 EQUITYTRS / Short: BYDWFM568 TRS USD P V 12MSOFR BYDWFM584 EQUITYTRS           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       79661 | OU      | $-278.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDWFLSW8 TRS USD R E BYDWFLSX6 EQUITYTRS / Short: BYDWFLSW8 TRS USD P V 03MTBILL BYDWFLSY4 EQUITYTRS          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      141615 | OU      | $57.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Long: BYDWYR5D1 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDWYR5D1 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |      241000 | OU      | $-8166.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                    | Long: BYDXBY2K6 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDXBY2K6 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | N/A              | DCR              |  | DE        |      145000 | OU      | $5246.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDXDZW36 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDXDZW36 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      218000 | OU      | $12769.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                    | Long: BYDXE5DJ7 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDXE5DJ7 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | N/A              | DCR              |  | DE        |      121000 | OU      | $5856.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank Europe SE                              | Long: BYDY03Y37 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDY03Y37 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 8IBZUGJ7JPLH368JE346 | N/A              | DCR              |  | DE        |      131000 | OU      | $7673.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDYFFZV1 IRS CZK R V 06MPRIBO 1 CCPVANILLA / Short: BYDYFFZV1 IRS CZK P F  3.61500 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2198700 | OU      | $3543.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDYHYUQ4 IRS CZK R V 06MPRIBO 1 CCPVANILLA / Short: BYDYHYUQ4 IRS CZK P F  3.58000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2191895 | OU      | $3695.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDYG5VR5 TRS USD R V 12MSOFR BYDYG5VT1 EQUITYTRS / Short: BYDYG5VR5 TRS USD P E BYDYG5VS3 EQUITYTRS           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      732647 | OU      | $40429.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYDYMCQT5 IRS MYR R V 03MKLIBO 1 CCPNDF / Short: BYDYMCQT5 IRS MYR P F  3.33100 2 CCPNDF                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3198000 | OU      | $1323.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYDZG8GD4 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDZG8GD4 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      222000 | OU      | $10744.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYJ0C9VY4 IRS BRL R F 13.18000 2 CCPNDFPREDISWAP / Short: SYJ0C9VY4 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1775000 | OU      | $-7264.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYJ0GWL38 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYJ0GWL38 IRS PLN P F  4.12000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1866000 | OU      | $10871.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYJ0K8DF8 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYJ0K8DF8 IRS PLN P F  4.40200 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1858000 | OU      | $4711.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | Long: BYJ12U8X4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYJ12U8X4 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      915000 | OU      | $11882.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | Long: BYJ199MR1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYJ199MR1 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |       55000 | OU      | $1819.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | Long: BYJ199NB5 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYJ199NB5 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |       85000 | OU      | $2812.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYJ1C4SF8 IRS THB R F  1.61786 2 CCPNDFOIS / Short: SYJ1C4SF8 IRS THB P V 12MTHOR 1 CCPNDFOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32333343 | OU      | $-7311.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B97J5BGB5 CDS EUR R V 03MEVENT 1 CCPCDX / Short: B97J5BGB5 CDS EUR P F  5.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3853416 | OU      | $-279294.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | Long: BYJ1EAVV3 TRS USD R E BYJ1EAVW1 EQUITYTRS / Short: BYJ1EAVV3 TRS USD P V 12MSOFR BYJ1EAVX9 EQUITYTRS           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2222308 | OU      | $18021.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BYJ1EAD68 TRS USD R E BYJ1EAD76 EQUITYTRS / Short: BYJ1EAD68 TRS USD P V 12MSOFR BYJ1EAD84 EQUITYTRS           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     6484304 | OU      | $52584.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BYJ1EAY08 TRS USD R E BYJ1EAY16 EQUITYTRS / Short: BYJ1EAY08 TRS USD P V 12MSOFR BYJ1EAY24 EQUITYTRS           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      722907 | OU      | $5935.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYJ1EBAN2 TRS USD R E BYJ1EBAP7 EQUITYTRS / Short: BYJ1EBAN2 TRS USD P V 12MSOFR BYJ1EBAQ5 EQUITYTRS           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2724020 | OU      | $22364.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BYJ1EACY8 TRS USD R E BYJ1EACZ5 EQUITYTRS / Short: BYJ1EACY8 TRS USD P V 12MSOFR BYJ1EAD01 EQUITYTRS           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     2434130 | OU      | $19739.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BYJ1EB8A3 TRS USD R E BYJ1EB8B1 EQUITYTRS / Short: BYJ1EB8A3 TRS USD P V 12MSOFR BYJ1EB8C9 EQUITYTRS           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2453938 | OU      | $19900.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Long: BYJ1EA393 TRS USD R V 12MSOFR BYJ1EA3B8 EQUITYTRS / Short: BYJ1EA393 TRS USD P E BYJ1EA3A0 EQUITYTRS           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     3307379 | OU      | $-26821.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYJ1JR8S4 IRS BRL R F 13.80000 2 CCPNDFPREDISWAP / Short: SYJ1JR8S4 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2177000 | OU      | $398.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BYJ1LXEU6 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYJ1LXEU6 IRS MXN P F  6.90500 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    46428761 | OU      | $-1171.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYJ1MVAP4 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BYJ1MVAP4 IRS JPY P F  1.31850 2 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   626095010 | OU      | $2913.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYJ1MVAH2 IRS JPY R F  2.88750 2 CCPOIS / Short: SYJ1MVAH2 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   178257397 | OU      | $-29730.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYJ1MXHH1 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BYJ1MXHH1 IRS JPY P F  1.31625 2 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   616250505 | OU      | $3039.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYJ1MXJK2 IRS JPY R F  2.86500 2 CCPOIS / Short: SYJ1MXJK2 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   176907331 | OU      | $-34599.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYJ1N5RB3 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BYJ1N5RB3 IRS JPY P F  1.33600 2 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   619627558 | OU      | $1542.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYJ1N5WZ4 IRS JPY R F  2.88100 2 CCPOIS / Short: SYJ1N5WZ4 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   177108205 | OU      | $-31012.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYJ1M7PA4 IRS MXN R F  8.05000 2 CCPOIS / Short: SYJ1M7PA4 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8621422 | OU      | $-1491.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SYJ1NY995 IRS MXN R F  8.09000 2 CCPOIS / Short: SYJ1NY995 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7750149 | OU      | $-633.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYJ1PX2J0 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BYJ1PX2J0 IRS JPY P F  1.38600 2 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   619917442 | OU      | $-2289.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYJ1PXB50 IRS JPY R F  2.94500 2 CCPOIS / Short: SYJ1PXB50 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   176779290 | OU      | $-16475.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SYJ1PXCQ3 IRS JPY R F  2.98000 2 CCPOIS / Short: SYJ1PXCQ3 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   208360777 | OU      | $-10085.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BYJ1PXD58 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BYJ1PXD58 IRS JPY P F  1.38000 2 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   572231485 | OU      | $-1688.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank AG                                               | Long: BYJ1DWMN4 TRS EUR R V 12MESTR BYJ1DWMQ7 EQUITYTRS / Short: BYJ1DWMN4 TRS EUR P E BYJ1DWMP9 EQUITYTRS           | CUSIP: 000000000<br>LEI: 6TJCK1B7E7UTXP528Y04 | N/A              | DE               |  | DE        |     2561900 | OU      | $122809.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BYJ1QP3T3 IRS CLP R V 06MCLICP 1 NDFCAMARAPROMEDIO / Short: BYJ1QP3T3 IRS CLP P F  5.41500 2 NDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |   126691000 | OU      | $-1197.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INNIO GROUP HOLDING GMBH                                  | INNIO Group Holding GmbH 2026 EUR Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | AT        |     1000000 | PA      | $1151758.51   | 0.06%             | 2031-11-02      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Misto Holdings Corp                                       | Misto Holdings Corp                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2328 | NS      | $64369.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                | Airtac International Group                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       12000 | NS      | $382205.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13392000000 | PA      | $795903.51    | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18268400 | PA      | $845842.31    | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       14173 | NS      | $18846631.74  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                                                        | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |        5656 | NS      | $385280.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    16834000 | PA      | $929109.38    | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                                                          | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        2892 | NS      | $510628.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    36862398 | PA      | $2154538.73   | 0.11%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                        | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        3978 | NS      | $231554.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                             | Axis Bank Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |        3849 | NS      | $47670.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4172200000 | PA      | $913246.90    | 0.05%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd                                        | Mr Price Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |       23868 | NS      | $216333.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        3397 | NS      | $1152615.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    10608000 | PA      | $2047285.04   | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   388700000 | PA      | $77760.10     | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                  | gategroup Finance Luxembourg SA                                                                                      | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      245000 | PA      | $307527.83    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $208458.63    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      144000 | PA      | $155338.78    | 0.01%             | 2030-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                             | ASE Technology Holding Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |       13000 | NS      | $143080.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                | National Bank of Greece SA                                                                                           | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |        7640 | NS      | $118021.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                   | Meituan                                                                                                              | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |       15300 | NS      | $166957.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                   | Fantasia Holdings Group Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      204000 | PA      | $2305.20      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       97000 | PA      | $96315.74     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fawry for Banking & Payment Technology Services SAE       | Fawry for Banking & Payment Technology Services SAE                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | EG        |      776014 | NS      | $243645.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $397658.97    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      176000 | PA      | $198637.26    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                   | Fantasia Holdings Group Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      233000 | PA      | $2632.90      | 0.00%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4815500000 | PA      | $1163708.15   | 0.06%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                          | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $262727.28    | 0.01%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      371000 | PA      | $425405.99    | 0.02%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                     | Jordan Government International Bonds                                                                                | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $196546.88    | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                    | TK Elevator Midco GmbH                                                                                               | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     1152196 | PA      | $1330231.09   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                                                        | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      167000 | PA      | $189396.14    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   626600000 | PA      | $100495.82    | 0.00%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                                                    | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       12232 | NS      | $2109401.77   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                     | Global Switch Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      146000 | PA      | $155545.09    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                         | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $234352.33    | 0.01%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                       | VZ Vendor Financing II BV                                                                                            | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      494000 | PA      | $520326.54    | 0.03%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                    | Verisure Midholding AB                                                                                               | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      406000 | PA      | $467246.21    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                         | Belimo Holding AG                                                                                                    | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |         412 | NS      | $334605.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                         | Rakuten Group Inc                                                                                                    | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      420000 | PA      | $470705.99    | 0.02%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                   | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      924000 | PA      | $1183541.94   | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                               | Cedacri SpA                                                                                                          | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $123154.49    | 0.01%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                                                       | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227650.48    | 0.01%             | 2027-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Krafton Inc                                               | Krafton Inc                                                                                                          | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |        2633 | NS      | $450129.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      238000 | PA      | $264007.68    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $108830.45    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                        | HD Hyundai Heavy Industries Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |        1949 | NS      | $624303.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANICKS GROUP AG                                         | BRANICKS Group AG                                                                                                    | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $63717.40     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                   | Kaixo Bondco Telecom SA                                                                                              | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      207000 | PA      | $239860.55    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      648000 | PA      | $801834.84    | 0.04%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                    | BCP V Modular Services Finance PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      467000 | PA      | $369115.39    | 0.02%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGRIFARMA SPA                                             | Agrifarma SpA                                                                                                        | CUSIP: 000000000<br>LEI: 815600F89DA538E88804 | Long             | DBT              | CORP              | IT        |      505000 | PA      | $578651.07    | 0.03%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                         | Iliad Holding SAS                                                                                                    | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      715000 | PA      | $830087.63    | 0.04%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                 | Forvia SE                                                                                                            | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      101000 | PA      | $115174.45    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                        | Lune Holdings Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      343000 | PA      | $8471.30      | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227998.16    | 0.01%             | 2026-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 6 LTD                                      | HKT Capital No 6 Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900F4EZA4GPR3LG03 | Long             | DBT              | CORP              | VG        |      201000 | PA      | $184253.35    | 0.01%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                   | EIG Pearl Holdings Sarl                                                                                              | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      199803 | PA      | $178454.43    | 0.01%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                                                             | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $460081.74    | 0.02%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                                                                 | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |        2658 | NS      | $278088.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                                                            | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       37366 | NS      | $886976.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Borouge PLC                                               | Borouge PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2549001Z4YA6WG9MBM08 | Long             | EC               | CORP              | AE        |      176865 | NS      | $125186.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LETRA TESOURO NACIONAL                                    | Brazil Letras do Tesouro Nacional                                                                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2870000 | PA      | $535795.76    | 0.03%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                                                         | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243464.36    | 0.01%             | 2028-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                      | Teva Pharmaceutical Finance Netherlands II BV                                                                        | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      324000 | PA      | $434641.63    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                   | America Movil SAB de CV                                                                                              | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |      330462 | NS      | $420199.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                                                           | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        2409 | NS      | $126284.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                                                                | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      270900 | PA      | $323546.48    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                   | Dana Financing Luxembourg Sarl                                                                                       | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $403876.61    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                         | Motion Finco Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      121000 | PA      | $120776.89    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      147000 | PA      | $203582.92    | 0.01%             | 2086-08-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                   | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $246774.02    | 0.01%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30965100 | PA      | $1726965.59   | 0.09%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                       | Cirsa Finance International Sarl                                                                                     | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      379000 | PA      | $447147.28    | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                     | Philippine Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    35850000 | PA      | $580224.17    | 0.03%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11412100 | PA      | $637799.05    | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    13000000 | PA      | $605592.52    | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      359115 | PA      | $414490.48    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |       72256 | PA      | $83408.29     | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                       | Boels Topholding BV                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      493000 | PA      | $582051.62    | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                          | Mobico Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      316000 | PA      | $282747.87    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       41870 | NS      | $1223957.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                                                            | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       40919 | NS      | $435219.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Aeronautics Ltd                                 | Hindustan Aeronautics Ltd                                                                                            | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |       26524 | NS      | $975178.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE BIDCO PLC                                        | Pinnacle Bidco PLC                                                                                                   | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      194000 | PA      | $266286.31    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                  | Magyar Export-Import Bank Zrt                                                                                        | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      128000 | PA      | $154888.88    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      439000 | PA      | $419208.30    | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                 | Loxam SAS                                                                                                            | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      443700 | PA      | $526133.53    | 0.03%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     6638716 | PA      | $7380031.76   | 0.37%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                           | Athens International Airport SA                                                                                      | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |       15105 | NS      | $183465.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                            | Goldstory SAS                                                                                                        | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $451993.56    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                            | Goldstory SAS                                                                                                        | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      346000 | PA      | $388683.12    | 0.02%             | 2030-02-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                  | Kronos International Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198596.28    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                        | Ardonagh Finco Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      751000 | PA      | $862055.48    | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GARUDA INDONESIA TBK PT                                   | Garuda Indonesia Persero Tbk PT                                                                                      | CUSIP: 000000000<br>LEI: 254900CUWPNFYKQUW656 | Long             | DBT              | CORP              | ID        |      230908 | PA      | $191872.49    | 0.01%             | 2031-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONCER                                                    | Argentina Treasury Bond BONCER                                                                                       | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    52243000 | PA      | $93715.79     | 0.00%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                      | Heathrow Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      387000 | PA      | $508013.32    | 0.03%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                         | Galderma Group AG                                                                                                    | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |        8763 | NS      | $1722224.62   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                  | Aston Martin Capital Holdings Ltd                                                                                    | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      361000 | PA      | $366678.89    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                        | Pinewood Finco PLC                                                                                                   | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      261000 | PA      | $337031.20    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                                                           | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      173000 | PA      | $209124.85    | 0.01%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                               | Progroup AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      168000 | PA      | $193400.86    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                               | Progroup AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      116000 | PA      | $131241.73    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1986000 | PA      | $531841.82    | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                             | SGL Group ApS                                                                                                        | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $107496.24    | 0.01%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                    | Vmed O2 UK Financing I PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      197000 | PA      | $208592.09    | 0.01%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                    | CD&R Firefly Bidco PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134559.68    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                          | TUI Cruises GmbH                                                                                                     | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      389000 | PA      | $454154.92    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2177000 | PA      | $557751.92    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115798.75    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                    | IMA Industria Macchine Automatiche SpA                                                                               | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      385000 | PA      | $445055.20    | 0.02%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                       | Boels Topholding BV                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116130.56    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                | Mahle GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      381000 | PA      | $445284.33    | 0.02%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | Grifols SA                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      125000 | PA      | $149435.51    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                             | Fedrigoni SpA                                                                                                        | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      347000 | PA      | $369507.87    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                           | Fiber Midco Spa                                                                                                      | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      217000 | PA      | $181435.74    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                    | Trident Energy Finance PLC                                                                                           | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213126.08    | 0.01%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                     | Lottomatica Group Spa                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      102000 | PA      | $120069.43    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                                                         | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      356000 | PA      | $472379.77    | 0.02%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                     | Lottomatica Group Spa                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      155000 | PA      | $179486.77    | 0.01%             | 2031-06-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      135000 | PA      | $157519.71    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                        | Bertrand Franchise Finance SAS                                                                                       | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      159000 | PA      | $178468.57    | 0.01%             | 2030-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                                                              | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      125000 | PA      | $145756.47    | 0.01%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                   | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $241725.50    | 0.01%             | 2030-12-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                        | PrestigeBidCo GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      262000 | PA      | $302452.90    | 0.02%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                                                       | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $250735.35    | 0.01%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                                                        | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351460.83    | 0.02%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LION LUX                                                  | Lion/Polaris Lux Midco SARL                                                                                          | CUSIP: 000000000<br>LEI: 984500B6N8F6E153B579 | Long             | DBT              | CORP              | LU        |      335000 | PA      | $386417.11    | 0.02%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                   | Tikehau CLO XII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      420000 | PA      | $482556.49    | 0.02%             | 2038-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      495000 | PA      | $542799.74    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      208000 | PA      | $241349.70    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                           | Amber Finco PLC                                                                                                      | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      277000 | PA      | $328552.18    | 0.02%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AB CarVal Euro CLO                                        | AB Carval Euro CLO II-C DAC                                                                                          | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |      290000 | PA      | $334205.05    | 0.02%             | 2037-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                        | Zegona Finance PLC                                                                                                   | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      447818 | PA      | $537187.74    | 0.03%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                              | Rossini Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      162000 | PA      | $192445.72    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                              | Rossini Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       97157 | PA      | $112598.78    | 0.01%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC            | Palmer Square European Loan Funding 2024-2 DAC                                                                       | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |      290000 | PA      | $334224.49    | 0.02%             | 2034-05-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                              | Afflelou SAS                                                                                                         | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |      224000 | PA      | $263225.04    | 0.01%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                    | Brazil Letras do Tesouro Nacional                                                                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    11515000 | PA      | $2079277.97   | 0.10%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                         | Stonegate Pub Co Financing 2019 PLC                                                                                  | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      139000 | PA      | $157163.88    | 0.01%             | 2029-07-31      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                         | Stonegate Pub Co Financing 2019 PLC                                                                                  | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      241000 | PA      | $315830.51    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                             | Sona Fios Clo III DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $583130.75    | 0.03%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2940000 | PA      | $438095.94    | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                         | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $331898.45    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                          | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      409000 | PA      | $542163.53    | 0.03%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                                                               | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $114850.02    | 0.01%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $266522.89    | 0.01%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233125.14    | 0.01%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                  | Perrigo Finance Unlimited Co                                                                                         | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      114000 | PA      | $123128.26    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                         | Bubbles Bidco SPA                                                                                                    | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      156000 | PA      | $180198.53    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                         | Bubbles Bidco SPA                                                                                                    | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      151000 | PA      | $174598.19    | 0.01%             | 2031-09-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2820000 | PA      | $55342.40     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Providus CLO                                              | Providus CLO II DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |      260000 | PA      | $296959.88    | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                | Arbour CLO VI DAC                                                                                                    | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |      330000 | PA      | $376880.87    | 0.02%             | 2037-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                          | Capital Four CLO VIII DAC                                                                                            | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $446776.84    | 0.02%             | 2037-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                     | Muangthai Capital PCL                                                                                                | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $198496.44    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                           | OEG Finance PLC                                                                                                      | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      479000 | PA      | $570253.48    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                      | Dynamo Newco II GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      130000 | PA      | $133261.30    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                            | Jubilee CLO 2024-XXIX DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |      410000 | PA      | $466620.93    | 0.02%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4833000 | PA      | $88305.43     | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                            | Edge Finco PLC                                                                                                       | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      341000 | PA      | $465583.54    | 0.02%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                      | IHO Verwaltungs GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      275000 | PA      | $332322.26    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6398000 | PA      | $127699.42    | 0.01%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC            | Palmer Square European Loan Funding 2024-3 DAC                                                                       | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $276609.29    | 0.01%             | 2034-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                       | Henley CLO XII DAC                                                                                                   | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $274497.97    | 0.01%             | 2038-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                      | Fressnapf Holding SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      152000 | PA      | $171733.83    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                  | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      216000 | PA      | $241331.16    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                  | Almaviva-The Italian Innovation Co SpA                                                                               | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      231000 | PA      | $253020.20    | 0.01%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                        | Arini European Clo IV DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |      470000 | PA      | $540524.66    | 0.03%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                           | Contego CLO XI DAC                                                                                                   | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $266857.15    | 0.01%             | 2038-11-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                        | Victory Street CLO I DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |      360000 | PA      | $414092.96    | 0.02%             | 2038-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                                                       | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $232175.40    | 0.01%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                          | TUI Cruises GmbH                                                                                                     | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      113000 | PA      | $127141.73    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                          | Gruenenthal GmbH                                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      303000 | PA      | $343208.69    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IRCA SPA                                                  | Irca SpA/Gallarate                                                                                                   | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      213000 | PA      | $246586.35    | 0.01%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                  | Pacific National Finance Pty Ltd                                                                                     | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      190000 | PA      | $131110.20    | 0.01%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SAI Life Sciences Ltd                                     | SAI Life Sciences Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800JBS3NY25NIBC93 | Long             | EC               | CORP              | IN        |        8206 | NS      | $84719.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      579000 | PA      | $10593.23     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                           | Contego CLO VII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $353106.14    | 0.02%             | 2038-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                                     | Virgin Media O2 Vendor Financing Notes V DAC                                                                         | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |      164000 | PA      | $192284.45    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                 | Avoca CLO XVIII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |      180000 | PA      | $204123.13    | 0.01%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | Grifols SA                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      133000 | PA      | $158907.11    | 0.01%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $373981.56    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $339502.68    | 0.02%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                              | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      225000 | PA      | $257662.43    | 0.01%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                        | Al Rajhi Sukuk Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $196267.12    | 0.01%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                             | Heimstaden AB                                                                                                        | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $118088.14    | 0.01%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                      | Adler Financing Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      398830 | PA      | $509722.99    | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      748000 | PA      | $846707.77    | 0.04%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                            | Elior Group SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |      359000 | PA      | $418808.17    | 0.02%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                  | ContourGlobal Power Holdings SA                                                                                      | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      183000 | PA      | $211509.88    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                   | MPT Operating Partnership LP / MPT Finance Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      220000 | PA      | $250247.84    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                             | SGL Group ApS                                                                                                        | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      160000 | PA      | $169982.42    | 0.01%             | 2031-02-24      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                                | Aurium Clo XIII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $192516.51    | 0.01%             | 2038-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      153000 | PA      | $179596.97    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      272000 | PA      | $305453.94    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                   | Summer BC Holdco B SARL                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      308000 | PA      | $306219.47    | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                   | Summer BC Holdco B SARL                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      140000 | PA      | $140606.60    | 0.01%             | 2030-02-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                         | Gabon Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      200000 | PA      | $187410.32    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5931000 | PA      | $105434.10    | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                                | Fidelity Grand Harbour Clo 2023-1 DAC                                                                                | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |      330000 | PA      | $369952.95    | 0.02%             | 2038-02-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                       | Henley Clo Xi DAC                                                                                                    | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |      370000 | PA      | $410505.82    | 0.02%             | 2039-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                      | Alpha Star Holding IX Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $190561.50    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                        | Arini European CLO V DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $279790.02    | 0.01%             | 2039-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $263076.18    | 0.01%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2880000 | PA      | $3298889.00   | 0.16%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                           | Contego Clo V DAC                                                                                                    | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $276502.78    | 0.01%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                         | TAG Immobilien AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237591.96    | 0.01%             | 2031-03-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224889.62    | 0.01%             | 2034-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                  | Sappi Papier Holding GmbH                                                                                            | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      166000 | PA      | $171200.05    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                                                        | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $223755.16    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                                 | Rockford Tower Europe Clo 2025-1 DAC                                                                                 | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $361538.85    | 0.02%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                           | Arcano Euro CLO I DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400KVFUOP733LMF93 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $448929.32    | 0.02%             | 2039-04-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                          | alstria Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $228894.79    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC                    | CVC Cordatus Opportunity Loan Fund-R DAC                                                                             | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |      780000 | PA      | $890889.57    | 0.04%             | 2033-08-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                           | Texas Debt Capital Euro CLO 2025-I DAC                                                                               | CUSIP: 000000000<br>LEI: 6354005CUY8PX5XJT459 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $441893.07    | 0.02%             | 2039-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                                                                | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $267153.57    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235091.61    | 0.01%             | 2030-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                             | Schaeffler AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116853.85    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                             | Schaeffler AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114232.31    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                        | Arena Luxembourg Finance Sarl                                                                                        | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      217000 | PA      | $250093.52    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                  | Itelyum Regeneration Spa                                                                                             | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $228024.51    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       65000 | PA      | $74892.00     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                       | Citycon Treasury BV                                                                                                  | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106490.49    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                     | Philippine Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    58250000 | PA      | $914413.60    | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                     | Lottomatica Group Spa                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      189000 | PA      | $220180.72    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                        | eircom Finance DAC                                                                                                   | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |      312000 | PA      | $358225.34    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                   | Wintershall Dea Finance 2 BV                                                                                         | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $292015.44    | 0.01%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                  | IPD 3 BV                                                                                                             | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      321000 | PA      | $348448.05    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |        9926 | NS      | $426178.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                           | Ocado Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      180000 | PA      | $237545.01    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $495806.75    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                    | Contemporary Amperex Technology Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       15011 | NS      | $1196498.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                                                                  | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115527.81    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                              | Prysmian SpA                                                                                                         | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $176027.91    | 0.01%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                  | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      237000 | PA      | $274541.10    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                            | Air France-KLM                                                                                                       | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224924.25    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      277000 | PA      | $309032.35    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                      | ZF Europe Finance BV                                                                                                 | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235810.22    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      296000 | PA      | $335928.31    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                      | Mehilainen Yhtiot Oy                                                                                                 | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      307000 | PA      | $353610.30    | 0.02%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                                                       | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $117347.06    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                                   | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                                                                   | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |      128000 | PA      | $147952.43    | 0.01%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                                                            | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      183000 | PA      | $199290.78    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                    | Darling Global Finance BV                                                                                            | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      277000 | PA      | $318589.80    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                              | Luna 2 5SARL                                                                                                         | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113690.18    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                   | Garfunkelux Holdco 3 SA                                                                                              | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      668008 | PA      | $775951.26    | 0.04%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                       | Egypt Treasury Bills                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    17975000 | PA      | $311967.29    | 0.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                       | Dolcetto Holdco SpA                                                                                                  | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      217000 | PA      | $249137.22    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                       | Dolcetto Holdco SpA                                                                                                  | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115476.55    | 0.01%             | 2032-07-14      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                          | Maxam Prill Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      456000 | PA      | $520877.15    | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                   | Beach Acquisition Bidco LLC                                                                                          | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      177000 | PA      | $196216.27    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                  | Techem Verwaltungsgesellschaft 675 mbH                                                                               | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112251.28    | 0.01%             | 2032-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                           | Arcano Euro Clo II DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $196074.04    | 0.01%             | 2039-07-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5470000 | PA      | $100965.04    | 0.01%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                         | Paprec Holding SA                                                                                                    | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      401000 | PA      | $454523.36    | 0.02%             | 2030-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      376000 | PA      | $416984.75    | 0.02%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      306000 | PA      | $344517.91    | 0.02%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                     | Muangthai Capital PCL                                                                                                | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      250000 | PA      | $246971.52    | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                             | Sona Fios CLO V DAC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      190000 | PA      | $217410.81    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      301000 | PA      | $344393.20    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                             | Heimstaden AB                                                                                                        | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |      101000 | PA      | $113864.39    | 0.01%             | 2031-01-24      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                    | Froneri Lux FinCo SARL                                                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      310000 | PA      | $338472.31    | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                        | Intrum Investments And Financing AB                                                                                  | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      358863 | PA      | $412353.73    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                  | Alexandrite Lake Lux Holdings Sarl                                                                                   | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $338953.08    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                     | Philippine Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    60595000 | PA      | $971072.18    | 0.05%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                                | Aurium CLO VII DAC                                                                                                   | CUSIP: 000000000<br>LEI: 549300V2IBKMYWMKX423 | Long             | ABS-CBDO         | CORP              | IE        |      120000 | PA      | $137286.02    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO                                       | Signal Harmonic CLO I DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-CBDO         | CORP              | IE        |      110000 | PA      | $125087.36    | 0.01%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                  | iliad SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113184.45    | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $189529.96    | 0.01%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                                                         | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $343009.88    | 0.02%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK I HOLDING                                     | Sobha Sukuk I Holding Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900VZENPT8NAXW686 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $172071.74    | 0.01%             | 2030-09-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                                                    | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      361000 | PA      | $388268.91    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                   | VZ Secured Financing BV                                                                                              | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      297000 | PA      | $316480.40    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                                                                | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344503.97    | 0.02%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                                                        | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226598.66    | 0.01%             | 2030-09-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                    | Hambridge Euro Clo 1 DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400P8G4JAUUUQGV26 | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $263810.24    | 0.01%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                              | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112117.47    | 0.01%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                            | AGL Energy Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131358.24    | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                         | INEOS Finance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      269000 | PA      | $282624.13    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                             | Deepocean Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $117555.83    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                  | PRA Group Europe Holding II Sarl                                                                                     | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $109319.85    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LENDLEASE ASIA TREASURY                                   | Lendlease Asia Treasury Pte Ltd                                                                                      | CUSIP: 000000000<br>LEI: 254900RDMI6PPK5EN222 | Long             | DBT              | CORP              | SG        |      250000 | PA      | $194021.76    | 0.01%             | 2030-09-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                                                        | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      313000 | PA      | $347746.46    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      122713 | PA      | $135032.99    | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224079.60    | 0.01%             | 2031-01-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                  | ION Platform Finance SARL                                                                                            | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      135000 | PA      | $124475.53    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                  | ION Platform Finance SARL                                                                                            | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      175000 | PA      | $167639.35    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                  | Nidda Healthcare Holding GmbH                                                                                        | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      378000 | PA      | $433433.73    | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       91000 | PA      | $100612.50    | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    83200000 | PA      | $479871.16    | 0.02%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                  | ION Platform Finance SARL                                                                                            | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      422000 | PA      | $453161.72    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                          | alstria Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $220535.97    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                       | Cirsa Finance International Sarl                                                                                     | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      115000 | PA      | $132303.23    | 0.01%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                       | Cirsa Finance International Sarl                                                                                     | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113788.35    | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                     | Gruppo San Donato SPA                                                                                                | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |      126000 | PA      | $141268.01    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                                     | CIFC European Funding CLO II DAC                                                                                     | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $261136.10    | 0.01%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO Designated Activity Company         | Silver Point Euro Clo 1 DAC                                                                                          | CUSIP: 000000000<br>LEI: 254900E59SU5T0V8CI79 | Long             | ABS-CBDO         | CORP              | IE        |      130000 | PA      | $148669.42    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                   | Aroundtown Finance Sarl                                                                                              | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      824000 | PA      | $866669.11    | 0.04%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                              | Energean PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $168682.11    | 0.01%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                                 | Rockford Tower Europe Clo 2025-3 DAC                                                                                 | CUSIP: 000000000<br>LEI: 6354009EFUWKAOBABO62 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $194889.57    | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                        | Victory Street Clo II DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400ZBAAJJTSW7YN78 | Long             | ABS-CBDO         | CORP              | IE        |      270000 | PA      | $306736.76    | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                                                      | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      860000 | PA      | $816147.99    | 0.04%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                               | Deuce Finco PLC                                                                                                      | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      219000 | PA      | $285440.41    | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                | Entain PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | DBT              | CORP              | IM        |      100000 | PA      | $113460.12    | 0.01%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                                         | King US Bidco Inc                                                                                                    | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      261000 | PA      | $300198.14    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                               | Deuce Finco PLC                                                                                                      | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      185000 | PA      | $213312.41    | 0.01%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                   | Tabcorp Finance Pty Ltd                                                                                              | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $167832.11    | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      272000 | PA      | $293839.75    | 0.01%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO                                              | Elm Park CLO DAC                                                                                                     | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-CBDO         | CORP              | IE        |      120000 | PA      | $137277.28    | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $290185.02    | 0.01%             | 2031-03-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $455982.91    | 0.02%             | 2034-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                           | Duomo Bidco SpA                                                                                                      | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      258000 | PA      | $293310.41    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                  | Biffa Group Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      161000 | PA      | $180022.30    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                  | Biffa Group Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $387745.76    | 0.02%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                                                             | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $218935.83    | 0.01%             | 2034-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SJM INTERNATIONAL LTD                                     | SJM International Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900D15HMHW0MJ6N62 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $190880.66    | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                   | San Miguel Global Power Holdings Corp                                                                                | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $195768.32    | 0.01%             | 2030-10-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                                                              | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $111643.36    | 0.01%             | 2031-01-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                                                              | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $329380.80    | 0.02%             | 2034-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                      | Heimstaden Bostad AB                                                                                                 | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      150000 | PA      | $161382.50    | 0.01%             | 2031-01-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   771300000 | PA      | $200281.96    | 0.01%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                                                             | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      250000 | PA      | $191282.16    | 0.01%             | 2033-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMOC CAPITAL LTD                                          | CMOC Capital Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900RVFDRGDY5WUQ83 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $387003.66    | 0.02%             | 2027-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                  | Betclic Everest Group SAS                                                                                            | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |      178000 | PA      | $203338.77    | 0.01%             | 2031-12-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                              | Providus Clo XIV DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400RHQLITOVVAUF62 | Long             | ABS-CBDO         | CORP              | IE        |      120000 | PA      | $138305.06    | 0.01%             | 2040-04-18      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                                 | CIFC European Funding CLO III DAC                                                                                    | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |      120000 | PA      | $133536.49    | 0.01%             | 2039-01-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CHINA RUYI HOLDINGS LTD                                   | China Ruyi Holdings Ltd                                                                                              | CUSIP: 000000000<br>LEI: 984500976440498D1C06 | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $243330.10    | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                   | Aroundtown Finance Sarl                                                                                              | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $130329.34    | 0.01%             | 2031-07-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VEND FIN                                  | Virgin Media O2 Vendor Financing Notes VII DAC                                                                       | CUSIP: 000000000<br>LEI: 984500871CCF07442C21 | Long             | DBT              | CORP              | IE        |      245000 | PA      | $248166.29    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                   | MKS Inc                                                                                                              | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      366000 | PA      | $404176.60    | 0.02%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                    | FIS Fabbrica Italiana Sintetici SpA                                                                                  | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113322.94    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                                   | Italmatch Chemicals SpA                                                                                              | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $109652.22    | 0.01%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                                   | Italmatch Chemicals SpA                                                                                              | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |      142000 | PA      | $158272.76    | 0.01%             | 2031-02-05      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                      | Kleopatra Finco Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |      361280 | PA      | $369788.72    | 0.02%             | 2031-01-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                                        | ZTO Express Cayman Inc                                                                                               | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |      948000 | PA      | $970752.00    | 0.05%             | 2031-03-01      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                            | Penta CLO 17 DAC                                                                                                     | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |      190000 | PA      | $210277.83    | 0.01%             | 2039-02-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                                                           | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $220600.02    | 0.01%             | 2031-08-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NEWBRIDGE PARK CLO                                        | Newbridge Park CLO DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400MHBRLQFZ1CYD71 | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $263411.20    | 0.01%             | 2040-04-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                      | ZF Europe Finance BV                                                                                                 | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $218094.79    | 0.01%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      290000 | PA      | $193994.95    | 0.01%             | 2032-08-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $273264.43    | 0.01%             | 2036-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                                                                | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      137000 | PA      | $151766.15    | 0.01%             | 2031-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        8322 | NS      | $3321233.99   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BBAM EUROPEAN CLO                                         | BBAM European CLO I DAC                                                                                              | CUSIP: 000000000<br>LEI: 549300TZ7R77T955CQ98 | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $263591.45    | 0.01%             | 2038-10-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Elmwood European CLO                                      | Elmwood European CLO 1                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $286124.40    | 0.01%             | 2040-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                                         | Nippon Steel Corp                                                                                                    | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | DBT              | CORP              | JP        |    90000000 | PA      | $581267.13    | 0.03%             | 2031-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                                         | Nippon Steel Corp                                                                                                    | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | DBT              | CORP              | JP        |   120000000 | PA      | $769351.94    | 0.04%             | 2029-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1682000 | PA      | $1906874.79   | 0.09%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                                                             | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $329174.87    | 0.02%             | 2031-03-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       89000 | PA      | $96106.09     | 0.00%             | 2033-03-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                        | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      375000 | PA      | $408587.82    | 0.02%             | 2033-12-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                        | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $442715.49    | 0.02%             | 2032-06-16      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                        | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      277000 | PA      | $305598.48    | 0.02%             | 2031-03-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                   | OAK-Eagle Acquireco Inc                                                                                              | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      512000 | PA      | $604463.78    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR FUT DEC27                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         113 | NC      | $-28210.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT JUN26                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          73 | NC      | $-570543.97   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) JUN26                                                                                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         112 | NC      | $-2108735.40  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          54 | NC      | $-144884.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.              | NIKKEI 225 (SGX) JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          -6 | NC      | $44122.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                           | KOSPI2 INX FUT JUN26                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |          98 | NC      | $-1260356.25  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR FUT DEC28                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         113 | NC      | $7129.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                                 | CBOE VIX FUTURE APR26                                                                                                | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -3 | NC      | $-12306.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | NASDAQ 100 E-MINI JUN26                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -300 | NC      | $5814182.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 JUN26                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         134 | NC      | $-58579.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -17 | NC      | $50479.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -96 | NC      | $-87360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -60 | NC      | $-164040.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE JUN26                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         409 | NC      | $-819528.11   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE JUN26                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         121 | NC      | $-266318.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE JUN26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          71 | NC      | $-249161.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE JUN26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          67 | NC      | $-291218.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          45 | NC      | $-46594.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | SHORT EURO-BTP FU JUN26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          34 | NC      | $-31179.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND JUN26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -8 | NC      | $12198.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SABRE CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         176 | NC      | $880.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) JUN26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          99 | NC      | $-310097.54   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT JUN26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         508 | NC      | $-1345724.95  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)JUN26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1025 | NC      | $1818649.97   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT JUN26                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          53 | NC      | $-38578.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | LIONSGATE STUDIOS CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |         130 | NC      | $7800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX BANK JUN26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         322 | NC      | $-124801.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) JUN26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1640 | NC      | $658989.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) JUN26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2096 | NC      | $-1865936.49  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |          72 | NC      | $-290941.19   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES RUSSELL 2000 ETF                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          84 | NC      | $3696.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT JUN26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1624 | NC      | $3494267.01   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         961 | NC      | $182590.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | STATE STREET SPDR S+P 500 ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -204 | NC      | $-318240.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -141 | NC      | $-58515.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -48 | NC      | $-43200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -63 | NC      | $-33579.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -61 | NC      | $-21960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1201 | NC      | $-20417.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1201 | NC      | $42035.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALT DISNEY CO/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -300 | NC      | $-52500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALT DISNEY CO/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         300 | NC      | $1800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | STATE STREET SPDR S+P 500 ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -249 | NC      | $-204180.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | APOLLO GLOBAL MANAGEMENT INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -250 | NC      | $-172500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | UNITED AIRLINES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         240 | NC      | $40800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | UNITED AIRLINES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -240 | NC      | $-309600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -480 | NC      | $-2400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -480 | NC      | $-136320.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         480 | NC      | $38400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | UBER TECHNOLOGIES INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -135 | NC      | $-13095.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BOSTON SCIENTIFIC CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -128 | NC      | $-61056.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | APOLLO GLOBAL MANAGEMENT INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -77 | NC      | $-41580.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | HOME DEPOT INC/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -26 | NC      | $-28860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GENERAL ELECTRIC CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -33 | NC      | $-25575.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -50 | NC      | $-33000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -147 | NC      | $-33516.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BOSTON SCIENTIFIC CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -132 | NC      | $-171600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BOSTON SCIENTIFIC CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -132 | NC      | $-121836.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | JPMORGAN CHASE + CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -32 | NC      | $-17568.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ELI LILLY + CO                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -10 | NC      | $-60000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | FREEPORT-MCMORAN INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -164 | NC      | $-23780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CAPITAL ONE FINANCIAL CORP                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -46 | NC      | $-79580.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | UNITED AIRLINES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -95 | NC      | $-58425.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GOLDMAN SACHS GROUP INC/THE                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -11 | NC      | $-26235.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | APPLE INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -58 | NC      | $-26100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ABBVIE INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -47 | NC      | $-8460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | HILTON WORLDWIDE HOLDINGS INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -33 | NC      | $-15510.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALMART INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -79 | NC      | $-7979.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CAMECO CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |         -91 | NC      | $-26481.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | COSTCO WHOLESALE CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -11 | NC      | $-3674.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INTUITIVE SURGICAL INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-15840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | EXXON MOBIL CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -70 | NC      | $-2450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CISCO SYSTEMS INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -125 | NC      | $-27125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTEX PHARMACEUTICALS INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-16500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -25 | NC      | $-18025.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MONGODB INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -31 | NC      | $-68510.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MERCADOLIBRE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-49500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | FIFTH THIRD BANCORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -186 | NC      | $-37200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALT DISNEY CO/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -95 | NC      | $-36100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | META PLATFORMS INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-53184.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | DR HORTON INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -63 | NC      | $-56070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MICROSOFT CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -31 | NC      | $-29543.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | LAM RESEARCH CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -49 | NC      | $-31115.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CRH PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -84 | NC      | $-54600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | EDWARDS LIFESCIENCES CORP                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -126 | NC      | $-17010.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CITIGROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -86 | NC      | $-19694.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WELLS FARGO + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -109 | NC      | $-47960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BANK OF AMERICA CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -183 | NC      | $-27267.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         358 | NC      | $118140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | META PLATFORMS INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           8 | NC      | $1720.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES EXPANDED TECH-SOFTWARE                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         268 | NC      | $4020.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ESTEE LAUDER COS INC/THE                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -239 | NC      | $-388375.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | LOWE'S COS INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          43 | NC      | $43.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | LOWE'S COS INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -43 | NC      | $-105565.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | HOME DEPOT INC/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          27 | NC      | $135.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | HOME DEPOT INC/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -27 | NC      | $-81540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -179 | NC      | $-84488.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                                 | CBOE VIX FUTURE OCT26                                                                                                | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           3 | NC      | $5290.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 3YR BOND FUT JUN26                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         297 | NC      | $-110424.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                               | ESSILORLUXOTTICA SA                                                                                                  | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          42 | NC      | $1359.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                               | ESSILORLUXOTTICA SA                                                                                                  | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         -36 | NC      | $-173100.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         295 | NC      | $284675.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -295 | NC      | $-21535.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GE VERNOVA INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -46 | NC      | $-75440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         403 | NC      | $431210.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -403 | NC      | $-119691.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GE VERNOVA INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          46 | NC      | $347070.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -403 | NC      | $-104780.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GE VERNOVA INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -32 | NC      | $-75104.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALMART INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         167 | NC      | $50935.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALMART INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -167 | NC      | $-1169.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) JUN26                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          16 | NC      | $-157470.02   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CAMECO CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        -119 | NC      | $-58310.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | UNITED AIRLINES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          34 | NC      | $1496.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | UNITED AIRLINES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -34 | NC      | $-24480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WILLIAMS COS INC/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -326 | NC      | $-6520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WILLIAMS COS INC/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         164 | NC      | $13448.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -42 | NC      | $-9240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INVESCO QQQ TRUST SERIES 1                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -38 | NC      | $-24852.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                               | SAFRAN SA                                                                                                            | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         -38 | NC      | $-1405.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                               | SAFRAN SA                                                                                                            | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          38 | NC      | $87.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                               | SAFRAN SA                                                                                                            | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         -38 | NC      | $-137828.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NETFLIX INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          41 | NC      | $8979.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES MSCI EMERGING MARKETS                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -681 | NC      | $-681.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         457 | NC      | $776900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES MSCI EMERGING MARKETS                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -681 | NC      | $-224730.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES MSCI EMERGING MARKETS                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         681 | NC      | $2043.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -685 | NC      | $-267150.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | STATE STREET SPDR S+P 500 ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -447 | NC      | $-435825.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1599 | NC      | $-127920.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -914 | NC      | $-1593102.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1599 | NC      | $639600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CITIZENS FINANCIAL GROUP INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -147 | NC      | $-16905.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CITIZENS FINANCIAL GROUP INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         147 | NC      | $5880.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MICRON TECHNOLOGY INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -89 | NC      | $-74760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MICRON TECHNOLOGY INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          59 | NC      | $346330.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES EXPANDED TECH-SOFTWARE                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         590 | NC      | $110330.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | ASML HOLDING NV                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | NL        |         -44 | NC      | $-168465.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | ASML HOLDING NV                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | NL        |          30 | NC      | $366953.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | ASML HOLDING NV                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | NL        |         -44 | NC      | $-70183.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | STATE STREET SPDR S+P 500 ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         216 | NC      | $2160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | STATE STREET SPDR S+P 500 ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -182 | NC      | $-226408.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES EXPANDED TECH-SOFTWARE                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -526 | NC      | $-26300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES EXPANDED TECH-SOFTWARE                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -590 | NC      | $-69030.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SABRE CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         108 | NC      | $2160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ADVANCED MICRO DEVICES INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -98 | NC      | $-30870.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ADVANCED MICRO DEVICES INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          49 | NC      | $48020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ROCKWELL AUTOMATION INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -86 | NC      | $-73530.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | STATE STREET SPDR S+P 500 ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -66 | NC      | $-86196.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES EXPANDED TECH-SOFTWARE                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -268 | NC      | $-76648.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MCKESSON CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-9300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          42 | NC      | $12390.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MICROSOFT CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          42 | NC      | $5376.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -42 | NC      | $-20790.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ELI LILLY + CO                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           8 | NC      | $6120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MASTERCARD INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-5896.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MICROSOFT CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -42 | NC      | $-49980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALMART INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -62 | NC      | $-13516.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | APPLE INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          76 | NC      | $20748.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          23 | NC      | $4761.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | PALANTIR TECHNOLOGIES INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          26 | NC      | $13728.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALT DISNEY CO/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -38 | NC      | $-7828.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | PHILIP MORRIS INTERNATIONAL IN                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -23 | NC      | $-5566.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GE VERNOVA INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           5 | NC      | $22250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -14 | NC      | $-23828.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BOEING CO/THE                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -18 | NC      | $-11718.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NETFLIX INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -41 | NC      | $-6806.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MASTERCARD INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           8 | NC      | $2856.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ABBVIE INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          17 | NC      | $1598.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ELI LILLY + CO                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-32200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | APPLE INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -76 | NC      | $-30932.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MONGODB INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          14 | NC      | $5810.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | JPMORGAN CHASE + CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -13 | NC      | $-5070.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TRANE TECHNOLOGIES PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |           9 | NC      | $3240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MCKESSON CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           4 | NC      | $1880.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | LAM RESEARCH CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          18 | NC      | $18864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TRANE TECHNOLOGIES PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |          -9 | NC      | $-10080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MONGODB INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -14 | NC      | $-22750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | JPMORGAN CHASE + CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          13 | NC      | $5824.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | LAM RESEARCH CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -18 | NC      | $-16740.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INTUITIVE SURGICAL INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-12000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ABBVIE INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -17 | NC      | $-8585.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INTUITIVE SURGICAL INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           8 | NC      | $3360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALMART INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          62 | NC      | $6820.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MICRON TECHNOLOGY INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -10 | NC      | $-32150.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ORACLE CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          24 | NC      | $4056.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GENERAL ELECTRIC CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -12 | NC      | $-13080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ORACLE CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -24 | NC      | $-20760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -23 | NC      | $-35420.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | PALANTIR TECHNOLOGIES INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -26 | NC      | $-16380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GE VERNOVA INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -18 | NC      | $-49770.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BOEING CO/THE                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          18 | NC      | $2844.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CSX CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -96 | NC      | $-5760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALT DISNEY CO/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          38 | NC      | $3154.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CAMECO CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |         -34 | NC      | $-21760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GENERAL ELECTRIC CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          12 | NC      | $1440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MICRON TECHNOLOGY INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          10 | NC      | $4600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | HONEYWELL INTERNATIONAL INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-5920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | META PLATFORMS INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-25200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -12 | NC      | $-18660.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VISTRA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          24 | NC      | $10320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CSX CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          96 | NC      | $4320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | HOME DEPOT INC/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          11 | NC      | $473.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | THERMO FISHER SCIENTIFIC INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           8 | NC      | $6000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | THERMO FISHER SCIENTIFIC INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-6960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | EDWARDS LIFESCIENCES CORP                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          46 | NC      | $2070.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          12 | NC      | $3804.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -143 | NC      | $-84370.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CATERPILLAR INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-10055.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -75 | NC      | $-61275.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          75 | NC      | $7725.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | PHILIP MORRIS INTERNATIONAL IN                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          23 | NC      | $4140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | HOME DEPOT INC/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -11 | NC      | $-9460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CAMECO CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |          34 | NC      | $12308.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CISCO SYSTEMS INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -50 | NC      | $-6200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          14 | NC      | $10486.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | EDWARDS LIFESCIENCES CORP                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -46 | NC      | $-7360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VISTRA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -24 | NC      | $-17220.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         143 | NC      | $20735.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | HONEYWELL INTERNATIONAL INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          16 | NC      | $1200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CISCO SYSTEMS INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          50 | NC      | $5450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ABBOTT LABORATORIES                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -35 | NC      | $-9660.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ABBOTT LABORATORIES                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          35 | NC      | $1085.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CATERPILLAR INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           5 | NC      | $8575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MERCK + CO INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          34 | NC      | $6358.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WELLS FARGO + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -51 | NC      | $-6528.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INTEL CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          81 | NC      | $12150.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BANK OF AMERICA CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          80 | NC      | $13600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MERCK + CO INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -34 | NC      | $-5440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WELLS FARGO + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          51 | NC      | $9435.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BANK OF AMERICA CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -80 | NC      | $-5040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INTEL CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -81 | NC      | $-14580.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | STATE STREET SPDR S+P 500 ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -69 | NC      | $-39330.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | STATE STREET SPDR S+P 500 ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          69 | NC      | $79764.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                                                           | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |          -6 | NC      | $-72965.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                                                           | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |           6 | NC      | $31568.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -413 | NC      | $-135051.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INVESCO QQQ TRUST SERIES 1                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          79 | NC      | $3871.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INVESCO QQQ TRUST SERIES 1                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -79 | NC      | $-102384.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ELI LILLY + CO                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -29 | NC      | $-31726.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ELI LILLY + CO                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -29 | NC      | $-78590.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ELI LILLY + CO                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          29 | NC      | $77575.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                          | IFSC NIFTY 50 FUT APR26                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |          95 | NC      | $-76065.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Borsa Italiana SpA                                        | UNICREDIT SPA                                                                                                        | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |          22 | NC      | $13731.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Borsa Italiana SpA                                        | UNICREDIT SPA                                                                                                        | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         -22 | NC      | $-31386.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ROCKWELL AUTOMATION INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          46 | NC      | $76360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INVESCO QQQ TRUST SERIES 1                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         194 | NC      | $6984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GE VERNOVA INC MAY26 780 PUT                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -14 | NC      | $-48104.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | MICRON TECHNOLOGY INC JUN26 270 PUT                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -26 | NC      | $-38298.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CAMECO CORP JUN26 80 PUT                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        -126 | NC      | $-27720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | LAM RESEARCH CORP JUN26 165 PUT                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -59 | NC      | $-47731.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO JUN26 200 PUT                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -40 | NC      | $-42200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES RUSSELL 2000 ETF APR26 175 PUT                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -84 | NC      | $-546.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INTEL CORP JUN26 35 PUT                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -569 | NC      | $-85919.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CHENIERE ENERGY INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -41 | NC      | $-45961.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VANECK SEMICONDUCTOR ETF                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -157 | NC      | $-135805.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CHENIERE ENERGY INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          41 | NC      | $38130.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -91 | NC      | $-38038.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -63 | NC      | $-49833.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TAIWAN SEMICONDUCTOR MANUFACTU                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |         -57 | NC      | $-46626.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -69 | NC      | $-37536.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -114 | NC      | $-42750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                         | Banco Bradesco SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |      353628 | NS      | $1309417.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       54000 | NS      | $717132.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      220576 | NS      | $989725.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co Ltd                                       | Asahi Intecc Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |       17600 | NS      | $375830.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                     | Emaar Properties PJSC                                                                                                | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      160759 | NS      | $526073.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metaplanet Inc                                            | Metaplanet Inc                                                                                                       | CUSIP: 000000000<br>LEI: 3538006DGBY53D3UEV95 | Long             | EC               | CORP              | JP        |       77700 | NS      | $151607.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                                | Akbank TAS                                                                                                           | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |      447834 | NS      | $668421.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOC Holding AS                                            | KOC Holding AS                                                                                                       | CUSIP: 000000000<br>LEI: 7890005U0H950VH19H45 | Long             | EC               | CORP              | TR        |       87485 | NS      | $385355.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi AS                                     | Turkiye Is Bankasi AS                                                                                                | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |      948455 | NS      | $281270.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA               | Powszechna Kasa Oszczednosci Bank Polski SA                                                                          | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       11488 | NS      | $271737.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk PT                                   | Mitra Adiperkasa Tbk PT                                                                                              | CUSIP: 000000000<br>LEI: 254900Z2B7Y7F69ZZZ04 | Long             | EC               | CORP              | ID        |      732100 | NS      | $51909.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                                                            | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        4079 | NS      | $1334768.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co Ltd                          | Genius Electronic Optical Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       19685 | NS      | $275417.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                                                            | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |        1945 | NS      | $63207.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                          | Raiffeisen Bank International AG                                                                                     | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |        1436 | NS      | $61499.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       17075 | NS      | $514050.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                    | Localiza Rent a Car SA                                                                                               | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EC               | CORP              | BR        |       62905 | NS      | $571261.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL PCL                                                | CP ALL PCL                                                                                                           | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |      203200 | NS      | $283374.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                                | Ayala Corp                                                                                                           | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |       10350 | NS      | $86519.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                                             | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       56829 | NS      | $1831453.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                           | Lojas Renner SA                                                                                                      | CUSIP: 000000000<br>LEI: 52990032N7OAAM138D78 | Long             | EC               | CORP              | BR        |      286955 | NS      | $823773.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                                                         | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       24854 | NS      | $1690555.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |       36400 | NS      | $489566.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |       79300 | NS      | $1418729.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                   | ITC Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       95190 | NS      | $290874.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                     | Aldar Properties PJSC                                                                                                | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |       63053 | NS      | $136284.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd                 | Shenzhou International Group Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |       47700 | NS      | $291455.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |        2007 | NS      | $237002.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Printed Circuit Board Corp                         | Nan Ya Printed Circuit Board Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       19000 | NS      | $327678.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                                                            | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        1655 | NS      | $1783825.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        6988 | NS      | $1085618.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Co                           | Yanbu National Petrochemical Co                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       18517 | NS      | $173854.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                        | Etihad Etisalat Co                                                                                                   | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |       26474 | NS      | $461036.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                             | Al Rajhi Bank                                                                                                        | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |       11669 | NS      | $332644.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Integrated Telecommunications Co PJSC            | Emirates Integrated Telecommunications Co PJSC                                                                       | CUSIP: 000000000<br>LEI: 254900USBXS6XN200K29 | Long             | EC               | CORP              | AE        |       58754 | NS      | $161468.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                     | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       27355 | NS      | $2510480.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                                                                              | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |        6180 | NS      | $48763.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       11505 | NS      | $398009.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                     | Idemitsu Kosan Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |       55000 | NS      | $539963.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                        | Kumba Iron Ore Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |        7185 | NS      | $135583.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        7943 | NS      | $678266.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                      | Halyk Savings Bank of Kazakhstan JSC                                                                                 | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |       13175 | NS      | $409742.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        3582 | NS      | $178405.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                                                              | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       20692 | NS      | $4997285.08   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                                                                 | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      180880 | NS      | $647965.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd                                  | ANTA Sports Products Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | KY        |       44200 | NS      | $432084.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Arabia PJSC                                           | Air Arabia PJSC                                                                                                      | CUSIP: 000000000<br>LEI: 21380058Y5RCZI2HBX17 | Long             | EC               | CORP              | AE        |      150061 | NS      | $166266.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                                                         | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       83642 | NS      | $1002671.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       13555 | NS      | $1925579.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      100637 | NS      | $3297104.77   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| eMemory Technology Inc                                    | eMemory Technology Inc                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        5000 | NS      | $425730.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                            | Isetan Mitsukoshi Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |       24900 | NS      | $458793.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       34808 | NS      | $1542900.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3379000 | PA      | $931820.38    | 0.05%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                  | China Hongqiao Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |      125000 | NS      | $564651.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                            | Wynn Macau Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |      546126 | NS      | $384394.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       10343 | NS      | $760769.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        4400 | NS      | $312271.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |       91400 | NS      | $842889.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                        | ENEOS Holdings Inc                                                                                                   | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      177900 | NS      | $1602901.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings Inc                                                                                                   | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       14800 | NS      | $576137.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                          | Powszechny Zaklad Ubezpieczen SA                                                                                     | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       36474 | NS      | $634901.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      398325 | NS      | $6051523.23   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                              | Nexon Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |       14900 | NS      | $280666.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                         | Vodacom Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |       83842 | NS      | $715081.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NMC Health PLC                                            | NMC Health PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |      123425 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bloomberry Resorts Corp                                   | Bloomberry Resorts Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |         100 | NS      | $3.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd                            | China Galaxy Securities Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |      335500 | NS      | $342017.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                            | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |     1237872 | PA      | $1269830.23   | 0.06%             | 2031-05-14      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                                    | Aernnova Aerospace SAU 2024 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |     1302917 | PA      | $1454833.93   | 0.07%             | 2030-02-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Zegona Communications PLC                                 | Zegona Communications PLC EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |           0 | PA      | $0.00         | 0.00%             | 2029-07-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Market Bidco Limited                                      | Market Bidco Limited 2024 EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |      319950 | PA      | $359415.11    | 0.02%             | 2030-11-04      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Stage Entertainment BV                                    | Stage Entertainment BV 2024 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |           0 | PA      | $0.00         | 0.00%             | 2029-06-02      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante SA                               | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                                                                    | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |      900000 | PA      | $1029602.48   | 0.05%             | 2031-08-13      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                                 | United Petfood Finance BV 2025 EUR Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |     1280899 | PA      | $1468801.61   | 0.07%             | 2032-02-26      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                          | Schoen Klinik SE 2025 EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 5299005C8FSZLNO2KW98 | Long             | LON              | CORP              | DE        |      666667 | PA      | $768640.78    | 0.04%             | 2031-01-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                               | Tackle SARL 2025 EUR Repriced Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |     1226093 | PA      | $1413778.52   | 0.07%             | 2028-05-22      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                                | CD&R Firefly Bidco Limited 2025 GBP Term Loan                                                                        | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      478700 | PA      | $631161.82    | 0.03%             | 2029-04-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                      | Mehilainen Yhtiot Oy 2025 EUR Term Loan B1                                                                           | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |     1682441 | PA      | $1941888.57   | 0.10%             | 2031-08-05      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 S.A.                                 | Garfunkelux Holdco 3 SA EUR Term Loan                                                                                | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1113465.19   | 0.06%             | 2028-08-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                     | Boots Group Bidco Ltd GBP Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |     1449275 | PA      | $1914002.51   | 0.09%             | 2032-08-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                          | RunItOneTime LLC Roll-Up DIP Term Loan                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        9902 | PA      | $9777.91      | 0.00%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| Indy US Bidco LLC                                         | Indy US Bidco LLC 2025 EUR Term Loan B                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      883922 | PA      | $1006949.03   | 0.05%             | 2030-10-31      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Instructure Holdings Inc                                  | Instructure Holdings Inc 2025 Repriced Term Loan                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1399443 | PA      | $1340260.19   | 0.07%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                           | Parts Europe SA 2025 EUR Repriced Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |     1584700 | PA      | $1828873.38   | 0.09%             | 2031-02-06      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                          | RunItOneTime LLC 2nd Amendment Final New Money DIP Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      117016 | PA      | $116875.71    | 0.01%             | 2026-04-16      | Floating      | 16.17%                | No            |                  3 | On Loan: No      |
| Speed Midco 3 S.a r.l.                                    | Speed Midco 3 Sa rl 2025 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1117660.93   | 0.06%             | 2032-10-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                          | RunItOneTime LLC 2nd Amendment Roll Up Term Loan                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      202756 | PA      | $200221.39    | 0.01%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                               | Nidda Healthcare Holding AG 2025 EUR Repriced Term Loan B                                                            | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |     2439394 | PA      | $2810777.02   | 0.14%             | 2032-12-09      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GALAXY UNIVERSAL LLC                                      | Galaxy Universal LLC 2025 PIK Term Loan                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1350999 | PA      | $1261563.13   | 0.06%             | 2028-05-16      | Floating      | 10.05%                | No            |                  3 | On Loan: No      |
| Europa University Education Group, S.L                    | Europa University Education Group SL 2026 EUR Term Loan B                                                            | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |      741599 | PA      | $853105.77    | 0.04%             | 2031-12-03      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                      | Redstone Holdco 2 LP 2026 Tranche A2 First Out Term Loan                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      149298 | PA      | $111973.47    | 0.01%             | 2030-12-31      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                      | Redstone Holdco 2 LP 2026 Second Out Term Loan                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      663358 | PA      | $244334.60    | 0.01%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                | Quimper AB 2026 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |     1008696 | PA      | $1147107.16   | 0.06%             | 2030-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                          | CRESCENT MIDSTREAM OPERAT LLC TERM LOAN B                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1240000 | PA      | $1242579.20   | 0.06%             | 2033-02-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| REDSTONE HOLDCO 2 LP                                      | Redstone Holdco 2 LP 2026 Tranche A1 First Out Term Loan                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      416154 | PA      | $363439.77    | 0.02%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| KERSIA INTERNATIONAL                                      | Kersia International 2026 EUR Term Loan                                                                              | CUSIP: 000000000<br>LEI: 969500J08NJW6YSO2H50 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1142268.98   | 0.06%             | 2030-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LTD                                    | OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5                                                                         | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1312680.75   | 0.07%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ARGENTO LLC                                               | ARGENTO LLC TERM LOAN A                                                                                              | CUSIP: 04021RAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      813000 | PA      | $780480.00    | 0.04%             | 2031-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MEDIAN B V                                                | MEDIAN B V 2026 EUR TERM LOAN B                                                                                      | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |      981818 | PA      | $1115326.75   | 0.06%             | 2030-10-14      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                       | ELECTRONIC ARTS INC EUR TERM LOAN B                                                                                  | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     1000000 | PA      | $1143898.73   | 0.06%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                      | Redstone Holdco 2 LP 2026 PIK Fixed Third Out Term Loan B1                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      178270 | PA      | $59422.69     | 0.00%             | 2030-12-31      | Floating      | 17.75%                | No            |                  2 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                                                           | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       11438 | NS      | $286092.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MLP Saglik Hizmetleri AS                                  | MLP Saglik Hizmetleri AS                                                                                             | CUSIP: 000000000<br>LEI: 789000M2LTGHSXVOQL65 | Long             | EC               | CORP              | TR        |       16417 | NS      | $158566.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneta Money Bank AS                                      | Moneta Money Bank AS                                                                                                 | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |        8735 | NS      | $76141.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group PLC                                        | Convatec Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |       64922 | NS      | $187263.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XCMG Construction Machinery Co Ltd                        | XCMG Construction Machinery Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 300300QGG1VFJ0WTJE78 | Long             | EC               | CORP              | CN        |      306500 | NS      | $451244.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      124820 | NS      | $3482591.91   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakus Co Ltd                                              | Rakus Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       28642 | NS      | $136539.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      556296 | NS      | $9390331.56   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Krungthai Card PCL                                        | Krungthai Card PCL                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      378000 | NS      | $346148.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                    | Emaar Development PJSC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |       26280 | NS      | $99480.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                  | Telenet Finance Luxembourg Notes Sarl                                                                                | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $588787.48    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                                  | Zhongji Innolight Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |       12400 | NS      | $1062296.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co Ltd                                      | Hyundai Rotem Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2343 | NS      | $269809.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk PT                             | Bank Syariah Indonesia Tbk PT                                                                                        | CUSIP: 000000000<br>LEI: 9845009CD3B814E04066 | Long             | EC               | CORP              | ID        |      216763 | NS      | $27136.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAC Kazatomprom JSC                                       | NAC Kazatomprom JSC                                                                                                  | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |        2630 | NS      | $207679.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                    | Contemporary Amperex Technology Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |        2300 | NS      | $136081.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin SA                                                 | Klabin SA                                                                                                            | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |      124803 | NS      | $472723.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIANE SE                                               | Clariane SE                                                                                                          | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | DBT              | CORP              | FR        |      350400 | PA      | $238522.63    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEMIRE REAL ESTATE AG                                     | DEMIRE Deutsche Mittelstand Real Estate AG                                                                           | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |      528455 | PA      | $558233.43    | 0.03%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                        | Cellnex Telecom SA                                                                                                   | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $205618.53    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                       | Kuaishou Technology                                                                                                  | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |       54300 | NS      | $319844.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                       | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       70976 | NS      | $1252500.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3309000 | PA      | $3799492.07   | 0.19%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                      | IHO Verwaltungs GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      300165 | PA      | $355082.52    | 0.02%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      185393 | NS      | $1373380.77   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      153000 | PA      | $189322.12    | 0.01%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Rasan Information Technology Co                           | Rasan Information Technology Co                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       11693 | NS      | $424311.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   141350000 | PA      | $419603.56    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                      | Kioxia Holdings Corp                                                                                                 | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |        6700 | NS      | $875020.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      132812 | NS      | $8376763.34   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Socionext Inc                                             | Socionext Inc                                                                                                        | CUSIP: 000000000<br>LEI: 529900NKQHKPDKDHVO94 | Long             | EC               | CORP              | JP        |       12300 | NS      | $152719.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                              | ams-OSRAM AG                                                                                                         | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $333750.47    | 0.02%             | 2027-11-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       97065 | NS      | $480374.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                                                              | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       41670 | NS      | $1147820.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                                     | Thames Water Utilities Finance PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $358339.87    | 0.02%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                                         | Bracken MidCo1 PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |      131000 | PA      | $171141.76    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                     | Rede D'Or Sao Luiz SA                                                                                                | CUSIP: 000000000<br>LEI: 9269004BEA774D836A73 | Long             | EC               | CORP              | BR        |        7442 | NS      | $55917.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kokusai Electric Corp                                     | Kokusai Electric Corp                                                                                                | CUSIP: 000000000<br>LEI: 549300CDY6N3WKYK2I96 | Long             | EC               | CORP              | JP        |       31500 | NS      | $1065162.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                                                          | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       33604 | NS      | $747645.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $670497.39    | 0.03%             | 2027-10-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                                                             | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |       49416 | NS      | $959204.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp Ltd                                       | SAIC Motor Corp Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 30030001QBC7EXJJGT71 | Long             | EC               | CORP              | CN        |      409900 | NS      | $875597.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co Ltd                                   | Great Wall Motor Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |      350127 | NS      | $1053488.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4970000 | PA      | $100953.85    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                                            | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      179408 | NS      | $8389312.66   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $451543.49    | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                                                                 | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      877000 | PA      | $977114.14    | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       34500 | NS      | $1503162.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ades Holding Co                                           | Ades Holding Co                                                                                                      | CUSIP: 000000000<br>LEI: 98450075A96DF4FE9813 | Long             | EC               | CORP              | SA        |       41517 | NS      | $199917.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     4400000 | PA      | $177762.73    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                   | Saudi National Bank/The                                                                                              | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |        6853 | NS      | $77362.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Precision Inc                                         | Hon Precision Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        7000 | NS      | $774523.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5912000 | PA      | $7810962.43   | 0.39%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        1750 | NS      | $74596.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                                            | ICICI Bank Ltd                                                                                                       | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        2620 | NS      | $33633.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Channel Vas Investments Ltd                               | Channel Vas Investments Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      114053 | NS      | $132175.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Electronics India Ltd                                  | LG Electronics India Ltd                                                                                             | CUSIP: 000000000<br>LEI: 3358001R8E6IU2XJFQ88 | Long             | EC               | CORP              | IN        |       43374 | NS      | $668640.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                                   | Atos SE                                                                                                              | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      286363 | PA      | $373159.76    | 0.02%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                                                           | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $109474.45    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3000000 | PA      | $756473.27    | 0.04%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                              | Wal-Mart de Mexico SAB de CV                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      317934 | NS      | $1036660.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      141653 | NS      | $10162722.37  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                        | TBC Bank Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |        7146 | NS      | $390144.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                | Japan Post Holdings Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       64300 | NS      | $742436.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       69400 | NS      | $1131929.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo SA                                                   | Rumo SA                                                                                                              | CUSIP: 000000000<br>LEI: 254900TXQFP7CJCGYM66 | Long             | EC               | CORP              | BR        |       61603 | NS      | $194209.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                                                         | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      170971 | NS      | $4437838.13   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                                 | SBI Life Insurance Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |      113391 | NS      | $2144911.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                 | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                    | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      506903 | PA      | $507536.57    | 0.03%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | GALDERMA GROUP N LTD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       67356 | OU      | $5596.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rain Carbon GmbH                                          | Rain Carbon GmbH 2023 EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 529900OO18PWCCZRYG63 | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1134906.21   | 0.06%             | 2028-10-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | LANXESS AG                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      162458 | OU      | $-109873.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | AEROPORTS DE PARIS SA                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       25450 | OU      | $105.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | FERROVIAL                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       84669 | OU      | $802.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | CIRSA ENTERPRISES SAU                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      148540 | OU      | $-4109.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | CSG NV                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     1529799 | OU      | $-508660.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CSG CLASS A                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      491705 | OU      | $96613.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        9063 | NS      | $1797102.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       42984 | NS      | $4518478.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                               | Crown PropTech Acquisitions                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        8069 | NS      | $95536.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crown PropTech Acquisitions                               | Crown PropTech Acquisitions                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       12103 | NS      | $605.15       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        6186 | NS      | $2212546.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                       | Avianca Midco 2 PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |       12411 | PA      | $12007.64     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                         | Genius Sports Ltd                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       51601 | NS      | $228592.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       16121 | NS      | $305331.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ineos Finance PLC                                         | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1024372.26   | 0.05%             | 2031-06-23      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                             | INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B                                                          | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |      902737 | PA      | $793402.36    | 0.04%             | 2029-04-02      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd                                                                                                          | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       20432 | NS      | $496293.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lavoro Ltd                                                | Lavoro Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        6063 | NS      | $8.49         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |         993 | NS      | $86043.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        4420 | NS      | $212027.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS PLC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         874 | NS      | $193267.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                               | StoneCo Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |       27902 | NS      | $393976.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                   | Studio City Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $187534.69    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                                                  | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        2175 | NS      | $454618.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       16964 | NS      | $7069577.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                    | XP Inc                                                                                                               | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |        4522 | NS      | $86098.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                                                     | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209078.25    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | RELX PLC                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       26275 | OU      | $-2755.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        4512 | NS      | $1046829.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BAIDU CLASS A INC                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      780767 | OU      | $-5449.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | CMOC GROUP LTD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      365400 | OU      | $8868.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SUNNY OPTICAL TECHNOLOGY LTD                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      424614 | OU      | $108.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | XIAOMI CORP                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      632185 | OU      | $-2326.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | ALIBABA GROUP HOLDING LTD                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      822667 | OU      | $-3274.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | JD.COM CLASS A INC                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      674500 | OU      | $8121.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | KUAISHOU TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      439050 | OU      | $-11946.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BILIBILI INC                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      466221 | OU      | $-5496.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NETEASE INC                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      637221 | OU      | $-3246.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NINGBO JOYSON ELECTRONIC CORP CLAS                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      327810 | OU      | $-1694.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | TENCENT HOLDINGS LTD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      818583 | OU      | $-3715.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | ZTO EXPRESS (CAYMAN) INC                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |     3058545 | OU      | $-18867.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | XPENG CLASS A INC                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      408349 | OU      | $-2620.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NIPPON STEEL CORP                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    28821280 | OU      | $2622.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | NIPPON STEEL CORP                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    34608320 | OU      | $149.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                                                      | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      495118 | PA      | $519160.43    | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                    | Stena International SA                                                                                               | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      415000 | PA      | $419369.54    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                                                                | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        1085 | NS      | $526127.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                   | Mong Duong Finance Holdings BV                                                                                       | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      144845 | PA      | $142467.21    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                                                | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        4055 | NS      | $798267.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus BidCo BV                                          | Pegasus BidCo BV 2025 EUR 1st Lien Repriced Term Loan B                                                              | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     1333333 | PA      | $1539345.52   | 0.08%             | 2029-07-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                  | Ziggo BV 2019 EUR Term Loan H                                                                                        | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     4186717 | PA      | $4670329.07   | 0.23%             | 2029-01-31      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | BYDSC82C1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -90005000 | NC      | $-350868.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BYDTGDYJ4 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -16166000 | NC      | $-269341.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | BYDTTSTX2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    16649000 | NC      | $2738.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | BYDTTSTY0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -16649000 | NC      | $-285.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                        | BYDV9ZXF7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |     -750000 | OU      | $-956.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                        | BYDV9RFD0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |      500000 | OU      | $3505.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | BYDVT1F94 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -34383688 | NC      | $-202696.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | BYDVT1W95 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -81661259 | NC      | $-240037.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | BYDVT1W79 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    81661259 | NC      | $22389.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | BYDVT1W87 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -81661259 | NC      | $-6814.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | BYDW92K54 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -51747000 | NC      | $-185753.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | BYDW8VRC9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -3207500 | NC      | $-22318.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | BYDW8VRD7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -6415000 | NC      | $-33951.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Australia Pty. Ltd.                         | BYDWZDEH2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 549300GGFLRSTQ15VF10 | N/A              | DFE              |  | US        |      616000 | OU      | $10599.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Australia Pty. Ltd.                         | BYDWZDWG4 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 549300GGFLRSTQ15VF10 | N/A              | DFE              |  | US        |    -1231000 | OU      | $-4101.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYDX59GC1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |      777000 | OU      | $3944.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYDXCD379 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KY        |      234000 | OU      | $5939.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYDXCDAQ9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KY        |     -234000 | OU      | $-52.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | BYDXQZ136 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | KY        |   -78815000 | NC      | $-300133.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                        | BYDXZN3D9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |      788000 | OU      | $3139.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                        | BYDXZN315 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | LU        |    -1182000 | OU      | $-1386.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYDYFELA5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -65941000 | NC      | $-258466.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYDYHQ316 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KY        |    -4389807 | OU      | $-59499.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | BYDYJ7XU9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -4390000 | OU      | $-111198.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | BYDYJ2UJ8 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -1097000 | OU      | $-1570.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | BYDYJ4KL0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -4389807 | OU      | $-10496.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | BYDYJ4M79 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -4389807 | OU      | $-47642.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | BYDYHQH86 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -1646000 | OU      | $-335.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | BYDYPYDM3 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     -281000 | OU      | $-150.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank AG                                               | BYDYPYE18 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 6TJCK1B7E7UTXP528Y04 | N/A              | DFE              |  | US        |      281000 | OU      | $150.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYDYSP5H9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KY        |     -314000 | OU      | $-77.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYDYSP6J4 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | LU        |     -314000 | OU      | $-5883.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | USD/KRW One-touch barrier option; Barrier price USD 1,415.00000                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KY        |       63000 | OU      | $175.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | USD/INR One-touch barrier option; Barrier price USD 89.00000                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |       79000 | OU      | $791.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |       34000 | OU      | $1471.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | BYDYYXA14 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |     -331000 | OU      | $-4843.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank Europe SE                              | BYDZE91F5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 8IBZUGJ7JPLH368JE346 | N/A              | DFE              |  | LU        |     -330000 | OU      | $-10578.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYDZGNZS7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |     -233500 | OU      | $-1940.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYDZGNM93 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |     -233500 | OU      | $-880.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYDZGNG09 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KY        |      467000 | OU      | $4518.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank Europe SE                              | BYJ08XT37 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 8IBZUGJ7JPLH368JE346 | N/A              | DFE              |  | US        |      869000 | OU      | $7791.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ0BXZ69 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |      626000 | OU      | $12039.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYJ0BTG51 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |     1646000 | OU      | $335.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYJ0C6JV0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |      621000 | OU      | $2900.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KY        |       92400 | OU      | $14754.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ0JZKT2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KY        |      908000 | OU      | $14641.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                    | BYJ0JZKS4 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | N/A              | DFE              |  | US        |     -262000 | OU      | $-2235.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BYJ0QPN97 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |     -225000 | OU      | $-1689.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ0TECX8 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |      227000 | OU      | $4466.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ0WRJS9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |    -5171636 | OU      | $-27637.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | BYJ0WY8N7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -452000 | OU      | $-8954.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | BYJ0WQX71 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -63771000 | NC      | $-238300.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ0Z1PG2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |    -2020000 | NC      | $-4723.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                        | BYJ0WQXU0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |    -5159745 | OU      | $-33982.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | BYJ0Z5DB7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    -2760000 | NC      | $-3853.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                   | BYJ0Z5DA9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |     1840000 | NC      | $5028.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | BYJ0ZCWK1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |      656000 | OU      | $1641.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | BYJ0ZD180 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |     -328000 | OU      | $-810.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                          | BYJ0XD1E9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DE               |  | US        |         -15 | NC      | $-148243.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan International Bank Ltd.                          | BYJ0XD869 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DE               |  | US        |          15 | NC      | $38974.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BYJ15E635 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    -2914695 | OU      | $-7525.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BYJ15CZU7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     2914695 | OU      | $16797.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYJ16H4B1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |    -1048000 | OU      | $-38091.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYJ16H6E3 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |    -1048000 | OU      | $-14378.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYJ16HWA2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KY        |    -1572000 | OU      | $-19356.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | BYJ16HPT9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KY        |     -284000 | OU      | $-3728.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | BYJ167BV1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -2095000 | OU      | $-50357.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | BYJ167928 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -2095000 | OU      | $-17379.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                        | BYJ17XR46 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |     -621000 | OU      | $-12713.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BYJ166ZR6 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | KY        |    -4101000 | NC      | $-38122.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BYJ166ZU9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | KY        |    -4101000 | NC      | $-106135.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | BYJ13FMA0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      -11307 | NC      | $-964651.89   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ1B5Q84 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |    -2380000 | NC      | $-1383.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ1B5Q68 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     2380000 | NC      | $7097.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | BYJ1D8S35 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |      281000 | OU      | $1882.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | BYJ1D96X1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |     -281000 | OU      | $-2530.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | BYJ1D8GJ3 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      234000 | OU      | $52.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BYJ1E46K9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      294700 | OU      | $2759.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | BYJ1HZ6C5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KY        |     -629000 | OU      | $-2138.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | BYJ1NY5G3 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      621000 | OU      | $14260.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | BYJ1NY4D1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -621000 | OU      | $-2900.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                           | BYJ1NU449 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | US        |    -3071914 | OU      | $-4353.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                           | BYJ1NTVC4 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | US        |     3071914 | OU      | $12082.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank Australia Ltd.                                  | BYJ1Q6HP8 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: DY9DBNI4W8J63Z298033 | N/A              | DFE              |  | US        |    -4300000 | OU      | $-4708.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank Australia Ltd.                                  | BYJ1Q6FF2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: DY9DBNI4W8J63Z298033 | N/A              | DFE              |  | US        |     4300000 | OU      | $13780.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ1T24J2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |    -2562000 | OU      | $-90617.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ1T2668 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |    -2562000 | OU      | $-59512.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | BYJ1T5VJ5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -66377000 | NC      | $-97221.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ1SWWS6 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KY        |     -342000 | OU      | $-8183.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | BYJ1SWTG6 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |     -342000 | OU      | $-7944.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      432000 | PA      | $128230.56    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                      | Samarco Mineracao SA                                                                                                 | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      134247 | PA      | $132086.55    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SECTOR ALARM HOLDING AS                                   | SECTOR ALARM HOLDING AS 2026 EUR TERM LOAN B                                                                         | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |      406916 | PA      | $465842.26    | 0.02%             | 2032-06-14      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Russian Ruble                                             | Russian Ruble                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | RU        |     2047739 | NS      | $25187.44     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Citibank NA                                               | BARRATT REDROW PLC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      517963 | OU      | $14079.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | UNITE GROUP PLC                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       93585 | OU      | $485.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ALEXANDRIA REAL ESTATE EQUITIES RE                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1648993 | OU      | $59247.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | BXP INC                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      410424 | OU      | $8821.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ALFA A                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |       67289 | OU      | $-3633.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | ALFA A                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       37855 | OU      | $-286.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | BAXTER INTERNATIONAL INC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1190954 | OU      | $-13623.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | WR BERKLEY CORP                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      515485 | OU      | $-5740.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | DESCARTES SYSTEMS GROUP INC                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      379987 | OU      | $9032.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | QUANTA SERVICES INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      702503 | OU      | $22816.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | CVB FINANCIAL CORP                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       78441 | OU      | $-611.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CAMPBELL SOUP                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1475994 | OU      | $-88406.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CONSTELLATION BRANDS INC CLASS A                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      921271 | OU      | $14670.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | MOLINA HEALTHCARE INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       58424 | OU      | $838.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | COMMUNITY BANK SYSTEM INC                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       91881 | OU      | $-551.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CORNING INC                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       74296 | OU      | $-4702.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | DANAHER CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      925680 | OU      | $1948.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | GILDAN ACTIVEWEAR INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      928131 | OU      | $21223.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | COSTAR GROUP INC                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      976117 | OU      | $53218.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | EQUIFAX INC                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      324807 | OU      | $-759.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | GENERAL MILLS INC                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      392306 | OU      | $-4905.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | GARTNER INC                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      533620 | OU      | $13948.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | F5 INC                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1131367 | OU      | $87.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | HUMANA INC                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      395235 | OU      | $-7549.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | INTERNATIONAL FLAVORS   FRAGRANCES                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      641866 | OU      | $-38725.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | INTERNATIONAL PAPER                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2290887 | OU      | $-7764.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | JACK HENRY AND ASSOCIATES INC                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      230743 | OU      | $7432.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | KIMBERLY CLARK CORP                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      422066 | OU      | $12647.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TELEDYNE TECHNOLOGIES INC                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      386756 | OU      | $11649.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | LENNAR A CORP CLASS A                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      272803 | OU      | $16450.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BRANDYWINE REALTY TRUST REIT                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1762 | OU      | $206.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CARNIVAL CORP                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      684170 | OU      | $-14227.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CHARLES RIVER LABORATORIES INTERNA                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      480478 | OU      | $-44094.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | NIKE INC CLASS B                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1506578 | OU      | $-1697.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | EAGLE BANCORP INC                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       94075 | OU      | $-414.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | POWER CORPORATION OF CANADA                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      125362 | OU      | $-192.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PULTEGROUP INC                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      127538 | OU      | $1107.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | UDR REIT INC                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1193202 | OU      | $15867.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SIMON PROPERTY GROUP REIT INC                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      809445 | OU      | $-22478.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TERADYNE INC                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      358162 | OU      | $10414.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | ISHARES IBOXX $ INV GRADE CORPORAT                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2699021 | OU      | $44569.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CONTINENTAL AG                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      592384 | OU      | $-5095.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BARRY CALLEBAUT AG                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      855814 | OU      | $27515.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | KERING SA                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      930634 | OU      | $-64166.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | HENNES   MAURITZ                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      197721 | OU      | $-3099.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | HENNES   MAURITZ                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      512132 | OU      | $7030.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ORLEN SA                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | PL        |      315477 | OU      | $-14399.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | STMICROELECTRONICS NV                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      211573 | OU      | $-8898.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TELEPERFORMANCE                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      182691 | OU      | $-4468.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ZENSHO HOLDINGS LTD                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      184584 | OU      | $-2240.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | LYNAS RARE EARTHS LTD                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      508257 | OU      | $-65160.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | UNIMICRON TECHNOLOGY CORP                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       15855 | OU      | $1222.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | KOBAYASHI PHARMACEUTICAL LTD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      119479 | OU      | $-7466.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SATS LTD                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |       71758 | OU      | $-443.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | FUJIKURA LTD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      284794 | OU      | $-12227.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | POSCO FUTURE M LTD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      161563 | OU      | $-20092.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | POSCO CHEMICAL LTD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      241294 | OU      | $-4874.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | HONDA MOTOR LTD                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     1043095 | OU      | $-1784.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | HOYA CORP                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      590499 | OU      | $1074.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PANASONIC HOLDINGS CORP                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      934825 | OU      | $-63070.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | MITSUI OSK LINES LTD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      723705 | OU      | $-28544.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | DMG MORI LTD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      295283 | OU      | $-10962.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | RENESAS ELECTRONICS CORP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      906803 | OU      | $358.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | NINTENDO LTD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      502284 | OU      | $17055.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NISSAN MOTOR LTD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      159909 | OU      | $12527.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ONO PHARMACEUTICAL LTD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      226457 | OU      | $-22317.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CHINA RESOURCES POWER LTD                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      479652 | OU      | $9062.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | CHINA RESOURCES POWER LTD                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |        4442 | OU      | $82.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NORTHERN STAR RESOURCES LTD                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     1049241 | OU      | $188953.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ZIJIN MINING GROUP LTD H                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      307394 | OU      | $-25494.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | MMG LTD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      458378 | OU      | $-19137.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | E INK HOLDINGS INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |       62407 | OU      | $1338.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SAPPORO HOLDINGS LTD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      217169 | OU      | $-3893.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SASOL LTD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |      729308 | OU      | $-276389.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SHARP CORP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       24796 | OU      | $-1190.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SHARP CORP                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      138202 | OU      | $4557.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SHISEIDO LTD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      501006 | OU      | $-54696.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TOPPAN HOLDINGS INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      513806 | OU      | $36423.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | ILUKA RESOURCES LTD                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      386941 | OU      | $-45140.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | YAKULT HONSHA LTD                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      476139 | OU      | $-15819.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ADECCO GROUP AG                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      405179 | OU      | $-15734.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TEMENOS AG                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      267601 | OU      | $10972.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | NATURA COSMETICOS SA                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |       67163 | OU      | $-4271.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NATURA COSMETICOS SA                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |        3052 | OU      | $-600.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | CRH PUBLIC LIMITED PLC                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       96850 | OU      | $3014.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | M3 INC                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      559590 | OU      | $-25478.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | XINYI GLASS HOLDINGS LTD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      251253 | OU      | $5933.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | XINYI GLASS HOLDINGS LTD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       41267 | OU      | $2914.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | NESTE                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      302691 | OU      | $-6393.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | DEXCOM INC                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      371719 | OU      | $17212.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | DEXCOM INC                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      962724 | OU      | $45844.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | LOCALIZA RENT A CAR SA                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |          26 | OU      | $-0.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SEMBCORP INDUSTRIES LTD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      188762 | OU      | $-10655.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SEMBCORP INDUSTRIES LTD                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |      130319 | OU      | $-21840.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ALSTOM SA                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      449777 | OU      | $-13600.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | COSAN INDUSTRIA E COMERCIO SA                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      568593 | OU      | $-9237.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | COSAN INDUSTRIA E COMERCIO SA                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |      229016 | OU      | $13535.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | INTERNATIONAL PAPER CO                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      430895 | OU      | $17785.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | EMIRATES INTEGRATED TELECOMMUNICAT                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AE        |      304088 | OU      | $1344.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | MINERAL RESOURCES LTD                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      396915 | OU      | $-3846.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CHINA MERCHANTS BANK LTD H                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      440127 | OU      | $-23731.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | WHITBREAD PLC                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      276294 | OU      | $3737.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ISHARES IBOXX   HIGH YIELD CORPORA                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1736479 | OU      | $-2623.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | LULULEMON ATHLETICA INC                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1886107 | OU      | $121323.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | MATSUKIYOKARA                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      404934 | OU      | $-26398.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | IBERDROLA SA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      492081 | OU      | $16168.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CHINA RAILWAY GROUP LTD H                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      239122 | OU      | $-3915.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TIS INC                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      273251 | OU      | $-2569.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TOURMALINE OIL CORP                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     1665193 | OU      | $59394.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PANDORA                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      445196 | OU      | $18925.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | AMC NETWORKS CLASS A INC                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      162819 | OU      | $-25484.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | HCA HEALTHCARE INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1153361 | OU      | $49764.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | BRENNTAG                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      134505 | OU      | $-18854.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | BRENNTAG                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      159085 | OU      | $-9583.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CHAILEASE HOLDING LTD                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      242305 | OU      | $-16368.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | CHAILEASE HOLDING LTD                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       31392 | OU      | $-3261.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | NEBIUS NV CLASS A                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      177275 | OU      | $16135.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NEBIUS NV CLASS A                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      128210 | OU      | $12103.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ENTAIN PLC                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      434769 | OU      | $20354.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | GENERAC HOLDINGS INC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      789032 | OU      | $25486.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | EXPEDIA GROUP INC                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      708057 | OU      | $17233.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | WORKDAY INC CLASS A                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      501677 | OU      | $25260.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | NORWEGIAN CRUISE LINE HOLDINGS LTD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      285816 | OU      | $19939.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SIG GROUP N AG                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      559332 | OU      | $-32546.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TRADE DESK INC CLASS A                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1678009 | OU      | $88279.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | POSTAL SAVINGS BANK OF CHINA LTD H                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      438334 | OU      | $-7066.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | WILLIS TOWERS WATSON PLC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1226831 | OU      | $11414.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | LEIDOS HOLDINGS INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      575229 | OU      | $24843.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SIGMA HEALTHCARE LTD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      833488 | OU      | $22127.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ARES MANAGEMENT CORP CLASS A                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1082370 | OU      | $-20957.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | FOOD   LIFE COMPANIES LTD                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      939267 | OU      | $-9291.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SHANDONG GOLD MINING LTD H                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      469794 | OU      | $-42663.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | MERCARI INC                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      849327 | OU      | $-88627.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | MERCARI INC                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |          66 | OU      | $-4.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | MEITUAN                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      375482 | OU      | $43547.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CRODA INTERNATIONAL PLC                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      285773 | OU      | $-11494.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CLOUDFLARE INC CLASS A                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      460190 | OU      | $29558.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | BANCA MONTE DEI PASCHI DI SIENA SP                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      804844 | OU      | $-29019.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | AIRTEL AFRICA PLC                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      386945 | OU      | $13223.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SEAGATE TECHNOLOGY HOLDINGS PLC                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      283622 | OU      | $8606.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ALIMENTATION COUCHE TARD INC                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      530007 | OU      | $8081.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | WISE PLC CLASS A                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      211603 | OU      | $-3988.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | JD SPORTS FASHION PLC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      391429 | OU      | $-8564.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | JD SPORTS FASHION PLC                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       41881 | OU      | $1554.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | RASAN INFORMATION TECHNOLOGY CO                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SA        |      254461 | OU      | $12398.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | DAVIDE CAMPARI MILANO NV                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      218631 | OU      | $-9426.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | LI AUTO CLASS A INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     1115950 | OU      | $-64180.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CORPAY INC                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1281467 | OU      | $10132.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SMG AG                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       13691 | OU      | $-1846.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | EXPAND ENERGY CORP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1243350 | OU      | $-24719.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | INPOST SA                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      401953 | OU      | $-8903.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | IMCD NV                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      438437 | OU      | $-96722.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | LG ENERGY SOLUTION LTD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      238874 | OU      | $-39621.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | HUTCHMED (CHINA) LTD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |       97015 | OU      | $-4911.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | HUTCHMED (CHINA) LTD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       41004 | OU      | $-1222.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SEATRIUM                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      219006 | OU      | $-6581.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SEATRIUM                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |      208510 | OU      | $-8736.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SCHRODERS PLC                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      627802 | OU      | $-3106.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PAGAYA TECHNOLOGIES LTD CLASS A                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      104741 | OU      | $-633.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PAGAYA TECHNOLOGIES LTD CLASS A                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      210179 | OU      | $898.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | BUNGE GLOBAL SA                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      875220 | OU      | $-46216.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | TKO GROUP HOLDINGS INC CLASS A                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      319396 | OU      | $-12116.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | KADOKAWA CORP                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      266031 | OU      | $-36250.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SGH LTD                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      295113 | OU      | $6847.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SUPER MICRO COMPUTER INC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      402683 | OU      | $-22205.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SMURFIT WESTROCK PLC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1116108 | OU      | $-33166.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | HORIZON ROBOTICS                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      264130 | OU      | $13661.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | HORIZON ROBOTICS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       19064 | OU      | $1396.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NEW PLUTO GLOBAL INC CL B                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       35148 | OU      | $-6815.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | NEW YORK COMMUNITY                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      859145 | OU      | $43882.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | RESTAURANTS BRANDS INTERNATIONAL I                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      882622 | OU      | $12245.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CROWN CASTLE INC                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      652592 | OU      | $160.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | COREWEAVE INC CLASS A                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      205203 | OU      | $5949.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | DERAYAH FINANCIAL CJSC                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SA        |       64294 | OU      | $-2258.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | AMCOR PLC                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |          39 | OU      | $0.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | LIONSGATE STUDIOS CORP                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       20906 | OU      | $-1811.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | BEONE MEDICINES AG                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      862303 | OU      | $-70885.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CELLNEX TELECOM SA                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      220090 | OU      | $-20684.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | JOHNSON CONTROLS INTERNATIONAL PLC                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2632655 | OU      | $53464.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | HEWLETT PACKARD ENTERPRISE                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       98238 | OU      | $-5645.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PAYPAL HOLDINGS INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2048278 | OU      | $11707.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | SEA ADS REPRESENTING LTD CLASS A                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      360651 | OU      | $-13650.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PETRO RIO SA                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |      358023 | OU      | $-6330.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | GRIFOLS SA CLASS A                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      362150 | OU      | $-8979.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | SARTORIUS STEDIM BIOTECH SA                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      295111 | OU      | $-10081.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | INFRASTRUTTURE WIRELESS ITALIANE                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      207565 | OU      | $-20464.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | INFRASTRUTTURE WIRELESS ITALIANE                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       27484 | OU      | $4907.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | ALAMOS GOLD INC CLASS A                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      374712 | OU      | $-39489.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | DELIVERY HERO                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      367411 | OU      | $10281.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                     | Clean Renewable Power Mauritius Pte Ltd                                                                              | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      147000 | PA      | $143194.07    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                    | India Cleantech Energy                                                                                               | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      185375 | PA      | $183760.33    | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RESURGENT TRADE + INVT LTD                                | RESURGENT TRADE + INVT LTD                                                                                           | CUSIP: 000000000<br>LEI: 89450041TCNTI3YL5A08 | Long             | DBT              | CORP              | MU        |     2257000 | PA      | $2248649.10   | 0.11%             | 2027-12-01      | Fixed         | 9.52%                 | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd                                                                                          | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |         681 | NS      | $187397.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Holding AB                                       | Verisure Holding AB 2025 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |     1000000 | PA      | $1151319.29   | 0.06%             | 2032-11-03      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                     | Axis Bank Ltd/Gandhinagar                                                                                            | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $197327.65    | 0.01%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                     | GC Treasury Center Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      250000 | PA      | $242976.48    | 0.01%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      246000 | PA      | $245465.61    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $193493.94    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP